Tuned preconditioners for the eigensolution of large SPD matrices arising in engineering problems |
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| Authors: | Ángeles Martínez |
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| Affiliation: | Department of Mathematics, University of Padua, Padova, Italy |
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| Abstract: | In this paper, we study a class of tuned preconditioners that will be designed to accelerate both the DACG–Newton method and the implicitly restarted Lanczos method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices arising in large‐scale scientific computations. These tuning strategies are based on low‐rank modifications of a given initial preconditioner. We present some theoretical properties of the preconditioned matrix. We experimentally show how the aforementioned methods benefit from the acceleration provided by these tuned/deflated preconditioners. Comparisons are carried out with the Jacobi–Davidson method onto matrices arising from various large realistic problems arising from finite element discretization of PDEs modeling either groundwater flow in porous media or geomechanical processes in reservoirs. The numerical results show that the Newton‐based methods (which includes also the Jacobi–Davidson method) are to be preferred to the – yet efficiently implemented – implicitly restarted Lanczos method whenever a small to moderate number of eigenpairs is required. Copyright © 2016 John Wiley & Sons, Ltd. |
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| Keywords: | eigenvalues Lanczos' method SPD matrix Newton's method BFGS update incomplete Cholesky preconditioner |
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