Spectral graph theory is the interplay between linear algebra and combinatorial graph theory. Laplace’s equation and its discrete form, the Laplacian matrix, appear ubiquitously in mathematical physics. Due to the recent discovery of very fast solvers for these equations, they are also becoming increasingly useful in combinatorial optimization, computer vision, computer graphics, and machine learning. In this thesis, we develop highly efficient and parallelizable algorithms for solving linear systems involving graph Laplacian matrices. These solvers can also be extended to symmetric diagonally dominant matrices and M-matrices, both of which are closely related to graph Laplacians. Our algorithms build upon two decades of progress on combinatorial preconditioning, which connects numerical and combinatorial algorithms through spectral graph theory. They in turn rely on tools from numerical analysis, metric embeddings, and random matrix theory. We give two solver algorithms that take diametrically opposite approaches. The first is motivated by combinatorial algorithms, and aims to gradually break the problem into several smaller ones. It represents major simplifications over previous solver constructions, and has theoretical running time comparable to sorting. The second is motivated by numerical analysis, and aims to rapidly improve the algebraic connectivity of the graph. It is the first highly efficient solver for Laplacian linear systems that parallelizes almost completely. Our results improve the performances of applications of fast linear system solvers ranging from scientific computing to algorithmic graph theory. We also show that these solvers can be used to address broad classes of image processing tasks, and give some preliminary experimental results.

[pt] Companhias de petróleo investindo no desenvolvimento de campos de hidrocarboneto dependem de estudos de reservatórios para realizarem previsões de produção e quantificarem os riscos associados à economicidade dos projetos. Neste sentido, a área de modelagem de reservatórios é de suma importância, sendo responsável por prever o desempenho futuro do reservatório sob diversas condições operacionais. Considerando que a solução dos sistemas de equações construídos a cada passo de tempo de uma simulação, durante o ciclo de linearização, é a parte que apresenta a maior demanda computacional, esta dissertação foca na análise de diferentes técnicas de solvers numéricos que podem ser aplicadas a simuladores, para mensurar seus desempenhos. Os solvers numéricos mais adequados para a solução de grandes sistemas de equações, tais como os encontrados em simulações de reservatórios, são os denominados solvers iterativos, que gradativamente aproximam a solução de um dado problema por meio da combinação de um método iterativo e um precondicionador. Os métodos iterativos avaliados nesta pesquisa foram o Gradiente Biconjugado Estabilizado (BiCGSTAB), Mínimos Resíduos Generalizado (GMRES) e Minimização Ortogonal (ORTHOMIN). Além disso, três técnicas de precondicionamento foram implementadas para auxiliar os métodos iterativos, sendo estas a Decomposição LU Incompleta (ILU), Fatoração Aninhada (NF) e Pressão Residual Restrita (CPR). A combinação destes diferentes métodos iterativos e precondicionadores permite a avaliação de diversas configurações distintas de solvers, em termos de seus desempenhos em um simulador. Os testes numéricos conduzidos neste trabalho utilizaram um novo simulador de reservatórios que está sendo desenvolvido pela Pontifícia Universidade Católica (PUC-Rio) em conjunto com a Petrobras. O objetivo dos testes foi analisar a robustez e eficiência de cada um dos solvers quanto à sua capacidade de resolver as equações de escoamento multifásico no meio poroso, visando assim auxiliar na seleção do solver mais adequado para o simulador. / [en] Petroleum companies investing in the development of hydrocarbon fields rely upon a variety of reservoir studies to perform production forecasts and quantify the risks associated with the economics of their projects. Integral to these studies is the discipline of reservoir modeling, responsible for predicting future reservoir performance under various operational conditions. Considering that the most time-demanding aspect of reservoir simulations is the solution of the systems of equations that arise within the linearization cycles at each time-step, this research focuses on analyzing different numerical solver techniques to be applied to a simulator, in order to assess their performance. The numerical solvers most suited for the solution of very large systems of equations, such as those encountered in reservoir simulations, are the so-called iterative solvers, which gradually approach the solution to a problem by combining an iterative strategy with a preconditioning method. The iterative methods examined in this research were the Stabilized Biconjugate Gradient (BiCGSTAB), the Generalized Minimum Residual (GMRES), and the Orthogonal Minimization (ORTHOMIN) methods. Furthermore, three preconditioning techniques were implemented to aid the iterative methods, namely the Incomplete LU Factorization (ILU), the Nested Factorization (NF), and the Constrained Pressure Residual (CPR) methods. The combination of these different iterative methods and preconditioners enables the appraisal of several distinct solver configurations, in terms of their performance in a simulator. The numerical tests conducted in this work made use of a new reservoir simulator currently under development at Pontifical Catholic University of Rio de Janeiro (PUC-Rio), as part of a joint project with Petrobras. The objective of these tests was to assess the robustness and efficiency of each solver in the solution of the multiphase flow equations in porous media, and support the selection of the solver most suited for the simulator.