Reference documentation for deal.II version Git 01fb814 2017-08-18 21:00:44 -0500
Utilities::LinearAlgebra Namespace Reference


template<typename OperatorType , typename VectorType >
double Lanczos_largest_eigenvalue (const OperatorType &H, const VectorType &v0, const unsigned int k, VectorMemory< VectorType > &vector_memory, std::vector< double > *eigenvalues=nullptr)
template<typename OperatorType , typename VectorType >
void Chebyshev_filter (VectorType &x, const OperatorType &H, const unsigned int n, const std::pair< double, double > unwanted_spectrum, const double tau, VectorMemory< VectorType > &vector_memory)

Detailed Description

A collection of linear-algebra utilities.

Function Documentation

template<typename OperatorType , typename VectorType >
double Utilities::LinearAlgebra::Lanczos_largest_eigenvalue ( const OperatorType &  H,
const VectorType &  v0,
const unsigned int  k,
VectorMemory< VectorType > &  vector_memory,
std::vector< double > *  eigenvalues = nullptr 

Estimate an upper bound for the largest eigenvalue of H by a k -step Lanczos process starting from the initial vector v0. Typical values of k are below 10. This estimator computes a k-step Lanczos decomposition \(H V_k=V_k T_k+f_k e_k^T\) where \(V_k\) contains k Lanczos basis, \(V_k^TV_k=I_k\), \(T_k\) is the tridiagonal Lanczos matrix, \(f_k\) is a residual vector \(f_k^TV_k=0\), and \(e_k\) is the k-th canonical basis of \(R^k\). The returned value is \( ||T_k||_2 + ||f_k||_2\). If eigenvalues is not nullptr, the eigenvalues of \(T_k\) will be written there.

vector_memory is used to allocate memory for temporary vectors. OperatorType has to provide vmult operation with VectorType.

This function implements the algorithm from

1 @Article{Zhou2006,
2  Title = {Self-consistent-field Calculations Using Chebyshev-filtered Subspace Iteration},
3  Author = {Zhou, Yunkai and Saad, Yousef and Tiago, Murilo L. and Chelikowsky, James R.},
4  Journal = {Journal of Computational Physics},
5  Year = {2006},
6  Volume = {219},
7  Pages = {172--184},
8 }
This function uses Lapack routines to compute the largest eigenvalue of \(T_k\).
This function provides an alternate estimate to that obtained from several steps of SolverCG with SolverCG<VectorType>::connect_eigenvalues_slot().
Denis Davydov, 2017
template<typename OperatorType , typename VectorType >
void Utilities::LinearAlgebra::Chebyshev_filter ( VectorType &  x,
const OperatorType &  H,
const unsigned int  n,
const std::pair< double, double >  unwanted_spectrum,
const double  tau,
VectorMemory< VectorType > &  vector_memory 

Apply Chebyshev polynomial of the operator H to x. For a non-defective operator \(H\) with a complete set of eigenpairs \(H \psi_i = \lambda_i \psi_i\), the action of a polynomial filter \(p\) is given by \(p(H)x =\sum_i a_i p(\lambda_i) \psi_i\), where \(x=: \sum_i a_i \psi_i\). Thus by appropriately choosing the polynomial filter, one can alter the eigenmodes contained in \(x\).

This function uses Chebyshev polynomials of first kind. Below is an example of polynomial \(T_n(x)\) of degree \(n=8\) normalized to unity at \(-1.2\).


By introducing a linear mapping \(L\) from unwanted_spectrum to \([-1,1]\), we can dump the corresponding modes in x. The higher the polynomial degree \(n\), the more rapid it grows outside of the \([-1,1]\). In order to avoid numerical overflow, we normalize polynomial filter to unity at tau. Thus, the filtered operator is \(p(H) = T_n(L(H))/T_n(L(\tau))\).

The action of the Chebyshev filter only requires evaluation of vmult() of H and is based on the recursion equation for Chebyshev polynomial of degree \(n\): \(T_{n}(x) = 2x T_{n-1}(x) - T_{n-2}(x)\) with \(T_0(x)=1\) and \(T_1(x)=x\).

vector_memory is used to allocate memory for temporary objects.

This function implements the algorithm (with a minor fix of sign of \(\sigma_1\)) from

1 @Article{Zhou2014,
2  Title = {Chebyshev-filtered subspace iteration method free of sparse diagonalization for solving the Kohn--Sham equation},
3  Author = {Zhou, Yunkai and Chelikowsky, James R and Saad, Yousef},
4  Journal = {Journal of Computational Physics},
5  Year = {2014},
6  Volume = {274},
7  Pages = {770--782},
8 }
If tau is equal to std::numeric_limits<double>::infinity(), no normalization will be performed.
Denis Davydov, 2017