Rational spectral filters with optimal convergence rate

Konrad Kollnig*, Paolo Bientinesi, Edoardo A. Di Napoli

*Corresponding author for this work

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Abstract

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through nonlinear least-squares optimization of so-called rational filters, we introduce a systematic method to design these filters by minimizing the worst-case convergence rate and eliminate the parametric dependence on weight functions. Further, we provide an efficient way to deal with the box-constraints which play a central role for the use of iterative linear solvers in contour-based eigensolvers. Indeed, these parameter-free filters consistently minimize the number of iterations and the number of FLOPs to reach convergence in the eigensolver. As a byproduct, our rational filters allow for a simple solution to load balancing when the solution of an interior eigenproblem is approached by the slicing of the sought after spectral interval.

Original languageEnglish
Pages (from-to)A2660-A2684
Number of pages25
JournalSiam Journal on Scientific Computing
Volume43
Issue number4
DOIs
Publication statusPublished - 2021
Externally publishedYes

Keywords

  • BFGS
  • Contour-based eigensolver
  • Hermitian eigenvalue problem
  • Load balancing
  • Nonlinear least squares
  • Worst-case convergence rate

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