Fully vectorizable block preconditionings with approximate inverses for non‐symmetric systems of equations

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Abstract
We used a conjugate gradient type method, with preconditioning, to solve the sparse linear systems arising from the discretization of PDEs. With such methods, the main obstacles for complete vectorization have been the preconditioning calculation and its application step within the iteration: for the matrices obtained using 5‐ or 9‐point discretization operators, some well known existing preconditionings (like ILU) require a block‐recursive procedure which prevents vectorization. Preconditioners based on nested incomplete factorization, which require the calculation of approximate inverses of tridiagonal matrices, allow complete vectorization of the application step. We present a formulation of such a preconditioning, using a Frobenius norm minimization to calculate the inverses, which also allows complete vectorization of the inverses' calculation, thus making the iterative solver completely vectorizable. Numerical experiments show that the method is robust over a range of symmetric and non‐symmetric problems, and up to 4 times faster than other existing methods, such as ILU, depending on the computer and compiler being used. We also show the importance of diagonal scaling used in conjunction with other preconditionings and present some theoretical results concerning the approximate inverses of tridiagonal matrices, calculated using the Frobenius norm minimization.

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