Skip to main content
Log in

Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

Complex moment-based eigensolvers for solving interior eigenvalue problems have been studied because of their high parallel efficiency. Recently, we proposed the block Arnoldi-type complex moment-based eigensolver without a low-rank approximation. A low-rank approximation plays a very important role in reducing computational cost and stabilizing accuracy in complex moment-based eigensolvers. In this paper, we develop the method and propose block Krylov-type complex moment-based eigensolvers with a low-rank approximation. Numerical experiments indicate that the proposed methods have higher performance than the block SS–RR method, which is one of the most typical complex moment-based eigensolvers.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Davis, T.: The University of Florida Sparse Matrix Collection. https://www.cise.ufl.edu/research/sparse/matrices/

  2. Dubrulle, A.A.: Retooling the method of block conjugate gradients. ETNA 12, 216–233 (2001)

    MathSciNet  MATH  Google Scholar 

  3. ELSES, http://www.elses.jp/matrix/

  4. FEAST Eigenvalue Solver, http://www.ecs.umass.edu/~polizzi/feast/

  5. Güttel, S., Polizzi, E., Tang, T., Viaud, G. Zolotarev quadrature rules and load balancing for the FEAST eigensolver. arXiv:http://arxiv.org/abs/1407.8078

  6. Hoemmen, M.: Communication-avoiding Krylov subspace methods,. Phd Thesis, University of California, Berkeley (2010)

    Google Scholar 

  7. Ikegami, T., Sakurai, T., Nagashima, U.: A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method, Technical Report of Department of Computer Science, University of Tsukuba (CS-TR) (2008). CS-TR-08-13

  8. Ikegami, T., Sakurai, T., Nagashima, U.: A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method. J. Comput. Appl. Math. 233, 1927–1936 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  9. Ikegami, T., Sakurai, T.: Contour integral eigensolver for non-Hermitian systems: a Rayleigh-Ritz-type approach. Taiwan. J. Math. 14, 825–837 (2010)

    MathSciNet  MATH  Google Scholar 

  10. Imakura, A., Du, L., Sakurai, T.: A block Arnoldi-type contour integral spectral projection method for solving generalized eigenvalue problems. Appl. Math. Letters 32, 22–27 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  11. Imakura, A., Du, L., Sakurai, T.: Relationships among contour integral-based methods for solving generalized eigenvalue problems. Jpn. J. Ind. Appl. Math. (accepted)

  12. Imakura, A., Du, L., Sakurai, T.: Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems. Numer. Alg. 71, 103–120 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  13. Matrix Market, http://math.nist.gov/MatrixMarket/

  14. Okano, A.D.: An Oblique QR Factorization of Tall and Skinny Matrices in Julia, p. 1599511. ProQuest Dissertations Publishing, University of California, Davis (2015)

    Google Scholar 

  15. Polizzi, E.: A density matrix-based algorithm for solving eigenvalue problems. Phys. Rev. B 79, 115112 (2009)

    Article  Google Scholar 

  16. Sakurai, T., Sugiura, H.: A projection method for generalized eigenvalue problems using numerical integration. J. Comput. Appl. Math. 159, 119–128 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  17. Sakurai, T., Tadano, H.: CIRR: A Rayleigh-Ritz type method with counter integral for generalized eigenvalue problems. Hokkaido Math. J. 36, 745–757 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  18. Sakurai, T., Futamura, Y., Tadano, H.: Efficient parameter estimation and implementation of a contour integral-based eigensolver. J. Algorithms Comput. Technol. 7, 249–269 (2014)

    MathSciNet  Google Scholar 

  19. Schofield, G., Chelikowsky, J.R., Saad, Y.: A spectrum slicing method for the Kohn-Sham problem. Comput. Phys. Commun. 183, 497–505 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  20. Tang, P.T.P., Polizzi, E.: FEAST As a subspace iteration eigensolver accelerated by approximate spectral projection. SIAM J. Matrix Anal. Appl. 35, 354–390 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  21. Yin, G., Chan, R.H., Yeung, M.-C. A FEAST algorithm for generalized non-Hermitian eigenvalue problems. arXiv:http://arxiv.org/abs/1404.1768

  22. z-Pares: Parallel Eigenvalue Solver, http://zpares.cs.tsukuba.ac.jp/

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Akira Imakura.

Additional information

This research in part used computational resources of COMA provided by Interdisciplinary Computational Science Program in Center for Computational Sciences, University of Tsukuba.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Imakura, A., Sakurai, T. Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems. Numer Algor 75, 413–433 (2017). https://doi.org/10.1007/s11075-016-0241-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-016-0241-5

Keywords

Mathematics Subject Classification (2010)

Navigation