A combined reordering procedure for preconditioned GMRES applied to solving equations using Lagrange multiplier method

Abstract

Purpose

The purpose of this paper is to propose a combined reordering scheme with a wide range of application, called Reversed Cuthill-McKee-approximate minimum degree (RCM-AMD), to improve a preconditioned general minimal residual method for solving equations using Lagrange multiplier method, and facilitates the choice of the reordering for the iterative method.

Design/methodology/approach

To reordering the coefficient matrix before a preconditioned iterative method will greatly impact its convergence behavior, but the effect is very problem-dependent, even performs very differently when different preconditionings applied for an identical problem or the scale of the problem varies. The proposed reordering scheme is designed based on the features of two popular ordering schemes, RCM and AMD, and benefits from each of them.

Findings

Via numerical experiments for the cases of various scales and difficulties, the effects of RCM-AMD on the preconditioner and the convergence are investigated and the comparisons of RCM, AMD and RCM-AMD are presented. The results show that the proposed reordering scheme RCM-AMD is appropriate for large-scale and difficult problems and can be used more generally and conveniently. The reason of the reordering effects is further analyzed as well.

Originality/value

The proposed RCM-AMD reordering scheme preferable for solving equations using Lagrange multiplier method, especially considering that the large-scale and difficult problems are very common in practical application. This combined reordering scheme is more wide-ranging and facilitates the choice of the reordering for the iterative method, and the proposed iterative method has good performance for practical cases in in-house and commercial codes on PC.

Citation

Hu, Z., Wang, Z., Zhang, S., Zhang, Y. and Zhou, H. (2014), "A combined reordering procedure for preconditioned GMRES applied to solving equations using Lagrange multiplier method", Engineering Computations, Vol. 31 No. 7, pp. 1283-1304. https://doi.org/10.1108/EC-07-2013-0184