Sharp estimation of convergence rate for self-consistent field iteration to solve eigenvector-dependent nonlinear eigenvalue problems

DOI10.1137/20M136606XzbMATH Open1492.65142arXiv2009.09022OpenAlexW4214931394MaRDI QIDQ5862811FDOQ5862811

Authors: Zhaojun Bai, Ren-Cang Li, Ding Lu 

Publication date: 10 March 2022

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: We present a comprehensive convergence analysis for Self-Consistent Field (SCF) iteration to solve a class of nonlinear eigenvalue problems with eigenvector-dependency (NEPv). Using a tangent-angle matrix as an intermediate measure for approximation error, we establish new formulas for two fundamental quantities that optimally characterize the local convergence of the plain SCF: the local contraction factor and the local average contraction factor. In comparison with previously established results, new convergence rate estimates provide much sharper bounds on the convergence speed. As an application, we extend the convergence analysis to a popular SCF variant -- the level-shifted SCF. The effectiveness of the convergence rate estimates is demonstrated numerically for NEPv arising from solving the Kohn-Sham equation in electronic structure calculation and the Gross-Pitaevskii equation in the modeling of Bose-Einstein condensation.

Full work available at URL: https://arxiv.org/abs/2009.09022

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zbMATH Keywords

nonlinear eigenvalue problemconvergence factorself-consistent field iterationlevel-shifted SCF

Mathematics Subject Classification ID

Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

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Cited In (11)

• Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration
• Locally unitarily invariantizable NEPv and convergence analysis of SCF
• A Newton type mixing algorithm for solving a class of nonlinear eigenvalue problem
• Riemannian Newton methods for energy minimization problems of Kohn-Sham type
• On the Convergence of the Self-Consistent Field Iteration for a Class of Nonlinear Eigenvalue Problems
• A density matrix approach to the convergence of the self-consistent field iteration
• On perturbations for spectrum and singular value decompositions followed by deflation techniques
• Interpolating self consistent field for eigenvector nonlinearities
• Adaptive regularized self-consistent field iteration with exact Hessian for electronic structure calculation
• Maximizing sum of coupled traces with applications
• Trace ratio optimization with an application to multi-view learning

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