SCIENCE CHINA

Physics, Mechanics & Astronomy

• Article • March 2014 Vol.57 No.3: 477–489
doi: 10.1007/s11433-013-5203-5

Parallel computing study for the large-scale generalized eigenvalue

problems in modal analysis
FAN XuanHua1*, CHEN Pu2*, WU RuiAn1 & XIAO ShiFu1
1
Institute of Systems Engineering, CAEP, Mianyang 621900, China;
2
Department of Mechanics and Aerospace Engineering, College of Engineering, Peking University, Beijing 100871, China

Received June 11, 2012; accepted May 30, 2013; published online January 7, 2014

In this paper we study the algorithms and their parallel implementation for solving large-scale generalized eigenvalue problems
in modal analysis. Three predominant subspace algorithms, i.e., Krylov-Schur method, implicitly restarted Arnoldi method and
Jacobi-Davidson method, are modified with some complementary techniques to make them suitable for modal analysis. De-
tailed descriptions of the three algorithms are given. Based on these algorithms, a parallel solution procedure is established via
the PANDA framework and its associated eigensolvers. Using the solution procedure on a machine equipped with up to 4800
processors, the parallel performance of the three predominant methods is evaluated via numerical experiments with typical en-
gineering structures, where the maximum testing scale attains twenty million degrees of freedom. The speedup curves for dif-
ferent cases are obtained and compared. The results show that the three methods are good for modal analysis in the scale of ten
million degrees of freedom with a favorable parallel scalability.

modal analysis, parallel computing, eigenvalue problems, Krylov-Schur method, implicitly restarted Arnoldi method,
Jacobi-Davidson method
PACS number(s): 46.15.-x, 46.40.-f, 43.40.At, 02.60.-x

Citation: Fan X H, Chen P, Wu R A, et al. Parallel computing study for the large-scale generalized eigenvalue problems in modal analysis. Sci China-Phys
Mech Astron, 2014, 57: 477489, doi: 10.1007/s11433-013-5203-5

1 Introduction For some large complex structures in civil engineering,

Modal analysis is an important numerical tool to obtain dy-
namic properties of engineering structures. Mathematically,
modal analysis is equivalent to computing a number of
lower eigenpairs of the generalized eigenvalue problem
Kx   Mx, K , M  R n n ,
using various algorithms, where K and M denote stiffness
and mass matrix, respectively. Both K and M can be ob-
tained by finite element discretization and they are usually
large, sparse, and symmetric positive definite.
*Corresponding author (FAN XuanHua, email: somuchfan@gmail.com; CHEN Pu,
email: chenpu@pku.edu.cn)
aeronautics and space realms, in order to describe their dy-
namic characteristics more exactly, the degrees of freedom
of the finite element model, which corresponds to the order
of K and M, can attain ten million or above . In the case of
millions of degrees of freedom, the computation of equation
(1) becomes difficult. Both algorithms and parallel compu-
(1) ting techniques should be therefore considered.
Researchers have proposed and implemented a large va-
riety of algorithms [1–9] for large-scale eigenvalue prob-
lems. All these algorithms start with the techniques of sub-
space iterations and projections. The general framework of
these methods is to generate a sequence of subspaces V1,
V2, ... of small dimensions commensurate in size with the
number of desired eigenvalues and project the large matri-

