A Fast Hierarchically Preconditioned Eigensolver Based on Multiresolution Matrix Decomposition

DOI10.1137/18M1180827zbMath1455.65053arXiv1804.03415OpenAlexW2962893506WikidataQ128472602 ScholiaQ128472602MaRDI QIDQ4627452

De Huang, Ka Chun Lam, Zi-Yun Zhang, Thomas Yizhao Hou

Publication date: 11 March 2019

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.03415

zbMATH Keywords

preconditioned conjugate gradient methodsparse symmetric positive definite matricesimplicitly restarted Lanczos methodmultiresolution matrix decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Conditioning of matrices (15A12) Preconditioners for iterative methods (65F08)

Related Items (4)

Essentially optimal finite elements for multiscale elliptic eigenvalue problems ⋮ Analysis of Asymptotic Escape of Strict Saddle Sets in Manifold Optimization ⋮ Commutation of geometry-grids and fast discrete PDE eigen-solver GPA ⋮ Fast Eigenpairs Computation with Operator Adapted Wavelets and Hierarchical Subspace Correction

Uses Software

• eigs
• ARPACK
• IRAM

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