Journal Article FZJ-2020-00420

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Rational Spectral Filters with Optimal Convergence Rate

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2021
SIAM Philadelphia, Pa.

SIAM journal on scientific computing 43(4), A2660–A2684 () [10.1137/20M1313933]

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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.

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  1. Jülich Supercomputing Center (JSC)

Appears in the scientific report 2021
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Medline ; OpenAccess ; Clarivate Analytics Master Journal List ; Current Contents - Physical, Chemical and Earth Sciences ; Ebsco Academic Search ; IF < 5 ; JCR ; SCOPUS ; Science Citation Index ; Science Citation Index Expanded ; Web of Science Core Collection
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 Record created 2020-01-21, last modified 2022-11-09