Preconditioning Overview

  • Krylov methods need preconditioning to be efficient (or even effective!).
  • Reduces the total number of linear iterations
  • Each linear iteration in MOOSE includes a residual evaluation (computeQpResidual)
  • Krylov methods, in theory, converge in the number of linear iterations equal to the number of unknowns in the system
  • Even though the Jacobian is never formed, JFNK methods still require preconditioning.
  • MOOSE's automatic (without user intervention) preconditioning is fairly minimal.
  • Many options exist for implementing improved preconditioning in MOOSE.

Preconditioned JFNK

  • Using right preconditioning, solve

$$$$\mathbf{J} (\vec{u}_i) \mathbf{M}^{-1} (\mathbf{M}\delta \vec{u}_{i+1}) = -\vec{R}(\vec{u}_i)$$$$

  • $$$\mathbf{M}$$$ symbolically represents the preconditioning matrix or process
  • Inside GMRES, we only apply the action of $$$\mathbf{M}^{-1}$$$ on a vector
  • Recall the unpreconditioned JFNK approximation ($$$\mathbf{M}^{-1} = \mathbf{I}$$$):

$$$$\mathbf{J} (\vec{u}_i) \vec{v} \approx \frac{\vec{R}(\vec{u}_i + \epsilon \vec{v}) - \vec{R}(\vec{u}_i)}{\epsilon}$$$$

  • Compare to the right-preconditioned, matrix-free version:

$$$$\mathbf{J} (\vec{u}_i) \mathbf{M}^{-1}\vec{v} \approx \frac{\vec{R}(\vec{u}_i + \epsilon \mathbf{M}^{-1}\vec{v}) - \vec{R}(\vec{u}_i)}{\epsilon}$$$$

Preconditioning Matrix vs Process

  • On the previous slide $$$\mathbf{M}$$$ represented the "Preconditioning Matrix".
  • The action of $$$\mathbf{M}^{-1}$$$ on a vector represents the "Preconditioner" or "Preconditioning Process".
  • In MOOSE the "matrix to build" and the "process to apply" with that matrix are separated.
  • There are several different ways to build preconditioning matrices:
    • Default: Block Diagonal Preconditioning
    • Single Matrix Preconditioner (SMP)
    • Finite Difference Preconditioner (FDP)
    • Physics Based Preconditioner (PBP)
    • Field Split Preconditioner
  • After selecting how to build a preconditioning matrix you can then use solver options to select how to apply the Preconditioner.

Solve Type

  • The default solve_type for MOOSE is "Preconditioned JFNK".
  • An alternative solve_type can be set through either the [Executioner] or [Preconditioner/*] block.
  • Valid options include:
  • PJFNK (default)
  • JFNK
  • FD (Finite Difference)

PETSc Preconditioning Options

  • For specifying the preconditioning process we use solver options directly (i.e. PETSc options).
  • Currently the options for preconditioning with PETSc are exposed to the applications.
  • This will change in the future... there will be more generic ways of specifying preconditioning parameters.
  • The best place to learn about all of the preconditioning options with PETSc is the user manual.
  • We use the command-line syntax, but provide places to enter it into the input file.

PETSc Specific Executioner Options

petsc_options Description
-snes_ksp_ew Variable linear solve tolerance, useful for transient solves
-help Show PETSc options during the solve

petsc_options_iname petsc_options_value Description
-pc-type ilu Default for serial
bjacobi Default for parallel with -sub_pc_type ilu
asm Additive Schwartz with -sub_pc_type ilu
lu Full LU, serial only
gamg Generalized Geometric-Algebric MultiGrid
hypre Hypre, usually used with boomeramg
-sub_pc_type ilu, lu, hypre Can be used with bjacobi or asm
-pc_hypre_type boomeramg Algebraic Multigrid
-ksp_gmres_restart # (default = 30) Number of Krylov vectors to store

Default Preconditioning Matrix

  • Consider the fully coupled system of equations: $$$$\begin{align*} -\nabla \cdot k(T,s) \nabla T &= 0 \\ - \nabla \cdot D(T,s) \nabla s &= 0 \end{align*}$$$$

  • Fully coupled Jacobian approximation $$$$\begin{equation*} \mathbf{J}(T,s) = \begin{bmatrix} \frac{\partial (R_T)_i}{\partial T_j} & \frac{\partial (R_T)_i}{\partial s_j} \\ \frac{\partial (R_s)_i}{\partial T_j} & \frac{\partial (R_s)_i}{\partial s_j} \end{bmatrix} \approx \begin{bmatrix} \frac{\partial (R_T)_i}{\partial T_j} & \mathbf{0} \\ \mathbf{0} & \frac{\partial (R_s)_i}{\partial s_j} \\ \end{bmatrix} \end{equation*}$$$$

  • For our example: $$$$\begin{equation*} \mathbf{M} \equiv \begin{bmatrix} (k(T,s) \nabla \phi_j, \nabla \psi_i) & \mathbf{0} \\ \mathbf{0} & (D(T,s) \nabla \phi_j, \nabla\psi_i) \end{bmatrix} \approx \mathbf{J}(T,s) \end{equation*}$$$$

  • This simple style of throwing away the off-diagonal blocks is the way MOOSE will precondition when using the default solve_type.

