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

Abstract

We consider the generalized eigenvalue problem, where both matrices are large sparse symmetric definite. As in the case of iterative methods for the linear system there is no videly accepted preconditioner for our problem. Our candidates are ILU(0) in the wafefron order, ILU(0) in the multi-Coloring order, Pint-SSOR, and Multi-Color Block SOR.