\section{Preconditioners}
\label{sec:precon}

Most of the solvers in \nekpp, including the incompressible Navier-Stokes
equations, rely on the solution of a Helmholtz equation,
%
\begin{equation}
  \nabla^{2}u(\mathbf{x})+\lambda u(\mathbf{x})=f(\mathbf{x}),
  \label{eq:precon:helm}
\end{equation}
%
an elliptic boundary value problem, at every time-step, where $u$ is defined on
a domain $\Omega$ of $N_{\mathrm{el}}$ non-overlapping elements. In this
section, we outline the preconditioners which are implemented in \nekpp. Whilst
some of the preconditioners are generic, many are especially designed for the
\emph{modified} basis only.

\subsection{Mathematical formulation}

The standard spectral/$hp$ approach to discretise \eqref{eq:precon:helm} starts
with an expansion in terms of the elemental modes:
%
\begin{equation}
  u^{\delta}(\mathbf{x})=\sum_{n=0}^{N_{\mathrm{dof}}-1}\hat{u}_n
  \Phi_n(\mathbf{x})=\sum_{e=1}^{{N_{\mathrm{el}}}}
  \sum_{n=0}^{N^{e}_m-1}\hat{u}_n^e\phi_n^e(\mathbf{x})
  \label{eq:precon:disc}
\end{equation}
%
where $N_{\mathrm{el}}$ is the number of elements, $N^{e}_m$ is the number of
local expansion modes within the element $\Omega^e$, $\phi_n^e(\mathbf{x})$ is
the $n^{\mathrm{th}}$ local expansion mode within the element $\Omega^e$,
$\hat{u}_n^e$ is the $n^{\mathrm{th}}$ local expansion coefficient within the
element $\Omega^e$. Approximating our solution by~\eqref{eq:precon:disc}, we
adopt a Galerkin discretisation of equation~\eqref{eq:precon:helm} where for an
appropriate test space $V^\delta$ we find an approximate solution
$\mathbf{u}^{\delta} \in V^{\delta}$ such that
%
\[
\mathcal L \left({v, u}\right) = \int_{\Omega}\nabla v^{\delta} \cdot \nabla
u^{\delta} + \lambda v^{\delta} u^{\delta} d \mathbf{x} = \int_{\Omega}
v^{\delta} f d\mathbf{x} \quad \forall v^{\delta} \in V^{\delta}
\]
%
This can be formulated in matrix terms as
%
\[
\mathbf{H}\hat{\mathbf{u}} = \mathbf{f}
\]
%
where $\mathbf{H}$ represents the Helmholtz matrix, $\hat{\mathbf{u}}$ are the
unknown global coefficients and $\mathbf{f}$ the inner product the expansion
basis with the forcing function.

\subsubsection{$C^0$ formulation}

We first consider the $C^0$ (i.e. continuous Galerkin) formulation. The
spectral/$hp$ expansion basis is obtained by considering interior modes, which
have support in the interior of the element, separately from boundary modes
which are non-zero on the boundary of the element. We align the boundary modes
across the interface of the elements to obtain a continuous global solution. The
boundary modes can be further decomposed into vertex, edge and face modes,
defined as follows:

\begin{itemize}
  \item vertex modes have support on a single vertex and the three adjacent
  edges and faces as well as the interior of the element;
  \item edge modes have support on a single edge and two adjacent faces as well
  as the interior of the element; 
  \item face modes have support on a single face and the interior of the
  element.
\end{itemize}

