Domain decomposition Rayleigh-Ritz approaches for symmetric generalized eigenvalue problems
Vassilis Kalantzis (IBM Research)
In this talk we discuss a parallel domain decomposition Rayleigh-Ritz projection scheme to compute a selected number of eigenvalues (and, optionally, associated eigenvectors) of large and sparse symmetric pencils. The projection subspace associated with interface variables is built by computing a few of the eigenvectors and associated leading derivatives of a zeroth-order approximation of the non-linear matrix-valued interface operator. On the other hand, the projection subspace associated with interior variables is built independently in each subdomain by exploiting local eigenmodes and matrix resolvent approximations. The sought eigenpairs are then approximated by a Rayleigh-Ritz projection onto the subspace formed by the union of these two subspaces. Our numerical experiments demonstrate the efficiency of the proposed technique on sequential/distributed memory architectures as well as its competitiveness against schemes such as shift-and-invert Lanczos, and Automated MultiLevel Substructuring combined with p-way vertex-based partitionings.