A randomized Jacobi-Davidson method is introduced that replaces this orthogonalization with a much cheaper randomized orthogonalization process, which requires no inner products involving full-dimensional vectors and matches the reliability of classical Jacobi-Davidson while reducing orthogonalization cost.
L. Grigori, Taejun Park, Igor Simunec· 0 citations
Principal component analysis (PCA) is a fundamental tool to reduce the dimensionality of the data in many applications. PCA finds a few signal directions that contain most of the variability of the data by computing the eigenvectors of the sample covariance matrix. In this work, we focus on the spiked covariance model,...
Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa et al.· 0 citations
Iterative diagonalization is the dominant cost of plane-wave density-functional theory (DFT), with search-space orthogonalization scaling particularly quickly with problem size and the number of target states. We present a randomized block Davidson-type eigensolver that replaces Euclidean orthogonalization with randomi...
Moritz Gubler, Taejun Park, Augustin Bussy et al.· 1 citation
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