In this paper we solve $m$-parameter eigenvalue problems ($m$EPs), with $m$ any natural number by representing the problem using Tensor-Trains (TT) and designing a method based on this format. $m$EPs typically arise when separation of variables is applied to separable boundary value problems. Often, methods for solving $m$EP are restricted to $m = 3$, due to the fact that, to the best of our knowledge, no available solvers exist for $m>3$ and reasonable size of the involved matrices. In this paper, we prove that computing the eigenvalues of a $m$EP can be recast into computing the eigenvalues of TT-operators. We adapted the algorithm in \cite{Dolgov2014a} for symmetric eigenvalue problems in TT-format to an algorithm for solving generic $m$EPs. This leads to a subspace method whose subspace dimension does not depend on $m$, in contrast to other subspace methods for $m$EPS. This allows us to tackle $m$EPs with $m > 3$ and reasonable size of the matrices. We provide theoretical results and report numerical experiments. The MATLAB code is publicly available.
Homotopy for Rectangular Multiparameter Eigenvalue Problems
Faculty of Mathematics and Physics, University of Ljubljana（卢布尔雅那大学数学物理学院）；Institute of Mathematics, Physics and Mechanics（数学、物理与力学研究所）；Center for Dynamical Systems, Signal Processing, and Data Analytics (STADIUS), Department of Electrical Engineering (ESAT), KU Leuven（荷语鲁汶大学电气工程系动力系统、信号处理与数据分析中心（STADIUS））
We develop a new homotopy method for solving multiparameter eigenvalue problems (MEPs) called the fiber product homotopy method. For a $k$-parameter eigenvalue problem with matrices of sizes $n_1,\dots ,n_k = O(n)$, fiber product homotopy method requires deformation of $O(1)$ linear equations, while existing homotopy methods for MEPs require $O(n)$ nonlinear equations. We show that the fiber product homotopy method theoretically finds all eigenpairs of an MEP with probability one. It is especially well-suited for dimension-deficient singular MEPs, a weakness of all other existing methods, as t…
Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue problems. We present simple but efficient selection methods based on divided differences to do this. In contrast to locking techniques, it is not necessary to keep converged eigenvectors in the search space, so that the entire search space may be devoted to new information. The techniques are applicable to many types of matrix eigenvalue problems; standard deflatio…
In this paper, we present a nonnested augmented subspace algorithm and its multilevel correction method for solving eigenvalue problems with curved interfaces. The augmented subspace algorithm and the corresponding multilevel correction method are designed based on a coarse finite element space which is not the subset of the finer finite element space. The nonnested augmented subspace method can transform the eigenvalue problem solving on the finest mesh to the solving linear equation on the same mesh and small scale eigenvalue problem on the low dimensional augmented subspace. The correspondi…
Subspace method based on neural networks for eigenvalue problems
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；National Key Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics（计算物理国家重点实验室，应用物理与计算研究所）；HEDPS, Center for Applied Physics and Technology, and College of Engineering, Peking University（北京大学工程与应用技术学院，应用物理与技术中心）
In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric matrices. As by-products, the generalizations of the filtered Krylov subspace method and the Chebyshev-Davidson method for solving non-symmetric eigenvalue problems are also presented. We give the convergence analysis of the complex Chebyshev polynomial, which plays a significant role in the polynomial acceleration technique. In addition, numerical experime…
We propose an a posteriori error estimator for high-order $p$- or $hp$-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue cluster and the corresponding invariant subspace. The estimator is based on the computation of approximate error functions in a space that complements the one in which the approximate eigenvectors were computed. These error functions are used to construct estimates of collective measures of error, such as the Hausdorff distance between the true and approximate c…
It is needed to solve generalized eigenvalue problems (GEP) in many applications, such as the numerical simulation of vibration analysis, quantum mechanics, electronic structure, etc. The subspace iteration is a kind of widely used algorithm to solve eigenvalue problems. To solve the generalized eigenvalue problem, one kind of subspace iteration method, Chebyshev-Davidson algorithm, is proposed recently. In Chebyshev-Davidson algorithm, the Chebyshev polynomial filter technique is incorporated in the subspace iteration. In this paper, based on Chebyshev-Davidson algorithm, a new subspace itera…
