Home > Publications database > New Preconditioned Solvers for Large Sparse Eigenvalue Problems on Massively Parallel Computers |
Contribution to a conference proceedings/Contribution to a book | FZJ-2014-04412 |
;
1997
Society for Industrial and Applied Mathematics
Philadelphia, Pa.
ISBN: 0-89871-395-1
Abstract: We present preconditioned solvers to find a few eigenvalues and eigenvectors of large dense or sparse symmetric matrices based on the Jacobi-Davidson (JD) method by G. L. G. Sleijpen and H. A. van der Vorst. For preconditioning, we apply a new adaptive approach using the QMR iteration. To parallelize the solvers, we divide the interesting part of the spectrum into a few overlapping intervals and asynchronously exchange eigenvector approximations from neighboring intervals to keep the solutions separated. Per interval, matrix-vector and vector-vector operations of the JD iteration are parallelized by determining a data distribution and a communication scheme from an automatic analysis of the sparsity pattern of the matrix. We demonstrate the efficiency of these parallelization strategies by timings on an Intel Paragon and a Cray T3E system with matrices from real applications.
Keyword(s): Parallelverarbeitung
![]() |
The record appears in these collections: |