An Algebraic Multilevel Schur Complement Preconditioner Based on Eigenvalue Deflation

ABSTRACT This article proposes a new multilevel Schur complement preconditioner for solving large sparse symmetric linear systems. We derive a low‐rank approximation formula for the Schur complement matrix within a multilevel framework by employing eigenvalue deflation. We apply hierarchical interface decomposition (HID) ordering to render the matrix in a multilevel recursive form, while using the reverse Cuthill‐McKee (RCM) method to process diagonal blocks and reduce fill‐ins. In numerical implementation, the construction of the low‐rank approximation ultimately transforms into solving a generalized eigenvalue problem, which can be accomplished through the implicit restart Lanczos algorithm. Numerical experiments demonstrate that, after fully utilizing instruction‐level and thread‐level parallelism and introducing GPU acceleration, this preconditioner not only achieves good computational efficiency on model problems but also exhibits excellent robustness on practical problems. The source codes are available at https://github.com/YidanDeng/PrisPack .

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Publication Details

Journal
Numerical Linear Algebra with Applications
Published
2025-04-01
DOI
https://doi.org/10.1002/nla.70018
Primary Topic
Matrix Theory and Algorithms
Type
article
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An Algebraic Multilevel Schur Complement Preconditioner Based on Eigenvalue Deflation

Liang Li, Yansha Deng, Yunyao Liu, Guanghui Cheng et al.
Numerical Linear Algebra with Applications
Matrix Theory and Algorithms
article

An Algebraic Multilevel Schur Complement Preconditioner Based on Eigenvalue Deflation

Liang Li, Yansha Deng, Yunyao Liu, Guanghui Cheng, X. Yuan
article en

Abstract

ABSTRACT This article proposes a new multilevel Schur complement preconditioner for solving large sparse symmetric linear systems. We derive a low‐rank approximation formula for the Schur complement matrix within a multilevel framework by employing eigenvalue deflation. We apply hierarchical interface decomposition (HID) ordering to render the matrix in a multilevel recursive form, while using the reverse Cuthill‐McKee (RCM) method to process diagonal blocks and reduce fill‐ins. In numerical implementation, the construction of the low‐rank approximation ultimately transforms into solving a generalized eigenvalue problem, which can be accomplished through the implicit restart Lanczos algorithm. Numerical experiments demonstrate that, after fully utilizing instruction‐level and thread‐level parallelism and introducing GPU acceleration, this preconditioner not only achieves good computational efficiency on model problems but also exhibits excellent robustness on practical problems. The source codes are available at https://github.com/YidanDeng/PrisPack .

Numerical Linear Algebra with ApplicationsVol. 32(2)
University of Electronic Science and Technology of China (CN)
Openalex Percentile: Top 91%
Matrix Theory and Algorithms
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