Fast multipole preconditioners for sparse matrices arising from elliptic equations
KAUST DepartmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Computer Science Program
Applied Mathematics and Computational Science Program
Extreme Computing Research Center
KAUST Grant NumberKUK-C1-013-04
Online Publication Date2017-11-09
Print Publication Date2018-03
Permanent link to this recordhttp://hdl.handle.net/10754/626154
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AbstractAmong optimal hierarchical algorithms for the computational solution of elliptic problems, the fast multipole method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and relaxable global synchronization requirements. We demonstrate that, beyond its traditional use as a solver in problems for which explicit free-space kernel representations are available, the FMM has applicability as a preconditioner in finite domain elliptic boundary value problems, by equipping it with boundary integral capability for satisfying conditions at finite boundaries and by wrapping it in a Krylov method for extensibility to more general operators. Here, we do not discuss the well developed applications of FMM to implement matrix-vector multiplications within Krylov solvers of boundary element methods. Instead, we propose using FMM for the volume-to-volume contribution of inhomogeneous Poisson-like problems, where the boundary integral is a small part of the overall computation. Our method may be used to precondition sparse matrices arising from finite difference/element discretizations, and can handle a broader range of scientific applications. It is capable of algebraic convergence rates down to the truncation error of the discretized PDE comparable to those of multigrid methods, and it offers potentially superior multicore and distributed memory scalability properties on commodity architecture supercomputers. Compared with other methods exploiting the low-rank character of off-diagonal blocks of the dense resolvent operator, FMM-preconditioned Krylov iteration may reduce the amount of communication because it is matrix-free and exploits the tree structure of FMM. We describe our tests in reproducible detail with freely available codes and outline directions for further extensibility.
CitationIbeid H, Yokota R, Pestana J, Keyes D (2017) Fast multipole preconditioners for sparse matrices arising from elliptic equations. Computing and Visualization in Science. Available: http://dx.doi.org/10.1007/s00791-017-0287-5.
SponsorsThe authors would like to acknowledge the open source software packages that made this work possible: PETSc [5, 6], PetIGA  and IFISS [24, 63]. We thank Dave Hewett, David May, Andy Wathen, and Ulrike Yang for helpful discussions and comments and are indebted to Nathan Collier for his help with the PetIGA framework. We thank Lorena Barba for the support in developing ExaFMM. This publication was based on work supported in part by Award No KUK-C1-013-04, made by King Abdullah University of Science and Technology (KAUST). This work used the Extreme Science and Engineering Discovery Environment (XSEDE), which is supported by National Science Foundation grant number OCI-1053575, and the resources of the KAUST Supercomputing Laboratory.