Reference documentation for deal.II version Git 04ded8f 2017-09-19 10:11:38 +0200
Classes | Enumerations
Preconditioners and Relaxation Operators
Collaboration diagram for Preconditioners and Relaxation Operators:

Classes

class  BlockTrianglePrecondition< number, BlockVectorType >
 
class  PreconditionLU< number >
 
class  PreconditionIdentity
 
struct  PreconditionIdentity::AdditionalData
 
class  PreconditionRichardson
 
class  PreconditionRichardson::AdditionalData
 
class  PreconditionUseMatrix< MatrixType, VectorType >
 
class  PreconditionRelaxation< MatrixType >
 
class  PreconditionRelaxation< MatrixType >::AdditionalData
 
struct  TrilinosWrappers::PreconditionJacobi::AdditionalData
 
class  PreconditionJacobi< MatrixType >
 
struct  TrilinosWrappers::PreconditionSOR::AdditionalData
 
class  PreconditionSOR< MatrixType >
 
struct  TrilinosWrappers::PreconditionSSOR::AdditionalData
 
class  PreconditionSSOR< MatrixType >
 
class  PreconditionPSOR< MatrixType >
 
class  PreconditionPSOR< MatrixType >::AdditionalData
 
struct  TrilinosWrappers::PreconditionChebyshev::AdditionalData
 
class  PreconditionChebyshev< MatrixType, VectorType, PreconditionerType >
 
struct  PreconditionChebyshev< MatrixType, VectorType, PreconditionerType >::AdditionalData
 
class  PreconditionBlock< MatrixType, inverse_type >
 
class  PreconditionBlock< MatrixType, inverse_type >::AdditionalData
 
struct  TrilinosWrappers::PreconditionBlockJacobi::AdditionalData
 
class  PreconditionBlockJacobi< MatrixType, inverse_type >
 
class  PreconditionBlockJacobi< MatrixType, inverse_type >::const_iterator::Accessor
 
class  PreconditionBlockJacobi< MatrixType, inverse_type >::const_iterator
 
struct  TrilinosWrappers::PreconditionBlockSOR::AdditionalData
 
class  PreconditionBlockSOR< MatrixType, inverse_type >
 
struct  TrilinosWrappers::PreconditionBlockSSOR::AdditionalData
 
class  PreconditionBlockSSOR< MatrixType, inverse_type >
 
class  PreconditionSelector< MatrixType, VectorType >
 
class  RelaxationBlock< MatrixType, InverseNumberType, VectorType >
 
class  RelaxationBlock< MatrixType, InverseNumberType, VectorType >::AdditionalData
 
