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We present two open-source implementations of the Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) algorithm to find a few eigenvalues and eigenvectors of large, possibly sparse matrices. We then test LOBPCG for various…

Numerical Analysis · Mathematics 2023-05-12 Tommaso Nottoli , Ivan Giannì , Antoine Levitt , Filippo Lipparini

This paper provides a comprehensive and detailed analysis of the local convergence behavior of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for computing the extreme eigenvalue of a…

Numerical Analysis · Mathematics 2026-04-07 Zhechen Shen , Xin Liang

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is widely used to compute eigenvalues of large sparse symmetric matrices. The algorithm can suffer from numerical instability if it is not implemented with care. This is…

Numerical Analysis · Mathematics 2018-10-05 Jed A. Duersch , Meiyue Shao , Chao Yang , Ming Gu

The performance of eigenvalue problem solvers (eigensolvers) depends on various factors such as preconditioning and eigenvalue distribution. Developing stable and rapidly converging vectorwise eigensolvers is a crucial step in improving the…

Numerical Analysis · Mathematics 2026-01-09 Ming Zhou , Klaus Neymeyr

The locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm is a popular approach for computing a few smallest eigenvalues and the corresponding eigenvectors of a large Hermitian positive definite matrix A. In this work,…

Numerical Analysis · Mathematics 2024-05-06 Daniel Kressner , Yuxin Ma , Meiyue Shao

This paper is concerned with the convergence analysis of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for the extreme eigenvalue of a Hermitian matrix polynomial which admits some extended…

Numerical Analysis · Mathematics 2023-03-03 Peter Benner , Xin Liang

We describe our software package Block Locally Optimal Preconditioned Eigenvalue Xolvers (BLOPEX) publicly released recently. BLOPEX is available as a stand-alone serial library, as an external package to PETSc (``Portable, Extensible…

Mathematical Software · Computer Science 2010-06-02 A. V. Knyazev , M. E. Argentati , I. Lashuk , E. E. Ovtchinnikov

We combine the adaptive and multilevel approaches to the BDDC and formulate a method which allows an adaptive selection of constraints on each decomposition level. We also present a strategy for the solution of local eigenvalue problems in…

Numerical Analysis · Mathematics 2013-11-12 Bedřich Sousedík , Jakub Šístek , Jan Mandel

The goal of this paper is to design optimal multilevel solvers for the finite element approximation of second order linear elliptic problems with piecewise constant coefficients on bisection grids. Local multigrid and BPX preconditioners…

Numerical Analysis · Mathematics 2012-02-13 Long Chen , Michael Holst , Jinchao Xu , Yunrong Zhu

Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…

Optimization and Control · Mathematics 2017-12-05 Tsz Kit Lau , Yuan Yao

A local optimization method based on Bayesian Gaussian Processes is developed and applied to atomic structures. The method is applied to a variety of systems including molecules, clusters, bulk materials, and molecules at surfaces. The…

Computational Physics · Physics 2019-09-11 Estefanía Garijo del Río , Jens Jørgen Mortensen , Karsten W. Jacobsen

The conjugate gradient method (CG) is typically used with a preconditioner which improves efficiency and robustness of the method. Many preconditioners include parameters and a proper choice of a preconditioner and its parameters is often…

Numerical Analysis · Mathematics 2019-06-04 Alexandr Katrutsa , Mike Botchev , George Ovchinnikov , Ivan Oseledets

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…

Numerical Analysis · Mathematics 2025-04-16 Yue Wu , Yan Xu

Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational…

Optimization and Control · Mathematics 2019-10-14 Jelena Diakonikolas , Alejandro Carderera , Sebastian Pokutta

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is demonstrated to efficiently solve eigenvalue problems for graph Laplacians that appear in spectral clustering. For static graph partitioning, 10-20 iterations of LOBPCG…

Mathematical Software · Computer Science 2017-11-09 David Zhuzhunashvili , Andrew Knyazev

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In…

Optimization and Control · Mathematics 2023-04-12 Zhaosong Lu , Sanyou Mei

Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Andreas Themelis

In symmetric block eigenvalue algorithms, such as the subspace iteration algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm, a large block size is often employed to achieve robustness and rapid…

Numerical Analysis · Mathematics 2025-04-24 Yuqi Liu , Yuxin Ma , Meiyue Shao

The Bethe-Salpeter eigenvalue problem is a structured eigenvalue problem arising in many-body physics. In practice, a few of the smallest positive eigenvalues and the corresponding eigenvectors need to be computed. In principle, the LOBPCG…

Numerical Analysis · Mathematics 2026-03-10 Xinyu Shan , Meiyue Shao

We numerically analyze the possibility of turning off post-smoothing (relaxation) in geometric multigrid when used as a preconditioner in conjugate gradient linear and eigenvalue solvers for the 3D Laplacian. The geometric Semicoarsening…

Numerical Analysis · Computer Science 2015-06-09 Henricus Bouwmeester , Andrew Dougherty , Andrew V. Knyazev
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