레이레이 계수의 최소화에 의한 내부고유치 계산을 위한 병렬준비행렬들의 비교

Abstract

Recently, CG (Conjugate Gradient) scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for interior eigenvalues for the following eigenvalue problem, Ax＝λx (1) The given matrix A is assummed to be large and sparse, and symmetric. 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 Point-SSOR, ILU (0) in the multi-coloring order, and Multi-Color Block SSOR (Symmetric Succesive OverRelaxation). We conducted our experiments on the CRAY­T3E with 128 nodes. 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.