The Role of Preconditioning in The Solution To FE Coupled

INTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS
Int. J. Numer. Anal. Meth. Geomech. 2009; 33:405423

Published online 22 July 2008 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/nag.729
The role of preconditioning in the solution to FE coupled

consolidation equations by Krylov subspace methods
Massimiliano Ferronato, , Giorgio Pini and Giuseppe Gambolati

Department of Mathematical Methods and Models for Scientific Applications, University of Padova,
Via Trieste 63, 35121 Padova, Italy
SUMMARY
The repeated solution in time of the linear system arising from the finite element integration of coupled
consolidation equations is a major computational effort. This system can be written in either a symmetric
or an unsymmetric form, thus calling for the implementation of different preconditioners and Krylov
subspace solvers. The present paper aims at investigating when either a symmetric or an unsymmetric
approach should be better used. The results from a number of representative numerical experiments
indicate that a major role in selecting either form is played by the preconditioner rather than by the Krylov
subspace method itself. Two other important issues addressed are the size of the time integration step and
the possible lumping of the flow capacity matrix. It appears that ad hoc block constrained preconditioners
provide the most robust algorithm independently of the time step size, lumping, and symmetry. Copyright
q 2008 John Wiley & Sons, Ltd.
Received 10 September 2007; Revised 18 December 2007; Accepted 27 May 2008
KEY WORDS: preconditioning; Krylov subspace methods; coupled consolidation
1. INTRODUCTION
In the finite element (FE) analysis of large-scale consolidation problems, the repeated solution
in time to the linear system of discretized equations is the most challenging and time-consuming
computational effort. This holds true especially in the initial stages of the consolidation process,
where very small time integration steps are generally used [1]. Therefore, the development of robust
and efficient solvers is of paramount importance for the practical design of FE geomechanical codes.
Three major classes of solvers for coupled consolidation problems can be readily identified:
direct, partitioned, and projective. Although direct solvers are still widely used in practice [24],
they prove inadequate for large-scale 3D problems, e.g. [5, 6], especially because of the great
memory requirement. Partitioned methods are based on uncoupling the overall problem into smaller
Correspondence to: Massimiliano Ferronato, Department of Mathematical Methods and Models for Scientific
Applications, University of Padova, Via Trieste 63, 35121 Padova, Italy.
E-mail: ferronat@dmsa.unipd.it
Copyright q 2008 John Wiley & Sons, Ltd.

406 M. FERRONATO, G. PINI AND G. GAMBOLATI
and simpler problems and iterating between the partial uncoupled solutions until convergence.
Recent schemes in this class are developed, for instance, in References [79]. The main advantage
of a partitioned algorithm stems from the reduced memory requirement, allowing for an easy
implementation also in a common PC environment. Such algorithms, however, are generally
outperformed by projective iterative solvers [10, 11], which are becoming increasingly popular in
large-scale 3D FE analyses [1214]. The most promising methods in this class rely on Krylov
subspaces. Their attractive features include the limited requirement of core memory and the ease of
implementation in both a scalar and a parallel computational environment. Specific algorithms may
be developed according to whether the system is symmetric positive definite, symmetric indefinite,
or generally unsymmetric. For symmetric positive-definite problems, the preconditioned conjugate
gradient (PCG) is by far the most effective solver in several fields, e.g. [1518]. If the system is
symmetric but indefinite, there are a number of options. The most classical and well-established
methods are based on the minimal residual (MR) iteration with the elegant Lanczos three-term
recurrence exploiting the symmetry of the coefficient matrix. This gives rise to the conjugate
residual and the symmetric LQ (SYMMLQ) algorithms [19]. Quite interestingly, PCG has also
been recommended for symmetric indefinite problems, provided that a suitable preconditioner is
used [2022]. One of the most promising Krylov subspace techniques for symmetric indefinite
systems, however, is the symmetric quasi-minimal residual (SQMR) [23], which is an adaptation of
the popular quasi-minimal residual (QMR) method [24] to symmetric problems with the advantage,
as compared with other algorithms such as SYMMLQ, of allowing for the use of generally
indefinite preconditioners. For unsymmetric systems, the generalized minimum residual (GMRES)
[25], transpose-free quasi-minimal residual (TFQMR) [26] and bi-conjugate gradient stabilized
(Bi-CGSTAB) [27] are the most popular options. Among these, Bi-CGSTAB has proved to be a
robust and efficient algorithm for the solution to large-size 3D FE consolidation problems [10, 13].
The FE analysis of a coupled consolidation problem requires the solution of a sequence of linear
systems, which can have a different form: either symmetric indefinite or unsymmetric indefinite or
unsymmetric positive definite. According to the discrete formulation implemented, one may use
either SQMR or Bi-CGSTAB or MR, or even PCG under special conditions [22]. A somewhat
natural question is which approach is the most convenient one. The answer basically depends on
two issues: (1) the size of the time integration step and (2) the preconditioner implemented into
the selected Krylov subspace scheme. The time step size affects the conditioning of the native
coefficient matrix [1] as it impacts on the relative importance of the structural, flow, and coupling
sub-matrices. The choice of a suitable preconditioner is essential to get a fast convergence whatever
Krylov subspace method is used. The present paper focusses on the role that preconditioning plays
when an FE coupled consolidation model is solved with different Krylov subspace algorithms,
specifically SQMR for the symmetric indefinite form and Bi-CGSTAB for the unsymmetric indef-
inite or positive definite form. These methods are selected on the basis of their robustness and
efficiency experimented with in several applications, e.g. [13, 28]. Three preconditioning strate-
gies are addressed in order to cover and compare the most widespread alternatives presently
implemented into FE coupled consolidation models:
1. Diagonal preconditioning. Several diagonal preconditioners have been recently proposed in

