Introduction

Algebraic multigrid

Framework

Experiments

Outlook

References

A general software framework for algebraic multigrid methods

with applications to problems in reservoir simulations and CPR-AMG

Pavel Jir
anek1
Serge Gratton1 , Xavier Vasseur1 , and Pascal H
enon2
CERFACS, Toulouse, France1
Total SA, Centre Scientifique et Technique Jean-F
eger, Pau, France2

International Conference on Preconditioning Techniques

for Scientific and Industrial Applications
Oxford, UK
June 1921, 2013

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

Framework

Experiments

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Outline

Introduction

Algebraic multigrid

Framework

Experiments

Outlook

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

Framework

Experiments

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References

Outline

Introduction

Algebraic multigrid

Framework

Experiments

Outlook

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Simulations driven by partial differential equations require efficient methods for solving large and
sparse systems of linear algebraic equations
Au = f ,
where A represents a discretised PDE or a system thereof.
Efficient methods should be scalable and robust.
Large sequences of systems often need to be solved, e.g., in time-dependent and/or nonlinear
problems such as these in reservoir simulations.
In order to satisfy the criteria of efficiency, iterative methods need a good preconditioner, which
should be: 1) relatively cheap to compute and 2) substantially accelerate the convergence of the
iteration.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Experiments

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Reservoir simulations
Multi-phase porous media flow models depending on the stage of the recovery process (single-,
two-phase, compositional, thermal,...) are often discretised using a finite volume scheme in space
and (full) implicit Euler scheme in time and linearised by a Newton type method: a system of
linear algebraic equations need to be solved at each Newton iteration within each time step.
The systems couple the pressure and saturation/concentration unknowns

App
Asp

Aps
Ass



  
up
fp
=
us
fs

and are nonsymmetric and ill-conditioned mainly due to the elliptic character of the pressure
block App and heterogeneity and anisotropy of the porous medium.
Example: SPE10 benchmark (Christie and Blunt [2001])
I

cartesian grid with 60 220 85 106 cells,

highly heterogeneous and anisotropic (relative

variations of permeability 1011 and porosity
106 ).

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Preconditioning techniques
Constrained pressure reduction (CPR)
Wallis et al. [1985], Lacroix et al. [2001], Scheichl et al. [2003]
I

Transformation to a block triangular form (combining physical assumptions on the nonlocal

pressure-saturation coupling and elimination of the local ones)

App
Asp

Aps
Ass



  
up
fp
=
us
fs

pp
A
sp
A

0
ss
A



  
p
u
fp
=
s
u
fs

Approximation of the diagonal blocks:

pp exhibits the elliptic character and is usually approximated by a single cycle of algebraic
A
multigrid (AMG).
ss is often strongly diagonally dominant and can be approximated, e.g., by an incomplete
A
factorisation.

Motivation: In CPR-AMG, about 80% of the overall setup time is taken by the setup of the AMG
pp (partial) reuse of the preconditioner.
preconditioner for the block A

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

Framework

Experiments

Outlook

References

Outline

Introduction

Algebraic multigrid

Framework

Experiments

Outlook

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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AMG basics
Algebraic vs geometric multigrid:
automatic coarsening without a priori knowledge of the geometry,
simple algebraic smoothers,
may be less efficient than the geometric multigrid,
setup phase.
Brandt et al. [1982], Ruge and St
uben [1987], Trottenberg et al. [2001],...
Setup phase:
I

Computing the hierarchy by a recursive application of the setup procedure, which, for a
given A RN N , determines a coarse grid RNc , a prolongation operator P RN Nc , a
restriction operator R (= PT ), and the coarse grid matrix Ac (= RAP).

Solution phase:
I

traditional cycles (V, W, F, ...) combining smoothing and coarse grid correction,

polynomial acceleration in the coarse grid correction.

Axelsson and Vassilevski [1989], Notay and Vassilevski [2008]

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Ingredients of the setup phase

Coarsening: identifying a coarse grid and computing transfer operators (prolongation)
I

Classical AMG-based methods: splitting variables to sets of F- and C-points.

