Efficient estimation of eigenvalue counts in an interval.
From MaRDI portal
Abstract: Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an exact count is not necessary and methods based on stochastic estimates can be utilized to yield rough approximations. This paper examines a number of techniques tailored to this specific task. It reviews standard approaches and explores new ones based on polynomial and rational approximation filtering combined with a stochastic procedure.
Recommendations
- Parallel stochastic estimation method of eigenvalue distribution
- FEAST as a subspace iteration eigensolver accelerated by approximate spectral projection
- A contour-integral based method for counting the eigenvalues inside a region
- Edge metric dimension and mixed metric dimension of planar graph \(Q_n\)
- Improving projection‐based eigensolvers via adaptive techniques
Cites work
- A method for profiling the distribution of eigenvalues using the AS method
- A probing method for computing the diagonal of a matrix inverse.
- A projection method for generalized eigenvalue problems using numerical integration.
- A spectrum slicing method for the Kohn-Sham problem
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- An estimator for the diagonal of a matrix
- Analysis of Projection Methods for Rational Function Approximation to the Matrix Exponential
- Approximating spectral densities of large matrices
- Direct Methods for Sparse Linear Systems
- Dissecting the FEAST algorithm for generalized eigenproblems
- Electronic structure calculations for plane-wave codes without diagonalization
- FEAST as a subspace iteration eigensolver accelerated by approximate spectral projection
- Filtered Conjugate Residual‐type Algorithms with Applications
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- scientific article; zbMATH DE number 3301601 (Why is no real title available?)
- Improved bounds on sample size for implicit matrix trace estimators
- Kernel polynomial approximations for densities of states and spectral functions
- Numerical methods for large eigenvalue problems
- Parallel stochastic estimation method of eigenvalue distribution
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Stochastic estimation method of eigenvalue density for nonlinear eigenvalue problem on the complex plane
Cited in
(47)- Is the Burton-Miller formulation really free of fictitious eigenfrequencies?
- A partitioned shift-without-invert algorithm to improve parallel eigensolution efficiency in real-space electronic transport
- High-performance implementation of Chebyshev filter diagonalization for interior eigenvalue computations
- Random sampling of bandlimited signals on graphs
- Evaluating non-analytic functions of matrices
- A contour-integral based method for counting the eigenvalues inside a region
- Localized Fourier analysis for graph signal processing
- Multiscale modal analysis of fully-loaded spent nuclear fuel canisters
- Computing the density of states for optical spectra of molecules by low-rank and QTT tensor approximation
- Faster stochastic trace estimation with a Chebyshev product identity
- Solving large-scale interior eigenvalue problems to investigate the vibrational properties of the boson peak regime in amorphous materials
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Inertia laws and localization of real eigenvalues for generalized indefinite eigenvalue problems
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- Feast eigensolver for non-Hermitian problems
- Zolotarev quadrature rules and load balancing for the FEAST eigensolver
- Filter analysis for the stochastic estimation of eigenvalue counts
- Approximating spectral clustering via sampling: a review
- Computational materials science and engineering
- Projection method for eigenvalue problems of linear nonsquare matrix pencils
- Fast computation of spectral densities for generalized eigenvalue problems
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- A fast contour-integral eigensolver for non-Hermitian matrices
- scientific article; zbMATH DE number 7049740 (Why is no real title available?)
- FEAST for differential eigenvalue problems
- Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness
- Rational Spectral Filters with Optimal Convergence Rate
- Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning
- Computing eigenvalues of real symmetric matrices with rational filters in real arithmetic
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
- Multiscale S-fraction reduced-order models for massive wavefield simulations
- Error Bounds for Lanczos-Based Matrix Function Approximation
- An algorithm for identifying eigenvectors exhibiting strong spatial localization
- ELSI -- an open infrastructure for electronic structure solvers
- A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices
- Hierarchical subspace evolution method for super large parallel computing: A linear solver and an eigensolver as examples
- Fast randomized numerical rank estimation for numerically low-rank matrices
- A Parameter Study of the Burton–Miller Formulation in the BEM Analysis of Acoustic Resonances in Exterior Configurations
- Design sensitivity analysis of modal frequencies of elastic structures submerged in an infinite fluid domain
- Computing the QRPA level density with the finite amplitude method
- Optimal polynomial approximation to rational matrix functions using the Arnoldi algorithm
- A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold
- Avoiding discretization issues for nonlinear eigenvalue problems
- Solving eigenvalue problems in high dimensions using contour integration and tensor train format
- A contour integral-based algorithm for computing generalized singular values
- Estimation of spectral gaps for sparse symmetric matrices
This page was built for publication: Efficient estimation of eigenvalue counts in an interval.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2955976)