Effectiveness and robustness revisited for a preconditioning technique based on structured incomplete factorization. Issue 3 (11th March 2020)

• Record Type: Journal Article
• Authors: Xin, Zixing; Xia, Jianlin; Cauley, Stephen; Balakrishnan, Venkataramanan
• Is Part Of: Numerical linear algebra with applications. Volume 27:Issue 3(2020)
• Page Start: n/a
• Page End: n/a
• Publication Date: 2020-03-11
• Subjects: effectiveness -- robustness -- scaling and compression strategy -- SIF preconditioning -- spectral analysis; Algebras, Linear -- Periodicals; 512.5
• DOI: 10.1002/nla.2294
• Languages: English
• ISSNs: 1070-5325

Abstract

Summary: In this work, we provide new analysis for a preconditioning technique called structured incomplete factorization (SIF) for symmetric positive definite matrices. In this technique, a scaling and compression strategy is applied to construct SIF preconditioners, where off‐diagonal blocks of the original matrix are first scaled and then approximated by low‐rank forms. Some spectral behaviors after applying the preconditioner are shown. The effectiveness is confirmed with the aid of a type of two‐dimensional and three‐dimensional discretized model problems. We further show that previous studies on the robustness are too conservative. In fact, the practical multilevel version of the preconditioner has a robustness enhancement effect, and is unconditionally robust (or breakdown free) for the model problems regardless of the compression accuracy for the scaled off‐diagonal blocks. The studies give new insights into the SIF preconditioning technique and confirm that it is an effective and reliable way for designing structured preconditioners. The studies also provide useful tools for analyzing other structured preconditioners. Various spectral analysis results can be used to characterize other structured algorithms and study more general problems.