Aggregation-based AMG: partitioning variables to non-overlapping sets (aggregates).

P=

P=

Graph coarsening: maximal independent set and partitioning algorithms on graph of A

associated with strong couplings, e.g., classical AMG (Brandt et al. [1982], Ruge and St
uben
[1987]), smoothed aggregation (Van
ek et al. [1996]), compatible relaxation (Brandt [2000], Livne
[2004]), energy-based coarsening (Brannick et al. [2006]).
Optimising convergence measures: AMGe (Brezina et al. [2000]), energy-minimising smoothing
(Mandel et al. [1999]), AGMG (Napov and Notay [2012]),...
Adaptive methods: Brezina et al. [2004], Brezina et al. [2006],...
Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Ingredients of the setup phase

Parallel coarsening:
I

Decoupled schemes running independently on each process (size of the coarse grid limited
by the number of processors, slow coarsening).

Repartitioning to improve load balance on coarse grids possibly on a subset of processors

(Chow et al. [2006]).

Parallel coarsening schemes are based usually on modifications of parallel independent set
algorithms (Luby [1984], Jones and Plassman [1993], Adams [1998]) or on combinations of
decoupled schemes with a special pre- or post-processing of the processor boundary
variables, e.g., SAMG (Krechel and St
uben [2001]), BoomerAMG (Henson and Yang
[2002]), ML (Tuminaro and Tong [2000]).

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Algebraic multigrid

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Introduction

Algebraic multigrid

Framework

Experiments

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A general software framework for algebraic multigrid methods

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Goals:
I

object-oriented design and modularity,

minimising coding requirements for both basic and advanced users,

no fixed coarsening scheme (C/F splitting, aggregation) and problem type (scalar and
coupled problems, systems of PDEs),

reuse of the hierarchy for preconditioner updates.

Basis: Boost, Trilinos (Epetra(Ext), Ifpack, Amesos, Aztec, Teuchos).

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A general software framework for algebraic multigrid methods

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Design overview

Hierarchy contains
I

a linked list of levels: operators A, R, P;

cycle: computational part of AMG, (factories for) solvers.

Level variables:
I

operator layer used for cycles: objects realising applications of A, R, P;

variable layer used for setup: objects stored in a type-independent string-based dictionary;

transfer between layers is made by variable transfers.

Setup of the hierarchy is made by a setup manager containing a set of components, which can be
considered as blind parametrized black boxes with a set of inputs and outputs connected to
certain level variables.
The components are built in the order given by the data dependencies and priorities.
One setup manager can declare several variants: used to modify the behaviour depending on the
data reuse.

Pavel Jir
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A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

</SetupManager>

Nullspace

Declare the variable transfer.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">

Nullspace

xx</Variant>
</SetupManager>

Declare the variable transfer and variant.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

CouplingGraph

xx<Variant id="default">

Nullspace

xxxx<Component class="AggregationCouplingGraph">

Graph

xxxxxx<Input
xxxxxx
xxxxxx

id="A"
variable="A"
level="fine">

xxxxxx<Output id="Graph"
xxxxxx
variable="Graph"
xxxxxx
level="fine">
xxxxxx<ParameterList>
xxxxxxxx<Parameter .../>
xxxxxxxx<Parameter .../>
xxxxxxxx<Parameter .../>
xxxxxx</ParameterList>
I

Declare the variable transfer and variant,

create the coupling graph according to a

chosen criterion, e.g., such that
q
(i, j) E(G) |aij | > |aii ajj |.

xxxx</Component>

Pavel Jir
anek (CERFACS)

xx</Variant>
</SetupManager>

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">

Nullspace
Graph

xxxx<Component class="StandardUncoupledAggregator">
Aggregator

xxxxxx<Input
xxxxxx
xxxxxx

Aggregates

id="Graph"
variable="Graph"
level="fine">

xxxxxx<Output id="Aggregates"
xxxxxx
variable="Aggregates"
xxxxxx
level="fine">
xxxx</Component>
xx</Variant>
</SetupManager>
I

