204 research outputs found
Fast computation of spectral projectors of banded matrices
We consider the approximate computation of spectral projectors for symmetric
banded matrices. While this problem has received considerable attention,
especially in the context of linear scaling electronic structure methods, the
presence of small relative spectral gaps challenges existing methods based on
approximate sparsity. In this work, we show how a data-sparse approximation
based on hierarchical matrices can be used to overcome this problem. We prove a
priori bounds on the approximation error and propose a fast algo- rithm based
on the QDWH algorithm, along the works by Nakatsukasa et al. Numerical
experiments demonstrate that the performance of our algorithm is robust with
respect to the spectral gap. A preliminary Matlab implementation becomes faster
than eig already for matrix sizes of a few thousand.Comment: 27 pages, 10 figure
Decay properties of spectral projectors with applications to electronic structure
Motivated by applications in quantum chemistry and solid state physics, we
apply general results from approximation theory and matrix analysis to the
study of the decay properties of spectral projectors associated with large and
sparse Hermitian matrices. Our theory leads to a rigorous proof of the
exponential off-diagonal decay ("nearsightedness") for the density matrix of
gapped systems at zero electronic temperature in both orthogonal and
non-orthogonal representations, thus providing a firm theoretical basis for the
possibility of linear scaling methods in electronic structure calculations for
non-metallic systems. We further discuss the case of density matrices for
metallic systems at positive electronic temperature. A few other possible
applications are also discussed.Comment: 63 pages, 13 figure
On the decay of the off-diagonal singular values in cyclic reduction
It was recently observed in [10] that the singular values of the off-diagonal blocks of the matrix sequences generated by the Cyclic Reduction algorithm decay exponentially. This property was used to solve, with a higher efficiency, certain
quadratic matrix equations encountered in the analysis of queuing models. In this paper, we provide a theoretical bound to the basis of this exponential decay together with a tool for its estimation based on a rational interpolation problem. Numerical experiments show that the bound is often accurate in practice. Applications to solving n Ă— n block tridiagonal block Toeplitz systems with n Ă— n quasiseparable blocks and certain generalized Sylvester equations in O(n 2 log n) arithmetic operations are shown
Fast Algorithms for Displacement and Low-Rank Structured Matrices
This tutorial provides an introduction to the development of fast matrix
algorithms based on the notions of displacement and various low-rank
structures
V-cycle optimal convergence for DCT-III matrices
The paper analyzes a two-grid and a multigrid method for matrices belonging
to the DCT-III algebra and generated by a polynomial symbol. The aim is to
prove that the convergence rate of the considered multigrid method (V-cycle) is
constant independent of the size of the given matrix. Numerical examples from
differential and integral equations are considered to illustrate the claimed
convergence properties.Comment: 19 page
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