Laboratory for High Performance Scientific Computing and Computer Simulation

Department of Computer Science

University of Kentucky

Lexington, KY 40506-0046, USA

Abstract

We develop new concepts and parallel algorithms of multistep successive preconditioning strategies to enhance efficiency and robustness of standard sparse approximate inverse preconditioning techniques. The key idea is to compute a series of simple sparse matrices to approximate the inverse of the original matrix. Studies are conducted to show the advantages ofsuch an approach in terms of both improving preconditioning accuracy and reducing computational cost. Numerical experiments using one prototype implementation to solve a few general sparse matrices on a distributed memory parallel computer are reported.

Keywords: Sparse matrices, parallel preconditioning, sparse approximate inverse.