conjuction with SQMR for 3D consolidation problems [2830]. Though not as efficient as
more advanced preconditioners, diagonal scaling is still used in practice mainly because of
the ease of implementation and application, and the very small memory required, which make
it executable in any PC environment.
Copyright q 2008 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. 2009; 33:405423
DOI: 10.1002/nag
THE ROLE OF PRECONDITIONING IN THE SOLUTION 407
2. Incomplete triangular factorization. ILU-type and IC-type preconditioners have been devel-
oped and successfully implemented in various fields, e.g. [6, 3133]. In coupled consolidation
problems, they have proved robust and efficient in combination with a proper scaling tech-
nique [34]. A major disadvantage is the relatively large storage requirement.
3. Block preconditioning. This technique exploits the block structure of the coefficient matrix
and is a recent development in the area of preconditioning. The various combinations of
different approximations to the structural and flow sub-matrices allow for the construction of
sophisticated preconditioners, e.g. [21, 22, 35], which may yield a very fast convergence.
The above preconditioners are all experimented with in a large-scale 3D heterogeneous consoli-
dation problem solved with both SQMR and Bi-CGSTAB. It is shown that their performance is
related to the time step size and to the possible lumping of the flow capacity matrix. The numerical
results help enlighten the role of preconditioning relative to the selected Krylov subspace solver and
suggest the most convenient algorithm to be used in the solution of different practical problems.
2. FE DISCRETIZATION OF COUPLED CONSOLIDATION EQUATIONS
Soil consolidation is a well-known process where the soil skeleton interacts with the pore water
through Terzaghis effective stress principle. The mathematical description of consolidation in a
3D setting goes back to the theory developed by Biot [36], which couples the stress equilibrium
equations for a porous medium:
( r)T p = b (1)
with a fluid continuity equation:

k
p p tr e = q (2)

where r and e are the effective stress and strain tensors, respectively, p is the pore fluid pressure,
b is the applied load vector, is the Biot coefficient, k is the hydraulic conductivity tensor, is
the porosity, and are the pore fluid specific weight and compressibility, respectively, q is the
prescribed discharge, and is the gradient operator.
Equations (1) and (2) are solved numerically using FE in space and finite differences in time.
Using the Galerkin method of weighted residuals, the global coupled system can be written as
K u Qp = fu
(3)
H p+ Q T u+ P p = f p
where

K= BuT D ep Bu dVe , Q= BuT iN p dVe
e Ve e Ve

k
H= ( N p )T ( N p ) dVe , P = N pT N p dVe
e Ve e Ve

fu = NuT b dVe , f p = N pT q dVe
e Ve e Ve
DOI: 10.1002/nag
with Bu the straindisplacement matrix, D ep the generally elastoplastic constitutive matrix, Nu

and N p the shape function matrices for the discrete displacement u and pore pressure p vectors,
respectively, and i the Kronecker delta in vectorial form. The global K nn is the stiffness
matrix of the porous medium, H and P mm are the flow stiffness and flow capacity matrices,
respectively, and Q nm is the pressuredisplacement coupling matrix, with n the number of
displacement degrees of freedom (DOFs) and m the number of pressure DOFs.
The FE system (3) is integrated in time by a -method [37]. Using the following discretizations
in time:
u(t) = uk+1 +(1)uk , p(t) = pk+1 +(1)pk
p p
fu (t) = fuk+1 +(1)fuk , f p (t) = fk+1 +(1)fk
uk+1 uk pk+1 pk
u(t) = , p(t) =
t t
with t the time integration step, the system of ordinary differential equations (3) becomes
K uk+1 +(1)K uk Qpk+1 (1)Qpk = fuk+1 +(1)fuk
uk+1 uk pk+1 pk p p
(4)
H pk+1 +(1)H pk + Q T +P = fk+1 +(1)fk
t t
or equivalently
1
K uk+1 Qpk+1 = (Qpk K uk +fuk )+fuk+1

(5)
QT t H + P QT P p p
uk+1 + pk+1 = uk (1)H pk +fk+1 +(1)fk
t t t t
The lower set of Equations (5) can be re-written by multiplying both sides by t:
p p
Q T uk+1 +(t H + P)pk+1 = Q T uk [(1)t H P]pk +tfk+1 +(1)tfk (6)
Therefore, the transient solution is obtained by repeatedly solving a linear system of size N = n +m
with the form

uk+1
A(t) = f(uk , pk , t) Ax = f (7)
pk+1
where (B = Q T , C = t H + P):

1. using Equation (6) and changing sign at both sides, A(t) is symmetric indefinite:

K Q K BT
A = A1 = = (8)
Q T (t H + P) B C

1

(Qpk K uk +fk )+fk+1
u u
f = f1 = (9)
Q T u +[(1)t H P]p tf p (1)tf p

k k k+1 k
DOI: 10.1002/nag
2. using Equation (5), A(t) is unsymmetric indefinite:

K Q K BT
A = A2 = Q T t H + P = B C (10)

t t t t

1

(Qpk K u k +f u
)+f u

k k+1
f = f2 = T (11)

