An Optimized and Scalable Eigensolver for Sequences of Eigenvalue Problems

In many scientific applications the solution of non-linear differential equations are obtained through the set-up and solution of a number of successive eigenproblems. These eigenproblems can be regarded as a sequence whenever the solution of one problem fosters the initialization of the next. In addition, in some eigenproblem sequences there is a connection between the solutions of adjacent eigenproblems. Whenever it is possible to unravel the existence of such a connection, the eigenproblem sequence is said to be correlated. When facing with a sequence of correlated eigenproblems the current strategy amounts to solving each eigenproblem in isolation. We propose a alternative approach which exploits such correlation through the use of an eigensolver based on subspace iteration and accelerated with Chebyshev polynomials (ChFSI). The resulting eigensolver is optimized by minimizing the number of matrix-vector multiplications and parallelized using the Elemental library framework. Numerical results show that ChFSI achieves excellent scalability and is competitive with current dense linear algebra parallel eigensolvers.Comment: 23 Pages, 6 figures. First revision of an invited submission to special issue of Concurrency and Computation: Practice and Experienc

A Parallel Iterative Method for Computing Molecular Absorption Spectra

We describe a fast parallel iterative method for computing molecular absorption spectra within TDDFT linear response and using the LCAO method. We use a local basis of "dominant products" to parametrize the space of orbital products that occur in the LCAO approach. In this basis, the dynamical polarizability is computed iteratively within an appropriate Krylov subspace. The iterative procedure uses a a matrix-free GMRES method to determine the (interacting) density response. The resulting code is about one order of magnitude faster than our previous full-matrix method. This acceleration makes the speed of our TDDFT code comparable with codes based on Casida's equation. The implementation of our method uses hybrid MPI and OpenMP parallelization in which load balancing and memory access are optimized. To validate our approach and to establish benchmarks, we compute spectra of large molecules on various types of parallel machines. The methods developed here are fairly general and we believe they will find useful applications in molecular physics/chemistry, even for problems that are beyond TDDFT, such as organic semiconductors, particularly in photovoltaics.Comment: 20 pages, 17 figures, 3 table

Replica Monte Carlo Simulation (Revisited)

In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures, but with the same random couplings, (2) defining and flipping clusters. Exchange of information between the systems is facilitated by fixing the tau spin (tau=sigma^1\sigma^2) and flipping the two neighboring systems simultaneously. In this talk, we discuss this algorithm and its relationship to replica exchange (also known as parallel tempering) and Houdayer's cluster algorithm for spin glasses. We review some of the early results obtained using this algorithm. We also present new results for the correlation times of replica Monte Carlo dynamics in two and three dimensions and compare them with replica exchange.Comment: For "Statistical Physics of Disordered Systems and Its Applications", 12-15 July 2004, Shonan Village Center, Hayama, Japan, 7 page

Efficient Rank Reduction of Correlation Matrices

Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with the Lagrange multiplier method is established, along with an identification of whether a local minimum is a global minimum. An additional benefit of the geometric approach is that any weighted norm can be applied. The problem of finding the nearest low-rank correlation matrix occurs as part of the calibration of multi-factor interest rate market models to correlation.Comment: First version: 20 pages, 4 figures Second version [changed content]: 21 pages, 6 figure