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The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…

Numerical Analysis · Mathematics 2024-11-07 Michael Stewart

We introduce an eigenvalue-preserving transformation algorithm from the generalized eigenvalue problem by matrix pencil of the upper and the lower bidiagonal matrices into a standard eigenvalue problem while preserving sparsity, using the…

Numerical Analysis · Mathematics 2025-05-06 Katsuki Kobayashi , Kazuki Maeda , Satoshi Tsujimoto

To understand the solution of a linear, time-invariant differential-algebraic equation, one must analyze a matrix pencil (A,E) with singular E. Even when this pencil is stable (all its finite eigenvalues fall in the left-half plane), the…

Numerical Analysis · Mathematics 2017-06-29 Mark Embree , Blake Keeler

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad

Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…

Statistics Theory · Mathematics 2024-05-13 Duc Nguyen , Anderson Ye Zhang

We consider a pencil of matrix Sturm-Liouville operators on a finite interval. We study properties of its spectral characteristics and inverse problems that consist in recovering of the pencil by the spectral data: eigenvalues and…

Spectral Theory · Mathematics 2015-09-22 Natalia Bondarenko

We present an unconditionally stable algorithm for applying matrix transfer function of a linear time invariant system (LTI) in time domain. The state matrix of an LTI system used for modeling long range dependencies in state space models…

Numerical Analysis · Mathematics 2025-04-14 Gregory Beylkin

We focus on an alignment-free method to estimate the underlying signal from a large number of noisy randomly shifted observations. Specifically, we estimate the mean, power spectrum, and bispectrum of the signal from the observations. Since…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Hua Chen , Mona Zehni , Zhizhen Zhao

The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…

Numerical Analysis · Mathematics 2017-10-23 Howard C. Elman , David J. Silvester

This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…

Numerical Analysis · Mathematics 2025-05-29 James Demmel , Ioana Dumitriu , Ryan Schneider

Recently a novel family of eigensolvers, called spectral indicator methods (SIMs), was proposed. Given a region on the complex plane, SIMs first compute an indicator by the spectral projection. The indicator is used to test if the region…

Numerical Analysis · Mathematics 2020-06-30 Ruihao Huang , Jiguang Sun , Chao Yang

Considering a linearly ordered set, we introduce its symmetric version, and endow it with two operations extending supremum and infimum, so as to obtain an algebraic structure close to a commutative ring. We show that imposing symmetry…

Discrete Mathematics · Computer Science 2007-11-16 Michel Grabisch

We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…

Numerical Analysis · Mathematics 2024-12-11 James Demmel , Ioana Dumitriu , Ryan Schneider

We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…

Quantum Physics · Physics 2017-04-05 A. Steffens , P. Rebentrost , I. Marvian , J. Eisert , S. Lloyd

Linear scaling density matrix methods typically do not provide individual eigenvectors and eigenvalues of the Fock/Kohn-Sham matrix, so additional work has to be performed if they are needed. Spectral transformation techniques facilitate…

Computational Physics · Physics 2018-01-15 Anastasia Kruchinina , Elias Rudberg , Emanuel H. Rubensson

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

Quantum Physics · Physics 2024-11-07 Dong An , Andrew M. Childs , Lin Lin , Lexing Ying

We develop and analyze a fault-tolerant quantum algorithm for computing $n$-th order response properties necessary for analysis of non-linear spectroscopies of molecular and condensed phase systems. We use a semi-classical description in…

Quantum Physics · Physics 2024-04-23 Tyler Kharazi , Torin F. Stetina , Liwen Ko , Guang Hao Low , K. Birgitta Whaley
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