Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
From MaRDI portal
Abstract: This work is concerned with approximating the smallest eigenvalue of a parameter-dependent Hermitian matrix for many parameter values . The design of reliable and efficient algorithms for addressing this task is of importance in a variety of applications. Most notably, it plays a crucial role in estimating the error of reduced basis methods for parametrized partial differential equations. The current state-of-the-art approach, the so called Successive Constraint Method (SCM), addresses affine linear parameter dependencies by combining sampled Rayleigh quotients with linear programming techniques. In this work, we propose a subspace approach that additionally incorporates the sampled eigenvectors of and implicitly exploits their smoothness properties. Like SCM, our approach results in rigorous lower and upper bounds for the smallest eigenvalues on . Theoretical and experimental evidence is given to demonstrate that our approach represents a significant improvement over SCM in the sense that the bounds are often much tighter, at negligible additional cost.
Recommendations
- Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
- Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices
- Approximation of PDE eigenvalue problems involving parameter dependent matrices
- Reduced basis approximation and a posteriori error estimates for parametrized elliptic eigenvalue problems
- A subspace method for large-scale eigenvalue optimization
Cites work
- scientific article; zbMATH DE number 3622441 (Why is no real title available?)
- scientific article; zbMATH DE number 1049353 (Why is no real title available?)
- scientific article; zbMATH DE number 1862742 (Why is no real title available?)
- scientific article; zbMATH DE number 967335 (Why is no real title available?)
- scientific article; zbMATH DE number 2212009 (Why is no real title available?)
- A PosterioriError Estimation for Reduced-Basis Approximation of Parametrized Elliptic Coercive Partial Differential Equations: “Convex Inverse” Bound Conditioners
- A Gershgorin-type lower bound for the smallest singular value
- A Mathematical and Computational Framework for Reliable Real-Time Solution of Parametrized Partial Differential Equations
- A Spectral Bundle Method for Semidefinite Programming
- A natural-norm successive constraint method for inf-sup lower bounds
- A new matrix-free algorithm for the large-scale trust-region subproblem
- A note on eigenvalues of perturbed Hermitian matrices
- A subspace method for large-scale eigenvalue optimization
- A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
- ARPACK Users' Guide
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- Approximate methods for stochastic eigenvalue problems
- Convexity of the joint numerical range: Topological and differential geometric viewpoints.
- Efficient greedy algorithms for high-dimensional parameter spaces with applications to empirical interpolation and reduced basis methods
- Heuristic strategies for the approximation of stability factors in quadratically nonlinear parametrized PDEs
- Minimizing Effective Resistance of a Graph
- Numerical optimization of eigenvalues of Hermitian matrix functions
- On Maximizing the Second Smallest Eigenvalue of a State-Dependent Graph Laplacian
- On eigenvalues of matrices dependent on a parameter
- Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems
- Perturbation theory for linear operators.
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- Reviving the Method of Particular Solutions
- Sparse tensor approximation of parametric eigenvalue problems
- Subspace methods for computing the pseudospectral abscissa and the stability radius
- The Rotation of Eigenvectors by a Perturbation. III
- Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method
- Understanding and using linear programming
- ``Natural norm a posteriori error estimators for reduced basis approximations
Cited in
(16)- Fast sampling of parameterised Gaussian random fields
- Time-varying matrix eigenanalyses via Zhang neural networks and look-ahead finite difference equations
- Low-rank solution methods for stochastic eigenvalue problems
- Subspace acceleration for the Crawford number and related eigenvalue optimization problems
- scientific article; zbMATH DE number 5503706 (Why is no real title available?)
- Path-Following Method to Determine the Field of Values of a Matrix with High Accuracy
- A probabilistic subspace bound with application to active subspaces
- Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices
- Dual natural-norm a posteriori error estimators for reduced basis approximations to parametrized linear equations
- Fast recovery of parametric eigenvalues depending on several parameters and location of high order exceptional points
- Match-based solution of general parametric eigenvalue problems
- Theory and numerics of subspace approximation of eigenvalue problems
- Stochastic collocation method for computing eigenspaces of parameter-dependent operators
- Low-rank matrix iteration using polynomial-filtered subspace extraction
- Contour integral methods and model order reduction for parametric linear control systems
- Subspace methods for nonlinear optimization
This page was built for publication: Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813334)
