Optimal Convergence Rate of Self-Consistent Field Iteration for Solving Eigenvector-dependent Nonlinear Eigenvalue Problems

Abstract: We present a comprehensive convergence analysis for Self-Consistent Field (SCF) iteration to solve a class of nonlinear eigenvalue problems with eigenvector-dependency (NEPv). Using a tangent-angle matrix as an intermediate measure for approximation error, we establish new formulas for two fundamental quantities that optimally characterize the local convergence of the plain SCF: the local contraction factor and the local average contraction factor. In comparison with previously established results, new convergence rate estimates provide much sharper bounds on the convergence speed. As an application, we extend the convergence analysis to a popular SCF variant -- the level-shifted SCF. The effectiveness of the convergence rate estimates is demonstrated numerically for NEPv arising from solving the Kohn-Sham equation in electronic structure calculation and the Gross-Pitaevskii equation in the modeling of Bose-Einstein condensation.