© Science China Press and Springer-Verlag Berlin Heidelberg 2014 phys.scichina.com link.springer.com
478 Fan X H, et al. Sci China-Phys Mech Astron
ces onto these small subspaces, and then use these small
subspaces computing part eigenpairs of original eigenvalue
problems [1,2]. Of these algorithms, three predominant
methods, i.e., Implicitly Restarted Arnoldi (IRA) method
[3,10], Krylov-Schur (K-S) method [6] and Jacobi-Davidson
(J-D) method [5], have been regarded as the most successful
and flexible ones for finding a few eigenpairs of a large,
sparse matrix. IRA and K-S belong to Krylov subspace
methods and J-D belongs to Davidson-based methods. For
the standard Hermitian eigenvalue problems, IRA and K-S
are also named Implicitly Restarted Lanczos method [11]
and Krylov-Spectral method [6,12], respectively.
However, the applications or comparisons of these
methods on large-scale modal analysis are seldom reported
in the literature. We know that Peter Arbenz and his collab-
orators [13] did a parallel modal analysis of an aircraft car-
rier using several algorithms in 2005, the order n of K and
M being 1892644 and the numbers of parallel CPU proces-
sors being 256. They believed that was the most challenging
problem at that time.
The goal of our work is to propose a strategy of parallel
modal analysis by modifying the existing, mature algo-
rithms with some complementary techniques. These tech-
niques include spectral transformation, solution strategy of
linear systems for the three methods (IRA, K-S and J-D), as
well as restarting and deflation techniques for the J-D
method. The rest of the paper is organized as follows. Sect.
2 gives a brief review of the subspace algorithms, based on
which three predominant algorithms (i.e., IRA, K-S and J-D)
are chosen for modal analysis. Detailed algorithms with
modifications for modal analysis are given. Sect. 3 discuss-
es the parallel implementation, including pre-processing
modeling, generation of K and M, parallel process manage-
ment and solution with eigensolvers. Two representative
examples with different scales in modal analysis are given
to compare the performance of the three algorithms in sect.
4. Finally, the paper ends with a brief conclusion in sect. 5.
2 Algorithm design for modal analysis
For large-scale eigenvalue problems, subspace-based algo-
rithms are initially presented for standard eigenvalue prob-
lems Ax = x, most of which come from the power method
and Rayleigh quotient iteration [14–16], providing good
approximations quickly to the largest eigenvalues. However,
what we deal with in modal analysis is a generalized eigen-
value equation, and the eigenpairs most relevant to modal
analysis are the lowest ones, which affect dynamic behavior
of engineering structures. Therefore, the key problem in
algorithm design for modal analysis is to modify these algo-
rithms so that they can solve the corresponding generalized
eigenvalue equation and approximate the lowest eigenval-
ues efficiently.
March (2014) Vol. 57 No. 3
2.1 A brief review of subspace-based methods
Subspace-based methods differ from each other in the ways
the subspaces are generated. The dimension of subspaces is
either fixed or variable. The classical algorithms working
with fixed dimensions mainly include power method
[1,2,14], Rayleigh quotient iteration [1,2,15] and subspace
iteration [1,16]. Starting from a subspace Vk, these methods
generate the next subspace Vk+1 of the same dimension by
applying a linear operator A on Vk. As k increases, Vk con-
tains better approximate eigenvectors corresponding to the
eigenvalues of A with a larger magnitude.
A further class of subspace methods involves those
whose dimensions increase as the iteration proceeds. Usu-
ally one starts with a subspace of dimension one and in-
creases the dimension at each iteration step. These methods
are in general more efficient than fixed-dimension ones and
have become the mainstream for large-scale eigenvalue
problems. The most popular subclass in this class is the
Krylov subspace method [1,2,4], which can be traced back
to the Lanczos method [17] for symmetric matrices and the
Arnoldi method [18] for nonsymmetric matrices. There are
many other updated developments for the two basic Krylov
subspace methods. A significant improvement of such sub-
class appertains to Sorensen’s IRA/Lanczos method [10,11].
Later, Stewart [6] proposed the K-S method by expanding
Arnoldi decomposition to a general Krylov decomposition.
The IRA/Lanczos method and the K-S method are mathe-
matically equivalent, recognized as the most successful al-
gorithms in Krylov subspace methods.
There exists another subclass with increasing subspace
dimension, but without using Krylov subspaces. A Newton
iteration step or an approximate Newton iteration step can
be applied to expand the subspace. The typical representa-
tions for this subclass are Davidson-based methods [1,2,5,19].
Based on the standard Davidson method [19], some gener-
alized Davidson methods [1,2,20–22] were presented by
using different preconditioning. In 1996, Sleijpen and Vorst
[5] presented a J-D algorithm, which speeded up the devel-
opment of Davidson-based methods. So far, the J-D method
has been extended to various eigenvalue problems [23–26].
For details of the J-D algorithm, refer to refs. [2,27].
With the above algorithms, a number of codes were de-
veloped for the numerical solution to large-scale eigenvalue
problems. Hernandez et al. [28] made a survey of freely
available software tools, including a list of libraries, pro-
grams or subroutines. Among these codes, ANASAZI [29]
and SLEPc [30] are recognized as two predominant tools
that come closest to a robust, efficient and general purpose
code. So far, both ANASAZI and SLEPc are being actively
developed.
2.2 Krylov subspace methods for modal analysis
Krylov subspace methods [1,14] start from a single vector
space K1(A,v) = span{v}, and then expand the Krylov sub-
 Fan X H, et al. Sci China-Phys Mech Astron
space Kk(A,v) = span{v, Av, A2v, …, Ak1v} in the k-th itera-
tion to Kk+1(A,v). We focus our study on IRA and K-S
methods in this section. Since the implicitly restarted
Lanczos method and the Krylov-Spectral method can be
Algorithm 1 Basic Arnoldi method
Input Matrix A(n×n), number of steps m(m  n), and initial vector v1 of norm 1.
Output Vm (n×m), Hm (upper Hessenberg matrix with m×m), fm and  so that AVmVmHm= f m emT ,  =|| fm ||2.
1: for j = 1, 2, …, m
2: Increase Krylov vector: = Avj.
3: Orthogonalize with respect to Vj and obtain hij (i  j):
4: f j    h1 j v1  ...  hij vi  ...  h jj v j with hij   T vi .
5: hj+1, j = || fj||2 .
6: if hj+1,j = 0 or j = m,  = hj+1, j, stop.
7: vj+1 = fj / hj+1, j.
8: end for
When A is a symmetric matrix, the orthogonal process in
step 3 of Algorithm 1 becomes a three-term recurrence
formula [1,18], i.e., f j  w  h j 1 j v1  h jj v j , due to the
symmetry. Thus the upper Hessenberg matrix Hm becomes a
tridiagonal one and Algorithm 1 turns into a basic Lanczos
algorithm. It is desirable for  to become small enough in
Algorithm 1, because this indicates that the eigenvalues of
Hm are accurate approximations to the eigenvalues of A.
However, a small  may not appear until m becomes very
large, which leads to difficulties of storage and numerical
orthogonality. In this case, a restarting technique should be
considered. The IRA method offers an implicit restarting
technique which combines the implicitly shifted QR scheme
with an m-step Arnoldi factorization to obtain a truncated
form of the Arnoldi factorization [2,10]. Implicit restarting
provides a means to extract interesting information from
large Krylov subspaces while avoiding the storage and nu-
merical difficulties associated with the basic approach. The
IRA method has been remarkably successful and has been
implemented in the widely used ARPACK package [31].
However, for the use of IRA in modal analysis, two as-
pects should be emphasized [7]. One is the reduction of
generalized eigenvalue problems to standard ones; the other
is the fast convergence to small eigenvalues, which are our
interest for modal analysis. These two aspects can be treated
with a spectral transformation technique, Shift-and-Invert
(S-I) or Cayley transformations [32], for example. For eq.
(1), the S-I transformation leads to
1 Av can be calculated as follows:
Kx   Mx   K   M  Mx 
1
x,
 
