Linear Solvers
Goal
Provide a universal workflow to select a solver, assess conditioning, and diagnose convergence for linear systems arising in numerical simulations.
Requirements
- Python 3.8+
- NumPy, SciPy (for matrix operations)
- See individual scripts for dependencies
Inputs to Gather
| Input | Description | Example |
|-------|-------------|---------|
| Matrix size | Dimension of system | n = 1000000 |
| Sparsity | Fraction of nonzeros | 0.01% |
| Symmetry | Is A = Aᵀ? | yes |
| Definiteness | Is A positive definite? | yes (SPD) |
| Conditioning | Estimated condition number | 10⁶ |
Decision Guidance
Solver Selection Flowchart
Is matrix small (n < 5000) and dense?
├── YES → Use direct solver (LU, Cholesky)
└── NO → Is matrix symmetric?
├── YES → Is it positive definite?
│ ├── YES → Use CG with AMG/IC preconditioner
│ └── NO → Use MINRES
└── NO → Is it nearly symmetric?
├── YES → Use BiCGSTAB
└── NO → Use GMRES with ILU/AMG
Quick Reference
| Matrix Type | Solver | Preconditioner | |-------------|--------|----------------| | SPD, sparse | CG | AMG, IC | | Symmetric indefinite | MINRES | ILU | | Nonsymmetric | GMRES, BiCGSTAB | ILU, AMG | | Dense | LU, Cholesky | None | | Saddle point | Schur complement, Uzawa | Block preconditioner |
Script Outputs (JSON Fields)
| Script | Key Outputs |
|--------|-------------|
| scripts/solver_selector.py | recommended, alternatives, notes |
| scripts/convergence_diagnostics.py | rate, stagnation, recommended_action |
| scripts/sparsity_stats.py | nnz, density, bandwidth, symmetry |
| scripts/preconditioner_advisor.py | suggested, notes |
| scripts/scaling_equilibration.py | row_scale, col_scale, notes |
| scripts/residual_norms.py | residual_norms, relative_norms, converged |
Workflow
- Characterize matrix - symmetry, definiteness, sparsity
- Analyze sparsity - Run
scripts/sparsity_stats.py - Select solver - Run
scripts/solver_selector.py - Choose preconditioner - Run
scripts/preconditioner_advisor.py - Apply scaling - If ill-conditioned, use
scripts/scaling_equilibration.py - Monitor convergence - Use
scripts/convergence_diagnostics.py - Diagnose issues - Check residual history with
scripts/residual_norms.py
Conversational Workflow Example
User: My GMRES solver is stagnating after 50 iterations. The residual drops to 1e-3 then stops improving.
Agent workflow:
- Diagnose convergence:
python3 scripts/convergence_diagnostics.py --residuals 1,0.1,0.01,0.005,0.003,0.002,0.002,0.002 --json - Check for preconditioning advice:
python3 scripts/preconditioner_advisor.py --matrix-type nonsymmetric --sparse --stagnation --json - Recommend: Increase restart parameter, try ILU(k) with higher k, or switch to AMG.
Pre-Solve Checklist
- [ ] Confirm matrix symmetry/definiteness
- [ ] Decide direct vs iterative based on size and sparsity
- [ ] Set residual tolerance relative to physics scale
- [ ] Choose preconditioner appropriate to matrix structure
- [ ] Apply scaling/equilibration if needed
- [ ] Track convergence and adjust if stagnation occurs
CLI Examples
# Analyze sparsity pattern
python3 scripts/sparsity_stats.py --matrix A.npy --json
# Select solver for SPD sparse system
python3 scripts/solver_selector.py --symmetric --positive-definite --sparse --size 1000000 --json
# Get preconditioner recommendation
python3 scripts/preconditioner_advisor.py --matrix-type spd --sparse --json
# Diagnose convergence from residual history
python3 scripts/convergence_diagnostics.py --residuals 1,0.2,0.05,0.01 --json
# Apply scaling
python3 scripts/scaling_equilibration.py --matrix A.npy --symmetric --json
# Compute residual norms
python3 scripts/residual_norms.py --residual 1,0.1,0.01 --rhs 1,0,0 --json
Error Handling
| Error | Cause | Resolution |
|-------|-------|------------|
| Matrix file not found | Invalid path | Check file exists |
| Matrix must be square | Non-square input | Verify matrix dimensions |
| Residuals must be positive | Invalid residual data | Check input format |
Interpretation Guidance
Convergence Rate
| Rate | Meaning | Action | |------|---------|--------| | < 0.1 | Excellent | Current setup optimal | | 0.1 - 0.5 | Good | Acceptable for most problems | | 0.5 - 0.9 | Slow | Consider better preconditioner | | > 0.9 | Stagnation | Change solver or preconditioner |
Stagnation Diagnosis
| Pattern | Likely Cause | Fix | |---------|--------------|-----| | Flat residual | Poor preconditioner | Improve preconditioner | | Oscillating | Near-singular or indefinite | Check matrix, try different solver | | Very slow decay | Ill-conditioned | Apply scaling, use AMG |
Security
The linear-solvers scripts enforce the following safeguards when processing external data:
- Pickle-safe loading:
np.load()is called withallow_pickle=Falseto prevent arbitrary code execution via crafted.npyfiles. - File size limits: Matrix files are rejected if they exceed 500 MB before any parsing occurs.
- Matrix dimension limits: Loaded matrices are capped at 100,000 per dimension to prevent memory exhaustion.
- Input length limits: Comma-separated residual/vector inputs are capped at 100,000 entries.
- Finite-value validation: All numeric inputs (residuals, tolerances, matrix entries) are validated as finite numbers.
- Size bounds: The
solver_selector.py--sizeparameter is bounded at 10 billion. - Reduced tool surface: The skill's
allowed-toolsexcludesBashto prevent the agent from executing arbitrary commands when processing untrusted matrix files or numeric inputs.
Limitations
- Large dense matrices: Direct solvers may run out of memory
- Highly indefinite: Standard preconditioners may fail
- Saddle-point: Requires specialized block preconditioners
References
references/solver_decision_tree.md- Selection logicreferences/preconditioner_catalog.md- Preconditioner optionsreferences/convergence_patterns.md- Diagnosing failuresreferences/scaling_guidelines.md- Equilibration guidance
Version History
- v1.1.0 (2024-12-24): Enhanced documentation, decision guidance, examples
- v1.0.0: Initial release with 6 solver analysis scripts