Preprint

FZJ-2014-00586

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Efficient estimation of eigenvalue counts in an interval

Di Napoli, E. (Corresponding author)FZJ* ; Polizzi, E. ; Saad, Y.

2013

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Please use a persistent id in citations: http://hdl.handle.net/2128/5812

Abstract: Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an exact count is not necessary and methods based on stochastic estimates can be utilized to yield rough approximations. This paper examines a number of techniques tailored to this specific task. It reviews standard approaches and explores new ones based on polynomial and rational approximation filtering combined with stochastic procedure.

Note: 23 pages and 10 figures. Submitted to SIAM Journal of Matrix Analysis.

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Contributing Institute(s):

1. Jülich Supercomputing Center (JSC)

Research Program(s):

1. 411 - Computational Science and Mathematical Methods (POF2-411) (POF2-411)

Appears in the scientific report 2013

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Database coverage:

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