11. Linear Algebraic Solvers

For problems that require the solution of linear systems of equations, the SUNDIALS packages operate using generic linear solver modules defined through the SUNLinearSolver, or “SUNLinSol”, API. This allows SUNDIALS packages to utilize any valid SUNLinSol implementation that provides a set of required functions. These functions can be divided into three categories. The first are the core linear solver functions. The second group consists of “set” routines to supply the linear solver object with functions provided by the SUNDIALS package, or for modification of solver parameters. The last group consists of “get” routines for retrieving artifacts (statistics, residual vectors, etc.) from the linear solver. All of these functions are defined in the header file sundials/sundials_linearsolver.h.

The implementations provided with SUNDIALS work in coordination with the SUNDIALS N_Vector, and optionally SUNMatrix, modules to provide a set of compatible data structures and solvers for the solution of linear systems using direct or iterative (matrix-based or matrix-free) methods. Moreover, advanced users can provide a customized SUNLinearSolver implementation to any SUNDIALS package, particularly in cases where they provide their own N_Vector and/or SUNMatrix modules.

Historically, the SUNDIALS packages have been designed to specifically leverage the use of either direct linear solvers or matrix-free, scaled, preconditioned, iterative linear solvers. However, matrix-based iterative linear solvers are also supported.

The iterative linear solvers packaged with SUNDIALS leverage scaling and preconditioning, as applicable, to balance error between solution components and to accelerate convergence of the linear solver. To this end, instead of solving the linear system \(Ax = b\) directly, these apply the underlying iterative algorithm to the transformed system

(11.1)\[\tilde{A} \tilde{x} = \tilde{b}\]


(11.2)\[\begin{split}\tilde{A} &= S_1 P_1^{-1} A P_2^{-1} S_2^{-1},\\ \tilde{b} &= S_1 P_1^{-1} b,\\ \tilde{x} &= S_2 P_2 x,\end{split}\]

and where

  • \(P_1\) is the left preconditioner,

  • \(P_2\) is the right preconditioner,

  • \(S_1\) is a diagonal matrix of scale factors for \(P_1^{-1} b\),

  • \(S_2\) is a diagonal matrix of scale factors for \(P_2 x\).

SUNDIALS solvers request that iterative linear solvers stop based on the 2-norm of the scaled preconditioned residual meeting a prescribed tolerance, i.e.,

\[\left\| \tilde{b} - \tilde{A} \tilde{x} \right\|_2 < \text{tol}.\]

When provided an iterative SUNLinSol implementation that does not support the scaling matrices \(S_1\) and \(S_2\), the SUNDIALS packages will adjust the value of \(\text{tol}\) accordingly (see the iterative linear tolerance section that follows for more details). In this case, they instead request that iterative linear solvers stop based on the criterion

\[\left\| P_1^{-1} b - P_1^{-1} A x \right\|_2 < \text{tol}.\]

We note that the corresponding adjustments to \(\text{tol}\) in this case may not be optimal, in that they cannot balance error between specific entries of the solution \(x\), only the aggregate error in the overall solution vector.

We further note that not all of the SUNDIALS-provided iterative linear solvers support the full range of the above options (e.g., separate left/right preconditioning), and that some of the SUNDIALS packages only utilize a subset of these options. Further details on these exceptions are described in the documentation for each SUNLinearSolver implementation, or for each SUNDIALS package.

For users interested in providing their own SUNLinSol module, the following section presents the SUNLinSol API and its implementation beginning with the definition of SUNLinSol functions in §11.1.1§11.1.3. This is followed by the definition of functions supplied to a linear solver implementation in §11.1.4. The linear solver return codes are described in Table 11.1. The SUNLinearSolver type and the generic SUNLinSol module are defined in §11.1.6. §11.1.8 lists the requirements for supplying a custom SUNLinSol module and discusses some intended use cases. Users wishing to supply their own SUNLinSol module are encouraged to use the SUNLinSol implementations provided with SUNDIALS as a template for supplying custom linear solver modules. The section that then follows describes the SUNLinSol functions required by this SUNDIALS package, and provides additional package specific details. Then the remaining sections of this chapter present the SUNLinSol modules provided with SUNDIALS.