Combinative preconditioning based on Relaxed Nested Factorization and Tangential Filtering preconditioner

Pawan Kumar 1 Laura Grigori 1 Frédéric Nataf 2 Qiang Niu 3
1 GRAND-LARGE - Global parallel and distributed computing
LRI - Laboratoire de Recherche en Informatique, LIFL - Laboratoire d'Informatique Fondamentale de Lille, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : The problem of solving block tridiagonal linear systems arising from the discretization of PDE is considered. The nested factorization preconditioner introduced by [J. R. Appleyard and I. M. Cheshire, {\it Nested Factorization}, SPE 12264, presented at the Seventh SPE Symposium on Reservoir Simulation, San Francisco, 1983] is an effective preconditioner for certain class of problems and a similar method is implemented in Schlumerger's Eclipse oil reservoir simulator. In this paper, a relaxed version of Nested Factorization preconditioner is proposed as a replacement to ILU(0). Indeed, the proposed preconditioner is SPD and leads to a stable splitting if the input matrix is S.P.D.\,. For ILU(0), equivalent properties hold if the input matrix is a M-matrix. Moreover it has no storage cost. Effective multiplicative/additive preconditioning is achieved in combination with Tangential filtering preconditioner with the filter vector chosen as vector of $ones$. Numerical tests are carried out with both additive and multiplicative combinations. With this setup the new preconditioner is as robust as the combination of ILU(0) with tangential filtering preconditioner.
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Rapport
[Research Report] RR-6955, INRIA. 2009
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Soumis le : mardi 9 juin 2009 - 11:17:49
Dernière modification le : vendredi 31 août 2018 - 09:06:02
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Pawan Kumar, Laura Grigori, Frédéric Nataf, Qiang Niu. Combinative preconditioning based on Relaxed Nested Factorization and Tangential Filtering preconditioner. [Research Report] RR-6955, INRIA. 2009. 〈inria-00392881〉

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