Parallel preconditioned conjugate gradient optimization of the Rayleigh quotient for the solution of sparse eigenproblems. (English)
Appl. Math. Comput. 175, No. 2, 1694-1715 (2006).
Summary: 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 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 partial differential equations of elliptic/parabolic type.