Home > Publications database > Rational Spectral Filters with Optimal Convergence Rate |
Journal Article | FZJ-2020-00420 |
; ;
2021
SIAM
Philadelphia, Pa.
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Please use a persistent id in citations: http://hdl.handle.net/2128/28400 doi:10.1137/20M1313933
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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