Scholarly Works, Mathematics

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Browsing Scholarly Works, Mathematics by Author "Ahuja, Kapil"

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    Improved scaling for quantum monte carlo on insulators
    Ahuja, Kapil; Clark, Bryan K.; de Sturler, Eric; Ceperley, David M.; Kim, Jeongnim (Siam Publications, 2011)
    Quantum Monte Carlo (QMC) methods are often used to calculate properties of many body quantum systems. The main cost of many QMC methods, for example, the variational Monte Carlo (VMC) method, is in constructing a sequence of Slater matrices and computing the ratios of determinants for successive Slater matrices. Recent work has improved the scaling of constructing Slater matrices for insulators so that the cost of constructing Slater matrices in these systems is now linear in the number of particles, whereas computing determinant ratios remains cubic in the number of particles. With the long term aim of simulating much larger systems, we improve the scaling of computing the determinant ratios in the VMC method for simulating insulators by using preconditioned iterative solvers. The main contribution of this paper is the development of a method to efficiently compute for the Slater matrices a sequence of preconditioners that make the iterative solver converge rapidly. This involves cheap preconditioner updates, an effective reordering strategy, and a cheap method to monitor instability of incomplete LU decomposition with threshold and pivoting (ILUTP) preconditioners. Using the resulting preconditioned iterative solvers to compute determinant ratios of consecutive Slater matrices reduces the scaling of QMC algorithms from O(n3) per sweep to roughly O(n2), where n is the number of particles, and a sweep is a sequence of n steps, each attempting to move a distinct particle. We demonstrate experimentally that we can achieve the improved scaling without increasing statistical errors. Our results show that preconditioned iterative solvers can dramatically reduce the cost of VMC for large(r) systems.
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    Recycling BICG with an application to model reduction
    Ahuja, Kapil; de Sturler, Eric; Gugercin, Serkan; Chang, Eun R. (Siam Publications, 2012)
    Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only a few Lanczos vectors, using the biconjugate gradient method (BiCG) to solve dual linear systems has advantages for specific applications. For example, using BiCG to solve the dual linear systems arising in interpolatory model reduction provides a backward error formulation in the model reduction framework. Using BiCG to evaluate bilinear forms-for example, in quantum Monte Carlo (QMC) methods for electronic structure calculations-leads to a quadratic error bound. Since our focus is on sequences of dual linear systems, we introduce recycling BiCG, a BiCG method that recycles two Krylov subspaces from one pair of dual linear systems to the next pair. The derivation of recycling BiCG also builds the foundation for developing recycling variants of other bi-Lanczos based methods, such as CGS, BiCGSTAB, QMR, and TFQMR. We develop an augmented bi-Lanczos algorithm and a modified two-term recurrence to include recycling in the iteration. The recycle spaces are approximate left and right invariant subspaces corresponding to the eigenvalues closest to the origin. These recycle spaces are found by solving a small generalized eigenvalue problem alongside the dual linear systems being solved in the sequence. We test our algorithm in two application areas. First, we solve a discretized partial differential equation (PDE) of convection-diffusion type. Such a problem provides well-known test cases that are easy to test and analyze further. Second, we use recycling BiCG in the iterative rational Krylov algorithm (IRKA) for interpolatory model reduction. IRKA requires solving sequences of slowly changing dual linear systems. We analyze the generated recycle spaces and show up to 70% savings in iterations. For our model reduction test problem, we show that solving the problem without recycling leads to (about) a 50% increase in runtime.