Trace-Penalty Minimization for Large-Scale Eigenspace Computation

@article{Wen2016TracePenaltyMF,
  title={Trace-Penalty Minimization for Large-Scale Eigenspace Computation},
  author={Zaiwen Wen and Chao Yang and Xin Liu and Yin Zhang},
  journal={Journal of Scientific Computing},
  year={2016},
  volume={66},
  pages={1175-1203}
}
In a block algorithm for computing relatively high-dimensional eigenspaces of large sparse symmetric matrices, the Rayleigh-Ritz (RR) procedure often constitutes a major bottleneck. Although dense eigenvalue calculations for subproblems in RR steps can be parallelized to a certain level, their parallel scalability, which is limited by some inherent sequential steps, is lower than dense matrix-matrix multiplications. The primary motivation of this paper is to develop a methodology that reduces… CONTINUE READING
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