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In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the "eigenvalues" of the decision variable. Here, by making use of the FTvN systems framework introduced by…

Optimization and Control · Mathematics 2024-07-19 Masaru Ito , Bruno F. Lourenço

In this paper, an inexact Newton method for solving real-valued nonlinear eigenvalue problems with eigenvector dependency (NEPv) is introduced that is able to solve the problem on a matrix level. Our main contribution is to derive a variant…

Numerical Analysis · Mathematics 2024-09-04 Tom Werner

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…

Numerical Analysis · Mathematics 2024-12-04 G. Ferrandi , M. E. Hochstenbach , M. R. Oliveira

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

Matrix exponential discriminant analysis (EDA) is a generalized discriminant analysis method based on matrix exponential. It can essentially overcome the intrinsic difficulty of small sample size problem that exists in the classical linear…

Numerical Analysis · Mathematics 2015-12-22 Gang Wu , Ting-ting Feng , Li-jia Zhang , Meng Yang

An efficient Krylov subspace algorithm for computing actions of the $\varphi$ matrix function for large matrices is proposed. This matrix function is widely used in exponential time integration, Markov chains and network analysis and many…

Numerical Analysis · Mathematics 2020-10-20 Mike A. Botchev , Leonid A. Knizhnerman , Eugene E. Tyrtyshnikov

Solving dense Hermitian eigenproblems arranged in a sequence with direct solvers fails to take advantage of those spectral properties which are pertinent to the entire sequence, and not just to the single problem. When such features take…

Mathematical Software · Computer Science 2018-05-29 Jan Winkelmann , Paul Springer , Edoardo Di Napoli

Non-negative Matrix Factorization (NMF) asks to decompose a (entry-wise) non-negative matrix into the product of two smaller-sized nonnegative matrices, which has been shown intractable in general. In order to overcome this issue, the…

Data Structures and Algorithms · Computer Science 2019-07-15 Zhihuai Chen , Yinan Li , Xiaoming Sun , Pei Yuan , Jialin Zhang

We study the problem of building space-efficient, in-memory indexes for massive key-value datasets with highly skewed value distributions. This challenge arises in many data-intensive domains and is particularly acute in computational…

Data Structures and Algorithms · Computer Science 2026-03-27 David Torres Ramos , Vihan Lakshman , Chen Luo , Todd Treangen , Benjamin Coleman

This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…

Numerical Analysis · Mathematics 2016-01-08 Hai Bi , Hao Li , Yidu Yang

Spectral clustering approaches have led to well-accepted algorithms for finding accurate clusters in a given dataset. However, their application to large-scale datasets has been hindered by computational complexity of eigenvalue…

Machine Learning · Computer Science 2016-03-17 Shahzad Bhatti , Carolyn Beck , Angelia Nedic

Density Functional Theory (DFT) is widely used for atomistic simulations. However, its reach stays limited due to several limitations such as lack of accurate exchange-correlation functional, requirement of costly O(N 3) diagonalization…

Quantum Physics · Physics 2026-05-18 Namrata Manglani , Samrit Kumar Maity , Shashank Sharma , Soham Phulare , Sanjay Wandhekar

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

A second-order face-centred finite volume method (FCFV) is proposed. Contrary to the more popular cell-centred and vertex-centred finite volume (FV) techniques, the proposed method defines the solution on the faces of the mesh (edges in two…

Numerical Analysis · Mathematics 2019-11-12 Luan M Vieira , Matteo Giacomini , Ruben Sevilla , Antonio Huerta

In this paper, we propose an efficient numerical scheme for solving some large scale ill-posed linear inverse problems arising from image restoration. In order to accelerate the computation, two different hidden structures are exploited.…

Numerical Analysis · Mathematics 2024-12-20 Zixuan Chen , James Nagy , Yuanzhe Xi , Bo Yu

Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…

Data Structures and Algorithms · Computer Science 2025-12-10 V. Arvind , Srijan Chakraborty , Samir Datta , Asif Khan

Self-consistent field theory (SCFT) is one of the most widely-used framework in studying the equilibrium phase behaviors of inhomogenous polymers. For liquid crystalline polymeric systems, the main numerical challenges of solving SCFT…

Numerical Analysis · Mathematics 2024-09-16 Zhijuan He , Kai Jiang , Liwei Tan , Xin Wang

Estimating the eigenvalues of non-normal matrices is a foundational problem with far-reaching implications, from modeling non-Hermitian quantum systems to analyzing complex fluid dynamics. Yet, this task remains beyond the reach of standard…

Quantum Physics · Physics 2025-10-23 Yukun Zhang , Yusen Wu , Xiao Yuan