Subspace Iteration for Nonsymmetric Eigenvalue Problems Applied to the λ-Eigenvalue Problem

The structure and reactions of light nuclei represent fundamental and formidable challenges for microscopic theory based on realistic strong interaction potentials. Several ab initio methods have now emerged that provide nearly exact solutions for some nuclear properties. The ab initio no core shell model (NCSM) and the no core full configuration (NCFC) method, frame this quantum many-particle problem as a large sparse matrix eigenvalue problem where one evaluates the Hamiltonian matrix in a basis space consisting of many-fermion Slater determinants and then solves for a set of the lowest eigenvalues and their associated eigenvectors. The resulting eigenvectors are employed to evaluate a set of experimental quantities to test the underlying potential. For fundamental problems of interest, the matrix dimension often exceeds 1010 and the number of nonzero matrix elements may saturate available storage on present-day leadership class facilities. We survey recent results and advances in solving this large sparse matrix eigenvalue problem. We also outline the challenges that lie ahead for achieving further breakthroughs in fundamental nuclear theory using these ab initio approaches.

The solutions of sparse eigenvalue problems and linear systems constitute one of the key computational kernels in the discretization of partial differential equations for the modeling of linear accelerators. The computational challenges faced by existing techniques for solving those sparse eigenvalue problems and linear systems call for continuing research to improve on the algorithms so that ever increasing problem size as required by the physics application can be tackled. Under the support of this award, the filter algorithm for solving large sparse eigenvalue problems was developed at Stanford to address the computational difficulties in the previous methods with the goal to enable accelerator simulations on then the world largest unclassified supercomputer at NERSC for this class of problems. Specifically, a new method, the Hemitian skew-Hemitian splitting method, was proposed and researched as an improved method for solving linear systems with non-Hermitian positive definite and semidefinite matrices.

This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial spectral transformation to accelerate convergence of the Lanczos method when computing eigenvalues within a desired interval. This method has proven particularly effective for eigenvalue problems that arise in electronic structure calculations and density functional theory. We compare our implementation against an equivalent CPU implementation and show that using the GPU can reduce the computation time by more than a factor of 10.Program SummaryProgram title: CuchebProgram Files doi:http://dx.doi.org/10.17632/rjr9tzchmh.1Licensing provisions: MITProgramming language: CUDA C/C++Nature of problem: Electronic structure calculations require the computation of all eigenvalue–eigenvector pairs of a symmetric matrix that lie inside a user-defined real interval.Solution method: To compute all the eigenvalues within a given interval a polynomial spectral transformation is constructed that maps the desired eigenvalues of the original matrix to the exterior of the spectrum of the transformed matrix. The Lanczos method is then used to compute the desired eigenvectors of the transformed matrix, which are then used to recover the desired eigenvalues of the original matrix. The bulk of the operations are executed in parallel using a graphics processing unit (GPU).Runtime: Variable, depending on the number of eigenvalues sought and the size and sparsity of the matrix.Additional comments: Cucheb is compatible with CUDA Toolkit v7.0 or greater.

Computing the full spectrum of large sparse palindromic quadratic eigenvalue problems arising from surface Green's function calculations

Dielectric waveguide formulations usually result in generalized eigenvalue problems which are non-Hermitian in nature. We solve this class of problems by a two stage process. In the first stage, a standard lumped eigenvalue problem is solved for a few eigenpairs of interest (usually the guided modes) by Arnoldi's method accelerated by Chebyshev polynomials. The solution is then refined for the actual unlumped generalised eigenvalue problem by using inflated inverse iteration. After the eigenvalues and eigenvectors have been calculated at the first point (preferably the highest frequency), the eigenpairs for the rest of the frequencies of interest are calculated for progressively smaller frequencies by inflated inverse iteration alone, using the eigenvectors of the last step as the initial guess. To demonstrate the efficacy of this method, we use a variational formulation for anisotropic, dielectric waveguides based only on the E/sub s/ components or only on the H/sub s/ components of the electromagnetic fields that was presented by Chew and Nasir (1989). In this formulation it was shown that due of the imposition of the divergence condition the spurious waveguide modes were eliminated.

