Learning-Guided Integration Contours Construction for Fast Large-Scale Generalized Eigensolvers

Abstract:Solving large-scale Generalized Eigenvalue Problems (GEPs) is a fundamental yet computationally prohibitive task in science and engineering. As a promising direction, contour integral (CI) methods offer an efficient and parallelizable framework. However, their performance is critically dependent on the selection of integration contours -- improper selection without reliable prior knowledge of eigenvalue distribution can incur significant computational overhead and compromise numerical accuracy. To address this challenge, we propose Deepcontour, a novel hybrid framework that integrates a deep learning-based spectral predictor with Kernel Density Estimation (KDE) for principled contour design. Specifically, Deepcontour utilizes its specialized Eigen-Neural-Operator (ENO) to provide rapid spectral distribution priors, driving a KDE module to automatically construct the optimized integration contours, which guide the CI solver to efficiently find the desired eigenvalues. Deepcontour achieves up to a 5.63x speedup across diverse scientific datasets while maintaining strict numerical rigor. By merging the predictive power of deep learning with the numerical rigor of classical solvers, this work establishes an efficient and robust paradigm for solving large-scale GEPs.

Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Numerical Analysis (math.NA)

arXiv:2511.01927 [cs.LG]

(or arXiv:2511.01927v2 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2511.01927 Focus to learn more arXiv-issued DOI via DataCite

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