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arXiv 1704.03255cs.CEcs.NAmath.NA
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有理滤波器非线性最小二乘优化用于求解内部本征值问题

Non-Linear Least-Squares Optimization of Rational Filters for the Solution of Interior Eigenvalue Problems

RWTH Aachen University(亚琛工业大学);Jülich Supercomputing Centre, Institute for Advanced Simulation, Forschungszentrum Jülich GmbH(于利希超级计算中心,先进模拟研究所,于利希研究中心有限公司)

Jan Winkelmann, Edoardo Di Napoli

AI总结:

本文提出基于非凸加权最小二乘方案的有理滤波器优化框架,结合FEAST库在多个基准问题中表现优异,通过利用对称性优化过程、梯度下降算法、起始位置选择及约束优化方案提升本征值求解性能。

摘要:

有理滤波函数可用于提高基于轮廓的本征求解器的收敛性,这是求解内部本征值问题的流行算法家族。我们提出了一种基于非凸加权最小二乘方案的有理滤波器优化框架。当与FEAST库结合使用时,我们的滤波器在大量代表性基准问题中优于现有方法。本工作详细描述了:(1) 利用滤波函数对称性优化过程的设置,用于Hermitian本征问题;(2) 利用对称性的梯度下降和Levenberg-Marquardt算法公式;(3) 选择优化算法起始位置的方法,以可靠产生有效的滤波器;(4) 产生具有特定属性的滤波函数的约束优化方案,这些属性可能对使用它们的本征求解器性能有益。

英文摘要:

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 based on a non-convex weighted Least-Squares scheme. When used in combination with the FEAST library, our filters out-perform existing ones on a large and representative set of benchmark problems. This work provides a detailed description of: (1) a set up of the optimization process that exploits symmetries of the filter function for Hermitian eigenproblems, (2) a formulation of the gradient descent and Levenberg-Marquardt algorithms that exploits the symmetries, (3) a method to select the starting position for the optimization algorithms that reliably produces effective filters, (4) a constrained optimization scheme that produces filter functions with specific properties that may be beneficial to the performance of the eigensolver that employs them.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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