When the discretisation is continuous, this strong coupling between vertices,
edges and faces leads to a matrix of high condition number $\kappa$. Our aim is
to reduce this condition number by applying specialised
preconditioners. Utilising the above mentioned decomposition, we can write the
matrix equation as:
%
\[
\left[\begin{array}{cc}
  \mathbf{H}_{bb} & \mathbf{H}_{bi}\\
  \mathbf{H}_{ib} & \mathbf{H}_{ii}
  \end{array}\right]
\left[ \begin{array}{c}
\hat{\mathbf{u}}_{b}\\
\hat{\mathbf{u}}_{i}\\
\end{array}\right] =
\left[ \begin{array}{c}
\hat{\mathbf{f}}_{b}\\
\hat{\mathbf{f}}_{i}\\
\end{array}\right]
\]
%
where the subscripts $b$ and $i$ denote the boundary and interior degrees of
freedom respectively. This system then can be statically condensed allowing us
to solve for the boundary and interior degrees of freedom in a decoupled
manor. The statically condensed matrix is given by
%
\[
\left[\begin{array}{cc}
  \mathbf{H}_{bb}-\mathbf{H}_{bi} \mathbf{H}_{ii}^{-1} \mathbf{H}_{ib} & 0\\
  \mathbf{H}_{ib} & \mathbf{H}_{ii}
  \end{array}\right]
\left[ \begin{array}{c}
\hat{\mathbf{u}}_{b}\\
\hat{\mathbf{u}}_{i}\\
\end{array}\right] =
\left[ \begin{array}{c}
\hat{\mathbf{f}}_{b}-\mathbf{H}_{bi} \mathbf{H}_{ii}^{-1}\hat{\mathbf{f}}_{i}\\
\hat{\mathbf{f}}_{i}\\
\end{array}\right]
\]
%
This is highly advantageous since by definition of our interior expansion this
vanishes on the boundary, and so $\mathbf{H}_{ii}$ is block diagonal and thus
can be easily inverted. The above sub-structuring has reduced our problem to
solving the boundary problem:
%
\[
\mathbf{S}_{1}\hat{\mathbf{u}} = \hat{\mathbf{f}}_{1}
\]
%
where
$\mathbf{S_{1}}=\mathbf{H}_{bb}-\mathbf{H}_{bi} \mathbf{H}_{ii}^{-1}
\mathbf{H}_{ib}$
and
$\hat{\mathbf{f}}_{1}=\hat{\mathbf{f}}_{b}-\mathbf{H}_{bi}
\mathbf{H}_{ii}^{-1}\hat{\mathbf{f}}_{i}$.
Although this new system typically has better convergence properties (i.e lower
$\kappa$), the system is still ill-conditioned, leading to a convergence rate of
the conjugate gradient (CG) routine that is prohibitively slow. For this reason
we need to precondition $\mathbf{S}_1$. To do this we solve an equivalent
system of the form:
%
\[
\mathbf{M}^{-1}\left(\mathbf{S}_{1} \hat{\mathbf{u}} - \hat{\mathbf{f}}_{1} \right) = 0
\]
%
where the preconditioning matrix $\mathbf{M}$ is such that
$\kappa\left(\mathbf{M}^{-1} \mathbf{S}_{1}\right)$ is less than
$\kappa\left(\mathbf{S}_{1}\right)$ and speeds up the convergence rate. Within
the conjugate gradient routine the same preconditioner $\mathbf{M}$ is applied
to the residual vector $\hat{\mathbf{r}}_{k+1}$ of the CG routine every
iteration:
%
\[
\hat{\mathbf{z}}_{k+1}=\mathbf{M}^{-1}\hat{\mathbf{r}}_{k+1}.
\]
%

\subsubsection{HDG formulation}

When utilising a hybridizable discontinuous Galerkin formulation, we perform a
static condensation approach but in a discontinuous framework, which for brevity
we omit here. However, we still obtain a matrix equation of the form
%
\[
\mathbf{\Lambda}\hat{\mathbf{u}} = \hat{\mathbf{f}}.
\]
%
where $\mathbf{\Lambda}$ represents an operator which projects the solution of
each face back onto the three-dimensional element or edge onto the
two-dimensional element. In this setting then, $\hat{\mathbf{f}}$ consists of
degrees of freedom for each egde (in 2D) or face (in 3D). The overall system
does not, therefore, results in a weaker coupling between degrees of freedom,
but at the expense of a larger matrix system.