Krylov subspace methods are widely used in scientific computing to solve large sparse linear systems and eigenvalue problems. Their performance bottleneck is often dominated by high-order matrix-power kernels (MPK), especially in polynomial preconditioners that must scale to millions or billions of variables. We present Diagonal Block MPK (DBMPK), a lightweight and parallel-friendly optimization that partitions the input matrix into diagonal blocks and off-diagonal regions. This design enables efficient intra-block data reuse and eliminates inter-block dependencies. It improves cache locality, parallelism, and reduces preprocessing overheads, compared to existing techniques. Our evaluation on x86 and Arm HPC platforms shows that DBMPK improves MPK performance by 26.6%-38.4%. When applied to polynomial preconditioners for linear systems and eigenvalue problems, it achieves consistent end-to-end speedups of 18.6%-34.0%, including in weak scaling tests on 128 nodes, demonstrating strong scalability and practical impact.

For computing the smallest eigenvalue and the corresponding eigenvector of a Hermitian matrix, by introducing a concept of perfect Krylov subspace, we propose a class of perfect Krylov subspace methods. For these methods, we prove their local, semilocal, and global convergence properties, and discuss their inexact implementations and preconditioning strategies. In addition, we use numerical experiments to demonstrate the convergence properties and exhibit the competitiveness of these methods with a few state-of-the art iteration methods such as Lanczos, rational Krylov sequence, and Jacobi-Davidson, when they are employed to solve large and sparse Hermitian eigenvalue problems.

Simulating numerically the sound radiation of rolling tires requires the solution of very large and sparse gyroscopic eigenvalue problems. Taking advantage of the automated multi– level substructuring (AMLS) method it can be projected to a much smaller gyroscopic problem, the solution of which however is still quite costly since the eigenmodes are non–real and complex arithmetic is necessary. This paper discusses the numerical solution of the AMLS approximation.

P_ARPACK is a parallel version of the ARPACK software. ARPACK is a package of Fortran 77 subroutines which implement the Implicitly Restarted Arnoldi Method used for solving large sparse eigenvalue problems. A parallel implementation of ARPACK is presented which is portable across a wide range of distributed memory platforms and requires minimal changes to the serial code. The communication layers used for message passing are the Basic Linear Algebra Communication Subprograms (BLACS) developed for the ScaLAPACK project and Message Passing Interface(MPI).

The solution of large eigenproblems is involved in many scientific and engineering applications when for instance, stability analysis is a concern. For large simulation in material physics or thermo-acoustics, the calculation can last for many hours on large parallel platforms. On future large-scale systems, the mean time between failures (MTBF) of the system is expected to decrease so that many faults could occur during the solution of large eigenproblems. Consequently, it becomes critical to design parallel eigensolvers that can survive faults. In that framework, we investigate the relevance of approaches relying on numerical techniques, which might be combined with more classical techniques for real large-scale parallel implementations. Because we focus on numerical remedies we do not consider parallel implementations nor parallel experiments but only numerical experiments. We assume that a separate mechanism ensures the fault detection and that a system layer provides support for setting back the environment (processes,. . .) in a running state. Once the system is in a running state, after a fault, our main objective is to provide robust resilient schemes so that the eigensolver may keep converging in the presence of the fault without restarting the calculation from scratch. For this purpose, we extend the interpolation-restart (IR) strategies initially introduced for the solution of linear systems in a previous work to the solution of eigenproblems in this paper. For a given numerical scheme, the IR strategies consist of extracting relevant spectral information from available data after a fault. After data extraction, a well-selected part of the missing data is regenerated through interpolation strategies to constitute a meaningful input to restart the numerical algorithm. One of the main features of this numerical remedy is that it does not require extra resources, i.e., computational unit or computing time, when no fault occurs. In this paper, we revisit a few state-of-the-art methods for solving large sparse eigenvalue problems namely the Arnoldi methods, subspace iteration methods and the Jacobi-Davidson method, in the light of our IR strategies. For each considered eigensolver, we adapt the IR strategies to regenerate as much spectral information as possible. Through extensive numerical experiments, we study the respective robustness of the resulting resilient schemes with respect to the MTBF and to the amount of data loss via qualitative and quantitative illustrations. 1. Introduction. The computation of eigenpairs (eigenvalues and eigenvectors) of large sparse matrices is involved in many scientific and engineering applications such as when stability analysis is a concern. To name a few, it appears in structural dynamics, thermodynamics, thermo-acoustics, quantum chemistry. With the permanent increase of the computational power of high performance computing (HPC) systems by using a larger and larger number of CPU cores or specialized processing units, HPC applications are increasingly prone to faults. To guarantee fault tolerance, two classes of strategies are required. One for the fault detection and the other for fault correction. Faults such as computational node crashes are obvious to detect while silent faults may be challenging to detect. To cope with silent faults, a duplication strategy is commonly used for fault detection [18, 39] by comparing the outputs, while triple modular redundancy (TMR) is used for fault detection and correction [34, 37]. However, the additional computational resources required by such replication strategies may represent a severe penalty. Instead of replicating computational resources, studies [7, 36] propose a time redundancy model for fault detection. It consists in repeating computation twice on the same resource. The advantage of time redundancy models is the flexibility at application level; software developers can indeed select only a set of critical instructions to protect. Recomputing only some instructions instead of the whole application lowers the time redundancy overhead [25]. In some numerical simulations, data naturally satisfy well defined mathematical properties. These properties can be efficiently exploited for fault detection through a periodical check of the numerical properties during computation [10]. Checkpoint/restart is the most studied fault recovery strategy in the context of HPC systems. The common checkpoint/restart scheme consists in periodically saving data onto a reliable storage device such as a remote disk. When a fault occurs, a rollback is performed to the point of the most recent and consistent checkpoint. According to the implemented checkpoint strategy, all processes

