Abstract
Meshfree radial basis function (RBF) methods are of interest for solving partial differential equations due to attractive convergence properties, flexibility with respect to geometry, and ease of implementation. For global RBF methods, the computational cost grows rapidly with dimension and problem size, so localised approaches, such as partition of unity or stencil based RBF methods, are currently being developed. An RBF partition of unity method (RBF–PUM) approximates functions through a combination of local RBF approximations. The linear systems that arise are locally unstructured, but with a global structure due to the partitioning of the domain. Due to the sparsity of the matrices, for large scale problems, iterative solution methods are needed both for computational reasons and to reduce memory requirements. In this paper we implement and test different algebraic preconditioning strategies based on the structure of the matrix in combination with incomplete factorisations. We compare their performance for different orderings and problem settings and find that a no-fill incomplete factorisation of the central band of the original discretisation matrix provides a robust and efficient preconditioner.
Access this article
We’re sorry, something doesn't seem to be working properly.
Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.
Similar content being viewed by others
References
Axelsson, O., Neytcheva, M., Ahmad, B.: A comparison of iterative methods to solve complex valued linear algebraic systems. Numer. Algorithms 66(4), 811–841 (2014). doi:10.1007/s11075-013-9764-1
Babuška, I., Melenk, J.M.: The partition of unity method. Int. J. Numer. Methods Eng. 40(4), 727–758 (1997). doi:10.1002/(SICI)1097-0207(19970228)40:4<727::AID-NME86>3.0.CO;2-N
Baxter, B.J.C.: Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices. Comput. Math. Appl. 43(3–5), 305–318 (2002). doi:10.1016/S0898-1221(01)00288-7
Beatson, R.K., Cherrie, J.B., Mouat, C.T.: Fast fitting of radial basis functions: methods based on preconditioned GMRES iteration. Adv. Comput. Math. 11(2–3), 253–270 (1999). doi:10.1023/A:1018932227617
Beatson, R.K., Light, W.A., Billings, S.: Fast solution of the radial basis function interpolation equations: domain decomposition methods. SIAM J. Sci. Comput. 22(5), 1717–1740 (2000). doi:10.1137/S1064827599361771
Benzi, M.: Preconditioning techniques for large linear systems: a survey. J. Comp. Phys. 182, 418–477 (2002). doi:10.1006/jcph.2002.7176
Brown, D., Ling, L., Kansa, E., Levesley, J.: On approximate cardinal preconditioning methods for solving PDEs with radial basis functions. Eng. Anal. Bound. Elem. 29(4), 343–353 (2005). doi:10.1016/j.enganabound.2004.05.006
Cavoretto, R., De Rossi, A.: Spherical interpolation using the partition of unity method: an efficient and flexible algorithm. Appl. Math. Lett. 25(10), 1251–1256 (2012). doi:10.1016/j.aml.2011.11.006
Cavoretto, R., De Rossi, A.: A meshless interpolation algorithm using a cell-based searching procedure. Comput. Math. Appl. 67(5), 1024–1038 (2014). doi:10.1016/j.camwa.2014.01.007
Cavoretto, R., De Rossi, A.: A trivariate interpolation algorithm using a cube-partition searching procedure. arXiv:1409.5423 [math.NA] (2014)
Cavoretto, R., De Rossi, A., Donatelli, M., Serra-Capizzano, S.: Spectral analysis and preconditioning techniques for radial basis function collocation matrices. Numer. Linear Algebra Appl. 19(1), 31–52 (2012). doi:10.1002/nla.774
De Marchi, S., Santin, G.: Fast computation of orthonormal basis for RBF spaces through Krylov space methods. BIT, pp. 1–18 (2014). doi:10.1007/s10543-014-0537-6
Deng, Q., Driscoll, T.A.: A fast treecode for multiquadric interpolation with varying shape parameters. SIAM J. Sci. Comput. 34(2), A1126–A1140 (2012). doi:10.1137/110836225
