Zolotarev quadrature rules and load balancing for the FEAST eigensolver
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Publication:2947045
DOI10.1137/140980090zbMATH Open1321.65055arXiv1407.8078OpenAlexW1598589780MaRDI QIDQ2947045FDOQ2947045
Authors: Stefan Güttel, Eric Polizzi, Ping Tak Peter Tang, Gautier Viaud 
Publication date: 21 September 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: The FEAST method for solving large sparse eigenproblems is equivalent to subspace iteration with an approximate spectral projector and implicit orthogonalization. This relation allows to characterize the convergence of this method in terms of the error of a certain rational approximant to an indicator function. We propose improved rational approximants leading to FEAST variants with faster convergence, in particular, when using rational approximants based on the work of Zolotarev. Numerical experiments demonstrate the possible computational savings especially for pencils whose eigenvalues are not well separated and when the dimension of the search space is only slightly larger than the number of wanted eigenvalues. The new approach improves both convergence robustness and load balancing when FEAST runs on multiple search intervals in parallel.
Full work available at URL: https://arxiv.org/abs/1407.8078
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Parallel numerical computation (65Y05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Approximation by rational functions (41A20)
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Cited In (45)
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