3,819 research outputs found
Dissecting the FEAST algorithm for generalized eigenproblems
We analyze the FEAST method for computing selected eigenvalues and
eigenvectors of large sparse matrix pencils. After establishing the close
connection between FEAST and the well-known Rayleigh-Ritz method, we identify
several critical issues that influence convergence and accuracy of the solver:
the choice of the starting vector space, the stopping criterion, how the inner
linear systems impact the quality of the solution, and the use of FEAST for
computing eigenpairs from multiple intervals. We complement the study with
numerical examples, and hint at possible improvements to overcome the existing
problems.Comment: 11 Pages, 5 Figures. Submitted to Journal of Computational and
Applied Mathematic
Preconditioned Locally Harmonic Residual Method for Computing Interior Eigenpairs of Certain Classes of Hermitian Matrices
We propose a Preconditioned Locally Harmonic Residual (PLHR) method for
computing several interior eigenpairs of a generalized Hermitian eigenvalue
problem, without traditional spectral transformations, matrix factorizations,
or inversions. PLHR is based on a short-term recurrence, easily extended to a
block form, computing eigenpairs simultaneously. PLHR can take advantage of
Hermitian positive definite preconditioning, e.g., based on an approximate
inverse of an absolute value of a shifted matrix, introduced in [SISC, 35
(2013), pp. A696-A718]. Our numerical experiments demonstrate that PLHR is
efficient and robust for certain classes of large-scale interior eigenvalue
problems, involving Laplacian and Hamiltonian operators, especially if memory
requirements are tight
A Self-learning Algebraic Multigrid Method for Extremal Singular Triplets and Eigenpairs
A self-learning algebraic multigrid method for dominant and minimal singular
triplets and eigenpairs is described. The method consists of two multilevel
phases. In the first, multiplicative phase (setup phase), tentative singular
triplets are calculated along with a multigrid hierarchy of interpolation
operators that approximately fit the tentative singular vectors in a collective
and self-learning manner, using multiplicative update formulas. In the second,
additive phase (solve phase), the tentative singular triplets are improved up
to the desired accuracy by using an additive correction scheme with fixed
interpolation operators, combined with a Ritz update. A suitable generalization
of the singular value decomposition is formulated that applies to the coarse
levels of the multilevel cycles. The proposed algorithm combines and extends
two existing multigrid approaches for symmetric positive definite eigenvalue
problems to the case of dominant and minimal singular triplets. Numerical tests
on model problems from different areas show that the algorithm converges to
high accuracy in a modest number of iterations, and is flexible enough to deal
with a variety of problems due to its self-learning properties.Comment: 29 page
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