Robust and effective eSIF preconditioning for general SPD matrices

Abstract

We propose an unconditionally robust and highly effective preconditioner for general symmetric positive definite (SPD) matrices based on structured incomplete factorization (SIF), called enhanced SIF (eSIF) preconditioner. The original SIF strategy proposed recently derives a structured preconditioner by applying block diagonal preprocessing to the matrix and then compressing appropriate scaled off-diagonal blocks. Here, we use an enhanced scaling-and-compression strategy to design the new eSIF preconditioner. Some subtle modifications are made, such as the use of two-sided block triangular preprocessing. A practical multilevel eSIF scheme is then designed. We give rigorous analysis for both the enhanced scaling-and-compression strategy and the multilevel eSIF preconditioner. The new eSIF framework has some significant advantages and overcomes some major limitations of the SIF strategy. (i) With the same tolerance for compressing the off-diagonal blocks, the eSIF preconditioner can approximate the original matrix to a much higher accuracy. (ii) The new preconditioner leads to much more significant reductions of condition numbers due to an accelerated magnification effect for the decay in the singular values of the scaled off-diagonal blocks. (iii) With the new preconditioner, the eigenvalues of the preconditioned matrix are much better clustered around $1$. (iv) The multilevel eSIF preconditioner is further unconditionally robust or is guaranteed to be positive definite without the need of extra stabilization, while the multilevel SIF preconditioner has a strict requirement in order to preserve positive definiteness. Comprehensive numerical tests are used to show the advantages of the eSIF preconditioner in accelerating the convergence of iterative solutions.