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umerical
linear algebra is at the heart of the solution methods used for handling a large
number of scientific and engineering applications. The majority of problems encountered
in these applications involve linear systems or eigenvalue problems with very large
sparse matrices. A sparse matrix is one with very few nonzero elements. As a typical
example, consider a linear system consisting of two hundred thousand equations. Each
equation involves forty unknowns on average. The resulting matrix will have forty
nonzero elements per row giving a total of eight million nonzero entries for the
matrix.
This is by no means a large problem by the standard of current large scale applications.
An excellent example of the potential complexity of these problems is provided by
the Accelerated Strategic Computing Initiative (ASCI), which the Department of Energy
(DOE) has launched in the last few years. The goal of ASCI is to replace nuclear
testing by accurate numerical simulations that handle complex physical phenomena.
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| Pattern of a nine-point finite difference
matrix |
Anticipation is that problems of sizes reaching hundreds of millions to billions
will be routinely solved in ASCI simulations using a number of massively parallel
computers at DOE labs.
Sparse matrix problems require special techniques which avoid or reduce the storage
of zero elements and work only with the nonzero entries. Professor Yousef Saad’s
research team in the Computer Science and Engineering Department at the University
of Minnesota is working on such techniques. Two types of problems are tackled.
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| Pattern of a nine-point matrix shown
above after a multi-color reordering |
The first problem is concerned with the solution of large sparse eigenvalue problems
which arise in electronic structures calculations. This is being worked on by Professor
Saad and Dr. Thierry Braconnier as well as Professor James Chelikowsky and Dr. Serdar
Ogut of the Chemical Engineering and Materials Science Department at the University
of Minnesota. The recent bulletin article by Professor James Chelikowsky describes
this problem in detail (Volume 14 Number 1,
Fall 1997).
The second type of problem is that of solving large sparse linear systems. One of
the main goals of this second research theme is to develop parallel iterative solution
methods that are at the same time robust and efficient. For small problems, direct
solution methods (e.g., Gaussian elimination) are usually preferred because of their
reliability. However, direct methods are not feasible for large problems such as
the ones mentioned above because of their very high memory requirements. It should
be noted that memory rather than computational cost is the primary limitation of
direct methods.
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| Pattern of the matrix SAYLR4 from
the Harewell-Boeing collection |
Standard iterative methods usually consist of an accelerator (Conjugate Gradient,
GMRES, . . . ) and a preconditioner. Often, the accelerator is an optimal process
which obtains the best iterate from a dynamically constructed subspace of approximations.
Preconditioning is a process that helps the accelerator in some ways by transforming
the original problem into one that easier to solve.
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| Structure of the BILUM preconditioning
matrix associated with the matrix SAYLR4 from the Harwell-Boeing collection of matrices.
Ten levels of reduction are applied |
Thus, the linear system is transformed so the accelerator is likely to converge faster.
SPARSKIT is a widely used package that provides a number of accelerators and preconditioners.
Though this package has been developed for sequential computers, a parallel version
of its solvers is now available in a package called PSPARSLIB.
One method that has been considered by Professor Saad and Jun Zhang of the Computer
Science and Engineering Department is illustrated in the first figure. The original
system is reordered to have the block form shown in the figure. Each large diagonal
block is itself a block diagonal matrix. This reordering is obtained by using a succession
of Schur complement reductions associated with an independent set reordering by blocks.
Variants of this method are similar to multilevel methods and domain decomposition
techniques. When the blocks become larger, the method is more akin to a domain decomposition
approach. When they are very small (e.g., one or two), then a multigrid like approach
results. This class of methods bridges the gap between these two efficient algorithms
and has an excellent potential for solving very large systems because of their attractive
scalability properties.
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This information is available in alternative formats upon request by
individuals with disabilities. Please send email to
alt-format@msi.umn.edu
or call 612-624-0528.
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