Questions tagged [preconditioning]
For questions regarding design and implementation of preconditioners for solving linear systems.
20
questions with no upvoted or accepted answers
8
votes
0answers
86 views
How to construct an effective preconditioner for this particular problem
A quick introduction to my problem
I am currently developing a method for simulation of water waves in three dimensions based on potential flow theory. The computational bottleneck of the method is ...
7
votes
0answers
72 views
Why not use the preconditioned residual as termination criterion for preconditioned CG?
I have a Poisson equation with wildly varying material parameters (1 .. 1000), wildly varying element sizes (5 nm .. 100 um) and some quite anisotropic (tetrahedral) elements (100 nm x 100 um). I use (...
5
votes
1answer
131 views
Non-negative least squares with very small numbers
(I have asked this question on StackOverflow previously but it has been pointed to me that CSSE or MSE could be more appropriate)
I have to solve a constrained optimization problem of the following ...
5
votes
0answers
173 views
Preconditioning technique for large sparse non-hermitian matrix
I am attempting to solve a computational acoustics problem that involves solving an underlying sparse matrix. The size of the problem varies with grid size (3D) and fill-in's obviously make direct ...
4
votes
0answers
99 views
Preconditioned residual converges, but true residual doesn't
I'm using Albany w/ Trilinos to solve an elasticity problem with thermal expansion mismatch. I'm using block GMRES with MueLu preconditioning. It works for problem size of several million dofs, but ...
4
votes
0answers
53 views
Preconditioning matrix with known spectrum
Assume I know all eigenvalues of a matrix $A$ fall into a certain set $\Omega \subset \mathbb{C}$. Is there any way I can exploit this knowledge to design a preconditioner for $A$?
Some further ...
3
votes
0answers
73 views
Solving saddle point problem having non-invertible top-left block with a PETSc nested matrix
My system is a symmetric FE problem with lagrange multipliers:
$Z=\begin{pmatrix}A & C^T \\ C & 0\end{pmatrix}$
The matrix $A$ is positive semi-definite, non-invertible. The whole matrix is ...
3
votes
0answers
69 views
Numerical analysis, pivoting and incomplete LU decomposition
When doing LU decomposition, the algorithm will break down if any of the diagonal element $x_{ii}$ is zero. Therefore, we can use pivoting on the matrix such that $x_{ii}$ is no longer zero. That is ...
3
votes
0answers
74 views
Element Preconditioner
Im just working on a preconditioner for the linear equation system $Ax = b$ arising in FEM for elliptic PDE. $A$ is a s.p.d Matrix with real valued entries. I read something about the element by ...
2
votes
0answers
35 views
“black box” preconditioner for shifted linear systems?
Does anyone know of any strategies for creating a preconditioner $P^{-1}_\sigma \approx (A+\sigma I)^{-1}$ given a preconditioner $P^{-1} \approx A^{-1}$, preferably such that the precomputation doesn'...
2
votes
0answers
61 views
Does incomplete LU preconditioning improve the asymptotic scaling of Krylov subspace methods?
It is well known that unpreconditioned Krylov subspace methods applied to the finite-difference-discretised Poisson equation with $n$ grid points per direction require $O(n \, |\log(\varepsilon)|)$ ...
2
votes
0answers
54 views
Scaling for a nonsymmetric eigenvalue problem
I have an eigenvalue problem emerging from the internal vibro-acoustic coupling.
The eigenvalue problem is nonsymmetric but it was proven in literature that it results in real eigenvalues and ...
2
votes
0answers
72 views
Preconditioners and discrete Lagrange multipliers
There is a huge literature on efficient preconditioners for saddle-point problems. In computational physics, the case where the Lagrange multipliers enjoy a weak formulation (say, the Stokes equations)...
2
votes
0answers
169 views
preconditioned Uzawa method with Petsc
I am trying to improve the resolution of a Stokes problem (P2/P1 on unstructured mesh) defined by the matrix $M$:
$M=
\begin{pmatrix}
A_u & 0 & B_u \\
0 & A_v & B_v\\
B_u^T & B_v^...
1
vote
0answers
56 views
Upper bound on condition number in linear preconditioning
I'm studying iterative methods for solving linear system, and I find the following setting in Wikipedia:
Consider a matrix splitting $A = M-N$, where $A,M,N$ are all symmetric and positive definite ...
1
vote
0answers
59 views
Preconditioning the $[1 \quad-2 \quad 1]$ Finite Difference matrix
Let $A$ be the well known tridiagonal matrix coming from the 1D Finite difference discretization of the Laplacian, with stencil $\frac{[1 \quad-2 \quad 1]}{h^2}$.
The system $Ax = b$ is very large, so ...
1
vote
0answers
56 views
Kinetic preconditioning
Publication arXiv:0804.2583 describes a method for doing self-consistent iteration without having to diagonalize the Hamiltonian operator at every step.
IX. PRECONDITIONING
As already mentioned, ...
1
vote
0answers
73 views
Non-overlaping Domain decomposition - assemble of Laplacian
I am dealing with following 2-dimensional problem in the unit square domain $S_2$
$$- \Delta u (x,y) = f \ \text{in} \ S_2, \hspace{1.5cm} u(x,y) = 0 \ \text{on} \ \partial S_2$$
where $f$ is ...
1
vote
0answers
89 views
Eigenvalue analysis of preconditioned partial differential operator
today, I encountered a confused problem by accident, but I have no ideas to deal with it fully. The question can be described as follows: for example, when we need to use FDM/FEM to discrete the ...
-1
votes
1answer
32 views
Automatic selection of the SLE solver and preconditioner during simulation
To simulate the physical process necessary to solve the arising systems of linear algebraic equations. The SLE matrix has a highly sparse form. There are a couple dozen non-zero elements in the string,...