On large-scale diagonalization techniques for the Anderson model of localization

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for large-scale sparse real and symmetric indefinite matrices of the Anderson model of localization. We compare the Lanczos algorithm in the 1987 implementation by Cullum and Willoughby with the shift-and-invert techniques in the implicitly restarted Lanczos method and in the Jacobi–Davidson method. Our preconditioning approaches for the shift-and-invert symmetric indefinite linear system are based on maximum weighted matchings and algebraic multilevel incomplete LDLT factorizations. These techniques can be seen as a complement to the alternative idea of using more complete pivoting techniques for the highly ill-conditioned symmetric indefinite Anderson matrices. We demonstrate the effectiveness and the numerical accuracy of these algorithms. Our numerical examples reveal that recent algebraic multilevel preconditioning solvers can accelerate the computation of a large-scale eigenvalue problem corresponding to the Anderson model of localization by several orders of magnitude

The Anderson model of localization: a challenge for modern eigenvalue methods

We present a comparative study of the application of modern eigenvalue algorithms to an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for the large, sparse, real, symmetric, and indefinite matrices of the Anderson model of localization. We compare the Lanczos algorithm in the 1987 implementation of Cullum and Willoughby with the implicitly restarted Arnoldi method coupled with polynomial and several shift-and-invert convergence accelerators as well as with a sparse hybrid tridiagonalization method. We demonstrate that for our problem the Lanczos implementation is faster and more memory efficient than the other approaches. This seemingly innocuous problem presents a major challenge for all modern eigenvalue algorithms.Comment: 16 LaTeX pages with 3 figures include

A Shift Selection Strategy for Parallel Shift-invert Spectrum Slicing in Symmetric Self-consistent Eigenvalue Computation

© 2020 ACM. The central importance of large-scale eigenvalue problems in scientific computation necessitates the development of massively parallel algorithms for their solution. Recent advances in dense numerical linear algebra have enabled the routine treatment of eigenvalue problems with dimensions on the order of hundreds of thousands on the world's largest supercomputers. In cases where dense treatments are not feasible, Krylov subspace methods offer an attractive alternative due to the fact that they do not require storage of the problem matrices. However, demonstration of scalability of either of these classes of eigenvalue algorithms on computing architectures capable of expressing massive parallelism is non-trivial due to communication requirements and serial bottlenecks, respectively. In this work, we introduce the SISLICE method: a parallel shift-invert algorithm for the solution of the symmetric self-consistent field (SCF) eigenvalue problem. The SISLICE method drastically reduces the communication requirement of current parallel shift-invert eigenvalue algorithms through various shift selection and migration techniques based on density of states estimation and k-means clustering, respectively. This work demonstrates the robustness and parallel performance of the SISLICE method on a representative set of SCF eigenvalue problems and outlines research directions that will be explored in future work