class  RelaxationBlockJacobi< MatrixType, InverseNumberType, VectorType >
 
class  RelaxationBlockSOR< MatrixType, InverseNumberType, VectorType >
 
class  RelaxationBlockSSOR< MatrixType, InverseNumberType, VectorType >
 
class  SparseLUDecomposition< number >
 
class  SparseLUDecomposition< number >::AdditionalData
 
class  SparseDirectUMFPACK
 
class  SparseILU< number >
 
class  SparseMIC< number >
 
class  SparseVanka< number >
 
class  SparseVanka< number >::AdditionalData
 
class  SparseBlockVanka< number >
 
class  TrilinosWrappers::PreconditionBase
 
class  TrilinosWrappers::PreconditionJacobi
 
class  TrilinosWrappers::PreconditionSSOR
 
class  TrilinosWrappers::PreconditionSOR
 
class  TrilinosWrappers::PreconditionBlockJacobi
 
class  TrilinosWrappers::PreconditionBlockSSOR
 
class  TrilinosWrappers::PreconditionBlockSOR
 
struct  TrilinosWrappers::PreconditionIC::AdditionalData
 
class  TrilinosWrappers::PreconditionIC
 
struct  TrilinosWrappers::PreconditionILU::AdditionalData
 
class  TrilinosWrappers::PreconditionILU
 
struct  TrilinosWrappers::PreconditionILUT::AdditionalData
 
class  TrilinosWrappers::PreconditionILUT
 
struct  TrilinosWrappers::PreconditionBlockwiseDirect::AdditionalData
 
class  TrilinosWrappers::PreconditionBlockwiseDirect
 
class  TrilinosWrappers::PreconditionChebyshev
 
struct  TrilinosWrappers::PreconditionAMG::AdditionalData
 
class  TrilinosWrappers::PreconditionAMG
 
struct  TrilinosWrappers::PreconditionAMGMueLu::AdditionalData
 
class  TrilinosWrappers::PreconditionAMGMueLu
 
class  TrilinosWrappers::PreconditionIdentity
 

Enumerations

enum  SparseBlockVanka< number >::BlockingStrategy { SparseBlockVanka< number >::index_intervals, SparseBlockVanka< number >::adaptive }
 

Detailed Description

Preconditioners

Preconditioners are used to accelerate the iterative solution of linear systems. Typical preconditioners are Jacobi, Gauss-Seidel, or SSOR, but the library also supports more complex ones such as Vanka or incomplete LU decompositions (ILU). In addition, sparse direct solvers can be used as preconditioners when available.

Broadly speaking, preconditioners are operators, which are multiplied with a matrix to improve conditioning. The idea is, that the preconditioned system P-1Ax = P-1b is much easier to solve than the original system Ax = b. What this means exactly depends on the structure of the matrix and cannot be discussed here in generality. For symmetric, positive definite matrices A and P, it means that the spectral condition number (the quotient of greatest and smallest eigenvalue) of P-1A is much smaller than the one of A.

At hand of the simplest example, Richardson iteration, implemented in SolverRichardson, the preconditioned iteration looks like

\[ x^{k+1} = x^k - P^{-1} \bigl(A x^k - b\bigr). \]

Accordingly, preconditioning amounts to applying a linear operator to the residual, and consequently, the action of the preconditioner P-1 is implemented as vmult(). Templates in deal.II that require a preconditioner indicate the requirement with the PreconditionerType concept. In practice, one can usually treat any matrix-like object which defines vmult() and Tvmult() as a preconditioner. All preconditioner classes in this module implement this interface.

When used in Krylov space methods, it is up to the method, whether it simply replaces multiplications with A by those with P-1A (for instance SolverBicgstab), or does more sophisticated things. SolverCG for instance uses P-1 to define an inner product, which is the reason why it requires a symmetric, positive definite operator P.

Relaxation methods

Many preconditioners rely on an additive splitting A = P - N into two matrices. In this case, the iteration step of the Richardson method above can be simplified to

\[ x^{k+1} = P^{-1} \bigl(N x^k + b\bigr), \]

thus avoiding multiplication with A completely. We call operators mapping the previous iterate xk to the next iterate in this way relaxation operators. Their generic interface is given by the RelaxationType concept. The classes with names starting with Relaxation in this module implement this interface, as well as the preconditioners PreconditionJacobi, PreconditionSOR, PreconditionBlockJacobi, PreconditionBlockSOR, and PreconditionBlockSSOR.

The interface

In this section, we discuss the interface preconditioners usually have to provide to work inside the deal.II library.

Initialization

In order to be able to be stored in containers, all preconditioners have a constructor with no arguments. Since this will typically produce a useless object, all preconditioners have a function

void initialize (...)

This function receives the matrix to be preconditioned as well as additional required parameters and sets up the internal structures of the preconditioner.

Relaxation methods

Some preconditioners, like SOR and Jacobi, were used as iterative solvers long before they were used as preconditioners. Thus, they satisfy both MatrixType and RelaxationType concepts.

Enumeration Type Documentation

template<typename number >
enum SparseBlockVanka::BlockingStrategy

Enumeration of the different methods by which the DoFs are distributed to the blocks on which we are to work.

Enumerator
index_intervals 

Block by index intervals.

adaptive 

Block with an adaptive strategy.

Definition at line 518 of file sparse_vanka.h.