where  denotes a user-selected shift. Let A = (KM)1M
and = 1/(), and we can theoretically transform (1) to a
March (2014) Vol. 57 No. 3 479
viewed as a specialized variant of IRA and K-S, we de-
scribe the IRA and K-S algorithms in a general sense for
applications in other realms. Our description starts with the
basic Arnoldi method [2,10] shown in Algorithm 1.
standard problem
Ax = x, (3)
which can be directly solved via IRA. Meanwhile, we can
select an effective shift, for example, a little lower than
the minimum eigenvalue of original problems. Then the fast
convergence to larger eigenvalues in eq. (3) is transformed
to that of smaller ones in eq. (1), due to the invert relation
between  and .
The S-I spectral transformation provides a powerful tool
in the treatment of modal analysis, but brings a new prob-
lem. In each Krylov subspace iteration, the new subspace
vector = A (Step 2 of Algorithm 1) becomes  =
(KM)1Mvj, and an equivalent form is
(KM)= Mvj. (4)
To obtain requires solving a linear equation of eq. (4).
Due to , the coefficient matrix KM is usually ill-condi-
tioned or even nearly singular. Thus an iterative solution to
eq. (2.3) becomes difficult [1,2]; instead a direct method is
often recommended. Considering the symmetry of the coef-
ficient matrix (KM), a sparse LU or a Cholesky factoriza-
tion [33,34] will do the job. The implementations of these
factorizations are included in many software packages, such
as MUMPS [35]. Let
KM = LU (5)
represent some convenient factorization of KM, and =
(2)
v =Mv, Lw= v , Uw. (6)
Based on the above consideration, we describe the IRA
method for modal analysis in Algorithm 2.
480 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3

Algorithm 2 IRA method for modal analysis

Input the matrices K and M, initial vector v1 of norm 1, number of maximum dimensions of searching subspace m, num-
ber of desired eigenvalues k (k<m), a user-selected shift , and the converged error estimation .
Output the k minimum eigenpairs (i, xi) of Kx=Mx.
1: do a S-I transformation of Kx = Mx according to eqs. (2) and (3).
2: do a sparse LU or a Cholesky factorization on (KM) (via MUMPS [35] or others).
3: compute an m-step Arnoldi factorization using Algorithm 1 and step 2: AVm VmHm= f m emT .
4: Repeat until convergence.
5: compute all eigenvalues of Hm: (i: i =1, 2, …, m).
6: if k or more eigenvalues satisfy the converged error estimation , then
7: compute eigenvectors yi of Hm corresponding to the converged eigenvalues.
i=1/i+, xi = Vm yi, break.
9: end if.
10: sort i with k wanted eigenvalues and p (p = mk) unwanted eigenvalues.
11: do p-step shifted QR iteration with p unwanted eigenvalues (denoted as 1, 2, …,p):
12: Q = I m.
13: for j = 1, 2, …, p
14: QR factorize QjRj = Hm  jI.
15: H m : Q j H m Q j , Q : QQ j .
*

16: end for.

17: deflate the m-step Arnoldi factorization to k-step one:
18: do right multiplication of Q on AVm VmHm= f m emT of step 2 and take the first k columns;
19: Vk = VmQ(:,1:k); Hk=Hm(1:k,1:k); k = Hm(k+1, k); k = Q(m,k) ; fk =vk+1k+ fmk.
20: restart, beginning with the k-step Arnoldi factorization AVk – VkHk= f k ekT , apply p additional steps of the Arnoldi
procedure to obtain a new m-step factorization AVm VmHm= f m emT .
21: end repeat.

The IRA algorithm is one of the most successful and
flexible methods for finding a few eigenpairs of a large ma-
trix. However, the method needs to preserve structures of
the Arnoldi decomposition, i.e., an upper Hessenberg matrix
Hm and a unit vector em, which restricts the range of trans-
formations that can be performed on the decomposition.
Just for this reason, Stewart [6] makes a minor improvement
on the IRA, which expands the Arnoldi decomposition
AVm VmHm= f m emT to a general Krylov decomposition AUm
 UmBm = um+1 bmT1 , where Bm (m×m) is a common matrix
instead of an upper Hessenberg matrix Hm in Arnoldi de-
composition, bm+1 is a common vector instead of a unit one,
and the columns of (Um, um+1) are independent and called
the basis of Krylov decomposition. Using this Krylov de-
composition, Stewart proposed a K-S method [6] via Schur
decomposition on Bm. For modal analysis, the K-S method
is treated in the same way as the IRA, i.e., eqs. (2)–(5).
Since the two methods are similar and mathematically
equivalent, we easily get the K-S method for modal analysis
as Algorithm 3.

