A novel multigrid method for electronic structure calculations

A general real-space multigrid algorithm for the self-consistent solution of the Kohn-Sham equations appearing in the state-of-the-art electronic-structure calculations is described. The most important part of the method is the multigrid solver for the Schroedinger equation. Our choice is the Rayleigh quotient multigrid method (RQMG), which applies directly to the minimization of the Rayleigh quotient on the finest level. Very coarse correction grids can be used, because there is no need to be able to represent the states on the coarse levels. The RQMG method is generalized for the simultaneous solution of all the states of the system using a penalty functional to keep the states orthogonal. The performance of the scheme is demonstrated by applying it in a few molecular and solid-state systems described by non-local norm-conserving pseudopotentials.Comment: 9 pages, 3 figure

On solving trust-region and other regularised subproblems in optimization

The solution of trust-region and regularisation subproblems which arise in unconstrained optimization is considered. Building on the pioneering work of Gay, Mor´e and Sorensen, methods which obtain the solution of a sequence of parametrized linear systems by factorization are used. Enhancements using high-order polynomial approximation and inverse iteration ensure that the resulting method is both globally and asymptotically at least superlinearly convergent in all cases, including in the notorious hard case. Numerical experiments validate the effectiveness of our approach. The resulting software is available as packages TRS and RQS as part of the GALAHAD optimization library, and is especially designed for large-scale problems

Pilot Optimization and Channel Estimation for Multiuser Massive MIMO Systems

This paper proposes novel pilot optimization and channel estimation algorithm for the downlink multiuser massive multiple input multiple output (MIMO) system with $K$ decentralized single antenna mobile stations (MSs), and time division duplex (TDD) channel estimation which is performed by utilizing $N$ pilot symbols. The proposed algorithm is explained as follows. First, we formulate the channel estimation problem as a weighted sum mean square error (WSMSE) minimization problem containing pilot symbols and introduced variables. Second, for fixed pilot symbols, the introduced variables are optimized using minimum mean square error (MMSE) and generalized Rayleigh quotient methods. Finally, for $N=1$ and $N=K$ settings, the pilot symbols of all MSs are optimized using semi definite programming (SDP) convex optimization approach, and for the other settings of $N$ and $K$, the pilot symbols of all MSs are optimized by applying simple iterative algorithm. When $N=K$, it is shown that the latter iterative algorithm gives the optimal pilot symbols achieved by the SDP method. Simulation results confirm that the proposed algorithm achieves less WSMSE compared to that of the conventional semi-orthogonal pilot symbol and MMSE channel estimation algorithm which creates pilot contamination.Comment: Accepted in CISS 2014 Conferenc

New Structured Matrix Methods for Real and Complex Polynomial Root-finding

We combine the known methods for univariate polynomial root-finding and for computations in the Frobenius matrix algebra with our novel techniques to advance numerical solution of a univariate polynomial equation, and in particular numerical approximation of the real roots of a polynomial. Our analysis and experiments show efficiency of the resulting algorithms.Comment: 18 page

Diffusion Approximations for Online Principal Component Estimation and Global Convergence

In this paper, we propose to adopt the diffusion approximation tools to study the dynamics of Oja's iteration which is an online stochastic gradient descent method for the principal component analysis. Oja's iteration maintains a running estimate of the true principal component from streaming data and enjoys less temporal and spatial complexities. We show that the Oja's iteration for the top eigenvector generates a continuous-state discrete-time Markov chain over the unit sphere. We characterize the Oja's iteration in three phases using diffusion approximation and weak convergence tools. Our three-phase analysis further provides a finite-sample error bound for the running estimate, which matches the minimax information lower bound for principal component analysis under the additional assumption of bounded samples.Comment: Appeared in NIPS 201

A robust adaptive algebraic multigrid linear solver for structural mechanics

The numerical simulation of structural mechanics applications via finite elements usually requires the solution of large-size and ill-conditioned linear systems, especially when accurate results are sought for derived variables interpolated with lower order functions, like stress or deformation fields. Such task represents the most time-consuming kernel in commercial simulators; thus, it is of significant interest the development of robust and efficient linear solvers for such applications. In this context, direct solvers, which are based on LU factorization techniques, are often used due to their robustness and easy setup; however, they can reach only superlinear complexity, in the best case, thus, have limited applicability depending on the problem size. On the other hand, iterative solvers based on algebraic multigrid (AMG) preconditioners can reach up to linear complexity for sufficiently regular problems but do not always converge and require more knowledge from the user for an efficient setup. In this work, we present an adaptive AMG method specifically designed to improve its usability and efficiency in the solution of structural problems. We show numerical results for several practical applications with millions of unknowns and compare our method with two state-of-the-art linear solvers proving its efficiency and robustness.Comment: 50 pages, 16 figures, submitted to CMAM