Corpus ID: 8575527

Non-Linear Least-Squares Optimization of Rational Filters for the Solution of Interior Eigenvalue Problems

@article{Winkelmann2017NonLinearLO,
  title={Non-Linear Least-Squares Optimization of Rational Filters for the Solution of Interior Eigenvalue Problems},
  author={Jan Winkelmann and Edoardo Di Napoli},
  journal={ArXiv},
  year={2017},
  volume={abs/1704.03255}
}
Rational filter functions improve convergence of contour-based eigensolvers, a popular algorithm family for the solution of the interior eigenvalue problem. We present an optimization method of these rational filters in the Least-Squares sense. Our filters out-perform existing filters on a large and representative problem set, which we show on the example of FEAST. We provide a framework for (non-convex) weighted Least-Squares optimization of rational filter functions. To this end we discuss… Expand
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