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arxiv: 2606.22742 · v1 · pith:7A3UBCP4new · submitted 2026-06-22 · 🧮 math.NA · cs.NA

Factored Sparse Approximate Inverse Preconditioning via Spectral Optimization

classification 🧮 math.NA cs.NA
keywords spectralentriesgradientsparseadmissibleapproximateinverselanczos
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In this paper, we study value selection for fixed-pattern factorized sparse approximate inverse preconditioners. Given a prescribed sparsity pattern for a factor $G,$ we choose its admissible entries by optimizing spectral objectives of the congruent preconditioned operator $P(G)=GAG^T.$ This differs from classical sparse approximate inverse and FSAI constructions, which choose entries through algebraic Frobenius-residual criteria. For symmetric positive definite systems, the spectral target is a cluster near $+1.$ For symmetric indefinite systems, where congruence preserves inertia, we introduce a bimodal loss that drives positive and negative eigenvalues toward separated clusters near $+1$ and $-1,$ while penalizing eigenvalues near zero. To make these objectives practical for large sparse matrices, we derive projected Krylov support-gradients. Lanczos runs provide both a stochastic trace estimate of the spectral objective and a Ritz approximation to the exact gradient. We implement the resulting gradient through a detached Rayleigh surrogate: the Lanczos data are computed without gradient tracking and held fixed, while the backward pass differentiates only recomputed Rayleigh quotients with respect to the admissible entries of $G.$ This avoids differentiating through the Lanczos recurrence while returning a matrix-free gradient on the prescribed support. We also discuss a projected Kernel Polynomial Method rule as a finite polynomial comparison. Experiments on finite-element test problems show that spectral value selection improves fixed-support preconditioners, especially for symmetric indefinite saddle-point systems. We further demonstrate a graph neural network model for predicting admissible factor entries across related matrices.

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