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">
Nullspace
Generator

Nullspace

Nullspace

Graph
Aggregates
Normalized
Nullspace

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations:

B

T T
[BT
1 , . . . , Bk ] ,

xxxx<Component class="NullspaceGenerator">
xxxxxx<Input
xxxxxx
xxxxxx

id="A"
variable="A"
level="fine">

xxxxxx<Input
xxxxxx
xxxxxx

id="Fine Nullspace"
variable="Nullspace"
level="fine">

xxxxxx<Input
xxxxxx
xxxxxx

id="Aggregates"
variable="Aggregates"
level="fine">

xxxxxx<Output id="Normalized Nullspace"

xxxxxx
variable="Normalized Nullspace">
xxxxxx
level="fine"
xxxxxx<Output id="Coarse Nullspace"
xxxxxx
variable="Nullspace"
xxxxxx
level="coarse">

Bi = Qi Ri .

xxxx</Component>
xx</Variant>
</SetupManager>

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">

Nullspace

Nullspace

Graph
Aggregates
Tentative
Prolongator

Normalized
Nullspace
PTentative

xxxx<Component class="TentativeProlongator">
xxxxxx<Input
xxxxxx
xxxxxx

id="Aggregates"
variable="Aggregates"
level="fine">

xxxxxx<Input
xxxxxx
xxxxxx

id="Nullspace"
variable="Normalized Nullspace"
level="fine">

xxxxxx<Output id="P"
xxxxxx
variable="PTentative"
xxxxxx
level="fine">
xxxx</Component>

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations,

create the tentative prolongator:

xx</Variant>
</SetupManager>

= blkdiag(Q1 , . . . , Qk ).
P

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">

Nullspace

Nullspace
Prolongator
Smoother

Graph

xxxx<Component class="JacobiPSmoother">
xxxxxx<Input
xxxxxx
xxxxxx

id="A"
variable="A"
level="fine">

Normalized
Nullspace

xxxxxx<Input
xxxxxx
xxxxxx

id="Graph"
variable="Graph"
level="fine">

PTentative

xxxxxx<Input
xxxxxx
xxxxxx

id="PTentative"
variable="PTentative"
level="fine">

Aggregates

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations,

create the tentative prolongator,

smooth the tentative prolongator:

xxxxxx<Output id="PSmoothed"
xxxxxx
variable="P"
xxxxxx
level="coarse">
xxxx</Component>
xx</Variant>
</SetupManager>

P = (I D1 AF )P.
Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

PRECON13

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Algebraic multigrid

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References

Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

xx<Variant id="default">

Nullspace

Nullspace

Graph

Aggregates

Transposer

xxxx<Component class="Transposer">
xxxxxx<Input
xxxxxx
xxxxxx

id="A"
variable="P"
level="coarse">

Normalized
Nullspace

xxxxxx<Output id="AT"
xxxxxx
variable="R"
xxxxxx
level="coarse">

PTentative

xxxx</Component>
xx</Variant>
</SetupManager>

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations,

create the tentative prolongator,

smooth the tentative prolongator,

create the restrictor: R = PT .

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

xx<VariableTransfer class="DirectTransfer"/>
A

RAP
Product

Nullspace

Nullspace

Graph

Aggregates

xx<Variant id="default">
xxxx<Component class="RAPProduct">
xxxxxx<Input
xxxxxx
xxxxxx

id="A"
variable="A"
level="fine">

Normalized
Nullspace

xxxxxx<Input
xxxxxx
xxxxxx

id="R"
variable="R"
level="coarse">

PTentative

xxxxxx<Input
xxxxxx
xxxxxx

id="P"
variable="P"
level="coarse">

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations,

create the tentative prolongator,

smooth the tentative prolongator,

create the restrictor,

compute the coarse matrix: AC = RAP.

