A comparison of parallel preconditioners for the sparse generalized eigenvalue problems by rayleigh-quotient minimization

  • Authors:
  • Sangback Ma;Ho-Jong Jang

  • Affiliations:
  • School of Electrical Engineering and Computer Science, Hanyang University, Ansan, Korea;Department of Mathematics, Hanyang University, Seoul, Korea

  • Venue:
  • PARA'04 Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing
  • Year:
  • 2004

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Abstract

In this paper we address ourselves to the problem of finding efficient parallel preconditioner for the interior generalized eigenvalue problem Ax = λBx, where A and B are large sparse symmetric positive definite matrices. We consider incomplete LU(ILU)(0) in two variants, Multi-Color block successive over-relaxation(SOR), and Point-symmetric SOR(SSOR). Our results show that for small number of processors the Multi-Color ILU(0) gives the best performance, while for large number of processors the Multi-Color Block SOR does.