Spectral Analysis of Large Finite Element Problems by Optimization Methods

Abstract

Recently an efficient method for the solution of the partial symmetric eigenproblem (DACG, deflated-accelerated conjugate gradient) was developed, based on the conjugate gradient (CG) minimization of successive Rayleigh quotients over deflated subspaces of decreasing size. In this article four different choices of the coefficientβkrequired at each DACG iteration for the computation of the new search directionPkare discussed. The “optimal” choice is the one that yields the same asymptotic convergence rate as the CG scheme applied to the solution of linear systems. Numerical results point out that the optimalβkleads to a very cost effective algorithm in terms of CPU time in all the sample problems presented. Various preconditioners are also analyzed. It is found that DACG using the optimalβkand (LLT)−1as a preconditioner, L being the incomplete Cholesky factor of A, proves a very promising method for the partial eigensolution. It appears to be superior to the Lanczos method in the evaluation of the 40 leftmost eigenpairs of five finite element problems, and particularly for the largest problem, with size equal to 4560, for which the speed gain turns out to fall between 2.5 and 6.0, depending on the eigenpair level.