Usability of Markov Chain Monte Carlo Preconditioners in Practical Problems
Emre Sahin, Anton Lebedev, Maksims Abaļenkovs, Vassil Alexandrov · 2021
In this paper, we present the results of our exploration of the applicability of preconditioners computed using the Markov Chain Monte Carlo Matrix Inversion ((MC)2MI) method to a variety of linear systems from the domain of quantum chromodynamics, plasma physics and engineering. The latter two are represented by matrices extracted from BOUT++ and Nektar++ codes with specific problem statements. Additionally, we present the scaling behaviour of our implementation for GPUs and CPUs.