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Autori principali: Hwang, Geonho, Park, Yesom, Lee, Yueun, Hahn, Jooyoung, Kang, Myungjoo
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2501.00245
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author Hwang, Geonho
Park, Yesom
Lee, Yueun
Hahn, Jooyoung
Kang, Myungjoo
author_facet Hwang, Geonho
Park, Yesom
Lee, Yueun
Hahn, Jooyoung
Kang, Myungjoo
contents This paper proposes a theoretical framework for analyzing Modified Incomplete LU (MILU) preconditioners. Considering a generalized MILU preconditioner on a weighted undirected graph with self-loops, we extend its applicability beyond matrices derived by Poisson equation solvers on uniform grids with compact stencils. A major contribution is, a novel measure, the \textit{Localized Estimator of Condition Number (LECN)}, which quantifies the condition number locally at each vertex of the graph. We prove that the maximum value of the LECN provides an upper bound for the condition number of the MILU preconditioned system, offering estimation of the condition number using only local measurements. This localized approach significantly simplifies the condition number estimation and provides a powerful tool or analyzing the MILU preconditioner applied to previously unexplored matrix structures. To demonstrate the usability of LECN analysis, we present three cases: (1) revisit to existing results of MILU preconditioners on uniform grids, (2) analysis of high-order implicit finite difference schemes on wide stencils, and (3) analysis of variable coefficient Poisson equations on hierarchical adaptive grids such as quadtree and octree. For the third case, we also validate LECN analysis numerically on a quadtree.
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publishDate 2024
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spellingShingle Localized Estimation of Condition Numbers for MILU Preconditioners on a Graph
Hwang, Geonho
Park, Yesom
Lee, Yueun
Hahn, Jooyoung
Kang, Myungjoo
Numerical Analysis
This paper proposes a theoretical framework for analyzing Modified Incomplete LU (MILU) preconditioners. Considering a generalized MILU preconditioner on a weighted undirected graph with self-loops, we extend its applicability beyond matrices derived by Poisson equation solvers on uniform grids with compact stencils. A major contribution is, a novel measure, the \textit{Localized Estimator of Condition Number (LECN)}, which quantifies the condition number locally at each vertex of the graph. We prove that the maximum value of the LECN provides an upper bound for the condition number of the MILU preconditioned system, offering estimation of the condition number using only local measurements. This localized approach significantly simplifies the condition number estimation and provides a powerful tool or analyzing the MILU preconditioner applied to previously unexplored matrix structures. To demonstrate the usability of LECN analysis, we present three cases: (1) revisit to existing results of MILU preconditioners on uniform grids, (2) analysis of high-order implicit finite difference schemes on wide stencils, and (3) analysis of variable coefficient Poisson equations on hierarchical adaptive grids such as quadtree and octree. For the third case, we also validate LECN analysis numerically on a quadtree.
title Localized Estimation of Condition Numbers for MILU Preconditioners on a Graph
topic Numerical Analysis
url https://arxiv.org/abs/2501.00245