A note on the homotopy method for linear algebraic eigenvalue problems

Arbitrary-level coarse mesh finite difference acceleration with hierarchical coarsening in space and energy

The recently proposed iterative vector interaction (iVI) method for large Hermitian eigenvalue problems (Huang et al., J. Comput. Chem. 2017, 38, 2481) is extended to generalized eigenvalue problems, HC = SCE, with the metric S being either positive definite or not. Although, it works with a fixed-dimensional search subspace, iVI can converge quickly and monotonically from above to the exact exterior/interior roots. The algorithms are further specialized to nonrelativistic and relativistic time-dependent density functional theories (TD-DFT) by taking the orbital Hessian as the metric (i.e., the inverse TD-DFT eigenvalue problem) and incorporating explicitly the paired structure into the trial vectors. The efficacy of iVI-TD-DFT is demonstrated by various examples. © 2018 Wiley Periodicals, Inc.

Based on the hybrid numerical method (HNM) combining with a reduced-basis method (RBM), the real-time transient response of a functionally graded material (FGM) plates is obtained. The large eigenvalue problem in wavenumber domain has been solved through real-time off-line/on-line calculation. At off-line stage, a reduced-basis space is constructed in sample wavenumbers according to the solved eigenvalue problems. The matrices independent of parameters are projected onto the reduced-basis spaces. At on-line stage, the reduced eigenvalue problems of the arbitrary wavenumbers are built. Subsequently, the responses in wavenumber domain are obtained by the approximated eigen-pairs. Because of the application of RBM, the computational cost of transient displacement analysis of FGM plate is decreased significantly, while the accuracy of the solution and the physics of the structure are still retained. The efficiency and validity of the proposed method are demonstrated through a numerical example.

A number of numerical methods, including inverse iteration, method of successive linear problem and nonlinear Arnoldi algorithm, are studied in this paper to solve a large scale nonlinear eigenvalue problem arising from finite element analysis of resonant frequencies and external Q{sub e} values of a waveguide loaded cavity in the next-generation accelerator design. They present a nonlinear Rayleigh-Ritz iterative projection algorithm, NRRIT in short and demonstrate that it is the most promising approach for a model scale cavity design. The NRRIT algorithm is an extension of the nonlinear Arnoldi algorithm due to Voss. Computational challenges of solving such a nonlinear eigenvalue problem for a full scale cavity design are outlined.