AN AGGREGATION-BASED ALGEBRAIC MULTIGRID METHOD

AN AGGREGATION-BASED ALGEBRAIC MULTIGRID METHOD

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1、ANAGGREGATION-BASEDALGEBRAICMULTIGRIDMETHODYVANNOTAY∗Abstract.Analgebraicmultigridmethodispresentedtosolvelargesystemsoflinearequations.Thecoarsen-ingisobtainedbyaggregationoftheunknowns.Theaggregationschemeusestwopassesofapairwisematchingalgorithmapplie

2、dtothematrixgraph,resultinginmostcasesinadecreaseofthenumberofvariablesbyafactorslightlylessthanfour.Thematchingalgorithmfavorsthestrongestnegativecoupling(s),inducingaproblemdepen-dantcoarsening.Thisaggregationiscombinedwithpiecewiseconstant(unsmoothed)

3、prolongation,ensuringlowsetupcostandmemoryrequirements.Comparedwithpreviousaggregation-basedmultigridmethods,thescalabilityisenhancedbyusingaso-calledK-cyclemultigridscheme,providingKrylovsubspaceaccelerationateachlevel.Thispaperisthelogicalcontinuationo

4、f[SIAMJ.Sci.Comput.,30(2008),pp.1082–1103],wheretheanalysisofamodelanisotropicproblemshowsthataggregation-basedtwo-gridmethodsmayhaveoptimalorderconvergence,andof[Numer.Lin.Alg.Appl.,15(2008),pp.473–487],whereitisshownthatK-cyclemultigridmayprovideoptima

5、lornearoptimalconvergenceundermildassumptionsonthetwo-gridscheme.Whereasinthesepapersonlymodelproblemswithgeometricaggregationwereconsidered,hereatrulyalgebraicmethodispresentedandtestedonawiderangeofdiscretesecondorderscalarellipticPDEs,includingnonsymm

6、etricandunstructuredproblems.NumericalresultsindicatethattheproposedmethodmaybesignificantlymorerobustasblackboxsolverthantheclassicalAMGmethodasimplementedinthecodeAMG1R5byK.St¨uben.Theparallelimplementationisalsodiscussed.Satisfactoryspeedupsareobtained

7、onamediumsizemulti-processorclusterthatistypicaloftodaycom-putermarket.AcodeimplemantingthemethodisfreelyavailablefordownloadbothasaFortranprogramandaMatlabfunction.Keywords.multigrid,linearsystems,iterativemethods,AMG,preconditioning,parallelcomputingAM

8、Ssubjectclassifications.65F10,65N551.Introduction.Weconsidertheiterativesolutionoflargesparsen×nlinearsystems(1.1)Au=barisingfromthediscretizationofsecondorderellipticPDEs.Inthiscontext,multigridmeth-ods[39]areamongthemoste

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