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Weighted graph based ordering techniques for preconditioned conjugate gradient methods
Authors:Simon S. Clift  Wei-Pai Tang
Affiliation:(1) Department of Computer Science, University of Waterloo, N2L 3G1 Waterloo, Ontario, Canada;(2) Present address: Center for Advanced Gas Combustion Technology, Dept. of Mechanical Engineering, Queen's University, K7L 3N6 Kingston, Ontario
Abstract:
We describe the basis of a matrix ordering heuristic for improving the incomplete factorization used in preconditioned conjugate gradient techniques applied to anisotropic PDE's. Several new matrix ordering techniques, derived from well-known algorithms in combinatorial graph theory, which attempt to implement this heuristic, are described. These ordering techniques are tested against a number of matrices arising from linear anisotropic PDE's, and compared with other matrix ordering techniques. A variation of RCM is shown to generally improve the quality of incomplete factorization preconditioners.This work was supported by by the Natural Sciences and Engineering Research Council of Canada, and by the Information Technology Research Center, which is funded by the Province of Ontario.
Keywords:Conjugate gradient  preconditioner  matrix ordering  weighted graph
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