Integrating Additive Multigrid with Multipreconditioned Conjugate Gradient Method

Abstract: Due to its optimal complexity, the multigrid (MG) method is one of the most popular approaches for solving large-scale linear systems arising from the discretization of partial differential equations. However, the parallel implementation of standard MG methods, which are inherently multiplicative, suffers from increasing communication complexity. In such cases, the additive variants of MG methods provide a good alternative due to their inherently parallel nature, although they exhibit slower convergence. This work combines the additive multigrid method with the multipreconditioned conjugate gradient (MPCG) method. In the proposed approach, the MPCG method employs the corrections from the different levels of the MG hierarchy as separate preconditioned search directions. In this approach, the MPCG method updates the current iterate by using the linear combination of the preconditioned search directions, where the optimal coefficients for the linear combination are computed by exploiting the energy norm minimization of the CG method. The idea behind our approach is to combine the $A$-conjugacy of the search directions of the MPCG method and the quasi $H_1$-orthogonality of the corrections from the MG hierarchy. In the numerical section, we study the performance of the proposed method compared to the standard additive and multiplicative MG methods used as preconditioners for the CG method.