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Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)



Localized spectrum slicing

Author: Lin Lin
Journal: Math. Comp. 86 (2017), 2345-2371
MSC (2010): Primary 65F60, 65F50, 65F15, 65N22
Published electronically: January 9, 2017
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Abstract: Given a sparse Hermitian matrix $ A$ and a real number $ \mu $, we construct a set of sparse vectors, each approximately spanned only by eigenvectors of $ A$ corresponding to eigenvalues near $ \mu $. This set of vectors spans the column space of a localized spectrum slicing (LSS) operator, and is called an LSS basis set. The sparsity of the LSS basis set is related to the decay properties of matrix Gaussian functions. We present a divide-and-conquer strategy with controllable error to construct the LSS basis set. This is a purely algebraic process using only submatrices of $ A$, and can therefore be applied to general sparse Hermitian matrices. The LSS basis set leads to sparse projected matrices with reduced sizes, which allows the projected problems to be solved efficiently with techniques using sparse linear algebra. As an example, we demonstrate that the LSS basis set can be used to solve interior eigenvalue problems for a discretized second order partial differential operator in one-dimensional and two-dimensional domains, as well as for a matrix of general sparsity pattern.

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Additional Information

Lin Lin
Affiliation: Department of Mathematics, University of California Berkeley and Computational Research Division, Lawrence Berkeley National Laboratory, Berkeley, California 94720

Keywords: Spectrum slicing, localization, decay properties, basis set, interior eigenvalue problem
Received by editor(s): November 20, 2014
Received by editor(s) in revised form: October 10, 2015, and March 16, 2016
Published electronically: January 9, 2017
Article copyright: © Copyright 2017 American Mathematical Society

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