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On Truly Block Eigensolvers via Riemannian Optimization

机译:基于黎曼优化的真正块本征求解器

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We study theoretical properties of block solvers for the eigenvalue problem. Despite a recent surge of interest in such eigensolver analysis, truly block solvers have received relatively less attention, in contrast to the majority of studies concentrating on vector versions and non-truly block versions that rely on the deflation strategy. In fact, truly block solvers are more widely deployed in practice by virtue of its simplicity without compromise on accuracy. However, the corresponding theoretical analysis remains inadequate for first-order solvers, as only local and k-th gap-dependent rates of convergence have been established thus far. This paper is devoted to revealing significantly better or as-yet-unknown theoretical properties of such solvers. We present a novel convergence analysis in a unified framework for three types of first-order Riemannian solvers, i.e., deterministic, vanilla stochastic, and stochastic with variance reduction, that are to find top-k eigenvectors of a real symmetric matrix, in full generality. In particular, the issue of zero gaps between eigenvalues, to the best of our knowledge for the first time, is explicitly considered for these solvers, which brings new understandings, e.g., the dependence of convergence on gaps other than the k-th one. We thus propose the concept of generalized k-th gap. Three types of solvers are proved to converge to a globally optimal solution at a global, generalized k-th gap-dependent, and linear or sub-linear rate.
机译:我们研究特征值问题的块求解器的理论特性。尽管最近对这种本征求解器分析的兴趣激增,但与大多数研究依赖于放气策略的矢量版本和非真实块版本相比,真正的块求解器受到的关注相对较少。实际上,真正的块求解器凭借其简单性而在实践中得到了更广泛的应用,而不会影响准确性。但是,由于到目前为止只建立了局部和第k个间隙相关的收敛速度,因此对于一阶求解器来说,相应的理论分析仍然不够。本文致力于揭示这种求解器的明显更好的或尚未知的理论特性。我们在统一的框架中针对三种类型的一阶黎曼求解器(即确定性,香草随机和具有方差减少的随机)提出了一种新颖的收敛性分析,以全面地找到实对称矩阵的前k个特征向量。特别是,据我们所知,首次将特征值之间零间隙的问题明确考虑用于这些求解器,这带来了新的理解,例如收敛对除第k个以外的间隙的依赖性。因此,我们提出了广义第k个间隙的概念。证明了三种类型的求解器可以以全局,广义第k个与间隙相关的线性或次线性速率收敛到全局最优解。

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