The problem at the moment is building the Hessenberg matrix. Once I have that I find the eigenvalues with LAPACK.

So I am solving

x = (J^I)b with PETSc (ILU and GMRES) for the first column of the Hessenberg matrix and for the big problem (Dof = 64000) I can't get it to converge.

Regards,

---
Oliver Browne
Ph.D. Student
School of Aeronautics (E.T.S.I.A.)
Universidad Politécnica de Madrid
Tel No: (0034) 913 366 326 ext: 201

http://matap.dmae.upm.es/numat/index.php/people/mod-fellow-in?persona=oliver
http://www.anade-itn.eu/index.php/people/fellow-information

On 19-03-2014 18:17, Jose E. Roman wrote:
El 19/03/2014, a las 18:03, Oliver Browne escribió:

To Whom It May Concern,

I am using petsc to solve an eigenvalue problem

Jq = oq

I am obtaining the Jacobian matrix, J, from solving

F(x) = 0

and by numerically perturbing the solution to give

J = dF(x)/dx = F(x + delta) + F(x) / delta             (1)

I use the PETSc to solve Ax=b in the Arnoldi iteration to build the Hessenberg matrix.

For small problems (1000 DoF) I obtain accurate results in a timely fashion by using ILU(2) and GMRES.

However, when I move to bigger problems (60000 Dof) I can't get the GMRES to converge. 5 GMRES steps take an HOUR (it is incredible!!!). I have tried modifying the levels for ILU but with no success and a few different preconditioners. I have also tried some of the MatGetOrdering to improve the stability. I believe that it is down to the structure of my matrix, because I have tried similar size matrices obtained from a different code which creates the analytical Jacobian (has a different topology), of which I can get a convergence to GMRES in about 3 mins. I have attached a figure showing the structure of the matrix for a smaller problem but obtained with equation (1) above.

I would be very grateful if you could give me some advice in choosing a different preconditioner/solver etc or anything else which could help.

Thanks in advance

Olls<MatrixStructure.png>

Are you using SLEPc for the eigenvalue problem? Which eigenvalues do
you want? Are you using GMRES for the shift-and-invert solve?

Jose

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