A Parallel Implementation of the Trace Minimization Eigensolver

Abstract

Abstract. In this paper we describe a parallel implementation of the trace minimization method for symmetric generalized eigenvalue problems proposed by Sameh and Wisniewski. The implementation includes several techniques proposed in a later article of Sameh, such as multishifting, preconditioning and adaptive inner solver termination, which accelerate the method and make it much more robust. A Davidson-type variant of the algorithm has been also considered. The different methods are analyzed in terms of sequential and parallel efficiency.Topics. Numerical algorithms for CS&E, parallel and distributed computing.