Title :
Comparisons of parallel preconditioners for the computation of interior eigenvalues by a CG-type method on a parallel computer
Author :
Sangback Ma ; Ho-Jong Jang
Author_Institution :
Dept. of Comput. Sci., Hanyang Univ., Ansan
Abstract :
Recently iterative algorithms based on the optimization of the Rayleigh quotient have been developed, and a CG scheme for the optimization of the Rayleigh quotient has been proven to be a very attractive and promising technique for large sparse eigenproblems for interior eigenvalues. Ax = λBx (1) The given matrices A, and B are assumed to be large and sparse, and symmetric and B is further assumed to be positive definite. Also, the method is very amenable to parallel computations. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. We compare the parallel preconditioners for the computation of the interior eigenvalues of a symmetric matrix by CG-type method. The considered preconditioners are ILU(0) in the natural order, ILU(0) in the multi-coloring order, and multi-color block SSOR (symmetric successive overrelaxation). Our results were implemented on the CRAY-T3E with 128 nodes, assuming B = I. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test matrices are up to 512×512 in dimensions and were created from the discretizations of the elliptic PDE. All things considered the MC-BSSOR seems to be most robust preconditioner.
Keywords :
conjugate gradient methods; convergence of numerical methods; eigenvalues and eigenfunctions; elliptic equations; parallel processing; partial differential equations; sparse matrices; CRAY-T3E; MPI library; Rayleigh quotient optimization; conjugate gradient scheme; convergence; discretizations; elliptic PDE; interior eigenvalues; interprocessor communications; iterative algorithms; large sparse eigenproblems; large sparse symmetric matrices; multi-color block symmetric successive overrelaxation; multi-coloring order; parallel computer; parallel preconditioners; positive definite matrices; Character generation; Concurrent computing; Convergence; Eigenvalues and eigenfunctions; Iterative algorithms; Libraries; Message passing; Sparse matrices; Symmetric matrices; Testing;
Conference_Titel :
Parallel Processing Workshops, 2002. Proceedings. International Conference on
Print_ISBN :
0-7695-1680-7
DOI :
10.1109/ICPPW.2002.1039740