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A Comparison of Parallel Preconditioners for the Sparse Generalized Eigenvalue Problems by Rayleigh-Quotient Minimization

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Applied Parallel Computing. State of the Art in Scientific Computing (PARA 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.

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© 2006 Springer-Verlag Berlin Heidelberg

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Ma, S., Jang, HJ. (2006). A Comparison of Parallel Preconditioners for the Sparse Generalized Eigenvalue Problems by Rayleigh-Quotient Minimization. In: Dongarra, J., Madsen, K., Waśniewski, J. (eds) Applied Parallel Computing. State of the Art in Scientific Computing. PARA 2004. Lecture Notes in Computer Science, vol 3732. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11558958_39

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  • DOI: https://doi.org/10.1007/11558958_39

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-29067-4

  • Online ISBN: 978-3-540-33498-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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