Q P p
pk +fk+1 +(1)fk
p
uk (1)H
t t
3. using Equation (6), A(t) is unsymmetric positive definite:

K Q K BT
A = A3 = = (12)
Q T t H + P B C

1
(Qpk K uk +fuk )+fuk+1
f = f3 = (13)
T p p
Q uk [(1)t H P]pk +tfk+1 +(1)tfk
Though the above three formulations are mathematically equivalent, numerically they are not, and
different solvers and preconditioners are to be used.
3. KRYLOV SUBSPACE ITERATIVE METHODS
As is well known, the Krylov subspace K of size associated with matrix A is defined as
K = span{v1 , Av1 , A2 v1 , . . . , A1 v1 }
with v1 N an arbitrary vector such that v1 2 = 1. Generally speaking, a projection iterative
solver seeks an approximate solution x to system (7) in the affine Krylov subspace x0 +K by
prescribing the residual vector r to be orthogonal to another Krylov subspace L through a Petrov
Galerkin condition. The vector v1 is usually set equal to the normalized residual r0 /r0 2 , i.e.
fAx0
v1 = (14)
fAx0 2
with x0 the initial guess solution. Different algorithms can be developed according to the different
selections of L. Efficient methods for generally unsymmetric matrices [38] are obtained with L
equal to
L = span{w1 , AT w1 , (AT )2 w1 , . . . , (AT )1 w1 }
with w1 N another arbitrary vector such that w1 2 = 1 (generally w1 = v1 ). Using the Lanczos
biorthogonalization algorithm [39], two sequences of vectors vi and wi , i = 1, . . . , , spanning K
and L, respectively, are created such that
AV = V+1 T (15)
AT W = W+1 T (16)
DOI: 10.1002/nag
where V = [v1 , v2 , . . . , v ], W = [w1 , w2 , . . . , w ], WT V = I , and T and T are tridiagonal (+

1) matrices whose entries are the coefficients of the Lanczos recursion. As the current approx-
imate solution x can be written as
x = x0 + V y
with y , the residual vector r using Equations (14) and (15) is given by
r = fAx = V+1 (r0 2 e1 T y ) (17)
with e1 = [1, 0, 0, . . . , 0]T +1 . If y is chosen so as to minimize the 2-norm of the second
factor at the right-hand side of Equation (17), the iterate x satisfies the so-called QMR property
giving rise to the QMR algorithm [24]. If A = AT , we can use a symmetric preconditioner M1
such that
M1 = (Ml Mu )1 = (MTu MlT )1 = MT (18)
and solve the preconditioned system A x = f , where A = Ml1 AM1 1

u . Let P = Ml Mu , thus
T
verifying readily that

(A )T P = PA (19)
Equation (19) implies that the Lanczos vectors spanning the Krylov subspaces K and L associated
with A satisfy the following condition:
Pvi
wi = , i = 1, . . . ,
Pvi 2
which leads to a less expensive QMR variant for symmetric matrices denoted as SQMR [23].
An alternative approach for the unsymmetric case aims at avoiding the expensive product by AT
in the wi computation (Equation (16)). Following an observation by Sonneveld [40], the current
residual can also be computed as
r = 2 (A)r0 (20)
where is a polynomial of degree . In case of irregular convergence, Equation (20) may lead
to a build-up of rounding errors, or even to overflow. To remedy such a drawback, Equation (20)
can be replaced by
r = (A) (A)r0 (21)
where is a new stabilizing polynomial defined recursively as +1 (A) = (I A) (A)
with the scalar obtained by a steepest descent procedure. Equation (21) is the basis of the
Bi-CGSTAB algorithm [27].
4. PRECONDITIONING STRATEGIES
SQMR and Bi-CGSTAB may be robust and efficient Krylov subspace methods for symmetric
indefinite and generally unsymmetric matrices, respectively. However, their actual performance,
as that of any other Krylov subspace method, is strongly related to the preconditioner used.
DOI: 10.1002/nag
In the following subsections, three different preconditioning strategies specifically implemented

for coupled consolidation problems in the forms (8)(9), (10)(11), and (12)(13) are presented,
with their performance in conjunction with SQMR and Bi-CGSTAB properly investigated.
4.1. Diagonal preconditioning

Diagonal preconditioning is perhaps the simplest preconditioning strategy. The native system (7)
is modified as follows:
A x = f Dr1 AD1 1
c Dc x = Dr f
with Dr and Dc diagonal matrices. The main advantage stems from the ease of implementation
and application with a very small memory requirement. However, if D1 = (Dr Dc )1 is a poor
approximation of the inverse of A, as is often the case, a correspondingly poor acceleration of
any Krylov subspace method with A can be expected.
The matrices Ai , i = 1, 2, 3, of Equations (8), (10), and (12), respectively, can be factorized as

I 0 K 0 I K 1 B T
Ai = L i Ji U = (22)
Xi I 0 Si 0 I
with
X 1 = B K 1 , S1 = C B K 1 B T
X 2 = B K 1 /t, S2 = (C + B K 1 B T )/t
X 3 = B K 1 , S3 = C + B K 1 B T
A diagonal substitute for Ai1 can be constructed using the diagonal entries of Ji of Equation (22).
As the Schur complement Si is too expensive to be computed explicitly, however, a further
approximation is introduced using diag(K )1 in place of K 1 in the computation of the product
B K 1 B T , thus obtaining a new approximate Si instead of Si . The diagonal preconditioner Di1
for Ai therefore takes on the following form:
1
diag(K ) 0
1
Di = (23)
0 diag( Si )
where is a user-specified parameter. The preconditioner (23) is denoted as generalized Jacobi
(GJ) [29]. The GJ preconditioning has been experimented with in several applications [11, 41] and
has proven effective, provided that an appropriate value is selected.
4.2. Incomplete factorization

