ChASE: Chebyshev Accelerated Subspace iteration Eigensolver for sequences of Hermitian eigenvalue problems

Solving dense Hermitian eigenproblems arranged in a sequence with direct solvers fails to take advantage of those spectral properties which are pertinent to the entire sequence, and not just to the single problem. When such features take the form of correlations between the eigenvectors of consecutive problems, as is the case in many real-world applications, the potential benefit of exploiting them can be substantial. We present ChASE, a modern algorithm and library based on subspace iteration with polynomial acceleration. Novel to ChASE is the computation of the spectral estimates that enter in the filter and an optimization of the polynomial degree which further reduces the necessary FLOPs. ChASE is written in C++ using the modern software engineering concepts which favor a simple integration in application codes and a straightforward portability over heterogeneous platforms. When solving sequences of Hermitian eigenproblems for a portion of their extremal spectrum, ChASE greatly benefits from the sequence's spectral properties and outperforms direct solvers in many scenarios. The library ships with two distinct parallelization schemes, supports execution over distributed GPUs, and it is easily extensible to other parallel computing architectures.Comment: 33 pages. Submitted to ACM TOM

An O(N squared) method for computing the eigensystem of N by N symmetric tridiagonal matrices by the divide and conquer approach

An efficient method is proposed to solve the eigenproblem of N by N Symmetric Tridiagonal (ST) matrices. Unlike the standard eigensolvers which necessitate O(N cubed) operations to compute the eigenvectors of such ST matrices, the proposed method computes both the eigenvalues and eigenvectors with only O(N squared) operations. The method is based on serial implementation of the recently introduced Divide and Conquer (DC) algorithm. It exploits the fact that by O(N squared) of DC operations, one can compute the eigenvalues of N by N ST matrix and a finite number of pairs of successive rows of its eigenvector matrix. The rest of the eigenvectors--all of them or one at a time--are computed by linear three-term recurrence relations. Numerical examples are presented which demonstrate the superiority of the proposed method by saving an order of magnitude in execution time at the expense of sacrificing a few orders of accuracy

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

Extraction of cylinders and cones from minimal point sets

We propose new algebraic methods for extracting cylinders and cones from minimal point sets, including oriented points. More precisely, we are interested in computing efficiently cylinders through a set of three points, one of them being oriented, or through a set of five simple points. We are also interested in computing efficiently cones through a set of two oriented points, through a set of four points, one of them being oriented, or through a set of six points. For these different interpolation problems, we give optimal bounds on the number of solutions. Moreover, we describe algebraic methods targeted to solve these problems efficiently

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