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SIAM Journal on Optimization
Article . 1991 . Peer-reviewed
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Article . 2020
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Orderings for Conjugate Gradient Preconditionings

Orderings for conjugate gradient preconditioning
Authors: James M. Ortega;

Orderings for Conjugate Gradient Preconditionings

Abstract

The paper treats several ordering principles for the solution of Poisson- type elliptic boundary value problems with preconditioned conjugate gradient methods (PCG). As preconditioners SSOR and incomplete Cholesky (IC) are considered. For the solution of the relevant linear systems, which mostly are tridiagonal, on vector or parallel computers multicolor orderings exhibit a high degree of parallelism, but on the other hand the convergence of the PCG may suffer from them. The author starts his consideration with diagonal ordering, which produces the same updating as natural ordering such that no difference in convergence can occur. He then discusses in detail the generalizations of diagonal ordering (reverse Cuthill-McKee and domain decomposition ordering) and the influence of the ordering principles to vector lengths and parallelization. The typical 2D and 3D stencils are considered. The influence of the ordering on the condition number of the preconditioned matrix and on the rate of convergence is studied. There is a connection of this rate to the number of nonzero elements in the remainder matrix which can be estimated. Earlier results of other authors can be explained in this way. The considerations are restricted to rectangular or parallelepiped domains and Dirichlet boundary conditions.

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Keywords

Iterative numerical methods for linear systems, convergence, domain decomposition ordering, Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation, preconditioned conjugate gradient methods, Numerical computation of matrix norms, conditioning, scaling, Numerical solution of discretized equations for boundary value problems involving PDEs, reverse Cuthill-McKee ordering, Poisson equation, preconditioners, diagonal ordering, parallel and vector computing, multicolor orderings, symmetric successive overrelaxation, incomplete Cholesky factorization, condition number

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
16
Average
Top 10%
Average
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