Machine learning techniques applied to preconditioning of linear systems

Date

2022-08

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Abstract

This work explores the use of machine learning techniques to improve existing methods for preconditioning and solving large, sparse linear systems. Standard feed-forward neural networks are utilized to predict optimal parameter choices for Incomplete LU factorization, with the resulting models being tested on new, unseen systems from a variety of disciplines. Results show an improvement in convergence times over standard, fixed default values. Then, a graph neural network is constructed to select the entries for the prolongation operator in Algebraic Multigrid. The learned operator is tested on a difficult class of three-dimensional Poisson problems and shows an improvement over both standard operators and other machine learning operators from the literature.

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Keywords

Algebraic Multigrid, Machine Learning, Preconditioning, Iterative Methods

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