Parallel preconditioned conjugate gradient optimization of the Rayleigh quotient for the solution of sparse eigenproblems

被引：10

作者：

Bergamaschi, Luca ^{[1
]}

Martinez, Angeles ^{[1
]}

Pini, Giorgio ^{[1
]}

机构：

[1] Univ Padua, Dept Math Methods & Models Sci Applicat, I-35100 Padua, Italy

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 175卷 / 02期

关键词：

D O I：

10.1016/j.amc.2005.09.015

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A parallel algorithm based on the multidimensional minimization of the Rayleigh quotient is proposed to evaluate the leftmost eigenpairs of the generalized symmetric positive definite eigenproblem. The minimization is performed via a conjugate gradient-like procedure accelerated by a factorized approximate inverse preconditioner (FSAI) and by a number of block preconditioners. The resulting code obtains a high level of parallel efficiency and proves to be comparable with the PARPACK package on a set of large matrices arising from various discretizations of PDEs of elliptic/parabolic type. (c) 2005 Elsevier Inc. All rights reserved.

引用

页码：1694 / 1715

页数：22

共 50 条

[21] Stochastic optimization using the stochastic preconditioned conjugate gradient method
Oakley, DR
Sues, RH
AIAA JOURNAL, 1996, 34 (09) : 1969 - 1971
[22] PERFORMANCE AND SCALABILITY OF PRECONDITIONED CONJUGATE-GRADIENT METHODS ON PARALLEL COMPUTERS
GUPTA, A
KUMAR, V
SAMEH, A
IEEE TRANSACTIONS ON PARALLEL AND DISTRIBUTED SYSTEMS, 1995, 6 (05) : 455 - 469
[23] A parallel multigrid preconditioned conjugate gradient algorithm for groundwater flow simulations
Ashby, SF
Falgout, RD
NUCLEAR SCIENCE AND ENGINEERING, 1996, 124 (01) : 145 - 159
[24] Parallel multigrid preconditioned conjugate gradient algorithm for groundwater flow simulations
Lawrence Livermore Natl Lab, Livermore, United States
Nucl Sci Eng, 1 (145-159):
[25] A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
Andrei, Neculai
APPLIED MATHEMATICS LETTERS, 2007, 20 (06) : 645 - 650
[26] ORDERING TECHNIQUES FOR THE PRECONDITIONED CONJUGATE-GRADIENT METHOD ON PARALLEL COMPUTERS
ELMAN, HC
AGRON, E
COMPUTER PHYSICS COMMUNICATIONS, 1989, 53 (1-3) : 253 - 269
[27] Aerodynamic shape optimization using preconditioned conjugate gradient methods
Burgreen, Greg W.
Baysal, Oktay
AIAA journal, 1994, 32 (11): : 2145 - 2152
[28] CONJUGATE-GRADIENT METHODS FOR THE RAYLEIGH QUOTIENT MINIMIZATION OF GENERALIZED EIGENVALUE PROBLEMS
YANG, H
COMPUTING, 1993, 51 (01) : 79 - 94
[29] Parallel preconditioned conjugate gradient method for large sparse and highly ill-conditioned systems arising in computational geomechanics
Kardani, Omid
Lyamin, Andrei V.
Krabbenhoft, Kristian
INTERNATIONAL JOURNAL OF COMPUTATIONAL SCIENCE AND ENGINEERING, 2015, 11 (04) : 409 - 419
[30] A PARALLEL PRECONDITIONED CONJUGATE-GRADIENT PACKAGE FOR SOLVING SPARSE LINEAR-SYSTEMS ON A CRAY Y-MP
HEROUX, MA
VU, PO
CHAO, Y
APPLIED NUMERICAL MATHEMATICS, 1991, 8 (02) : 93 - 115

← 1 2 3 4 5 →