\subsection{Preconditioners}

Within the \nekpp framework a number of preconditioners are available to speed
up the convergence rate of the conjugate gradient routine. The table below
summarises each method, the dimensions of elements which are supported, and also
the discretisation type support which can either be continuous (CG) or
discontinuous (hybridizable DG).

\begin{center}
  \begin{tabular}{lll}
    \toprule
    \textbf{Name}  & \textbf{Dimensions} & \textbf{Discretisations} \\
    \midrule
    \inltt{Null}                              & All  & All \\
    \inltt{Diagonal}                          & All  & All \\
    \inltt{FullLinearSpace}                   & 2/3D & CG  \\
    \inltt{LowEnergyBlock}                    & 3D   & CG  \\
    \inltt{Block}                             & 2/3D & All \\
    \midrule
    \inltt{FullLinearSpaceWithDiagonal}       & All  & CG  \\
    \inltt{FullLinearSpaceWithLowEnergyBlock} & 2/3D & CG  \\
    \inltt{FullLinearSpaceWithBlock}          & 2/3D & CG  \\
    \bottomrule
  \end{tabular}
\end{center}

The default is the \inltt{Diagonal} preconditioner. The above preconditioners
are specified through the \inltt{Preconditioner} option of the
\inltt{SOLVERINFO} section in the session file. For example, to enable
\inltt{FullLinearSpace} one can use:

\begin{lstlisting}[style=XMLStyle]
  <I PROPERTY="Preconditioner" VALUE="FullLinearSpace" />
\end{lstlisting}

Alternatively one can have more control over different preconditioners for each
solution field by using the \inltt{GlobalSysSoln} section. For more details,
consult the user guide. The following sections specify the details for each
method.

\subsubsection{Diagonal}

Diagonal (or Jacobi) preconditioning is amongst the simplest preconditioning
strategies. In this scheme one takes the global matrix $\mathbf{H} = (h_{ij})$
and computes the diagonal terms $h_{ii}$. The preconditioner is then formed as a
diagonal matrix $\mathbf{M}^{-1} = (h_{ii}^{-1})$.

\subsubsection{Linear space}

The linear space (or coarse space) of the matrix system is that containing
degrees of freedom corresponding only to the vertex modes in the high-order
system. Preconditioning of this space is achieved by forming the matrix
corresponding to the coarse space and inverting it, so that
%
\[
\mathbf{M}^{-1} = (\mathbf{S}^{-1}_{1})_{vv}
\]
%
Since the mesh associated with higher order methods is relatively coarse
compared with traditional finite element discretisations, the linear space can
usually be directly inverted without memory issues. However such a methodology
can be prohibitive on large parallel systems, due to a bottleneck in
communication.

In \nekpp the inversion of the linear space present is handled using the
$XX^{T}$ library. $XX^{T}$ is a parallel direct solver for problems of the form
$\mathbf{A}\hat{\mathbf{x}} = \hat{\mathbf{b}}$ based around a sparse
factorisation of the inverse of $\mathbf{A}$. To precondition utilising this
methodology the linear sub-space is gathered from the expansion and the
preconditioned residual within the CG routine is determined by solving
%
\[
(\mathbf{S}_{1})_{vv}\hat{\mathbf{z}}=\hat{\mathbf{r}}
\]
%
The preconditioned residual $\hat{\mathbf{z}}$ is then scattered back to the
respective location in the global degrees of freedom.

