A preconditioned scheme for solving sparse symmetric eigenproblems is proposed. The solution strategy relies upon the DACG algorithm, which is a Preconditioned Conjugate Gradient algorithm for minimizing the Rayleigh Quotient. A comparison with the well established ARPACK code shows that when a small number of the leftmost eigenpairs is to be computed, DACG is more efficient than ARPACK. Effective convergence acceleration of DACG is shown to be performed by a suitable approximate inverse preconditioner (AINV). The performance of such a preconditioner is shown to be safe, i.e. not highly dependent on a drop tolerance parameter. On sequential machines, AINV preconditioning proves a practicable alternative to the effective incomplete Cholesky factorization, and is more efficient than Block Jacobi. Owing to its parallelizability, the AINV preconditioner is exploited for a parallel implementation of the DACG algorithm. Numerical tests account for the high degree of parallelization attainable on a Cray T3E machine and confirm the satisfactory scalability properties of the algorithm. A final comparison with PARPACK shows the (relative) higher efficiency of AINV-DAC

Approximate inverse preconditioning in the parallel solution of sparse eigenproblems

BERGAMASCHI, LUCA;PINI, GIORGIO;SARTORETTO, FLAVIO
2000

Abstract

A preconditioned scheme for solving sparse symmetric eigenproblems is proposed. The solution strategy relies upon the DACG algorithm, which is a Preconditioned Conjugate Gradient algorithm for minimizing the Rayleigh Quotient. A comparison with the well established ARPACK code shows that when a small number of the leftmost eigenpairs is to be computed, DACG is more efficient than ARPACK. Effective convergence acceleration of DACG is shown to be performed by a suitable approximate inverse preconditioner (AINV). The performance of such a preconditioner is shown to be safe, i.e. not highly dependent on a drop tolerance parameter. On sequential machines, AINV preconditioning proves a practicable alternative to the effective incomplete Cholesky factorization, and is more efficient than Block Jacobi. Owing to its parallelizability, the AINV preconditioner is exploited for a parallel implementation of the DACG algorithm. Numerical tests account for the high degree of parallelization attainable on a Cray T3E machine and confirm the satisfactory scalability properties of the algorithm. A final comparison with PARPACK shows the (relative) higher efficiency of AINV-DAC
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2471659
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