Pavel Jir
anek (CERFACS)

xxxxxx<Output id="RAP"
xxxxxx
variable="A"
xxxxxx
level="coarse">
xxxx</Component>
xx</Variant>
</SetupManager>

A general software framework for algebraic multigrid methods

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Example: Smoothed aggregation

<SetupManager label="Smoothed aggregation">
Fine level

Coarse level

Nullspace

Nullspace

Graph

xx</Variant>

Aggregates

</SetupManager>

xx<VariableTransfer class="DirectTransfer"/>
xx<Variant id="default">
xxxx...

Normalized
Nullspace
PTentative

Declare the variable transfer and variant,

create the coupling graph,

aggregate on the graph,

create the nullspace approximations,

create the tentative prolongator,

smooth the tentative prolongator,

create the restrictor,

compute the coarse matrix.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Example: Smoothed aggregation

Management of the level variables and reusing the hierarchy

I

normally, we keep all the variables created on levels during the setup;

some variables can be declared as temporary: they are deleted as soon as they are not
needed anymore;

reusing parts of the hierarchy can be achieved by clearing certain variables prior to setup or
forcing to build certain components:
<Variant id="reuse operators" parent="default">
xx<PreSetupClear variable="A" level="coarse"/>
</Variant>
<Variant id="reuse operators">
xx<Component class="RAPProduct" build="always">
xxxx<Input id="A"
variable="A" level="fine"/>
xxxx<Input id="R"
variable="R" level="coarse"/>
xxxx<Input id="P"
variable="P" level="coarse"/>
xxxx<Output id="RAP" variable="A" level="coarse"/>
xx</Component>
</Variant>

Pavel Jir
anek (CERFACS)

Hierarchy h("sa.xml");
h[0].setOperator(A);
h.compute();
h.iterate(X, B);
...
h[0].setOperator(A new);
h.compute("reuse operators");
h.iterate(X new, B new);

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

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Parameters

simple aggregation algorithm by Van

ek et al. [1996] on a graph based on the symmetric
coupling criterion,

local symmetric Gauss-Seidel as pre-, post-smoother, and coarse grid solver,

size of the coarse grid < 16,

GCG-based K-cycle,

iterative solver: CG / GCR(10), relative residual tolerance 106 ,

Pavel Jir
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A general software framework for algebraic multigrid methods

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References

Simple scalability experiments

BULL B510: 2 Intel Xeon Sandy Bridge @ 2.6 GHz (8 cores) & 64 GB memory per node
FE discretisation of a 2D Poisson equation, 1800 grid points per node

Number of levels {8, . . . , 12}, number of iterations {15, . . . , 17}.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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References

Reuse of the hierarchy

In CPR-AMG, we solve for each time-step a sequence of pressure systems for each Newton
iteration.
We consider six schemes of the reuse of the AMG preconditioner:
I

S1: fixed preconditioner,

S2: recomputed for each time-step,

S3: recomputed for each time-step by reusing the transfer operators,

S4: recomputed for each system by reusing the initial set of transfer operators,

S5: recomputed for each time-step and updated by reusing the transfer operators,

S6: recomputed from scratch for each system.

Pavel Jir
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A general software framework for algebraic multigrid methods

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References

Reuse of the hierarchy

SPE10: Cumulative setup and solution time and iteration numbers
(4 time-steps, 18 systems), L {8, 9}, Cop 1.4

S1
S2
S3
S4
S5
S6

Pavel Jir
anek (CERFACS)

Setup
3.09E+000
1.34E+001
6.91E+000
2.61E+001
3.51E+001
6.49E+001

Solve
5.48E+002
5.29E+001
5.88E+001
4.36E+001
4.26E+001
4.26E+001

Total
5.51E+002
6.63E+001
6.57E+001
6.97E+001
7.77E+001
1.08E+002

A general software framework for algebraic multigrid methods

NIT
1672
260
236
143
140
139

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Algebraic multigrid

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Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Outlook

optimisation,

coupled coarsening schemes and classical AMG approaches,

energy minimisation, adaptive methods,

combining MPI with X and templating (Tpetra/Kokkos),

coupled systems, e.g., saddle point problems.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

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References

Outlook

optimisation,

coupled coarsening schemes and classical AMG approaches,

energy minimisation, adaptive methods,

combining MPI with X and templating (Tpetra/Kokkos),

coupled systems, e.g., saddle point problems.