\subsubsection{Block}

Block preconditioning of the $C^0$ continuous system is defined by the
following:
%
\[
\mathbf{M}^{-1}=\left[ \begin{array}{ccc}
(\mathbf{S}^{-1}_{1})_{vv} & 0 & 0 \\
0 & (\mathbf{S}^{-1}_{1})_{eb} & 0\\
0 & 0 & (\mathbf{S}^{-1}_{1})_{ef}\\
 \end{array} \right]
\]
%
where $\mathrm{diag}[(\mathbf{S}_{1})_{vv}]$ is the diagonal of the vertex
modes, $(\mathbf{S}_{1})_{eb}$ and $(\mathbf{S}_{1})_{fb}$ are block diagonal
matrices corresponding to coupling of an edge (or face) with itself i.e ignoring
the coupling to other edges and faces. This preconditioner is best suited for
two dimensional problems.

In the HDG system, we take the block corresponding to each face and invert
it. Each of these inverse blocks then forms one of the diagonal components of
the block matrix $\mathbf{M}^{-1}$.

Applied to the full matrix system $\mathbf{H}$, the preconditioner additionally includes the inverse of the interior modes $\mathbf{H}_{ii}$ and is defined by:
%
\[
\mathbf{M}^{-1}=\left[\begin{array}{cccc}
(\mathbf{H_{bb}})^{-1}_{vv} & 0 & 0 & 0 \\
0 & (\mathbf{H_{bb}})^{-1}_{eb} & 0 & 0 \\
0 & 0 & (\mathbf{H_{bb}})^{-1}_{fb} & 0 \\
0 & 0 & 0 & (\mathbf{H}_{ii})^{-1}
\end{array}\right]
\]
%

\subsection{Low energy}

Low energy basis preconditioning follows the methodology proposed by Sherwin \&
Casarin. In this method a new basis is numerically constructed from the original
basis which allows the Schur complement matrix to be preconditioned using a
block preconditioner. The method is outlined briefly in the following.