Algorithm 3 The K-S method for modal analysis

Input the matrices K and M, initial vector v1 of norm 1, number of maximum dimensions for searching subspace m,
number of desired eigenvalues k (k<m), a user-selected shift , and the converged error estimation .
Output the k minimum eigenpairs (i, xi) of Kx = Mx.
1: do an S-I transformation of Kx = Mx according to eqs. (2) and (3).
2: do a sparse LU or a Cholesky factorization on (KM) (via MUMPS [35] or others).
3: get an initial Krylov factorization AUmUmBm = um+1 bmT1 via an m-step Arnoldi factorization (here, Um = Vm, Bm = Hm,
um+1 = vm+1, bmT1 = || fm|| emT , corresponding to Algorithm 1).
4: Repeat until convergence.
5: apply orthogonal transformations (Schur decomposition) on Bm: BmQ1=Q1Tm, where Tm is a (quasi-)triangular form.
 Fan X H, et al. Sci China-Phys Mech Astron
6: get a K-S factorization AUm UmTm = um+1 bmT1 with updated variables: Um ← Um Q1, bmT1 ← bmT1 Q1, via
right-multiplying Q1 on Krylov factorization AUm  UmBm= um+1 bmT1 .
7: reorder the diagonal blocks of the K-S factorization with another orthogonal transformation Q2 (see ref. [36] for de-
tails): Um←Um Q2, Tm← Q2TTm Q2 , bmT1 ← bmT1 Q2.
8: compute all eigenpairs of Tm, Tmyi = iyi.
9: if k or more eigenvalues satisfy the converged error estimation , then
10: i = 1/i+, xi = Um yi, break.
11: end if
12: deflate to a K-S decomposition of order p ( k< p<m ), where the already converged vectors are locked: AUp – UpTp =
up+1 bpT1 with Up= Um(:,1:p), Tp= Tm(:,1:p), up+1= um+1 and bp+1 = bm+1(1:p).
13: extend again to a Krylov decomposition of order m: AUm UmBm= um+1 bmT1 , via mp additional steps of the Arnoldi
procedure with initial up+1.
14: end repetition.
Two aspects should be emphasized for Algorithms 2 and
3. Firstly, the matrix A = (KM)1M is not explicitly com-
puted throughout the implementations. The expansion of
Krylov subspace vector Avj is accomplished by solution of a
linear system (eq. (4)); secondly, although both K and M are
symmetric for modal analysis, the matrix A = (KM)1M
becomes a non-symmetric one; thus Algorithm 2 cannot be
simply equivalent to the Implicitly Restarted Lanczos
method [11], and Algorithm 3 cannot be equivalent to the
thick-restart Lanczos method (or named as Krylov-Spectral
method) [12].
The major problem of Algorithms 2 and 3, which often
becomes a bottleneck, is to find a convenient factorization
of eq. (4) so that the associated linear systems of equations
can be solved efficiently. The factorization of eq. (4) takes a
big percentage of cost in terms of computing time and stor-
age in the two algorithms. Also, an effective shift selection
is important, which depends on the user’s preferences and
on knowledge of the underlying generalized eigenvalue
problem.
2.3 J-D method for modal analysis
The J-D method [2,5,23] belongs to the Davidson-based
algorithms, which is an effective complementarity to the
Krylov subspace algorithms for solving large, sparse eigen-
value problems. The kernel of the J-D method is to solve a
so-called correction equation, which becomes [2]
 I  Mu u   K   M   I  u u M  t  r
k
*
k k k
*
k k with t  Muk
(7)
for the generalized eigenvalue problem eq. (1). Here, k and
uk are the Ritz value and Ritz vector, respectively, t is an
orthogonal component vector to be solved, and rk is the re-
sidual vector
rk =(K –kM) uk. (8)
In order to work with orthogonal operators in eq. (7), an
March (2014) Vol. 57 No. 3 481
M-orthogonal basis v1, v2, …, vm for the search subspace is
adopted, i.e., making vi* Mv j equal to one for i = j and equal
to zero for i ≠ j, which results in
Vm* MVm  I m . (9)
For our modal analysis, several aspects should be con-
sidered. Firstly, a fast iterative solution to eq. (7) with prop-
er preconditioning is needed for outer subspace iterations.
Secondly, the dimensions of searching subspace should not
be too large due to the time and storage cost. A restart and
deflation strategy similar to the Krylov subspace methods
should be taken into consideration. Thirdly, a spectral
transformation technique is required to get a number of
smallest eigenpairs for modal analysis since only the largest
one is computed in the standard J-D method [5]. Based on
the above three considerations, we modify the standard J-D
method as follows.
The iterative solution to the correction equation In
computing a number of eigenpairs in J-D method, it’s nec-
essary to extract the already converged ones from the itera-
tive subspaces timely. For k already converged eigenpairs,
we construct a Schur form of the generalized eq. (1) via a
M-orthogonal technique [1,2], that is
KQk = ZkDk, (10)
where, Dk is a diagonal matrix with the k computed eigen-
values on its diagonal; Zk =MQk and Qk is M-orthogonal
matrix consisting of k computed eigenvectors of the gener-
alized eigenvalue problem (1). Thus, the correction eq. (7)
is written as:
 I  ZQ
    K   M   I  QZ
*
k
   t  r ,
*
k (11)
where, Z  [ Z k , uk ] and Q  MZ . To improve the con-
verged speed of the iterative solver, we can choose a pre-
conditioning of the form

P  I  ZQ  
  * P I  QZ
 *  (12)
482 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3

for eq. (11). P is a preconditioned matrix of K − kM, which numbers of inner iterations are often restricted to a fixed
approximates K −kM and is cheap to “invert”. Applying value (such as 30 steps), with an “inexact” t for outer itera-
P 1 on eq. (11), we can get tion.
Restart and deflation techniques With the increasing
   P 1 r ,
P 1 At (13) dimension m of the searching subspace, the computing time
k
and storage increase quickly. To overcome this problem,

with A  I  ZQ
 *   K   M   I  QZ
k
 . *
The solution to consider a restart strategy similar to the Krylov subspace
methods. A good strategy as shown in ref. [2] is to restart
eq. (13) is transformed to some easily solvable linear equa-
with the subspace spanned by the Ritz vectors of a small
tions [2,37], which are described as follows.
number of the Ritz values closest to a specified target value.
For the right hand of eq. (13), denoting rk  P 1 rk , we can We restart as soon as the dimension of the searching
obtain an equivalent form space for the current eigenvector exceeds the maximum.
  r . Before restarting, some Ritz values may have been close
Pr (14)
k k enough to the wanted eigenvalues, and the remaining part of
Inserting eq. (12) into eq. (14), and using the orthogonal the current subspace still has rich components in nearby
eigenpairs. We can use this information as the basis of a
condition Z * rk  0 , Z * rk  0 , we get
subspace for computing a next eigenvector. In order to
avoid the already converged eigenvector reentering the
 
1
rk  P 1 rk  P 1 Z Z * P 1 Z Z * P 1 rk , (15)
computational process, we adopt a deflation technique [2],
which makes the new searching vectors in the J-D algorithm
from which we easily compute rk since Z is a matrix of explicitly orthogonal to the converged eigenvectors.
 
