地球物理标记单元内模拟中严重条件不良线性系统的稀疏求解器比较

Marcel Ferrari
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引用次数: 0

摘要

稀疏线性系统的求解是许多科学和工程领域的重要挑战,尤其是当这些系统的条件严重不足时。这项工作旨在全面比较针对此类问题设计的各种求解器,为领域科学家和研究人员提供有价值的见解和指导。我们开发了必要的工具,以准确评估来自 11 个最先进数值库的 16 个求解器的性能和正确性,重点关注它们处理非条件矩阵的有效性。为了解决计算解的精确误差边界这一难题,我们引入了亚当投影法(Projected Adam method),这是一种无需依赖特征值或奇异值即可高效计算矩阵条件数的新型算法。我们的基准测试结果表明,对于测试场景,英特尔一API MKL PARDISO、UMFPACK 和 MUMPS 是最可靠的求解器。这项工作可作为选择适当求解器、了解条件数的影响以及提高实际应用中数值求解稳健性的资源。
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A Comparison of Sparse Solvers for Severely Ill-Conditioned Linear Systems in Geophysical Marker-In-Cell Simulations
Solving sparse linear systems is a critical challenge in many scientific and engineering fields, particularly when these systems are severely ill-conditioned. This work aims to provide a comprehensive comparison of various solvers designed for such problems, offering valuable insights and guidance for domain scientists and researchers. We develop the tools required to accurately evaluate the performance and correctness of 16 solvers from 11 state-of-the-art numerical libraries, focusing on their effectiveness in handling ill-conditioned matrices. The solvers were tested on linear systems arising from a coupled hydro-mechanical marker-in-cell geophysical simulation. To address the challenge of computing accurate error bounds on the solution, we introduce the Projected Adam method, a novel algorithm to efficiently compute the condition number of a matrix without relying on eigenvalues or singular values. Our benchmark results demonstrate that Intel oneAPI MKL PARDISO, UMFPACK, and MUMPS are the most reliable solvers for the tested scenarios. This work serves as a resource for selecting appropriate solvers, understanding the impact of condition numbers, and improving the robustness of numerical solutions in practical applications.
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