Driscoll, T.A., Fornberg, B.: Interpolation in the limit of increasingly flat radial basis functions. Comput. Math. Appl. 43(3–5), 413–422 (2002). doi:10.1016/S0898-1221(01)00295-4
Driscoll, T.A., Toh, K.C., Trefethen, L.N.: From potential theory to matrix iterations in six steps. SIAM Rev. 40, 547–578 (1998). doi:10.1137/S0036144596305582
Embree, M.: How descriptive are GMRES convergence bounds? Tech. Rep. 99/08, Oxford University Computing Laboratory Numerical Analysis (1999)
Farrell, P., Pestana, J.: Block preconditioners for linear systems arising from multiscale collocation with compactly supported RBFs. Numer. Linear Algebra Appl. 22(4), 731–747 (2015). doi:10.1002/nla.1984
Fasshauer, G.E.: Meshfree approximation methods with MATLAB. Interdisciplinary Mathematical Sciences, vol. 6. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ (2007). doi:10.1142/6437
Fasshauer, G.E., McCourt, M.J.: Stable evaluation of Gaussian radial basis function interpolants. SIAM J. Sci. Comput. 34(2), A737–A762 (2012). doi:10.1137/110824784
Faul, A.C., Goodsell, G., Powell, M.J.D.: A Krylov subspace algorithm for multiquadric interpolation in many dimensions. IMA J. Numer. Anal. 25(1), 1–24 (2005). doi:10.1093/imanum/drh021
Fornberg, B., Larsson, E., Flyer, N.: Stable computations with Gaussian radial basis functions. SIAM J. Sci. Comput. 33(2), 869–892 (2011). doi:10.1137/09076756X
Fornberg, B., Lehto, E., Powell, C.: Stable calculation of Gaussian-based RBF-FD stencils. Comput. Math. Appl. 65(4), 627–637 (2013). doi:10.1016/j.camwa.2012.11.006
Fornberg, B., Piret, C.: A stable algorithm for flat radial basis functions on a sphere. SIAM J. Sci. Comput. 30(1), 60–80 (2007). doi:10.1137/060671991
Fornberg, B., Wright, G.: Stable computation of multiquadric interpolants for all values of the shape parameter. Comput. Math. Appl. 48(5–6), 853–867 (2004). doi:10.1016/j.camwa.2003.08.010
Fornberg, B., Wright, G., Larsson, E.: Some observations regarding interpolants in the limit of flat radial basis functions. Comput. Math. Appl. 47(1), 37–55 (2004). doi:10.1016/S0898-1221(04)90004-1
Fornberg, B., Zuev, J.: The Runge phenomenon and spatially variable shape parameters in RBF interpolation. Comput. Math. Appl. 54(3), 379–398 (2007). doi:10.1016/j.camwa.2007.01.028
Fuselier, E., Hangelbroek, T., Narcowich, F.J., Ward, J.D., Wright, G.B.: Localized bases for kernel spaces on the unit sphere. SIAM J. Numer. Anal. 51(5), 2538–2562 (2013). doi:10.1137/120876940
Halton, J.H.: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals. Numer. Math. 2, 84–90 (1960). doi:10.1007/BF01386213
Larsson, E., Fornberg, B.: A numerical study of some radial basis function based solution methods for elliptic PDEs. Comput. Math. Appl. 46(5–6), 891–902 (2003). doi:10.1016/S0898-1221(03)90151-9
Larsson, E., Fornberg, B.: Theoretical and computational aspects of multivariate interpolation with increasingly flat radial basis functions. Comput. Math. Appl. 49(1), 103–130 (2005). doi:10.1016/j.camwa.2005.01.010
Larsson, E., Heryudono, A.: A partition of unity radial basis function collocation method for partial differential equations (2015) (in press)
Larsson, E., Lehto, E., Heryudono, A., Fornberg, B.: Stable computation of differentiation matrices and scattered node stencils based on Gaussian radial basis functions. SIAM J. Sci. Comput. 35(4), A2096–A2119 (2013). doi:10.1137/120899108
Liesen, J., Strakos̆, Z.: Krylov subspace methods: principles and analysis. In: Stuart, A.M., Süli, E. (eds.) Numerical Mathematics and Scientific Computation, vol. 25. Oxford University Press, Oxford (2013)
Ling, L., Kansa, E.J.: A least-squares preconditioner for radial basis functions collocation methods. Adv. Comput. Math. 23(1–2), 31–54 (2005). doi:10.1007/s10444-004-1809-5
