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@ARTICLE{Winkelmann:860709,
author = {Winkelmann, Jan and Di Napoli, Edoardo},
title = {{N}on-linear {L}east-{S}quares {O}ptimization of {R}ational
{F}ilters for the {S}olution of {I}nterior {H}ermitian
{E}igenvalue {P}roblems},
journal = {Frontiers in applied mathematics and statistics},
volume = {5},
issn = {2297-4687},
address = {Lausanne},
publisher = {Frontiers Media},
reportid = {FZJ-2019-01374},
pages = {5},
year = {2019},
abstract = {Rational filter functions can be used to improve
convergence of contour-based eigensolvers, a popular family
of algorithms for the solution of the interior eigenvalue
problem. We present a framework for the optimization of
rational filters based on a non-convexweighted Least-Squares
scheme. When used in combination with a contour based
eigensolvers library, our filters out-perform existing ones
on a large and representative set of benchmark problems.
This work provides a detailed description of: (1) a set up
of the optimization process that exploits symmetries of the
filter function for Hermitian eigenproblems, (2) a
formulation of the gradient descent and Levenberg-Marquardt
algorithms that exploits the symmetries, (3) a method to
select the starting position for theoptimization algorithms
that reliably produces effective filters, (4) a constrained
optimization scheme that produces filter functions with
specific properties that may be beneficial to the
performance of the eigensolver that employs them.},
cin = {JSC / JARA-HPC},
ddc = {510},
cid = {I:(DE-Juel1)JSC-20090406 / $I:(DE-82)080012_20140620$},
pnm = {511 - Computational Science and Mathematical Methods
(POF3-511) / Simulation and Data Laboratory Quantum
Materials (SDLQM) (SDLQM)},
pid = {G:(DE-HGF)POF3-511 / G:(DE-Juel1)SDLQM},
typ = {PUB:(DE-HGF)16},
UT = {WOS:001050584000001},
doi = {10.3389/fams.2019.00005},
url = {https://juser.fz-juelich.de/record/860709},
}