Localized inverse factorization

Abstract

Abstract We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the index set of $S$. The algorithm is a reformulation of recursive inverse factorization (Rubensson et al. (2008) Recursive inverse factorization. J. Chem. Phys., 128, 104105) but makes use of localized operations only. At each level of the recursion, the problem is cut into two subproblems and their solutions are combined using iterative refinement (Niklasson (2004) Iterative refinement method for the approximate factorization of a matrix inverse. Phys. Rev. B, 70, 193102) to give a solution to the original problem. The two subproblems can be solved in parallel without any communication and, using the localized formulation, the cost of combining their results is negligible compared to the overall cost for sufficiently large systems and appropriate partitions of the problem. We also present an alternative derivation of iterative refinement based on a sign matrix formulation, analyze the stability and propose a parameterless stopping criterion. We present bounds for the initial factorization error and the number of iterations in terms of the condition number of $S$ when the starting guess is given by the solution of the two subproblems in the binary recursion. These bounds are used in theoretical results for the decay properties of the involved matrices. We demonstrate the localization properties of our algorithm for matrices corresponding to nearest neighbor overlap on one-, two- and three-dimensional lattices, as well as basis set overlap matrices generated using the Hartree–Fock and Kohn–Sham density functional theory electronic structure program Ergo (Rudberg et al. (2018) Ergo: an open-source program for linear-scaling electronic structure. SoftwareX, 7, 107). We evaluate the parallel performance of our implementation based on the chunks and tasks programming model, showing that the proposed localization of the algorithm results in a dramatic reduction of communication costs.