A class of generic factored and multi-level recursive approximate inverse techniques for solving general sparse systems

Abstract

Purpose

The purpose of this paper is to propose novel factored approximate sparse inverse schemes and multi-level methods for the solution of large sparse linear systems.

Design/methodology/approach

The main motive for the derivation of the various generic preconditioning schemes lies to the efficiency and effectiveness of factored preconditioning schemes in conjunction with Krylov subspace iterative methods as well as multi-level techniques for solving various model problems. Factored approximate inverses, namely, Generic Factored Approximate Sparse Inverse, require less fill-in and are computed faster due to the reduced number of nonzero elements. A modified column wise approach, namely, Modified Generic Factored Approximate Sparse Inverse, is also proposed to further enhance performance. The multi-level approximate inverse scheme, namely, Multi-level Algebraic Recursive Generic Approximate Inverse Solver, utilizes a multi-level hierarchy formed using Block Independent Set reordering scheme and an approximation of the Schur complement that results in the solution of reduced order linear systems thus enhancing performance and convergence behavior. Moreover, a theoretical estimate for the quality of the multi-level approximate inverse is also provided.

Findings

Application of the proposed schemes to various model problems is discussed and numerical results are given concerning the convergence behavior and the convergence factors. The results are comparatively better than results by other researchers for some of the model problems.

Research limitations/implications

Further enhancements are investigated for the proposed factored approximate inverse schemes as well as the multi-level techniques to improve quality of the schemes. Furthermore, the proposed schemes rely on the definition of multiple parameters that for some problems require thorough testing, thus adaptive techniques to define the values of the various parameters are currently under research. Moreover, parallel schemes will be investigated.

Originality/value

The proposed approximate inverse preconditioning schemes as well as multi-level schemes are efficient computational methods that are valuable for computer scientists and for scientists and engineers in engineering computations.

Citation

Filelis-Papadopoulos, C.K. and Gravvanis, G.A. (2016), "A class of generic factored and multi-level recursive approximate inverse techniques for solving general sparse systems", Engineering Computations, Vol. 33 No. 1, pp. 74-99. https://doi.org/10.1108/EC-12-2014-0261