The incomplete factorization ILU of the native system matrix is a very popular preconditioner, e.g.
[42]. Several strategies have been devised to allow for a partial fill-in of the incomplete factors;
see, for instance, Reference [43] for a thorough review. One of the most effective ILU variants is
ILUT [31] where the user-controlled fill-in is based on the coefficient magnitude. Following the
indications by Saad [31], a dropping rule is implemented, which sets to zero in the ith row of
the preconditioner the elements that are smaller than a threshold value equal to ai 1 , with a
DOI: 10.1002/nag
user-defined tolerance and ai the ith row of A. Moreover, only the

largest values in excess to the
number of non-zeroes of ai are preserved, with
an additional user-defined parameter. The optimal
pair (
, ), which ensures the minimal global cost of the selected Krylov subspace method, is to
be determined empirically. If A is symmetric, only one triangular factor is actually needed (ILLT)
with the diagonal terms kept in a separate diagonal matrix to avoid the generation of imaginary
coefficients [6]. This obviously allows for a possibly significant saving in the preconditioner
computation time and storage relative to the unsymmetric case.
The ILUT or ILLT algorithms may prove unstable if used with the FE coupled consolidation
matrix A. The large difference in magnitude between the terms of K and C may cause significant
round-off errors, thus jeopardizing the quality of the incomplete factors. Gambolati et al. [34]
have shown that preliminarily scaling A by a least-squares logarithm (LSL) algorithm [44] may
help stabilize the incomplete factorization with respect to the accumulation and propagation of
round-off errors, thus greatly accelerating convergence. The LSL algorithm consists of a row and
column scaling of system (7):
R1 AC1 Cx = R1 f (24)
where R and C are the following diagonal matrices:
R = [exp(ri )], C = [exp(ci )], i = 1, . . . , N (25)
with the coefficients ri and ci computed so as to minimize the function

= (ln |ai j |ri c j )2 (26)
i, j
The sum in Equation (26) is taken over all the A coefficients ai j = 0. In practice, R and C minimize
the sum of the squares of the logarithms of the scaled matrix coefficients so that the entries of
R1 AC1 should be as near to unity as possible.
The LSL scaling in (24) destroys the symmetry of A because generally ri = ci . Therefore, when
using the symmetric formulation A1 , Equation (24) is modified as follows:
(RC)1/2 A1 (RC)1/2 (RC)1/2 x = (RC)1/2 f
with no concerns for the square root because all entries in R and C are positive (see Equation (25)).
The above preconditioning strategy has proved robust and effective in both theoretical test cases
[34] and real large-scale engineering applications [45]. It will be denoted as LSL-ILLT (symmetric
formulation) or LSL-ILUT (unsymmetric formulations) in the sequel.
4.3. Block constrained preconditioning

Block preconditioning is a most recent development in the iterative solution to FE coupled consoli-
dation equations [21, 22]. Matrix A1 , in fact, represents a typical example of saddle point problem
that arises in different contexts such as constrained optimization and NavierStokes equations. At
variance from the previous examples, however, the (1,1) sub-matrix K is not diagonally dominant;
hence, its diagonal approximation diag(K ) is not an effective option. Thus, new variants of the
original so-called constraint preconditioner for saddle point problems have been recently studied
[22, 35].
DOI: 10.1002/nag
Bergamaschi et al. [35] suggest combining an implicit with an explicit approximation of K 1 to

obtain the best results. The basic idea is as follows. Consider the symmetric consolidation matrix
A1 and use the factorization (22) to obtain

I 0 K 0 I K 1 B T
A1 = (27)
B K 1 I 0 S 0 I
where S = C B K 1 B T is the Schur complement of matrix (8). In Equation (27) K is ideally

replaced by
K
K = L K L TK (28)
where L K is the incomplete triangular factor of K with partial fill-in, while S is ideally replaced by
S
S = L S L TS (29)
where L S is the incomplete triangular factor with partial fill-in of the matrix:
S = C + B Z Z T B T
The product Z Z T is the factorized approximate inverse of K computed with the AINV algorithm
[46, 47]. Hence, Z Z T
K 1 and S is likely to be a good approximation of S. The approximation
S of the Schur complement relies on the explicit calculation of Z because K 1 = L T 1
K L K is not
available explicitly at a reasonable cost. Using the substitutes (28) and (29), matrix A1 in (27)
becomes

I 0 L K L TK 0 I L T 1 T
K LK B
A1
(30)
B L T
K LK
1
I 0 L S L TS 0 I
1
1 for A1 can be obtained by inverting Equation (30)
Thus, a preconditioner M
T
1 LK L T L 1 B T L T L 1 0
1 =
M
K K S K 1
=U 1
1 L1 (31)
T 1 T 1 1
0 LS L S B L K L K L S
1
1 application to a vector obtained by a sequence of forward and backward substitutions.
with the M
Moreover, it can be easily verified that Equation (31) satisfies the condition (18) required by
SQMR.
Following a similar approach, ad hoc block preconditioners can be implemented also for the
unsymmetric matrices A2 and A3 . After some calculations, we obtain

