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037 _ _ |a FZJ-2019-01374
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100 1 _ |0 P:(DE-HGF)0
|a Winkelmann, Jan
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245 _ _ |a Non-linear Least-Squares Optimization of Rational Filters for the Solution of Interior Hermitian Eigenvalue Problems
260 _ _ |a Lausanne
|b Frontiers Media
|c 2019
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520 _ _ |a 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.
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588 _ _ |a Dataset connected to CrossRef
700 1 _ |0 P:(DE-Juel1)144723
|a Di Napoli, Edoardo
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773 _ _ |0 PERI:(DE-600)2823454-6
|a 10.3389/fams.2019.00005
|g Vol. 5, p. 5
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|t Frontiers in applied mathematics and statistics
|v 5
|x 2297-4687
|y 2019
856 4 _ |u https://juser.fz-juelich.de/record/860709/files/2018-0145761-4.pdf
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