Year: 2019
Author: Haoyang Liu, Zaiwen Wen, Chao Yang, Yin Zhang
Journal of Computational Mathematics, Vol. 37 (2019), Iss. 6 : pp. 889–915
Abstract
Most iterative algorithms for eigenpair computation consist of two main steps: a subspace update (SU) step that generates bases for approximate eigenspaces, followed by a Rayleigh-Ritz (RR) projection step that extracts approximate eigenpairs. So far the predominant methodology for the SU step is based on Krylov subspaces that builds orthonormal bases piece by piece in a sequential manner. In this work, we investigate block methods in the SU step that allow a higher level of concurrency than what is reachable by Krylov subspace methods. To achieve a competitive speed, we propose an augmented Rayleigh-Ritz (ARR) procedure. Combining this ARR procedure with a set of polynomial accelerators, as well as utilizing a few other techniques such as continuation and deflation, we construct a block algorithm designed to reduce the number of RR steps and elevate concurrency in the SU steps. Extensive computational experiments are conducted in $C$ on a representative set of test problems to evaluate the performance of two variants of our algorithm. Numerical results, obtained on a many-core computer without explicit code parallelization, show that when computing a relatively large number of eigenpairs, the performance of our algorithms is competitive with that of several state-of-the-art eigensolvers.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1910-m2019-0034
Journal of Computational Mathematics, Vol. 37 (2019), Iss. 6 : pp. 889–915
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 27
Keywords: Extreme eigenpairs Augmented Rayleigh-Ritz projection.