T T 1 T T
L 1 0
LK t L K L K B L S K
1 1
1
M 2 = 1 1 T 1 = U2 L2
1
(32)
T t
0 t L S L S B L K L K L S
t
T T 1 T T
1

1 LK L K L K B L S LK 0
3 =
M 1
=U 1
3 L3 (33)
T 1 T 1 1
0 LS LS BLK LK LS
The preconditioners (31)(33) are denoted as mixed constraint preconditioner (MCP) [35].
DOI: 10.1002/nag
MCP is an advanced and robust preconditioner that may prove computationally very efficient.
However, its implementation is not as straightforward as a diagonal or an ILU preconditioner is.
In particular, the MCP construction requires the selection of four user-specified parameters:
1. the fill-in degree
K of L K , i.e. the number of non-zeroes in each L K row stored in excess
to the non-zeroes of the corresponding row of K ;
2. the tolerance A for the AINV algorithm, i.e. the fraction of the diagonal term in a row below
which an extra-diagonal coefficient of Z is dropped from the same row;
3. the fill-in degree
S of L S , i.e. the number of non-zeroes in each L S row stored in excess to
the non-zeroes of the corresponding row of S ;
4. the tolerance S for the S computation, i.e. the fraction of the diagonal term of a row below
which an extra-diagonal coefficient of the same row is dropped.
To use the tolerance S is not strictly required. However, it is recommended in practice as S can
allow for a significant memory saving in the storage of S , which is typically much less sparse
than C.
5. NUMERICAL RESULTS
The computational performance of the previous solution algorithms is investigated with a real-
istic large-scale consolidation problem dealing with the compaction of a confined aquifer due to
groundwater withdrawal. A vertical cross section of the cylindrical porous volume used as a test
problem is shown in Figure 1. The medium consists of clay incorporating a 1000 m deep and
200 m thick sandy aquifer, with the hydraulic conductivity ksand = 105 m/s and kclay = 108 m/s,
porosity = 0.20, Poissons ratio = 0.25, and Youngs modulus E = 83.33 MPa, corresponding to
a uniaxial vertical compressibility c M = 102 MPa1 . The relatively large c M combined with the
low clay permeability gives rise to a numerically challenging problem because of ill-conditioning
for a wide range of t values [1]. Standard Dirichlet conditions are prescribed, with fixed outer and
bottom boundaries, and zero pore pressure variation on the top and outer surfaces (see Figure 1).
The upper boundary is a traction-free plane. This sample problem is solved using a fully 3D
tetrahedral grid totaling 31 775 nodes and N = 127 100 unknowns (n = 95 325, m = 31 775). The
size, the number of non-zeroes, and the spectral norm of each block are given in Table I. Note
the very large difference between the spectral norm of the structural (K and Q) and flow (H
and P) sub-matrices accounting for the ill-conditioning typically encountered in consolidation
problems.
The test problem considered above is solved for different values of the time step t. As is known
from theory [1], the smaller the t, the more severe the ill-conditioning of A. The iterations are
completed when the following exit test is satisfied:
xx 2
108
x 2
where x = [1, 1, . . . , 1]T is the exact test solution and the right-hand side f is computed as Ax .
GJ, LSL-ILLT/ILUT, and MCP with SQMR and Bi-CGSTAB are compared in terms of both
memory requirement and CPU time to convergence. To provide a measure of the memory occupa-
tion of the preconditioner relative to the coefficient matrix, the following parameters are defined
DOI: 10.1002/nag
p=0
1000 m
aquifer 200 m
3000 m
p=0
sand
clay
4500 m
Figure 1. Schematic representation of a vertical cross section of the stratified

porous medium used as a test problem.
Table I. Size, number of non-zeroes, and spectral norm of the consolidation

blocks K , Q, H , and P in the test problem.
Size Number of non-zeroes Spectral norm
K 95 32595 325 4 177 395 2.09109

