Combinatorial Multigrid: Advanced Preconditioners For Ill-Conditioned Linear Systems

Abstract

The Combinatorial Multigrid (CMG) technique is a practical and adaptable solver and combinatorial preconditioner for solving certain classes of large, sparse systems of linear equations. CMG is similar to Algebraic Multigrid (AMG) but replaces large groupings of fine-level variables with a single coarse-level one, resulting in simple and fast interpolation schemes. These schemes further provide control over the refinement strategies at different levels of the solver hierarchy depending on the condition number of the system being solved [1]. While many pre-existing solvers may be able to solve large, sparse systems with relatively low complexity, inversion may require O(n2) space; whereas, if we know that a linear operator has $\tilde{n}=O(n)$ nonzero elements, we desire to use O(n) space in order to reduce communication as much as possible. Being able to invert sparse linear systems of equations, asymptotically as fast as the values can be read from memory, has been identified by the Defense Advanced Research Projects Agency (DARPA) and the Department of Energy (DOE) as increasingly necessary for scalable solvers and energy-efficient algorithms [2], [3] in scientific computing. Further, as industry and government agencies move towards exascale, fast solvers and communication-avoidance will be more necessary [4], [5]. In this paper, we present an optimized implementation of the Combinatorial Multigrid in C using Petsc and analyze the solution of various systems using the CMG approach as a preconditioner on much larger problems than have been presented thus far. We compare the number of iterations, setup times and solution times against other popular preconditioners for such systems, including Incomplete Cholesky and a Multigrid approach in Petsc against common problems, further exhibiting superior performance by the CMG.1 2