#iterative #solver #matrix #research #adaptive #methods #match

bin+lib amg_match

Research iterative solver utilities

1 unstable release

0.1.0 Apr 4, 2024

#1597 in Math

MIT license

3.5MB
3K SLoC

Rust 2.5K SLoC // 0.2% comments C++ 389 SLoC // 0.3% comments

AMG Match

AMG Match is research project for studying adaptive multigrid methods for solving large and sparse positive definite matrix systems. A few different smoothers and preconditioners are available and a couple iterative methods are implemented.

This is a work in progress and needs tons of work but if anyone needs a sparse iterative solver to go on top of nalgebra-sparse this may be of use.

Features

[x] Stationary solver [x] Preconditioned Conjugate Gradient [x] mu-cycle AMG solver / preconditioner [x] L1 and Gauss-Seidel smoothers [x] Triangular solvers (for Gauss-Seidel)

License

MIT 2022 Austen Nelson


lib.rs:

TODO add links to github, crates, and docs


This library provides a testing suite for the research algorithms described in the paper: TODO add link to paper.

The solvers implemented are intended for symmetric positive definite matrices. These matrices often arise from discretizations of elliptic operators in partial differential equations describing diffusion. The optimal and popular preconditioners for these discretizations are multigrid methods. For fairly regular meshes and material compositions, standard geometric multigrid is simple and performant. In the case of more complex geometries and materials, especially those exhibiting extreme anisotropies, require more generalized and sophisticated algebraic multigrid (AMG) techniques. Many variants and approaches to AMG exists, many of which are quite complicated and specialized. This implementation adds a general and (relatively) simple option to those methods.

The algorithms implemented are based on construction of composite algebraic multigrid preconditioners. Each component of the composite preconditioner is adaptive and utilizes vectors from the 'near null' space of the matrix in the system. It is well known that these 'near null' components, or low magnitude eigenmodes, are difficult to eliminate with Krylov subspace based iterative methods. These 'near null' components are discovered by testing the preconditioner on the system Ax=0 until convergence stalls. Afterwords, they are used to construct a specialized AMG cycle which is composed with the previous preconditioner to form a new composite method. This cycle of testing, constructing, and composing is repeated until the method has a desired rate of convergence on the test problem.

Dependencies

~23MB
~407K SLoC