low rank update
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2013 ◽  
Vol 57 (7-8) ◽  
pp. 1933-1941 ◽  
Author(s):  
L. Bergamaschi ◽  
R. Bru ◽  
A. Martínez ◽  
J. Mas ◽  
M. Putti

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
L. Bergamaschi ◽  
A. Martínez

We propose a parallel preconditioner for the Newton method in the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners starting from an enhanced approximate inverse RFSAI (Bergamaschi and Martínez, 2012) and enriched by a BFGS-like update formula is proposed to accelerate the preconditioned conjugate gradient solution of the linearized Newton system to solveAu=q(u)u,q(u)being the Rayleigh quotient. In a previous work (Bergamaschi and Martínez, 2013) the sequence of preconditioned Jacobians is proven to remain close to the identity matrix if the initial preconditioned Jacobian is so. Numerical results onto matrices arising from various realistic problems with size up to 1.5 million unknowns account for the efficiency and the scalability of the proposed low rank update of the RFSAI preconditioner. The overall RFSAI-BFGS preconditioned Newton algorithm has shown comparable efficiencies with a well-established eigenvalue solver on all the test problems.


2006 ◽  
Vol 75 (255) ◽  
pp. 1351-1367 ◽  
Author(s):  
Delin Chu ◽  
Moody Chu

Author(s):  
Cristian Ianculescu ◽  
Lonny L. Thompson

Parallel iterative methods for fast solution of large-scale acoustic radiation and scattering problems are developed using exact Dirichlet-to-Neumann (DtN), nonreflecting boundaries. A separable elliptic nonreflecting boundary is used to efficiently model unbounded regions surrounding elongated structures. We exploit the special structure of the non-local DtN map as a low-rank update of the system matrix to efficiently compute the matrix-by-vector products found in Krylov subspace based iterative methods. For the complex non-hermitian matrices resulting from the Helmholtz equation, we use a distributed-memory parallel BICG-STAB iterative method in conjunction with a parallel Jacobi preconditioner. Domain decomposition with interface minimization was performed to ensure optimal interprocessor communication. For the architectures tested, and using the MPICH version of MPI, we show that when implemented as a low-rank update, the non-local character of the DtN map does not signicantly decrease the scale up and parallel eciency versus a purely approximate local boundary condition.


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