SLIDE 8 BERKELE LEY LA LAB
Of Office of Sc Scienc ence 8
Shi Shift-In Invert rt Spectru trum Slicing Tra rades Diagonalizati tion for Li Linear System Solves
! " = " − %& '( ∶ * +,
%( %-
Input : Symmetric F ∈ RN×N, shift partition {j}ns
j=1, number of
desired eigenpairs M, basis dimension K, and max iteration niter. Output: Eigenvectors C ∈ RN×M, and eigenvalues E ∈ RM×M.
1 Distribute work over j. 2 for j assigned to this execution context do 3
Form initial guess Vj ∈ RN×K
4
Factorize (F − jI) (TRF) for i = 1 : niter do
5
Vj ← (F − jI)−1Vj (TRS)
6
Vj ← orth(Vj) (CholQR) end
7
(Vj, Ej,~ ri) ← RayleighRitz(F, Vj) (RR) end
8 (C, E) ← DistValidate({(Vj, Ej,~
rj)})
DBWY, et al. arXiv:1908.06043