MATLAB: version 8.3.0.532 (R2014a). The MathWorks Inc., Natick, Massachusetts (2014)
Meijerink, J.A., van der Vorst, H.A.: An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix. Math. Comp. 31, 148–162 (1977). doi:10.1090/S0025-5718-1977-0438681-4
Müller, S., Schaback, R.: A Newton basis for kernel spaces. J. Approx. Theory 161(2), 645–655 (2009). doi:10.1016/j.jat.2008.10.014
Pazouki, M., Schaback, R.: Bases for kernel-based spaces. J. Comput. Appl. Math. 236(4), 575–588 (2011). doi:10.1016/j.cam.2011.05.021
Rieger, C., Zwicknagl, B.: Sampling inequalities for infinitely smooth functions, with applications to interpolation and machine learning. Adv. Comput. Math. 32(1), 103–129 (2010). doi:10.1007/s10444-008-9089-0
Rieger, C., Zwicknagl, B.: Improved exponential convergence rates by oversampling near the boundary. Constr. Approx. 39(2), 323–341 (2014). doi:10.1007/s00365-013-9211-5
Saad, Y.: Iterative Methods for Sparse Linear Systems. Society for Industrial and Applied Mathematics (2003). doi:10.1137/1.9780898718003
Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986). doi:10.1137/0907058
Safdari-Vaighani, A., Heryudono, A., Larsson, E.: A radial basis function partition of unity collocation method for convection–diffusion equations arising in financial applications. J. Sci. Comp. 1–27 (2014). doi:10.1007/s10915-014-9935-9
Schoenberg, I.J.: Metric spaces and completely monotone functions. Ann. of Math. (2) 39(4), 811–841 (1938). doi:10.2307/1968466
Shcherbakov, V., Larsson, E.: Radial basis function partition of unity methods for pricing vanilla basket options. Tech. Rep. 2015–001, Department of Information Technology, Uppsala University (2015)
Shepard, D.: A two-dimensional interpolation function for irregularly-spaced data. In: Proceedings of the 1968 23rd ACM national conference, ACM ’68, pp. 517–524. ACM, New York, NY, USA (1968). doi:10.1145/800186.810616
Sonneveld, P., van Gijzen, M.B.: IDR(s): a family of simple and fast algorithms for solving large nonsymmetric linear systems. SIAM J. Sci. Comput. 31, 1035–1062 (2008). doi:10.1137/070685804
von Sydow, L., Höök, L.J., Larsson, E., Lindström, E., Milovanović, S., Persson, J., Shcherbakov, V., Shpolyanskiy, Y., Sirén, S., Toivanen, J., Waldén, J., Wiktorsson, M., Giles, M.B., Levesley, J., Li, J., Oosterlee, C.W., Ruijter, M.J., Toropov, A., Zhao, Y.: BENCHOP–The BENCHmarking project in option pricing. Int. J. Comput. Math. (2015). doi:10.1080/00207160.2015.1072172
van der Vorst, H.A.: Bi-CGSTAB: a fast and smoothly converging variant of Bi-CG for the solution of nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 13, 631–644 (1992). doi:10.1137/0913035
Wendland, H.: Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree. Adv. Comput. Math. 4(4), 389–396 (1995). doi:10.1007/BF02123482
Wendland, H.: Fast evaluation of radial basis functions: methods based on partition of unity. In: Approximation theory, X (St. Louis, MO, 2001), Innov. Appl. Math., pp. 473–483. Vanderbilt Univ. Press, Nashville, TN (2002)
Author information
Authors and Affiliations
Corresponding author
Additional information
Authors are listed in alphabetical order. Heryudono was partially supported by AFOSR grant FA9550-09-1-0208 and by National Science Foundation grant DMS-1318427.
Rights and permissions
About this article
Cite this article
Heryudono, A., Larsson, E., Ramage, A. et al. Preconditioning for Radial Basis Function Partition of Unity Methods. J Sci Comput 67, 1089–1109 (2016). https://doi.org/10.1007/s10915-015-0120-6
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-015-0120-6
Keywords
- Radial basis function
- Partition of unity
- RBF–PUM
- Iterative method
- Preconditioning
- Algebraic preconditioner