A Deep Conjugate Direction Method for Iteratively Solving Linear Systems

Abstract

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. Motivated by the conjugate gradients algorithm that iteratively selects search directions for minimizing the matrix norm of the approximation error, we design an approach that utilizes a deep neural network to accelerate convergence via data-driven improvement of the search direction at each iteration. Our method leverages a carefully chosen convolutional network to approximate the action of the inverse of the linear operator up to an arbitrary constant. We demonstrate the efficacy of our approach on spatially discretized Poisson equations, which arise in computational fluid dynamics applications, with millions of degrees of freedom. Unlike state-of-the-art learning approaches, our algorithm is capable of reducing the linear system residual to a given tolerance in a small number of iterations, independent of the problem size. Moreover, our method generalizes effectively to various systems beyond those encountered during training.