n×(k+1) and Z * P 1 Z is a matrix of (k+1)×(k+1), with In this way, the standard J-D algorithm is modified by
adding a maximum subspace dimension mmax for expanding
k  n for our modal analysis. When rk is obtained from eq.
subspaces and a minimum one mmin for restarting. Further-
(15), eq. (13) becomes more, the basis vectors for restarting contain much infor-
   r ,
P 1 At (16) mation for the wanted eigenpairs inherited from the previ-
k
ous subspace expansions.
which can be solved by a Krylov subspace method (such as Spectral transformation Theoretically, the J-D algo-
CG or MINRES [1,2]). The solving process of eq. (16) can rithm will converge to the largest eigenvalues when the
   rˆ with vectors v and rˆ for
be described by P 1 Av i i i i
chosen target  is larger than max, and converges to the
the iteration process. In order to implement the iterative smallest eigenvalues if the chosen is smaller than min. But
process in the orthogonal component subspaces of uk, we the Rayleigh-Ritz procedure in the J-D method will always
  r ) for lead to the computed Ritz values converging to the largest
choose start t0 = 0 (i.e., v0  rk  P 1 At 0 k
parts. A small target value  and a large number of iterative
   rˆ ; then the iterative vectors v and rˆ will sat-
P 1 Av
i i i i corrections via eq. (11) may change the situation but too
isfy the orthogonal conditions Z * vi  0 , Z * ri  0 . Using costly or even no smallest eigenvalue can be found.
Therefore, a spectral transformation is needed to change
these two orthogonal relations, we insert eq. (12) and ex-
the smallest eigenvalue problems for modal analysis to the
pression of A into P 1 Av
   rˆ and finally derive a for-
i i largest ones. Similarly, we do this by a S-I spectral trans-
mula with the same form as eq. (15), that is formation

 
1
rˆi  P 1 z  P 1 Z Z * P -1 Z Z * P 1 z , with z   K   k M  vi . 1
Kx   Mx  Mx  ( K   M ) x, (18)
 
(17)
and substitute K and M in the J-D method with M and
Then, we can solve rˆi from eq. (17) in the same way as KM, respectively. In most cases where no rigid body
eq. (15). The iteration stops when rˆi approximates  rk , modes exist (i.e., >0), we let  = 0 and the S-I transfor-
thus t  vi . Usually, the process of solution to the correc- mation becomes the interchange between M and K in the
tion eq. (13) is called “inner iteration”, and the process of implementation of the J-D method. Correspondingly, the
expanding subspace is called “outer iteration”. For each step eigenvalues computed in J-D method become the recipro-
of outer iteration, inner iterations are required. In practical cals of original ones. Thus, the target value  can be chosen
implementations, there exists a balance between the inner a little larger than the reciprocal of smallest eigenvalue of
iteration and the outer iteration. Generally, increasing the eq. (1).
number of inner iterations causes a decrease of outer itera- Algorithm design Based on the above analysis and
tions, but the total computing time may increase due to modifications, the J-D method for modal analysis is de-
computational cost of the inner iterations. Therefore, the scribed as Algorithm 4.
 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3 483

Algorithm 4 The J-D method for modal analysis

Input the matrices K and M, initial vector v0 of norm 1, numbers of maximum subspace dimensions mmax, numbers of
minimum subspace dimensions mmin, desired eigenvalues kmax, a user-selected target , and the converged error es-
timation .
Output the kmax minimum eigenpairs (i, xi) of Kx=Mx.
1: do a spectral transformation: Mx = Kx with =1/
2: initialization: t = v0, k=0, m = 0, Q = [], V = [], VM = [], VK = [], Z = []. (where, k denotes the number of converged
eigenpairs, m denotes the dimension of outer iteration subspaces, Q contains the converged eigenvectors, V contains
basis vectors of iterative subspaces, VM = MV, VK = KV, and Z = KQ.)
3: while k< kmax.
4: do K-orthogonal treatments on t with respect to the current search subspace:
for i=1, 2, …, m { t  t  (viK *t )vi ;} end for.
5: normalize t with K-inner products and K-norms: m = m+1; vm  t / t * Kt ; vmM  Mvm ; vmK  Kvm .
6: expand the searching subspace and projective matrix H: V  [V , vm ] ; V M  [V M , vmM ] ; V K  [V K , vmK ] ; for i = 1,
2, …, m { H i , m  vi* vmM ;} end for.
7: compute all eigenvalues (i, si) of H ( ||si||2=1) with sorted orders: | i |≥| i1 |.
8: compute the Ritz vector and the residual vector closest to : u = Vs1; uM = VMs1; uK = VKs1; r = Mu1Ku = uM
1uK .
9: while ||r||2 ≤.
10: find a converged eigenpairs: k+1=1/1; xk+1=u; Q=[ Q, u]; Z=[ Z, uK], k = k+1.
11: if k = kmax, exit.
12: continue the search for a next eigenpair with the remaining Ritz vectors as a basis for the initial search space:
m=m1: H=0;
for i = 1, 2, …, m
{vi =Vsi+1; viM  V M si 1 ; viK  V K si 1 ; H i ,i   i 1 ; si = ei; i =i+1 ;} end for.
u  v1 ; r  v1M  1v1K ;
13: end while.
14: if m > mmax, restart: H=0; m = mmin; for i =1, 2, …, m {vi =Vsi; viM  V M si ; viK  V K si ; H i ,i   i ;} end for.
end if.
15: solve t from the correction equation  I  ZQ
    M   K   I  QZ
*    t  r
*
with = 1, Q = [Q, u], Z = [Z, uK].
16: end while.

