Many fundamental problems in scientific computing have more than one solution method. It is not uncommon for alternative solution
methods to represent different tradeoffs between solution cost and reliability. Furthermore, the performance of a solution
method often depends on the numerical properties of the problem instance and thus can vary dramatically across application
domains. In such situations, it is natural to consider the construction of a multi-method composite solver to potentially
improve both the average performance and reliability. In this paper, we provide a combinatorial framework for developing such
composite solvers. We provide analytical results for obtaining an optimal composite from a set of methods with normalized
measures of performance and reliability. Our empirical results demonstrate the effectiveness of such optimal composites for
solving large, sparse linear systems of equations.
This work has been funded in part by the National Science Foundation through grants NSF CCR-981334, NSF ACI-0196125, and NSF
ACI-0102537.