Computing Partial Spectra with Least-Squares Rational Filters

DOI10.1137/16M1061965zbMath1351.65026OpenAlexW2526127854MaRDI QIDQ2827038

Yuanzhe Xi, Yousef Saad

Publication date: 12 October 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1061965

zbMATH Keywords

Hermitian matricesHamiltonian matricesKrylov subspace methodselectronic structurepolynomial filteringCauchy integral formulasubspace iterationrational filters

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

Related Items (16)

Beyond Automated Multilevel Substructuring: Domain Decomposition with Rational Filtering ⋮ A Hierarchical Low Rank Schur Complement Preconditioner for Indefinite Linear Systems ⋮ Fast Computation of Spectral Densities for Generalized Eigenvalue Problems ⋮ A Fast Contour-Integral Eigensolver for Non-Hermitian Matrices ⋮ On Chebyshev-Davidson method for symmetric generalized eigenvalue problems ⋮ Cucheb: a GPU implementation of the filtered Lanczos procedure ⋮ On the convergence of orthogonalization-free conjugate gradient method for extreme eigenvalues of Hermitian matrices: a Riemannian optimization interpretation ⋮ Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning ⋮ A robust randomized indicator method for accurate symmetric eigenvalue detection ⋮ On relaxed filtered Krylov subspace method for non-symmetric eigenvalue problems ⋮ Solving the Three-Dimensional High-frequency Helmholtz Equation Using Contour Integration and Polynomial Preconditioning ⋮ A rational filtering algorithm for sequences of shifted symmetric linear systems with applications to frequency response analysis ⋮ The Eigenvalues Slicing Library (EVSL): Algorithms, Implementation, and Software ⋮ A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems ⋮ Rational Spectral Filters with Optimal Convergence Rate ⋮ A Rational Function Preconditioner For Indefinite Sparse Linear Systems

Uses Software

• Unnamed Item
• PRIMME
• FEAST
• ARPACK
• SparseMatrix
• CIRR
• Tensorlab
• PARSEC

Cites Work

• PRIMME
• Designing rational filter functions for solving eigenvalue problems by contour integration
• An integral method for solving nonlinear eigenvalue problems
• Nonlinear eigenvalue problems and contour integrals
• Self-consistent-field calculations using Chebyshev-filtered subspace iteration
• Experimental study of ILU preconditioners for indefinite matrices
• A projection method for generalized eigenvalue problems using numerical integration.
• Krylov type subspace methods for matrix polynomials
• Krylov subspace recycling for sequences of shifted linear systems
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
• A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
• Feast Eigensolver for Non-Hermitian Problems
• A quadrature-based eigensolver with a Krylov subspace method for shifted linear systems for Hermitian eigenproblems in lattice QCD
• A numerical method for nonlinear eigenvalue problems using contour integrals
• FEAST As A Subspace Iteration Eigensolver Accelerated By Approximate Spectral Projection
• Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver
• The university of Florida sparse matrix collection
• Numerical Methods for Large Eigenvalue Problems
• A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems
• Iterative Solution of Indefinite Symmetric Linear Systems by Methods Using Orthogonal Polynomials over Two Disjoint Intervals
• Solution of Sparse Indefinite Systems of Linear Equations
• ARPACK Users' Guide
• A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems
• Domain decomposition approaches for accelerating contour integration eigenvalue solvers for symmetric eigenvalue problems
• Iterative Krylov Methods for Large Linear Systems
• Computing Eigenvalues of Real Symmetric Matrices with Rational Filters in Real Arithmetic
• Iterative Validation of Eigensolvers: A Scheme for Improving the Reliability of Hermitian Eigenvalue Solvers
• Algorithm 832
• Error bounds of Rayleigh-Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

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