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Parallel Jacobi-Davidson for Solving Generalized Eigenvalue Problems

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Vector and Parallel Processing – VECPAR’98 (VECPAR 1998)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1573))

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Abstract

We study the Jacobi-Davidson method for the solution of large generalised eigenproblems as they arise in MagnetoHydroDynamics. We have combined Jacobi-Davidson (using standard Ritz values) with a shift and invert technique. We apply a complete LU decomposition in which reordering strategies based on a combination of block cyclic reduction and domain decomposition result in a well-parallelisable algorithm. Moreover, we describe a variant of Jacobi-Davidson in which harmonic Ritz values are used. In this variant the same parallel LU decomposition is used, but this time as a preconditioner to solve the ‘correction‘ equation.

The size of the relatively small projected eigenproblems which have to be solved in the Jacobi-Davidson method is controlled by several parameters. The influence of these parameters on both the parallel performance and convergence behaviour will be studied. Numerical results of Jacobi-Davidson obtained with standard and harmonic Ritz values will be shown. Executions have been performed on a Cray T3E.

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References

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© 1999 Springer-Verlag Berlin Heidelberg

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Nool, M., van der Ploeg, A. (1999). Parallel Jacobi-Davidson for Solving Generalized Eigenvalue Problems. In: Hernández, V., Palma, J.M.L.M., Dongarra, J.J. (eds) Vector and Parallel Processing – VECPAR’98. VECPAR 1998. Lecture Notes in Computer Science, vol 1573. Springer, Berlin, Heidelberg. https://doi.org/10.1007/10703040_6

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  • DOI: https://doi.org/10.1007/10703040_6

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66228-0

  • Online ISBN: 978-3-540-48516-2

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