A parallel implementation of Davidson methods for large-scale eigenvalue problems in SLEPc

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Jacobi-Davidson methods for cubic eigenvalue problems

Several Jacobi–Davidson type methods are proposed for computing interior eigenpairs of large-scale cubic eigenvalue problems. To successively compute the eigenpairs, a novel explicit non-equivalence de ation method with low-rank updates is developed and analysed. Various techniques such as locking, search direction transformation, restarting, and preconditioning are incorporated into the method...

متن کامل

Improving the parallel performance of a domain decomposition preconditioning technique in the Jacobi-Davidson method for large scale eigenvalue problems

Most computational work in Jacobi-Davidson [9], an iterative method for large scale eigenvalue problems, is due to a so-called correction equation. In [5] a strategy for the approximate solution of the correction equation was proposed. This strategy is based on a domain decomposition preconditioning technique in order to reduce wall clock time and local memory requirements. This report discusse...

متن کامل

Jacobi-Davidson methods for polynomial two-parameter eigenvalue problems

We propose Jacobi–Davidson type methods for polynomial two-parameter eigenvalue problems (PMEP). Such problems can be linearized as singular two-parameter eigenvalue problems, whose matrices are of dimension k(k + 1)n/2, where k is the degree of the polynomial and n is the size of the matrix coefficients in the PMEP. When k2n is relatively small, the problem can be solved numerically by computi...

متن کامل

Parallel Evolutionary Computation in Very Large Scale Eigenvalue Problems

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions [21]. This paper reports on new methods for finding eigenvalues of very large matrices by a synthesis of evolutionary computation, parallel programming, and e...

متن کامل

Arnoldi and Jacobi - Davidson methods for generalized eigenvalue problems

In many physical situations, a few specific eigenvalues of a large sparse generalized eigenvalue problem Ax = λBx are needed. If exact linear solves with A − σB are available, implicitly restarted Arnoldi with purification is a common approach for problems where B is positive semidefinite. In this paper, a new approach based on implicitly restarted Arnoldi will be presented that avoids most of ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ACM Transactions on Mathematical Software

سال: 2014

ISSN: 0098-3500,1557-7295

DOI: 10.1145/2543696