Rational spectral filters with optimal convergence rate
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 non-linear least square optimization of so-called rational filters, we introduce a systematic method to design these filters by minimizing the worst-case convergence ratio 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.
Cite
@article{arxiv.2001.04184,
title = {Rational spectral filters with optimal convergence rate},
author = {Konrad Kollnig and Paolo Bientinesi and Edoardo Di Napoli},
journal= {arXiv preprint arXiv:2001.04184},
year = {2021}
}
Comments
23 pages, 7 figures