Accelerating the weighted histogram analysis method by direct inversion in the iterative subspace.

The weighted histogram analysis method (WHAM) for free energy calculations is a valuable tool to produce free energy differences with the minimal errors. Given multiple simulations, WHAM obtains from the distribution overlaps the optimal statistical estimator of the density of states, from which the free energy differences can be computed. The WHAM equations are often solved by an iterative procedure. In this work, we use a well-known linear algebra algorithm which allows for more rapid convergence to the solution. We find that the computational complexity of the iterative solution to WHAM and the closely-related multiple Bennett acceptance ratio (MBAR) method can be improved by using the method of direct inversion in the iterative subspace. We give examples from a lattice model, a simple liquid and an aqueous protein solution.