A code for computing eigenvectors of large sparse symmetric matrices
JADAMILU=JAcobi-DAvidson method with Multilevel ILU preconditioning

JADAMILU is a Fortran 77 program to compute selected eigenvalues and associated eigenvectors of large scale real symmetric or complex Hermitian matrices. Generalized eigenvalue problems with positive definite mass matrix can also be solved.

The eigenvalues sought can either be the smallest ones or those closest to some specified target inside the spectrum. The software is based on the Jacobi-Davidson method. Key features are modest memory requirements and robust convergence to accurate solutions.

What makes JADAMILU different from many other excellent eigenvalue solvers is that it provides automatic setup of an in-built preconditioner. Moreover, if needed, the preconditioner is automatically adapted as the computation proceeds.

The package is easy to install (we provide pre-compiled libraries for most architectures, including Windows based systems), and the driver routines have been designed to be easy-to-use by non-experts. If the matrix is sparse and explicitly available, the user can simply pass it to the program and let JADAMILU compute the desired eigenvalues. If not, then a crude sparse approximation which may even be diagonal, can be passed. In the latter case the user only needs to define a routine that performs matrix-vector products.

New features in JADAMILU_2.0:
- Routines for generalized eigenvalue problems
- Support for complex arithmetic to solve Hermitian (generalized or standard) eigenvalue problems
- All routines available in double precision, double complex, single precision and single complex

This project received financial support from the Belgian FNRS


Matthias Bollhoefer / Yvan Notay   October 09, 2006 - Release 2.0: January 27, 2009