A fast hierarchically preconditioned eigensolver based on multiresolution matrix decomposition
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Abstract: In this paper we propose a new iterative method to hierarchically compute a relatively large number of leftmost eigenpairs of a sparse symmetric positive matrix under the multiresolution operator compression framework. We exploit the well-conditioned property of every decomposition components by integrating the multiresolution framework into the Implicitly restarted Lanczos method. We achieve this combination by proposing an extension-refinement iterative scheme, in which the intrinsic idea is to decompose the target spectrum into several segments such that the corresponding eigenproblem in each segment is well-conditioned. Theoretical analysis and numerical illustration are also reported to illustrate the efficiency and effectiveness of this algorithm.
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Cited in
(10)- An adaptive fast solver for a general class of positive definite matrices via energy decomposition
- Analysis of asymptotic escape of strict saddle sets in manifold optimization
- Sparse Hierarchical Preconditioners Using Piecewise Smooth Approximations of Eigenvectors
- Fast eigenpairs computation with operator adapted wavelets and hierarchical subspace correction
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