The Preconditioning Block

  active = 'my_prec'

    type = SMP
    #SMP Options Go Here!
    #Override PETSc Options Here!

    type = PBP
    #PBP Options Go Here!
    #Override PETSc Options Here!

  • The Preconditioning block allows you to define which type of preconditioning matrix to build and what process to apply.
  • You can define multiple blocks with different names, allowing you to quickly switch out preconditioning options.
  • Each sub-block takes a type parameter to specify the type of preconditioning matrix.
  • Within the sub-blocks you can also provide other options specific to that type of preconditioning matrix.
  • You can also override PETSc options here.
  • Only one block can be active at a time.

Single Matrix Preconditioning (SMP)

  • Single Matrix Preconditioner (SMP) builds one preconditioning matrix.
  • You enable SMP with: type = SMP
  • You specify which blocks of the matrix to use with:
off_diag_row    = 's'
off_diag_column = 'T'
  • Which would produce an $$$\mathbf{M}$$$ like this: $$$$\mathbf{M} \equiv \begin{bmatrix} \left(k(T,s) \nabla \phi_j, \nabla \psi_i\right) & \mathbf{0} \\[3pt] \left(\frac{\partial D(T,s)}{\partial T_j} \nabla s, \nabla \psi_i\right) & \left(D(T,s) \nabla \phi_j, \nabla\psi_i\right) \end{bmatrix} \approx \mathbf{J}$$$$
  • In order for this to work you must provide a computeQpOffDiagJacobian() function in your Kernels that computes the required partial derivatives.
  • To use all off diagonal blocks set: full = true.

Finite Difference Preconditioning (FDP)

  • The Finite Difference Preconditioner (FDP) allows you to form a "Numerical Jacobian" by doing direct finite differences of your residual statements.
  • This is extremely slow and inefficient, but is a great debugging tool because it allows you to form a nearly perfect preconditioner.
  • You specify it by using: type = FDP
  • You can use the same options for specifying off-diagonal blocks as SMP.
  • Since FDP allows you to build the perfect approximate Jacobian it can be useful to use it directly to solve instead of using JFNK.
  • The finite differencing is sensitive to the differencing parameter which can be specified using:
petsc_options_iname = '-mat_fd_coloring_err -mat_fd_type'
petsc_options_value = '1e-6                 ds'
  • NOTE: FDP currently works in serial only! This might change in the future, but FDP will always be meant for debugging purposes!


  • Default Preconditioning Matrix, Preconditioned JFNK, monitor linear solver, variable linear solver tolerance.
  • Use Hypre with algebraic multigrid and store 101 Krylov vectors.
petsc_options_iname = '-pc_type -pc_hypre_type -ksp_gmres_restart'
petsc_options_value = 'hypre    boomeramg      101'
  • Single Matrix Preconditioner, Fill in the (forced, diffused) block, Preconditioned JFNK, Full inverse with LU
    type = SMP

    off_diag_row    = 'forced'
    off_diag_column = 'diffused'

    petsc_options_iname = '-pc_type'
    petsc_options_value = 'lu'

Example 11

Physics Based Preconditioning

  • Physics based preconditioning is an advanced concept used to more efficiently solve using JFNK.
  • The idea is to create a preconditioning process that targets each physics individually.
  • In this way you can create a more effective preconditioner...while also maintaining efficiency.
  • In MOOSE there is a PhysicsBasedPreconditioner object.
  • This object allows you to dial up a preconditioning matrix and the operations to be done on the different blocks of that matrix on the fly from the input file.

What the PBP Does

  • The PBP works by partially inverting a preconditioning matrix (usually an approximation of the true Jacobian) by partially inverting each block row in a Block-Gauss-Seidel way.

$$$$\vec{R}(u,v) = \begin{bmatrix} \vec{r}_u \\ \vec{r}_v \end{bmatrix}$$$$

$$$$\mathbf{M} \equiv \begin{bmatrix} \frac{\partial (R_u)_i}{\partial u_j} & \mathbf{0} \\ \frac{\partial (R_v)_i}{\partial u_j} & \frac{\partial (R_v)_i}{\partial v_j} \end{bmatrix} \approx \mathbf{J}$$$$

$$$$\mathbf{M} \vec{q} = \vec{p} \quad \Rightarrow \quad \begin{cases} \frac{\partial (R_u)_i}{\partial u_j} \vec{q}_u = \vec{p}_u \\[6pt] \frac{\partial (R_v)_i}{\partial v_j} \vec{q}_v = \vec{p}_v - \frac{\partial (R_v)_i}{\partial u_j} \vec{q}_u \end{cases}$$$$

Using the PBP


  active = 'myPBP'

    type = PBP
    solve_order = 'u v'
    preconditioner  = 'ILU AMG'
    off_diag_row    = 'v'
    off_diag_column = 'u'

  • Set up a PBP object for a two variable system (consisting of variables "u" and "v").
  • Use ILU for the "u" block and AMG for "v".
  • Use the lower diagonal (v, u) block.
  • When using type = PBP, will set solve_type = JFNK automatically.

Applying PBP

  • Applying these ideas to a coupled thermo-mechanics problem


Example 12