This article surveys preconditioning techniques for the iterative solution of large linear systems, with a focus on algebraic methods suitable for general sparse matrices. Covered topics include progress in incomplete factorization methods, sparse approximate inverses, reorderings, parallelization issues, and block and multilevel extensions. Some of the challenges ahead are also discussed. An extensive bibliography completes the paper.

Graph coloring has been employed since the 1980s to efficiently compute sparse Jacobian and Hessian matrices using either finite differences or automatic differentiation. Several coloring problems occur in this context, depending on whether the matrix is a Jacobian or a Hessian, and on the specifics of the computational techniques employed. We consider eight variant vertexcoloring problems here. This article begins with a gentle introduction to the problem of computing a sparse Jacobian, followed by an overview of the historical development of the research area. Then we present a unifying framework for the graph models of the variant matrixestimation problems. The framework is based upon the viewpoint that a partition of a matrixinto structurally orthogonal groups of columns corresponds to distance-2 coloring an appropriate graph representation. The unified framework helps integrate earlier work and leads to fresh insights; enables the design of more efficient algorithms for many problems; leads to new algorithms for others; and eases the task of building graph models for new problems. We report computational results on two of the coloring problems to support our claims. Most of the methods for these problems treat a column or a row of a matrixas an atomic entity, and partition the columns or rows (or both). A brief review of methods that do not fit these criteria is provided. We also discuss results in discrete mathematics and theoretical computer science that intersect with the topics considered here.

hypre is a software library for the solution of large, sparse linear systems on massively parallel computers. Its emphasis is on modern powerful and scalable preconditioners. hypre provides various conceptual interfaces to enable application users to access the library in the way they naturally think about their problems. This paper presents the conceptual interfaces in hypre. An overview of the preconditioners that are available in hypre is given, including some numerical results that show the eciency of the library.

A parallel version of the Algebraic Recursive Multilevel Solver (ARMS) is developed for distributed computing environments. The method adopts the general framework of distributed sparse matrices and relies on solving the resulting distributed Schur complement system. Numerical experiments are presented which compare these approaches on regularly and irregularly structured problems.

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Abstract. We develop a class of parallel multistep successive preconditioning strategies to enhance efficiency and robustness of standard sparse approximate inverse preconditioning techniques. The key idea is to compute a series of simple sparse matrices to approximate the inverse of the original matrix. Studies are conducted to show the advantages of such an approach in terms of both improving preconditioning accuracy and reducing computational cost, compared to the standard sparse approximate inverse preconditioners. Numerical experiments using one prototype implementation to solve a few sparse matrices on a distributed memory parallel computer are reported.

The recently developed Parallel Algebraic Recursive Multilevel Solver (pARMS) is the subject of this paper. We investigate its behavior in solving large-scale sparse linear systems. In particular, we study the eect of a few parameters and dierent algorithms on the overall performance by conducting numerical experiments that stem from a number of realistic applications including magneto-hydrodynamics, nonlinear acoustic eld simulation, and tire design.

We consider matrix-free solver environments where information about the underlying matrix is available only through matrix vector computations which do not have access to a fully assembled matrix. We introduce the notion of partial matrix estimation for constructing good algebraic preconditioners used in Krylov iterative methods in such matrix-free environments, and formulate three new graph coloring problems for partial matrix estimation. Numerical experiments utilizing one of these formulations demonstrate the viability of this approach.

This paper presents a preconditioner based on solving approximate Schur complement systems with overlapping restricted additive Schwarz methods (RAS). The construction of the preconditoner, called SchurRAS, is as simple as in the standard RAS. The communication requirements for each application of the preconditioning operation are similar with those of the standard RAS approach. In the particular case when the degree of overlap is one, then SchurRAS and RAS involve exactly the same communication volume per step. In addition, SchurRAS has the same degree of parallelism as RAS. In some numerical experiments with a model problem, the convergence rate of the method was found to be similar to that of the Multiplicative Schwarz (MS) method. The Schur based RAS usually outperforms the standard RAS both in terms of iteration count and CPU time. For a few two dimensional scaled problems, SchurRAS was about twice as fast as the stardard RAS on 64 processors. 1

With the ubiquity of multicore processors, it is crucial that solvers adapt to the hierarchical structure of modern architectures. We present ShyLU, a “hybrid-hybrid” solver for general sparse linear systems that is hybrid in two ways: First, it combines direct and iterative methods. The iterative part is based on approximate Schur complements where we compute the approximate Schur complement using a value-based dropping strategy or structure-based probing strategy. Second, the solver uses two levels of parallelism via hybrid programming (MPI+threads). ShyLU is useful both in sharedmemory environments and on large parallel computers with distributed memory. In the latter case, it should be used as a subdomain solver. We argue that with the increasing complexity of compute nodes, it is important to exploit multiple levels of parallelism even within a single compute node. We show the robustness of ShyLU against other algebraic preconditioners. ShyLU scales well up to 384 cores for a given problem size. We also study the MPI-only performance of ShyLU against a hybrid implementation and conclude that on present multicore nodes MPI-only implementation is better. However, for future multicore machines (96 or more cores) hybrid / hierarchical algorithms and implementations are important for sustained performance.