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We discuss the usage and applicability of deflation methods for the overlap lattice Dirac operator, focussing on calculating the eigenvalues using a method similar to the eigCG algorithm used for other Dirac operators. The overlap operator,…

High Energy Physics - Lattice · Physics 2016-05-04 Nigel Cundy , Weonjong Lee

This paper is concerned with the convergence analysis of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for the extreme eigenvalue of a Hermitian matrix polynomial which admits some extended…

Numerical Analysis · Mathematics 2023-03-03 Peter Benner , Xin Liang

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

Optimization and Control · Mathematics 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…

Numerical Analysis · Mathematics 2022-10-04 Tim W. Reid , Ilse C. F. Ipsen , Jon Cockayne , Chris J. Oates

This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…

Numerical Analysis · Mathematics 2025-10-16 Chahat Ahuja , Partha Chowdhury , Subhashree Mohapatra

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for…

Numerical Analysis · Mathematics 2015-12-29 Ruipeng Li , Yuanzhe Xi , Eugene Vecharynski , Chao Yang , Yousef Saad

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is widely used to compute eigenvalues of large sparse symmetric matrices. The algorithm can suffer from numerical instability if it is not implemented with care. This is…

Numerical Analysis · Mathematics 2018-10-05 Jed A. Duersch , Meiyue Shao , Chao Yang , Ming Gu

Solving eigenproblem of the Laplacian matrix of a fully connected weighted graph has wide applications in data science, machine learning, and image processing, etc. However, this is very challenging because it involves expensive matrix…

Quantum Physics · Physics 2022-05-31 Hai-Ling Liu , Su-Juan Qin , Lin-Chun Wan , Chao-Hua Yu , Shi-Jie Pan , Fei Gao , Qiao-Yan Wen

Quantum algorithms are still challenging to solve linear systems of equations on real devices. This challenge arises from the need for deep circuits and numerous ancilla qubits. We introduce the quantum conjugate gradient (QCG) method using…

Quantum Physics · Physics 2024-04-16 Kiichiro Toyoizumi , Kaito Wada , Naoki Yamamoto , Kazuo Hoshino

This study is mainly focused on iterative solutions to shifted linear systems arising from a Quantum Chromodynamics (QCD) problem. To solve such system efficiently, we explore a kind of shifted QMRCGstab (SQMRCGstab) methods, which is…

Numerical Analysis · Mathematics 2013-05-27 Jing Meng , Pei-yong Zhu , Hou-Biao Li

Laplacian matrices of graphs arise in large-scale computational applications such as machine learning; spectral clustering of images, genetic data and web pages; transportation network flows; electrical resistor circuits; and elliptic…

Numerical Analysis · Mathematics 2011-08-02 Oren E. Livne , Achi Brandt

We consider three mathematically equivalent variants of the conjugate gradient (CG) algorithm and how they perform in finite precision arithmetic. It was shown in [{\em Behavior of slightly perturbed Lanczos and conjugate-gradient…

Numerical Analysis · Computer Science 2021-07-19 Anne Greenbaum , Hexuan Liu , Tyler Chen

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…

Optimization and Control · Mathematics 2023-05-30 Yurii Nesterov , Anton Rodomanov

A simple alternative to the conjugate gradient(CG) method is presented; this method is developed as a special case of the more general iterated Ritz method (IRM) for solving a system of linear equations. This novel algorithm is not based on…

Numerical Analysis · Computer Science 2019-03-28 Josip Dvornik , Damir Lazarevic , Antonia Jaguljnjak Lazarevic , Marija Demsic

The paper discusses the efficiency of the classical BiCGStab method and several of its modifications for solving systems with multiple right-hand side vectors. These iterative methods are widely used for solving systems with large sparse…

Numerical Analysis · Mathematics 2019-12-17 Boris Krasnopolsky

In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…

Numerical Analysis · Mathematics 2016-01-21 Xian-Ming Gu , Bruno Carpentieri , Ting-Zhu Huang , Jing Meng

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

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

We consider the task of computing solutions of linear systems that only differ by a shift with the identity matrix as well as linear systems with several different right hand sides. In the past Krylov subspace methods have been developed…

High Energy Physics - Lattice · Physics 2012-05-03 Sebastian Birk , Andreas Frommer