Accurate Density of States Estimation: A Comparative Study

Abstract

We study density of states (DOS) estimation for large sparse real symmetric matrices by fitting the cumulative density of states (CDOS) and differentiating the fit. We use a stochastic Lanczos method to supply Ritz values and weights, which we average across Lanczos runs to construct CDOS midpoint data. Monotone piecewise-cubic interpolation of these data yields a smooth CDOS approximation that can be easily differentiated to yield a nonnegative, normalized, piecewise-quadratic DOS without requiring a Gaussian smoothing with a fixed bandwidth in its construction. We also consider approximating CDOS by using Gaussian-process regression (GPR) with single- and double-Gaussian covariance kernels, yielding an approximation with uncertainty information. DOS approximation is then obtained by analytic derivative of the GPR-based CDOS. Experiments on matrices from diverse scientific applications are performed to compare these estimators with Gaussian-broadened stochastic Lanczos and Jackson-damped kernel polynomial approximations. At a common Gaussian validation resolution, we use error measures that assess local discrepancies, integrated errors, and agreement in the overall spectral shape. The results demonstrate that the midpoint spline can produce accurate approximations to the DOS with relatively few matrix--vector products, supporting the use of cumulative interpolation as a practical DOS estimation.