Q 95 32531 775 1 392 465 1.40105
H 31 77531 775 464 155 8.02105
P 31 77531 775 464 155 2.33102
Note: All blocks have a sparsity equal to 99.95%.
(K , B, and C are the blocks in Equations (8), (10), and (12) with N the global size of A):
N
GJ = (34)
nnz(K )+nnz(B)+nnz(C)
2N +nnz( L)
ILLT = (35)
2N +nnz( L)+nnz(U )
ILUT = (36)
nnz(L K )+nnz(L S )+nnz(Z )
MCP = (37)
where the function nnz() returns the number of non-zeroes stored for a matrix, i.e. the upper
triangular part only, including the main diagonal, for a symmetric matrix, all the non-zeroes for
an unsymmetric or a rectangular matrix, and L and U are the incomplete triangular factors of
ILUT. The parameter is frequently referred to in the specialized literature as the density of
the preconditioner, i.e. the ratio of the number of non-zeroes stored for the preconditioner to the
number of non-zeroes stored for the coefficient matrix. Note that in the denominators of (34)(37)
DOI: 10.1002/nag
Table II. Memory occupation, preconditioner density, user-defined parameters, number of iterations, and
CPU time to convergence for the symmetric indefinite (A1 ), unsymmetric indefinite (A2 ), and unsymmetric
positive-definite (A3 ) matrices preconditioned with GJ and the optimal value.
t = 101 s t = 106 s
SQMR Bi-CGSTAB Bi-CGSTAB SQMR Bi-CGSTAB Bi-CGSTAB
with A1 with A2 with A3 with A1 with A2 with A3
Mbyte 36.0 36.0 36.0 36.0 36.0 36.0
GJ 0.03 0.03 0.03 0.03 0.03 0.03
5 5
Number of iterations 5729 3347
T p (s) 0.5 Failure Failure 0.5 Failure Failure
Ts (s) 1141.3 708.5
Tt (s) 1141.8 709.0
Note: T p and Ts are the CPU time to compute the preconditioner and to iterate to convergence, respectively,
with Tt = T p + Ts .
nnz(B) is taken into account just once because it is not necessary to store the non-zeroes of B T
and that the term 2N appearing in the numerators of (35) and (36) is due to the storage of R
and C of Equation (25). All the numerical experiments have been performed on a scalar computer
equipped with an AMD Athlon(tm) MP 1800+ processor at 1.53 GHz, 2 Gbyte of core memory
and 256 kbyte of secondary cache.
Table II shows the performance of SQMR and Bi-CGSTAB preconditioned with GJ for a
small (101 s) and a large (106 s) t value. The optimal choice for the user-specified parameter
(Equation (23)), estimated empirically, is also provided. As expected, GJ is a very cheap precon-
ditioner requiring almost zero additional memory (GJ
0, see Table II) and CPU time for its
computation. It may allow for a Krylov subspace method to converge; however, in our test problem
this occurs with the symmetric formulation and SQMR only. Bi-CGSTAB does not converge even
for large time step values, where ill-conditioning of the coefficient matrix is less severe. There-
fore, should a diagonal preconditioning, such as GJ, be used, the symmetric approach (8)(9) in
conjunction with SQMR appears to be the most convenient algorithm.
Using LSL-ILLT or LSL-ILUT as a preconditioner, however, a different conclusion can be
achieved, as shown in Table III. The symmetric formulation with SQMR is the most efficient one
for small t values, while Bi-CGSTAB is superior for large t. The positive-definite property of
the global unsymmetric matrix (compare the results of A2 and A3 ) appears to play a very marginal
role. Note that LSL-ILUT or LSL-ILLT is much more expensive than GJ as to both the memory
requirement (up to 4.6 times the memory needed for A in the unsymmetric approach) and the
time for the preconditioner computation. The overall performance, however, is markedly superior
to GJ; therefore, if enough computer resources are available, it is to be decisively preferred.
Table IV shows the Krylov solver performance with MCP for the three variants (31)(33).
In this case, the symmetric algorithm appears to be slightly cheaper for any time step size,
with the differences between SQMR and Bi-CGSTAB not as pronounced as with the previous
preconditioners. The need for setting four user-specified parameters, instead of one or two as is the
case with GJ and LSL-ILUT, respectively, can make the empirical determination of the optimal
preconditioner slightly heavy. However, MCP proves to be very robust to the variation of the
parameter set; therefore, it should not be particularly difficult to find in practice an appropriate
DOI: 10.1002/nag
Table III. The same as Table II using LSL-ILLT or LSL-ILUT and the optimal pair (
, ).
t = 101 s t = 106 s
Mbyte 108.3 173.4 173.4 93.9 134.4 134.4
ILLT/ILUT 2.44 4.61 4.61 1.96 3.31 3.31
(
, ) (45, 102 ) (45, 102 ) (45, 102 ) (30, 101 ) (30, 101 ) (30, 101 )
Number of iterations 291 204 248 336 179 158
T p (s) 34.3 245.4 244.9 21.7 52.0 52.3
Ts (s) 288.7 217.4 263.1 275.2 157.0 138.4
Tt (s) 323.0 462.8 508.0 296.9 209.0 190.7
Table IV. The same as Tables II and III using MCP.
t = 101 s t = 106 s
Mbyte 93.9 93.9 93.9 93.3 93.3 93.3
MCP 1.96 1.96 1.96 1.94 1.94 1.94
(
K , A ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 )
(
S , S ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 )
T p (s) 33.4 33.7 33.3 31.4 31.3 31.3
Ts (s) 113.1 142.2 146.0 109.8 138.2 139.4
Tt (s) 146.5 175.9 179.3 141.2 169.5 170.5
combination. The memory to store MCP is less than twice that required for storing A, thus being
placed in an intermediate situation between diagonal and ILU-type preconditioners. This is mainly
because of the possibility of setting different fill-in degrees for L K and L S . It must also be recalled
that the CPU time T p to compute the preconditioner does not include the time spent to compute
Z and the product B Z Z T B T . In fact, such an effort can be actually performed just once at the
beginning of a transient simulation with its cost quickly made up for in very few time steps [22]. In
this test problem, the CPU time to compute Z and B Z Z T B T was 17.7 s. On the whole, however,
MCP significantly outperforms the other preconditioners.
A more complete comparison between LSL-ILUT/ILLT and MCP vs the time step size is
shown in Figure 2. The Bi-CGSTAB profiles with LSL-ILUT show that the critical time step
tcrit as defined by Ferronato et al. [1] is approximately equal to 104 s. For t<tcrit , SQMR
with LSL-ILLT is always superior to Bi-CGSTAB while the opposite holds true for t>tcrit . By
distinction, note the much more stable behavior exhibited by MCP independently of symmetry,
with SQMR slightly less expensive.
5.1. Lumping of the flow capacity matrix

