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Rational spectral filters with optimal convergence rate
Umeå University, Faculty of Science and Technology, Department of Computing Science.ORCID iD: 0000-0002-4972-7097
2021 (English)In: SIAM Journal on Scientific Computing, ISSN 1064-8275, E-ISSN 1095-7197, Vol. 43, no 4, p. A2660-A2684Article in journal (Refereed) Published
Abstract [en]

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through nonlinear least-squares optimization of so-called rational filters, we introduce a systematic method to design these filters by minimizing the worst-case convergence rate and eliminate the parametric dependence on weight functions. Further, we provide an efficient way to deal with the box-constraints which play a central role for the use of iterative linear solvers in contour-based eigensolvers. Indeed, these parameter-free filters consistently minimize the number of iterations and the number of FLOPs to reach convergence in the eigensolver. As a byproduct, our rational filters allow for a simple solution to load balancing when the solution of an interior eigenproblem is approached by the slicing of the sought after spectral interval.

Place, publisher, year, edition, pages
Society for Industrial and Applied Mathematics Publications , 2021. Vol. 43, no 4, p. A2660-A2684
Keywords [en]
BFGS, Contour-based eigensolver, Hermitian eigenvalue problem, Load balancing, Nonlinear least squares, Worst-case convergence rate
National Category
Computational Mathematics Computer Sciences
Identifiers
URN: urn:nbn:se:umu:diva-186917DOI: 10.1137/20M1313933ISI: 000692204700003Scopus ID: 2-s2.0-85112466229OAI: oai:DiVA.org:umu-186917DiVA, id: diva2:1587962
Available from: 2021-08-26 Created: 2021-08-26 Last updated: 2023-11-10Bibliographically approved

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Bientinesi, Paolo

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