Estimating the condition number of Chebyshev filtered vectors with application to the ChASE library
Edoardo Di Napoli, Xinzhe Wu

TL;DR
This paper introduces a method to estimate the condition number of Chebyshev filtered vectors efficiently, enabling adaptive QR-factorization choices in the ChASE library to improve performance without losing accuracy.
Contribution
It provides a novel, inexpensive approach to bound the condition number of Chebyshev filtered vectors and integrates this into the ChASE library for optimized QR-factorization.
Findings
The condition number can be accurately bounded with inexpensive estimates.
Adaptive QR-factorization improves performance of the ChASE library.
The method maintains the accuracy of eigenproblem solutions.
Abstract
Chebyshev filtered subspace iteration is a well-known algorithm for the solution of (symmetric/Hermitian) algebraic eigenproblems which has been implemented in several application codes~\cite{Kronik:2006ff, abinit:2020} or in stand alone libraries~\cite{ChASE}. An essential part of the algorithm is the QR-factorization of the array of vectors spanning the active subspace that have been filtered by the Chebyshev filter. Typically such an array has an a-priori unknown high condition number that directly influences the choice of QR-factorization algorithm. In this work we show how such condition number can be bound from above with precise and inexpensive estimates. We then proceed to use these estimates to implement a mechanism for the choice of QR-factorization in the ChASE library. We show how such mechanism enhance the performance of the library without compromising on its accuracy.
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Taxonomy
TopicsPolynomial and algebraic computation · Digital Filter Design and Implementation · Matrix Theory and Algorithms
