Parallel RFSAI-BFGS preconditioners for large symmetric eigenproblems (Q1790114)

Summary: 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 [the authors, Numer. Algorithms 61, No. 2, 223--241 (2012; Zbl 1257.65015)] and enriched by a BFGS-like update formula is proposed to accelerate the preconditioned conjugate gradient solution of the linearized Newton system to solve \(A\mathbf u=q(\mathbf u)\mathbf u\), \(q(\mathbf u)\) being the Rayleigh quotient. In a previous work [the authors, Optim. Methods Softw. 30, No. 2, 301--322 (2015; Zbl 1327.65051)] 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.