Paper detail

Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems

This work is concerned with approximating the smallest eigenvalue of a parameter-dependent Hermitian matrix $A(μ)$ for many parameter values $μ\in \mathbb{R}^P$. The design of reliable and efficient algorithms for addressing this task is of importance in a variety of applications. Most notably, it plays a crucial role in estimating the error of reduced basis methods for parametrized partial differential equations. The current state-of-the-art approach, the so called Successive Constraint Method (SCM), addresses affine linear parameter dependencies by combining sampled Rayleigh quotients with linear programming techniques. In this work, we propose a subspace approach that additionally incorporates the sampled eigenvectors of $A(μ)$ and implicitly exploits their smoothness properties. Like SCM, our approach results in rigorous lower and upper bounds for the smallest eigenvalues on $D$. Theoretical and experimental evidence is given to demonstrate that our approach represents a significant improvement over SCM in the sense that the bounds are often much tighter, at negligible additional cost.