CPR-related:
I

coupled AMG approaches,

Krylov subspace recycling and updates of the preconditioner.

Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Algebraic multigrid

Framework

Experiments

Outlook

References

Outlook

optimisation,

coupled coarsening schemes and classical AMG approaches,

energy minimisation, adaptive methods,

combining MPI with X and templating (Tpetra/Kokkos),

coupled systems, e.g., saddle point problems.

CPR-related:
I

coupled AMG approaches,

Krylov subspace recycling and updates of the preconditioner.

Thank you for your attention!

Pavel Jir
anek (CERFACS)

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References

References I
M. F. Adams. A parallel maximal independent set algorithm. In Proceedings of the 5th Copper
Mountain Conference on Iterative Methods, 1998.
O. Axelsson and P. S. Vassilevski. Variable-step multilevel preconditioning methods. i. Numer.
Math., 56:157177, 1989.
A. Brandt. General highly accurate algebraic coarsening. Electron. Trans. Numer. Anal., 10:120,
2000.
A. Brandt, S. F. McCormick, and J. W. Ruge. Algebraic multigrid (AMG) for automatic multigrid
solutions with application to geodetic computations. Technical report, Institute for
Computational Studies, Fort Collins, CO, 1982.
J. J. Brannick, M. Brezina, S. P. MacLachlan, T. A. Manteuffel, S. F. McCormick, and J. W.
Ruge. An energy-based AMG coarsening strategy. Numer. Linear Algebra Appl., 13:133148,
2006.
M. Brezina, A. J. Cleary, R. D. Falgout, V. E. Henson, J. E. Jones, T. A. Manteuffel, S. F.
McCormick, and J. W. Ruge. Algebraic multigrid based on element interpolation (AMGe).
SIAM J. Sci. Comput., 22:15701592, 2000.
M. Brezina, R. D. Falgout, S. P. MacLachlan, T. A. Manteuffel, S. F. McCormick, and J. W.
Ruge. Adaptive smoothed aggregation (SA). SIAM J. Sci. Comput., 25(6):18961920, 2004.
M. Brezina, R. D. Falgout, S. P. MacLachlan, T. A. Manteuffel, S. F. McCormick, and J. W.
Ruge. Adaptive algebraic multigrid. SIAM J. Sci. Comput., 27(4):12611286, 2006.
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anek (CERFACS)

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References II
E. Chow, R. D. Falgout, J. J. Hu, R. S. Tuminaro, and U. M. Yang. A survey of parallelization
techniques for multigrid solvers. In M. A. Heroux, P. Raghavan, and H. D. Simon, editors,
Parallel Processing in Scientific Computing, Software, Environments, Tools, pages 179201.
SIAM, Philadelphia, PA, 2006.
M. A. Christie and M. J. Blunt. Tenth SPE comparative solution project: a comparison of
upscaling techniques. SPE Reservoir Engineering and Evaluation, 4:308317, 2001.
M. W. Gee, J. J. Hu, M. G. Sala, C. M. Seifert, and R. S. Tuminaro. ML 5.0 Smoothed
Aggregation Users Guide. Technical Report SAND2006-2649, Sandia National Laboratories,
2007.
V. E. Henson and U. M. Yang. BoomerAMG: A parallel algebraic multigrid solver and
preconditioner. Appl. Numer. Math., 41:155177, 2002.
M. T. Jones and P. E. Plassman. A parallel graph coloring heuristic. SIAM J. Sci. Comput., 14:
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Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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Introduction

Algebraic multigrid

Framework

Experiments

Outlook

References

References III
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Pavel Jir
anek (CERFACS)

A general software framework for algebraic multigrid methods

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