Approximating spectral densities of large matrices

DOI10.1137/130934283zbMATH Open1338.15026arXiv1308.5467OpenAlexW1491884104MaRDI QIDQ2808266FDOQ2808266

Authors: Lin Lin, Y. Saad, Chao Yang 

Publication date: 20 May 2016

Published in: SIAM Review (Search for Journal in Brave)

Abstract: In physics, it is sometimes desirable to compute the so-called emph{Density Of States} (DOS), also known as the emph{spectral density}, of a real symmetric matrix $A$. The spectral density can be viewed as a probability density distribution that measures the likelihood of finding eigenvalues near some point on the real line. The most straightforward way to obtain this density is to compute all eigenvalues of $A$. But this approach is generally costly and wasteful, especially for matrices of large dimension. There exists alternative methods that allow us to estimate the spectral density function at much lower cost. The major computational cost of these methods is in multiplying $A$ with a number of vectors, which makes them appealing for large-scale problems where products of the matrix $A$ with arbitrary vectors are relatively inexpensive. This paper defines the problem of estimating the spectral density carefully, and discusses how to measure the accuracy of an approximate spectral density. It then surveys a few known methods for estimating the spectral density, and proposes some new variations of existing methods. All methods are discussed from a numerical linear algebra point of view.

Full work available at URL: https://arxiv.org/abs/1308.5467

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zbMATH Keywords

spectral densityquantum mechanicsdensity of statesapproximation of distributionlarge scale sparse matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited In (45)

• Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
• A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
• Localized Fourier analysis for graph signal processing
• Bulk spectrum and \(K\)-theory for infinite-area topological quasicrystals
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• A contour-integral based method for counting the eigenvalues inside a region
• Fast randomized numerical rank estimation for numerically low-rank matrices
• Computing the density of states for optical spectra of molecules by low-rank and QTT tensor approximation
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Uses Software

• SparseMatrix

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