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A projected preconditioned conjugate gradient algorithm for computing many extreme eigenpairs of a Hermitian matrix

Journal Article · · Journal of Computational Physics
 [1];  [1];  [2]
  1. Computational Research Division, Lawrence Berkeley National Laboratory, 1 Cyclotron Road, Berkeley, CA 94720 (United States)
  2. Physics Division, Lawrence Livermore National Laboratory, 7000 East Avenue, Livermore, CA 94550 (United States)
We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the invariant subspace is large (e.g., over several hundreds or thousands) even though it may still be small relative to the dimension of A. These problems arise from, for example, density functional theory (DFT) based electronic structure calculations for complex materials. The key feature of our algorithm is that it performs fewer Rayleigh–Ritz calculations compared to existing algorithms such as the locally optimal block preconditioned conjugate gradient or the Davidson algorithm. It is a block algorithm, and hence can take advantage of efficient BLAS3 operations and be implemented with multiple levels of concurrency. We discuss a number of practical issues that must be addressed in order to implement the algorithm efficiently on a high performance computer.
OSTI ID:
22465628
Journal Information:
Journal of Computational Physics, Journal Name: Journal of Computational Physics Vol. 290; ISSN JCTPAH; ISSN 0021-9991
Country of Publication:
United States
Language:
English

References (4)

Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method journal January 2001
The trace minimization method for the symmetric generalized eigenvalue problem journal November 2000
Some metric inequalities in the space of matrices journal January 1955
A Trace Minimization Algorithm for the Generalized Eigenvalue Problem journal December 1982

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Convergence theory for preconditioned eigenvalue solvers in a nutshell text January 2014
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