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We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…

Numerical Analysis · Mathematics 2025-03-28 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

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 non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli

A local and parallel algorithm based on the multilevel discretization is proposed in this paper to solve the eigenvalue problem by the finite element method. With this new scheme, solving the eigenvalue problem in the finest grid is…

Numerical Analysis · Mathematics 2014-01-21 Yu Li , Xiaole Han , Hehu Xie , Chunguang You

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

The central importance of large scale eigenvalue problems in scientific computation necessitates the development of massively parallel algorithms for their solution. Recent advances in dense numerical linear algebra have enabled the routine…

Numerical Analysis · Mathematics 2020-05-08 David B. Williams-Young , Paul G. Beckman , Chao Yang

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

Numerical Analysis · Mathematics 2020-03-02 Ning Zhang , Xiaole Han , Yunhui He , Hehu Xie , Chun'guang You

We consider a new class of Parareal algorithms, which use ideas from localized reduced basis methods to construct the coarse solver from spectral approximations of the transfer operators mapping initial values for a given time interval to…

Numerical Analysis · Mathematics 2025-08-13 Martin J. Gander , Mario Ohlberger , Stephan Rave

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

Extreme and isolated eigenvalues are known to be harmful to the convergence of an iterative solver. These eigenvalues can be produced by strong heterogeneity in the underlying physics. We can improve the quality of the spectrum by…

Numerical Analysis · Mathematics 2015-10-09 J. H. van der Linden , T. B. Jönsthövel , A. A. Lukyanov , C. Vuik

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…

Numerical Analysis · Mathematics 2015-06-23 Hehu Xie

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate
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