Rational Spectral Filters with Optimal Convergence Rate
From MaRDI portal
Publication:5005202
DOI10.1137/20M1313933MaRDI QIDQ5005202
Paolo Bientinesi, Konrad Kollnig, Edoardo Di Napoli
Publication date: 9 August 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.04184
load balancingnonlinear least squaresBFGSHermitian eigenvalue problemworst-case convergence ratecontour-based eigensolver
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Designing rational filter functions for solving eigenvalue problems by contour integration
- Contour integral eigensolver for non-Hermitian systems: a Rayleigh-Ritz-type approach
- A projection method for generalized eigenvalue problems using numerical integration.
- Convergence of integration-based methods for the solution of standard and generalized Hermitian eigenvalue problems
- Dissecting the FEAST algorithm for generalized eigenproblems
- CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
- A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
- Approximating Spectral Densities of Large Matrices
- Computing Partial Spectra with Least-Squares Rational Filters
- Parallel stochastic estimation method of eigenvalue distribution
- FEAST As A Subspace Iteration Eigensolver Accelerated By Approximate Spectral Projection
- Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver
- Efficient estimation of eigenvalue counts in an interval
- The university of Florida sparse matrix collection
- Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
- Algorithm 778: L-BFGS-B
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Krylov eigenvalue strategy using the FEAST algorithm with inexact system solves
- On the Singular Values of Matrices with Displacement Structure
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- A Limited Memory Algorithm for Bound Constrained Optimization
- Unconstrained Optimization of Real Functions in Complex Variables
- The Eigenvalues Slicing Library (EVSL): Algorithms, Implementation, and Software
- Spectral discretization errors in filtered subspace iteration
- Error bounds of Rayleigh-Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems
This page was built for publication: Rational Spectral Filters with Optimal Convergence Rate