A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is decomposed into solving the standard linear boundary value problems and very low dimensional eigenvalue problems. The computational efficiency can be improved since there is no direct eigenvalue solving in the finest space and the multigrid method can act as the solver for the deduced linear boundary value problems. Furthermore, for different eigenvalues, the corre…
Energy Error Estimates of Subspace Method and Multigrid Algorithm for Eigenvalue Problems
Memorial University of Newfoundland（纽芬兰纪念大学）；Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）
The FEAST eigenvalue algorithm is a subspace iteration algorithm that uses contour integration in the complex plane to obtain the eigenvectors of a matrix for the eigenvalues that are located in any user-defined search interval. By computing small numbers of eigenvalues in specific regions of the complex plane, FEAST is able to naturally parallelize the solution of eigenvalue problems by solving for multiple eigenpairs simultaneously. The traditional FEAST algorithm is implemented by directly solving collections of shifted linear systems of equations; in this paper, we describe a variation of …
Three new Arnoldi-type methods are presented to accelerate the modal analysis and critical speed analysis of the damped rotor dynamics finite element (FE) model. They are the linearized quadratic eigenvalue problem (QEP) Arnoldi method, the QEP Arnoldi method, and the truncated generalized standard eigenvalue problem (SEP) Arnoldi method. And, they correspond to three reduction subspaces, including the linearized QEP Krylov subspace, the QEP Krylov subspace, and the truncated generalized SEP Krylov subspace, where the first subspace is also used in the existing Arnoldi-type methods. The numeri…
We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the transfer function form $H(s) = C (sI - A)^{-1} B$, where the middle factor is large, whereas the number of rows of $C$ and the number of columns of $B$ are equal and small. We propose a subspace framework that performs two-sided or one-sided projections on the state-space representation of $H(\cdot)$, commonly employed in model reduction and giving rise to a re…
In this paper we extend the Residual Arnoldi method for calculating an extreme eigenvalue (e.g. largest real part, dominant,...) to the case where the matrices depend on parameters. The difference between this Arnoldi method and the classical Arnoldi algorithm is that in the former the residual is added to the subspace. We develop a Tensor-Krylov method that applies the Residual Arnoldi method (RA) for a grid of parameter points at the same time. The subspace contains an approximate Krylov space for all these points. Instead of adding the residuals for all parameter values to the subspace we c…
This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach offers great flexibility in designing the basis for the approximation subspace, which can improve scalability in many computational environments. The resulting algorithms outperform the classic methods with minimal loss of accuracy. For model problems, numerical experiments show large advantages over MATLAB's optimized routines, including a $100 \times$ speedu…
The purpose of this article is to approximately compute the eigenvalues of the symmetric Dirichlet Laplacian within an interval $(0,Λ)$. A novel domain decomposition Ritz method, partition of unity condensed pole interpolation method, is proposed. This method can be used in distributed computing environments where communication is expensive, e.g., in clusters running on cloud computing services or networked workstations. The Ritz space is obtained from local subspaces consistent with a decomposition of the domain into subdomains. These local subspaces are constructed independently of each othe…
We propose an eigensolver and the corresponding package, GCGE, for solving large scale eigenvalue problems. This method is the combination of damping idea, subspace projection method and inverse power method with dynamic shifts. To reduce the dimensions of projection subspaces, a moving mechanism is developed when the number of desired eigenpairs is large. The numerical methods, implementing techniques and the structure of the package are presented. Plenty of numerical results are provided to demonstrate the efficiency, stability and scalability of the concerned eigensolver and the package GCG…
Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new theoretical bounds on the performance of randomized block Krylov subspace methods for these problems. For matrices with polynomial spectral decay, the randomized block Krylov method can obtain an accurate spectral norm estimate using only a constant number of steps (that depends on the decay rate and the accuracy). Furthermore, the analysis reveals that the behavio…