To stabilize the transient pore pressure solution frequently a lumped flow capacity matrix P is used.
This modifies the structure of C, hence of the global matrix, with a possible impact on the solver
DOI: 10.1002/nag
SQMR with LSL-ILLT and A

700 Bi-CGSTAB with LSL-ILUT and A
Bi-CGSTAB with LSL-ILUT and A
600 SQMR with MCP and A
Bi-CGSTAB with MCP and A
500
CPU time T t (s)

400
300
200
100
0
1e-01 1e+00 1e+01 1e+02 1e+03 1e+04 1e+05 1e+06
Time step size t (s)
Figure 2. CPU time Tt (s) vs the time step size t for SQMR and Bi-CGSTAB with
different preconditioners and matrix formulations.
Table V. The same as Table II with a lumped P matrix.
t = 101 s t = 106 s
Mbyte 36.0 36.0 36.0 36.0 36.0 36.0
GJ 0.03 0.03 0.03 0.03 0.03 0.03
5 5
Number of iterations 3881 3347
T p (s) 0.5 Failure Failure 0.5 Failure Failure
Ts (s) 808.7 701.1
Tt (s) 809.2 701.6
performance and the outcome given above. In particular, we expect to find the most significant
differences with a small t as the relative importance of P vs H grows in the C computation (see
Equation (8), (10), or (12)).
Tables VVII show results similar to those provided in Tables IIIV, respectively, for a lumped P.
Again SQMR with a diagonal preconditioning converges, while Bi-CGSTAB fails. Also note the
improved GJ performance relative to the outcome of Table II. A more complete comparison is
displayed in Figure 3 for different time step sizes. Similarly to Figure 2, the no lumping profile
provides evidence of tcrit
104 s. For t<tcrit , GJ with the lumped P is about 30% faster than
GJ without lumping, while, as expected, the two formulations tend to behave the same way as t
progressively increases.
Table VI shows that ILU-based preconditioners can be very sensitive to lumping, with the number
of iterations and the total CPU time significantly larger than those of Table III for the smallest
t. Quite surprisingly, the best results from Bi-CGSTAB with ILUT are obtained without the
preliminary LSL scaling. Also note for t = 101 s that ILUT is even worse than GJ (see Table V).
DOI: 10.1002/nag
Table VI. The same as Table III with a lumped P matrix.
t = 101 s t = 106 s
Mbyte 106.2 157.2 157.2 93.9 134.4 134.4
ILLT/ILUT 2.37 4.07 4.07 1.96 3.31 3.31
(
, ) (45, 102 ) (45, 102 ) (45, 102 ) (30, 101 ) (30, 101 ) (30, 101 )
T p (s) 29.9 33.5 33.6 22.8 54.1 51.3
Ts (s) 793.6 809.8 858.5 260.2 139.6 141.2
Tt (s) 823.5 843.3 892.1 283.0 193.7 192.5
Table VII. The same as Table IV with a lumped P matrix.
t = 101 s t = 106 s
Mbyte 93.9 93.9 93.9 93.3 93.3 93.3
MCP 1.96 1.96 1.96 1.94 1.94 1.94
(
K , A ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 ) (10, 101 )
(
S , S ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 ) (0, 104 )
T p (s) 32.9 33.0 33.3 31.4 31.5 31.5
Ts (s) 115.2 140.6 159.4 110.0 137.2 136.5
Tt (s) 148.1 173.6 192.7 141.4 168.7 168.0
1200
1000
800
CPU time Tt (s)
600
400
200 SQMR with GJ and no P lumping

SQMR with GJ and P lumping
0
1e-01 1e+00 1e+01 1e+02 1e+03 1e+04 1e+05 1e+06
Figure 3. CPU time Tt (s) vs the time step size t for SQMR with GJ and the possible lumping of P.
DOI: 10.1002/nag
1000
800
CPU time Tt (s)

600 Bi-CGSTAB with LSL-ILUT and A
Bi-CGSTAB with LSL-ILUT and A
SQMR with MCP and A
400
200
0
1e-01 1e+00 1e+01 1e+02 1e+03 1e+04 1e+05 1e+06
Figure 4. The same as Figure 2 with a lumped P matrix.
For t between 100 and 104 s, i.e. just below the critical time step, SQMR preconditioned with
LSL-ILLT fails to converge or fulfils the termination criterion after more than 15 000 iterations,
thus revealing an unexpected instability. This is not actually related to symmetry or SQMR itself,
as is proved by the satisfactory convergence with GJ, but rather to a poor ILLT.
Finally, MCP behaves practically the same as without lumping with an overall speed-up relative
to ILLT and ILUT growing up to about 5.5 in the most favorable example. With the lumped P
matrix, the symmetric formulation again slightly outperforms the unsymmetric ones. The overall
solution CPU time vs t with LSL-ILUT and MCP is shown in Figure 4, which appears to be
quite similar to Figure 2. The SQMR profile with LSL-ILLT is missing because the algorithm fails
to converge for 100 t104 s.
6. CONCLUSIONS
The FE analysis of coupled consolidation problems can be addressed by either a symmetric or an

