Approximate Inverse Chain Preconditioner: Iteration Count Case Study for Spectral Support Solvers

Abstract

As the growing availability of computational power slows, there has been an increasing reliance on algorithmic advances. However, faster algorithms alone will not necessarily bridge the gap in allowing computational scientists to study problems at the edge of scientific discovery in the next several decades. Often, it is necessary to simplify or precondition solvers to accelerate the study of large systems of linear equations commonly seen in a number of scientific fields. Preconditioning a problem to increase efficiency is often seen as the best approach; yet, preconditioners which are fast, smart, and efficient do not always exist. Following the progress of [1], we present a new preconditioner for symmetric diagonally dominant (SDD) systems of linear equations. These systems are common in certain PDEs, network science, and supervised learning among others. Based on spectral support graph theory, this new preconditioner builds off of the work of [2], computing and applying a V-cycle chain of approximate inverse matrices. This preconditioner approach is both algebraic in nature as well as hierarchically-constrained depending on the condition number of the system to be solved. Due to its generation of an Approximate Inverse Chain of matrices, we refer to this as the AIC preconditioner. We further accelerate the AIC preconditioner by utilizing precomputations to simplify setup and multiplications in the context of an iterative Krylov-subspace solver. While these iterative solvers can greatly reduce solution time, the number of iterations can grow large quickly in the absence of good preconditioners. Initial results for the AIC preconditioner have shown a very large reduction in iteration counts for SDD systems as compared to standard preconditioners such as Incomplete Cholesky (ICC) and Multigrid (MG). We further show significant reduction in iteration counts against the more advanced Combinatorial Mnltiortd (CMG-)preeconditioner. We have further developed no-fill sparsification techniques to ensure that the computational cost of applying the AIC preconditioner does not grow prohibitively large as the depth of the V-cycle grows for systems with larger condition numbers. Our numerical results have shown that these sparsifiers maintain the sparsity structure of our system while also displaying significant reductions in iteration counts.11The research in this document was performed in connection with con-tract/instrument DARPA HR0011-12-C-0123 with the U.S. Air Force Research Laboratory and DARPA. The views expressed are those of the author and do not reflect the official policy or position of the Department of Defense or the U.S. Government. Distribution Statement “A” (Approved for Public Release, Distribution Unlimited). The information in this report is proprietary information of Reservoir Labs, Inc.22Further support from the Department of Energy under DOE STTR Phase I/II Projects DE-FOA-00000760/DE-FOA-000101.