From Algorithms 2–4, we find some differences between
the Krylov subspace methods and the J-D method. In Algo-
rithms 2 and 3 for IRA and K-S methods, the solution of
eigenpairs is carried out by an outer subspace iteration and a
direct matrix decomposition for the inner linear systems,
and the wanted eigenpairs are extracted simultaneously
from the corresponding projective matrix; while the solution
of eigenpairs in the J-D method (Algorithm 4) is carried out
by an inner-outer iteration, and the wanted eigenpairs are
extracted one by one.
The stopping criterion for IRA, K-S and J-D methods is
to accept an eigenvector approximation as soon as the norm
of the residual (for the normalized eigenvector approxima-
tion) is below a given . The residual vector (or residual
error) is defined by
ri = Kxi iMxi,
where (i, xi) is a computed eigenpair. It is conceivable that
a small residual error implies good accuracy in the comput-
ed i and xi [1,2]. Also, we adopt a mode error (or relative
error) defined by Bathe [38] to give further evaluation for
the convergence, that is
 mod = ||Kxi Mxi||2 / ||iMxi||2. (20)
For more information about convergence properties of
these methods, refer to refs. [1,2,22,38].
3 Implementation of parallel computing
The algorithms mentioned in sect. 2 are the kernel to realize
the modal analysis of large engineering structures. Besides,
many other assistant processes are absolutely necessary to
(19) transform the engineering problems to mathematic ones.
484 Fan X H, et al. Sci China-Phys Mech Astron
These processes include the finite element modeling of en-
gineering structures, the discretization of the finite element
models (FEM) to generate K and M, and the calling of the
algorithms.
The finite element modeling of a large structure can be
finished via pre-processing commercial software such as
MSC.Patran. At present, MSC.Patran is able to build a FEM
over ten million degrees of freedom on a common work-
station. We realized the parallel modal analysis via a
PANDA framework [39,40], developed by our parallel
computing team of China Academy of Engineering and
Physics. The PANDA framework is a finite element simula-
tion code, which is capable of execution on parallel plat-
forms and includes interfaces to third-party libraries; the
communication of parallel computing in PANDA is based
on MPI.
In MSC.Patran, we build the FEM of a structure and
generate element and node groups according to different
material properties and boundary conditions. Then we ex-
port these element and node information to a neutral file
provided in MSC.Patran. Using the interface between
PANDA and MSC.Patran, the neutral file is translated to the
finite element grid file that can be identified by PANDA.
The K and M for the FEM are generated with a parallel
manner in PANDA. Integrating with Metis [41], the
PANDA framework provides a domain decomposition
function, which partitions the FEM into a number of small
subdomains. The information of each subdomain is deliv-
ered to different processors for finite element discretization
and numerical integral, until the matrices K and M form.
Till this step, the preparations for the parallel modal analy-
sis are completed.
Another two important tools for parallel modal analysis
are SLEPc [30] and ARPACK [31]. SLEPc provides a col-
lection of eigensolvers on top of PETSc [42], including K-S,
J-D, Arnoldi/Lanczos and some other subspace methods.
The basic parallel implementations in SLEPc are vector
operations, the matrix-vector product and linear equation
solvers, which are supplied by PETSc objects. ARPACK is
a free software package specially developed for the imple-
mentation of IRA methods.
Both SLEPc and ARPACK employ the MPI standard for
message-passing communication and had been integrated
into the PANDA framework. Besides, the MUMPS [35]
software for direct, sparse matrix decomposition was also
integrated into the PANDA framework.
In this way, the parallel computing flow of modal analy-
sis for large engineering structures can be shown as follows.
(1) Pre-processing modeling of the engineering structures.
In this step, the engineering structures are approximately
substituted with a large number of finite element meshes.
These meshes are divided into some groups according to
different properties and exported as a neutral file.
(2) Model translating and assembling of eigenvalue
equations. In this step, PANDA framework and METIS are
March (2014) Vol. 57 No. 3
employed to form K and M in a parallel manner.
(3) Parallel computing of the generalized eigenvalue
problems Kx = Mx. In this step, three different methods as
shown in Algorithms 2–4 are implemented via SLEPc
(PETSc), ARPACK and some other external packages such
as MUMPS. The PANDA framework is responsible for the
calling and managing of these software packages.
4 Numerical experiments
In this section, some numerical experiments of two repre-
sentative examples in modal analysis are given to compare
the parallel performance and efficiency of the three algo-
rithms in sect. 3. The two examples are the FEMs of a typi-
cal aircraft and a vibration table. The structure of an aircraft
is mainly composed of laminose plates and shells, and the
vibration table is composed of solid structures as well as
shell ones. The experiments were tested on two high per-
formance computers with a Linux platform.
4.1 The aircraft example
The FEM of the aircraft example is shown in Figure 1. The
model is meshed with hexahedron element of 8 nodes, and
the node displacements at the bottom of the model are fixed
as a boundary constraint. We test this example with a com-
puting scale of n = 710526, where the corresponding stiff-
ness matrix K has 52078554 non-zero entries. The rough
non-zero distributions of K matrix are shown in Figure 2.
The M matrix is adopted as a lumped mass matrix (i.e., di-
agonal matrix).
We carried out the parallel modal analysis on a Dawning
5000A cluster, a machine consisting of 16 blade computing
nodes, each of them with eight Intel Xeon E5550 2.66 GHz
processors and 16 GB of shared memory. The communica-
tion of the machine is connected by a kilomega network.
The parallel tests are executed from 4 processors, until
Figure 1 (Color online) The FEM of an aircraft.
 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3 485

the three methods to a certain extent.

In order to describe the precision of the three methods,
the mode errors of the 20 lowest modal frequencies are
computed via eq. (20) and given in Figure 3. We can see
that, for the same stopping criterion, the mode errors for
IRA and K-S methods are in the range of 1×1012–1×1010,
while those for J-D method are in the range of 1×105–
1×104. In other words, the approximate solution to correc-
tion equation in Algorithm 4 decreases the solving precision
of eigenpairs in contrast to the exact direct matrix decom-
position in IRA and K-S. On the whole, the solving preci-
sions in Figure 4 are acceptable for modal analysis.
The testing time and efficiency for different numbers of
processors are shown in Table 2, from which we can see
Figure 2 (Color online) The non-zero distributions of K.
that the IRA and K-S methods have an absolute advantage
in computing time when a few processors are used, but this
the maximum 128 processors. The minimum 20 eigenpairs advantage disappears with the increase of processors due to
are desired for the three methods. The maximum subspace their relatively poor parallel efficiency. Instead, the J-D
dimension for the three methods is set to 40 (double of method contains an excellent parallel scalability, which re-
numbers of desired eigenpairs), and the converged error sults in a faster computing time relative to the IRA and K-S
for the three methods is set to 1×104, with a stopping crite- methods at 128 processors.
rion as soon as the norm of the residual vectors (eq. (19)) is
below  For IRA and K-S methods, the SI was selected for
the spectral transformation with a shift value  =0, and a
Cholesky factorization was used for the solution to linear
equations in each step of subspace iteration. For the J-D
method, the minimum subspace dimension for restarting is
set to 8, and a Jacobi preconditioning and a qcg solver
within PETSc are responsible for the solution to correction
equation, where the inner maximum iteration steps are lim-
ited at 30, and the target value  is set to 1×106 (a little
larger than the reciprocal of minimum eigenvalue 1).
The computing results of the 20 modal frequencies are
almost the same for the three methods, and the largest rela-
tive error among them is below 0.2%. For brief, Table 1
only lists the ten lowest modal frequencies for comparison.
These results reflect the accuracy in the implementation of Figure 3 (Color online) The mode error for each modal.

