An Empirical Analysis of Iterative Solver Performance for SPD Systems
Thomas George, Vasant Kunj, Anshul Gupta, Vivek Sarin · 2011
Preconditioned iterative solvers have the potential to solve very large sparse linear systems with a fraction of the memory used by direct methods. However, the effectiveness and performance of most preconditioners is not only problem dependent, but also fairly sensitive to the choice of their tunable parameters. As a result, a typical practitioner is faced with an overwhelming number of choices of solvers, preconditioners, and their parameters. The diversity of preconditioners makes it difficult to analyze them in a unified theoretical model. Hence, a systematic evaluation of existing preconditioned iterative solvers is necessary to identify the relative advantages of various implementations. We present the results of a comprehensive experimental study of the most popular preconditioner and iterative solver combinations for symmetric positive-definite systems. We introduce a methodology for a rigorous comparative evaluation of various preconditioners, including the use of some relatively simple but powerful metrics. We describe a semi-automated system for the collection, analysis, and visualization of relative performance data. The detailed comparison of various preconditioners preconditioner implementations and a state-of-the-art direct solver gives interesting insights into their relative strengths and weaknesses. We believe that these results would be useful to researchers developing preconditioners and iterative solvers as well as practitioners looking for appropriate sparse solvers for their applications.