Elementally the local approximation $\mathbf{u}^{\delta}$ can be expressed as
different expansions lying in the same discrete space $V^{\delta}$
%
\[
\mathbf{u}^{\delta}(\mathbf{x})=\sum_{i}^{\dim(V^{\delta})}\hat{u}_{1i}\phi_{1i}(x)
= \sum_{i}^{\dim(V^{\delta})}\hat{u}_{2i}\phi_{2j}(x)
\]
%
Since both expansions lie in the same space it's possible to express one basis
in terms of the other via a transformation, i.e.
%
\[
\phi_{2}=\mathbf{C}\phi_{1} \implies \hat{\mathbf{u}}_{1}=C^{T}\hat{\mathbf{u}}_{2}
\]
%
Applying this to the Helmholtz operator it is possible to show that,
%
\[
\mathbf{H}_{2}=\mathbf{C}\mathbf{H}_{1}\mathbf{C}^{T}
\]
%
For sub-structured matrices ($\mathbf{S}$) the transformation matrix
($\mathbf{C}$) becomes:
%
\[
\mathbf{C}=\left[ \begin{array}{cc}
\mathbf{R} & 0\\
0 & \mathbf{I}
 \end{array} \right]
\]
%
Hence the transformation in terms of the Schur complement matrices is:
%
\[
\mathbf{S}_{2}=\mathbf{R}\mathbf{S}_{1}\mathbf{R}^{T}
\]
%
Typically the choice of expansion basis $\phi_{1}$ can lead to a Helmholtz
matrix that has undesirable properties i.e poor condition number. By choosing a
suitable transformation matrix $\mathbf{C}$ it is possible to construct a new
basis, numerically, that is amenable to block diagonal preconditioning.
%
\[
\mathbf{S}_{1}=\left[ \begin{array}{ccc}
\mathbf{S}_{vv} & \mathbf{S}_{ve} & \mathbf{S}_{vf}\\
\mathbf{S}^{T}_{ve}& \mathbf{S}_{ee} & \mathbf{S}_{ef} \\
\mathbf{S}^{T}_{vf} & \mathbf{S}^{T}_{ef} & \mathbf{S}_{ff} \end{array} \right] =\left[ \begin{array}{cc}
\mathbf{S}_{vv} & \mathbf{S}_{v,ef} \\
\mathbf{S}^{T}_{v,ef} & \mathbf{S}_{ef,ef} \end{array} \right]
\]
%
Applying the transformation
$\mathbf{S}_{2}=\mathbf{R} \mathbf{S}_{1} \mathbf{R}^{T}$ leads to the following
matrix
%
\[
\mathbf{S}_{2}=\left[ \begin{array}{cc}
\mathbf{S}_{vv}+\mathbf{R}_{v}\mathbf{S}^{T}_{v,ef}+\mathbf{S}_{v,ef}\mathbf{R}^{T}_{v}+\mathbf{R}_{v}\mathbf{S}_{ef,ef}\mathbf{R}^{T}_{v} & [\mathbf{S}_{v,ef}+\mathbf{R}_{v}\mathbf{S}_{ef,ef}]\mathbf{A}^{T} \\
\mathbf{A}[\mathbf{S}^{T}_{v,ef}+\mathbf{S}_{ef,ef}\mathbf{R}^{T}_{v}] & \mathbf{A}\mathbf{S}_{ef,ef}\mathbf{A}^{T} \end{array} \right]
\]
%
where $\mathbf{A}\mathbf{S}_{ef,ef}\mathbf{A}^{T}$ is given by
%
\[
\mathbf{A}\mathbf{S}_{ef,ef}\mathbf{A}^{T}=\left[ \begin{array}{cc}
\mathbf{S}_{ee}+\mathbf{R}_{ef}\mathbf{S}^{T}_{ef}+\mathbf{S}_{ef}\mathbf{R}^{T}_{ef}+\mathbf{R}_{ef}\mathbf{S}_{ff}\mathbf{R}^{T}_{ef} & \mathbf{S}_{ef}+\mathbf{R}_{ef}\mathbf{S}_{ff}\\
\mathbf{S}^{T}_{ef}+\mathbf{S}_{ff}\mathbf{R}^{T}_{ef} & \mathbf{S}_{ff}
 \end{array} \right]
\]
%
To orthogonalise the vertex-edge and vertex-face modes, it can be seen from the
above that
%
\[
\mathbf{R}^{T}_{ef}=-\mathbf{S}^{-1}_{ff}\mathbf{S}^{T}_{ef}
\]
%
and for the edge-face modes:
%
\[
\mathbf{R}^{T}_{v}=-\mathbf{S}^{-1}_{ef,ef}\mathbf{S}^{T}_{v,ef}
\]
%
Here it is important to consider the form of the expansion basis since the
presence of $\mathbf{S}^{-1}_{ff}$ will lead to a new basis which has support on
all other faces; this is problematic when creating a $C^{0}$ continuous global
basis.  To circumvent this problem when forming the new basis, the decoupling is
only performed between a specific edge and the two adjacent faces in a symmetric
standard region. Since the decoupling is performed in a rotationally symmetric
standard region the basis does not take into account the Jacobian mapping
between the local element and global coordinates, hence the final expansion will
not be completely orthogonal.

The low energy basis creates a Schur complement matrix that although it is not
completely orthogonal can be spectrally approximated by its block diagonal
contribution. The final form of the preconditioner is:
%
\[
\mathbf{M}^{-1}=\left[ \begin{array}{ccc}
\mathrm{diag}[(\mathbf{S}_{2})_{vv}] & 0 & 0 \\
0 & (\mathbf{S}_{2})_{eb} & 0\\
0 & 0 & (\mathbf{S}_{2})_{fb}\\
 \end{array} \right]^{-1}
\]
%
where $\mathrm{diag}[(\mathbf{S}_{2})_{vv}]$ is the diagonal of the vertex
modes, $(\mathbf{S}_{2})_{eb}$ and $(\mathbf{S}_{2})_{fb}$ are block diagonal
matrices corresponding to coupling of an edge (or face) with itself i.e ignoring
the coupling to other edges and faces.