Table 1 Computing results of the ten lowest modal frequencies for the three methods

Order of mode 1 2 3 4 5 6 7 8 9 10
IRA 188.5 188.5 691.5 691.5 918.7 968.4 968.4 1064.5 1064.5 1148.6
Frequency
K-S 188.5 188.5 691.5 691.5 918.7 968.4 968.4 1064.5 1064.5 1148.6
(Hz)
J-D 188.5 188.7 691.5 691.5 918.5 968.2 968.2 1062.4 1064.9 1147.7

Table 2 Parallel performance of the modal analysis (n=710526) on Dawning 5000A

Processors 4 8 16 32 64 96 128
time (s) 440 365 293 252 213 258 289
K-S
efficiency (%) 100 60.3 37.5 21.8 12.9 7.1 4.8
time (s) 433 351 278 267 229 262 297
IRA
Efficiency(%) 100 61.7 38.9 20.3 11.8 6.9 4.6
time (s) 5622 2883 1436 796 400 290 249
J-D
Efficiency(%) 100 97.5 97.8 88.3 87.8 80.7 70.5
486 Fan X H, et al.
4.2 The vibration example
The FEM of the vibration table is shown in Figure 4, which
is also meshed with hexahedron element of 8 nodes. Three
different cases of the FEM were created according to dif-
ferent numbers of degrees of freedom (i.e., the dimensions
of K or M). The three different scales are Case 1, n=
6525024; Case 2, n=10264662 and Case 3, n=20753856.
The rough non-zero distributions of K are shown in Figure 5.
The parallel computations are carried out on the Dawning
5000A cluster mentioned above and a YH supercomputer,
respectively.
The experiments on the Dawning 5000A cluster The
configurations of the Dawning 5000A cluster are introduced
in sect. 4.1. For the IRA and K-S methods, the computing
for Cases 2 and 3 is out of memory on the Dawning 5000A
cluster (up to 256 GB), so we focused on Case 1 and com-
pare the three algorithms on this machine. In Case 1, the
stiffness matrix K has 482348088 non-zero entries. The
mass matrix M was adopted as a lumped one which has
6525024 non-zero entries.
Figure 4 (Color online) The FEM of a vibration table.
Figure 5 (Color online) The non-zero distributions of K.
Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3
The parallel tests are implemented from 16 processors,
until to the maximum 128 processors. The minimum 50
eigenpairs are desired for the three methods and the maxi-
mum iterative subspace dimension is set to 100 (double of
numbers of desired eigenpairs), the target value  for the
J-D method is set to 5×107, and other parameters or con-
figurations are the same as those for the aircraft example.
Monitoring the computing process on the machine, we
found some phenomena similar to the aircraft example, i.e.,
the computing cost in each processor is uniform with a fa-
vorable load balancing; the mode error for each modal fre-
quency computed by the IRA and K-S methods is still be-
low 1×1010 and that computed by the J-D method is in the
range of 1×105–1×104. Besides, we found that the maxi-
mum memory requirement for IRA and K-S methods is
about 180 GB, and that for J-D method is about 40 GB.
The parallel computing time and efficiency for different
numbers of processors are shown in Table 3. Based on the
testing results of 16 processors, we plot speedup curves ap-
proximately for the three methods in Figure 6. A converged
history for the J-D method is shown in Figure 7. Some in-
teresting phenomena are found from Table 3, Figures 6 and
7.
Figure 6 (Color online) Speedups for the three methods.
Figure 7 (Color online) Iterative history for the J-D method.
 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3 487

(1) The parallel performances for the IRA and K-S are
almost coincident, with a relative poor parallel scalability
that the computing inflexion emerges at 64 processors. In-
stead, the parallel performances for the J-D method are ex-
cellent, no computing inflexion emerges and the speedup is
close to the ideal one.
(2) From another point of view, the IRA and K-S have
their predominance arising from the direct factorization of
linear equations, and the practical executing time is less
than that of J-D method. However, the matrix factorization
in IRA and K-S takes more storage and bandwidth, which
influences the parallel scalability. Although the computing
time for the J-D method is over 1 order of magnitude more
than that of IRA and K-S at 16 processors, this situation
changed to the same order at 128 processors due to the ex-
cellent parallel performance of the J-D method.
(3) Reviewing the implementing processes of subspace
iteration in Algorithm 4, we find that the residual error for
the J-D method is computed in each step of outer iteration,
and the eigenpairs are computed one by one. We explain
this with the outer iterative history for the J-D methods
shown in Figure 7, where the residual error is below 1×104
after about 300 iterative steps, which means the first
eigenpair is converged and extracted. The algorithm turns to
solving the next eigenpair with a corresponding residual
error estimation in the following iterations. As the iterations
proceed, the converged velocity for the J-D method be-
comes larger due to the restart and deflation techniques
where the repeatedly constructed subspaces contain more
information for the desired eigenpairs.
In order to compare the three methods more sufficient,
we challenged ourselves to a larger scale and more CPU
processors in following.
The experiments on a YH supercomputer The ex-
periments in this section focus on Case 2 (n = 10264662)
and Case 3 (n = 20753856), which are probably the most
challenging problems for modal analysis by far. The
non-zero entries of K for the two cases attain 757532056
and 1526838588, respectively.
The experiments were carried out on a YH supercomput-
er, which include thousands of blade computing nodes, each
of them with twelve Intel processors and 48 GB of shared
memory. Besides, the communication bandwidth of the YH
supercomputer attains tens of kilomega, over one order of
magnitude higher than that of the Dawning 5000A.
For Case 2, the three methods were compared within 512
processors. The computing conditions are the same as those
in Case 1. The computing time and efficiency for different
processors are shown in Table 4. The speedup curves are
given in Figure 8. In this case, the maximum memory re-
quirement for IRA and K-S methods is about 350 GB, and
that for J-D method is about 60 GB.
Due to the larger communication bandwidth and better
CPU processors on YH supercomputer, we can see from
Table 2 and Figure 5 that the parallel performance for Case
2 is better than that for Case 1 on Dawning 5000A. The
computing inflexion for the IRA and the K-S emerges at
384 processors whereas no inflexion emerges for the J-D
method.
In order to obtain the computing inflexion of the J-D
method, we carried out the parallel tests with more proces-
sors for Case 2. Besides, parallel tests for Case 3 are also
carried out with the J-D method. Unfortunately, the parallel
tests with the IRA and the K-S methods for Case 3 are
aborted due to the unsuccessful matrix factorization for such
a large scale in MUMPS. The numbers of parallel proces-
sors for Cases 2 and 3 are extended to 4800 with the J-D
method. Table 5 gives part of the testing data and Figure 9
plots the speedup curves for the two cases, from which we
can see that the computing inflexion emerges at 2048 pro-
cessors for Case 2 and 3584 processors for Case 3.
Again comparing the J-D method with the IRA and the

