A Sparse Matrix Library with Automatic Selection of Iterative Solvers and Preconditioners

AbstractMany iterative solvers and preconditioners have recently been proposed for linear iterative matrix libraries. Currently, library users have to manually select the solvers and preconditioners to solve their target matrix. However, if they select the wrong combination of the two, they have to spend a lot of time on calculations or they cannot obtain the solution. Therefore, an approach for the automatic selection of solvers and preconditioners is needed. We have developed a function that automatically selects an effective solver/preconditioner combination by referencing the history of relative residuals at run- time to predict whether the solver will converge or stagnate. Numerical evaluation with 50 Florida matrices showed that the proposed function can select effective combinations in all matrices. This suggests that our function can play a significant role in sparse iterative matrix computations