unsymmetric discretized linear system, the solution to which is often the most time and memory
consuming effort. According to either formulation, different Krylov subspace methods can be used.
The answer as to which approach is the most cost-effective is not straightforward, since it depends
on (1) the size of the time integration step used in the temporal discretization and (2) the kind of
preconditioner employed to accelerate convergence. An extensive comparison has been performed
on a numerically challenging consolidation test problem using SQMR and Bi-CGSTAB for the
symmetric and unsymmetric forms of the coefficient matrices, respectively. Three preconditioning
strategies are discussed: (a) diagonal, (b) ILU-type, and (c) block constrained preconditioning. The
following results are worth summarizing:
a simple ad hoc diagonal preconditioning such as GJ is to be preferably used with a symmetric
formulation and SQMR. Bi-CGSTAB preconditioned with GJ does not converge;
ILU-type preconditioners with a preliminary LSL scaling require much more computer
resources than GJ in terms of core memory, but usually are more performant. In the test
DOI: 10.1002/nag
problem solved here, SQMR appears to be superior for small time steps (t<tcrit ), whereas
Bi-CGSTAB with an unsymmetric matrix proves better for large time steps (t>tcrit );
block constrained preconditioners are usually significantly better than ILU-based precondi-
tioners independently of symmetry and are less demanding in terms of computer resources.
This is especially true for small t values where ill-conditioning may occur. Their implemen-
tation and use, however, is not straightforward as MCP requires four user-specified parameters
to be preliminarily set in a more or less optimal way. The MCP implementation addressed in
the present paper proves to be quite robust to the parameter selection;
while with ILUT/ILLT the performance of the symmetric formulation also depends on the
time step size, with block preconditioners SQMR is generally slightly superior to Bi-CGSTAB
independently of t. Hence, with MCP the symmetric form is to be usually preferred to the
unsymmetric form;
the positive-definite property of the unsymmetric coefficient matrix is not an important factor.
The previous conclusions can slightly change if a lumped flow capacity matrix is used, as is
often done to avoid numerical instabilities for the transient pore pressure solution. In particular, it
has been observed that:
as far as CPU time is concerned, the diagonal GJ preconditioning with SQMR is about 30%
more performant than with no lumping;
by contrast, the use of a lumped flow capacity matrix may significantly slow down the
convergence with ILU-type preconditioners at small time steps, with GJ becoming possibly
more competitive. The major difference occurs with SQMR, which may even fail to converge;
MCP appears to be insensitive to lumping, thus proving the most robust and efficient precon-
ditioner in any situation.
In summary, the above results show that neither symmetry nor the specific Krylov algorithm
appears to be a decisive factor for the most efficient numerical solution to FE coupled consolidation
equations. Rather, preconditioning is actually the most important issue, with MCP superior to both
GJ and LSL-ILUT/ILLT.
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INTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS

Int. J. Numer. Anal. Meth. Geomech. 2009; 33:405423

The role of preconditioning in the solution to FE coupled

Massimiliano Ferronato, , Giorgio Pini and Giuseppe Gambolati

Received 10 September 2007; Revised 18 December 2007; Accepted 27 May 2008

KEY WORDS: preconditioning; Krylov subspace methods; coupled consolidation

Copyright q 2008 John Wiley & Sons, Ltd.

1. Diagonal preconditioning. Several diagonal preconditioners have been recently proposed in

2. FE DISCRETIZATION OF COUPLED CONSOLIDATION EQUATIONS

with Bu the straindisplacement matrix, D ep the generally elastoplastic constitutive matrix, Nu

where (B = Q T , C = t H + P):

2. using Equation (5), A(t) is unsymmetric indefinite:

3. KRYLOV SUBSPACE ITERATIVE METHODS

where V = [v1 , v2 , . . . , v ], W = [w1 , w2 , . . . , w ], WT V = I , and T and T are tridiagonal (+

and solve the preconditioned system A x = f , where A = Ml1 AM1 1

verifying readily that

In the following subsections, three different preconditioning strategies specifically implemented

4.1. Diagonal preconditioning

4.2. Incomplete factorization

user-defined tolerance and ai the ith row of A. Moreover, only the

where R and C are the following diagonal matrices:

R = [exp(ri )], C = [exp(ci )], i = 1, . . . , N (25)

with the coefficients ri and ci computed so as to minimize the function

(RC)1/2 A1 (RC)1/2 (RC)1/2 x = (RC)1/2 f

4.3. Block constrained preconditioning

Bergamaschi et al. [35] suggest combining an implicit with an explicit approximation of K 1 to

where S = C B K 1 B T is the Schur complement of matrix (8). In Equation (27) K is ideally

Figure 1. Schematic representation of a vertical cross section of the stratified

Table I. Size, number of non-zeroes, and spectral norm of the consolidation

K 95 32595 325 4 177 395 2.09109

Table IV. The same as Tables II and III using MCP.

5.1. Lumping of the flow capacity matrix

SQMR with LSL-ILLT and A

CPU time T t (s)

Table V. The same as Table II with a lumped P matrix.

Table VI. The same as Table III with a lumped P matrix.

Table VII. The same as Table IV with a lumped P matrix.

200 SQMR with GJ and no P lumping

CPU time Tt (s)

Figure 4. The same as Figure 2 with a lumped P matrix.

The FE analysis of coupled consolidation problems can be addressed by either a symmetric or an

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where (B = Q T , C = t H + P):

and solve the preconditioned system A x = f , where A = Ml1 AM1 1