Home > Publications database > Non-linear Least-Squares Optimization of Rational Filters for the Solution of Interior Hermitian Eigenvalue Problems > print |
001 | 860709 | ||
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024 | 7 | _ | |2 doi |a 10.3389/fams.2019.00005 |
024 | 7 | _ | |2 Handle |a 2128/21730 |
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100 | 1 | _ | |0 P:(DE-HGF)0 |a Winkelmann, Jan |b 0 |
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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700 | 1 | _ | |0 P:(DE-Juel1)144723 |a Di Napoli, Edoardo |b 1 |e Corresponding author |u fzj |
773 | _ | _ | |0 PERI:(DE-600)2823454-6 |a 10.3389/fams.2019.00005 |g Vol. 5, p. 5 |p 5 |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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