论文标题
基于Chebyshev的盛宴SVDSOLVER - 用于计算大型矩阵的部分单数三联的杰克逊系列
A FEAST SVDsolver based on Chebyshev--Jackson series for computing partial singular triplets of large matrices
论文作者
论文摘要
盛宴的特定量扩展到了在给定间隔中具有奇异值的大矩阵$ a $的单数三联体的计算。由此产生的盛宴SVDSolver是在给定间隔中与所需的单数值相对应的$ a^ta $的近似光谱投影仪的子空间迭代,并构造了与所需的单数值相对应的左右近似左右的单数值,预计$ a $ a $被预计将获得Ritz近似值。与常用的基于轮廓积分的盛宴求解器不同,我们提出了一种可靠的替代方案,该替代方案通过使用Chebyshev-Jackson多项式系列来构建近似光谱投影仪,该级别是对称的正性半定义,其特征值是$ [0,1] $。我们证明了该系列的重点收敛,并给出了与确切的光谱投影仪相对应的阶段误差的紧凑估计。我们提供了近似光谱投影仪的误差范围,并为所需的单一三联体数量的数量提供了可靠的估计,在最终的盛宴SVDSolver上建立了许多收敛结果,并提出了用于确定串联度量和可靠确定子空间维度的实用选择策略。求解器及其结果直接适用或适用于实际对称和复杂的遗传学特征值问题。数值实验表明,当所需的奇异值分别是极端和内部时,我们的盛宴SVDSolver至少具有竞争力,并且比基于轮廓积分的盛宴SVDSolver更有效,而且它也比后者更强大。
The FEAST eigensolver is extended to the computation of the singular triplets of a large matrix $A$ with the singular values in a given interval. The resulting FEAST SVDsolver is subspace iteration applied to an approximate spectral projector of $A^TA$ corresponding to the desired singular values in a given interval, and constructs approximate left and right singular subspaces corresponding to the desired singular values, onto which $A$ is projected to obtain Ritz approximations. Differently from a commonly used contour integral-based FEAST solver, we propose a robust alternative that constructs approximate spectral projectors by using the Chebyshev--Jackson polynomial series, which are symmetric positive semi-definite with the eigenvalues in $[0,1]$. We prove the pointwise convergence of this series and give compact estimates for pointwise errors of it and the step function that corresponds to the exact spectral projector. We present error bounds for the approximate spectral projector and reliable estimates for the number of desired singular triplets, establish numerous convergence results on the resulting FEAST SVDsolver, and propose practical selection strategies for determining the series degree and for reliably determining the subspace dimension. The solver and results on it are directly applicable or adaptable to the real symmetric and complex Hermitian eigenvalue problem. Numerical experiments illustrate that our FEAST SVDsolver is at least competitive with and is much more efficient than the contour integral-based FEAST SVDsolver when the desired singular values are extreme and interior ones, respectively, and it is also more robust than the latter.