Table 3 Parallel performance of the modal analysis (n=6525024) on Dawning 5000A

Processors 16 32 48 64 80 96 112 128

time (s) 2963 2538 2030 1762 2022 2193 2372 2278
K-S
efficiency(%) 100 58.4 48.7 42.0 29.3 22.5 17.8 16.3
time (s) 2924 2467 1862 1806 2014 2215 2424 2431
IRA
efficiency (%) 100 59.3 52.3 40.5 29.0 22.0 17.2 15.0
time (s) 47782 26459 17081 13325 11538 9912 9209 8275
J-D
efficiency (%) 100 90.3 93.2 89.6 82.8 80.3 74.1 72.2

Table 4 Parallel performance of the modal analysis (n=10264662) on YH

Processors 16 32 64 128 256 320 384 448 512

time (s) 13413 7529 4446 1855 1622 1332 1133 1305 1509
K-S
efficiency (%) 100 89.1 75.4 90.4 51.7 50.3 49.3 36.7 27.8
time (s) 9445 5345 2526 1910 1517 1345 1108 1261 1478
IRA
efficiency (%) 100 88.4 93.5 61.8 38.9 35.1 35.5 26.8 20.0
time (s) 120073 63754 31351 15836 8145 7005 6389 5753 5152
J-D
efficiency (%) 100 94.2 95.7 94.8 92.1 85.7 78.3 74.5 72.8
488 Fan X H, et al. Sci China-Phys Mech Astron March (2014) Vol. 57 No. 3

Table 5 Parallel performance for Cases 2 and 3 with the J-D method

Processors 16 512 1024 1536 2048 2560 3072 3584 4096 4800
time (s) 120073 5152 2226 1622 1226 1482 1532 1666 1536 2068
Case 2
efficiency (%) 100 72.8 84.3 77.1 76.5 50.6 40.8 32.2 30.5 19.4
time (s) 292264 20722 8204 7372 4046 3316 3032 2148 2634 2708
Case 3
efficiency (%) 100 44.1 55.7 41.3 56.4 55.1 50.2 60.7 43.3 36.0

analysis. According to the requirements of modal analysis,

Figure 8 (Color online) Speedups for the three methods.
Figure 9 (Color online) Speedups for the J-D method.
K-S methods for Case 2, we find that the practical minimum
computing time for the three methods is very close, that is,
1133 s for K-S, 1108 s for IRA and 1226 s for J-D. In any
case, we believe that solving a modal analysis problem over
ten millions of degrees of freedom in tens of minutes is very
challenging.
5 Conclusions
In this paper, we focus on the algorithms and parallel com-
putations for the large-scale modal analysis coming from
complex engineering structures. After a brief review of
subspace algorithms for eigenvalue problems, three pre-
dominant algorithms are chosen for the large-scale modal
the three algorithms are modified by adding some assistant
techniques. Moreover, an integrated parallel computing
system for modal analysis is presented based on the
PANDA framework and some software packages. Our nu-
merical experiments via two typical engineering structures
validate the feasibility and adaptability of the three algo-
rithms for large-scale modal analysis. Meanwhile, some
detailed comparisons are given to study the parallel scala-
bility of the three algorithms.
We find that these three methods have their own merits
as well as demerits. Taking advantage of exact matrix fac-
torization, both IRA and K-S give a fast computation of
modal analysis with fewer subspace iterative steps within a
small number of processors. However, the matrix factoriza-
tion also results in relatively poor parallel scalability and the
demand of vast memory storage. Instead, using inner-outer
iterations, the J-D method takes lower memory storage and
demonstrates an excellent parallel scalability, but the ap-
proximate solution of inner iterations results in more outer
iterations, as well as far longer parallel computing time
within a few processors. According to these merits and de-
merits, we prefer the IRA and K-S methods for modal anal-
ysis in case that fewer processors and sufficient memory are
provided, and prefer the J-D method in case that more pro-
cessors or less memory are provided.
Our implementations of the modal analysis fit the elastic
structures coming from various engineering realms. The
remarkable progress we have made is that we have elevated
the computing scale of modal analysis to a new level with
favorable parallel performance.
This work was supported by the National Defence Basic Fundamental
Research Program of China (Grant No. C1520110002) and the Funda-
mental Development Foundation of China Academy Engineering Physics
(Grant No. 2012A0202008). We also thank the research teams of SLEPc,
PETSc and some other teams for providing abundant codes on the internet.
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