Gradient flow approach to geometric convergence analysis of preconditioned eigensolvers

Preconditioned eigenvalue solvers (eigensolvers) are gaining popularity, but their convergence theory remains sparse and complex. We consider the simplest preconditioned eigensolver--the gradient iterative method with a fixed step size--for symmetric generalized eigenvalue problems, where we use the gradient of the Rayleigh quotient as an optimization direction. A sharp convergence rate bound for this method has been obtained in 2001--2003. It still remains the only known such bound for any of the methods in this class. While the bound is short and simple, its proof is not. We extend the bound to Hermitian matrices in the complex space and present a new self-contained and significantly shorter proof using novel geometric ideas.Comment: 8 pages, 2 figures. Accepted to SIAM J. Matrix Anal. (SIMAX

Bounds on changes in Ritz values for a perturbed invariant subspace of a Hermitian matrix

The Rayleigh-Ritz method is widely used for eigenvalue approximation. Given a matrix $X$ with columns that form an orthonormal basis for a subspace \X, and a Hermitian matrix $A$, the eigenvalues of $X^HAX$ are called Ritz values of $A$ with respect to \X. If the subspace \X is $A$-invariant then the Ritz values are some of the eigenvalues of $A$. If the $A$-invariant subspace \X is perturbed to give rise to another subspace \Y, then the vector of absolute values of changes in Ritz values of $A$ represents the absolute eigenvalue approximation error using \Y. We bound the error in terms of principal angles between \X and \Y. We capitalize on ideas from a recent paper [DOI: 10.1137/060649070] by A. Knyazev and M. Argentati, where the vector of absolute values of differences between Ritz values for subspaces \X and \Y was weakly (sub-)majorized by a constant times the sine of the vector of principal angles between \X and \Y, the constant being the spread of the spectrum of $A$. In that result no assumption was made on either subspace being $A$-invariant. It was conjectured there that if one of the trial subspaces is $A$-invariant then an analogous weak majorization bound should only involve terms of the order of sine squared. Here we confirm this conjecture. Specifically we prove that the absolute eigenvalue error is weakly majorized by a constant times the sine squared of the vector of principal angles between the subspaces \X and \Y, where the constant is proportional to the spread of the spectrum of $A$. For many practical cases we show that the proportionality factor is simply one, and that this bound is sharp. For the general case we can only prove the result with a slightly larger constant, which we believe is artificial.Comment: 12 pages. Accepted to SIAM Journal on Matrix Analysis and Applications (SIMAX

Theoretical investigation of TbNi_{5-x}Cu_x optical properties

In this paper we present theoretical investigation of optical conductivity for intermetallic TbNi_{5-x}Cu_x series. In the frame of LSDA+U calculations electronic structure for x=0,1,2 and on top of that optical conductivities were calculated. Disorder effects of Ni for Cu substitution on a level of LSDA+U densities of states (DOS) were taken into account via averaging over all possible Cu ion positions for given doping level x. Gradual suppression and loosing of structure of optical conductivity at 2 eV together with simultaneous intensity growth at 4 eV correspond to increase of Cu and decrease of Ni content. As reported before [Knyazev et al., Optics and Spectroscopy 104, 360 (2008)] plasma frequency has non monotonic doping behaviour with maximum at x=1. This behaviour is explained as competition between lowering of total density of states on the Fermi level N(E_F) and growing of number of carriers. Our theoretical results agree well with variety of recent experiments.Comment: 4 pages, 3 figure

Absolute value preconditioning for symmetric indefinite linear systems

We introduce a novel strategy for constructing symmetric positive definite (SPD) preconditioners for linear systems with symmetric indefinite matrices. The strategy, called absolute value preconditioning, is motivated by the observation that the preconditioned minimal residual method with the inverse of the absolute value of the matrix as a preconditioner converges to the exact solution of the system in at most two steps. Neither the exact absolute value of the matrix nor its exact inverse are computationally feasible to construct in general. However, we provide a practical example of an SPD preconditioner that is based on the suggested approach. In this example we consider a model problem with a shifted discrete negative Laplacian, and suggest a geometric multigrid (MG) preconditioner, where the inverse of the matrix absolute value appears only on the coarse grid, while operations on finer grids are based on the Laplacian. Our numerical tests demonstrate practical effectiveness of the new MG preconditioner, which leads to a robust iterative scheme with minimalist memory requirements

Electronic structure, magnetic and optical properties of intermetallic compounds R2Fe17 (R=Pr,Gd)

In this paper we report comprehensive experimental and theoretical investigation of magnetic and electronic properties of the intermetallic compounds Pr2Fe17 and Gd2Fe17. For the first time electronic structure of these two systems was probed by optical measurements in the spectral range of 0.22-15 micrometers. On top of that charge carriers parameters (plasma frequency and relaxation frequency) and optical conductivity s(w) were determined. Self-consistent spin-resolved bandstructure calculations within the conventional LSDA+U method were performed. Theoretical interpetation of the experimental s(w) dispersions indicates transitions between 3d and 4p states of Fe ions to be the biggest ones. Qualitatively the line shape of the theoretical optical conductivity coincides well with our experimental data. Calculated by LSDA+U method magnetic moments per formula unit are found to be in good agreement with observed experimental values of saturation magnetization.Comment: 16 pages, 5 figures, 1 tabl

Optical spectroscopy and electronic structure of compounds HoNi 5-x Alx (x = 0, 1, 2)

The optical properties of the compounds HoNi5 - x Al x (x = 0, 1, 2) have been investigated using the ellipsometric method in the wavelength range from 0.22 to 16 μm. The electronic structure of these intermetallic compounds has been calculated in the local electron-spin density approximation with the correction for strong electronic interactions in the 4f shell of the holmium ions. The experimental dispersion dependences of optical conductivity in the region of interband light absorption have been interpreted based on the results of the calculation of the electron density of states. The plasma and relaxation frequencies of electrons have been determined. © 2013 Pleiades Publishing, Ltd