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The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…

Computational Physics · Physics 2023-08-09 Ryan M. Zbikowski , Calvin W. Johnson

The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…

Numerical Analysis · Mathematics 2024-08-20 Jinzhi Huang , Zhongxiao Jia

A deflated and restarted Lanczos algorithm to solve hermitian linear systems, and at the same time compute eigenvalues and eigenvectors for application to multiple right-hand sides, is described. For the first right-hand side, eigenvectors…

High Energy Physics - Lattice · Physics 2010-01-21 Abdou M. Abdel-Rehim , Ronald B. Morgan , Dywayne Nicely , Walter Wilcox

Partitioning a graph into three pieces, with two of them large and connected, and the third a small ``separator'' set, is useful for improving the performance of a number of combinatorial algorithms. This is done using the second…

Numerical Analysis · Mathematics 2025-10-20 David De Wit

We propose a tridiagonalization approach for non-Hermitian random matrices and Hamiltonians using singular value decomposition (SVD). This technique leverages the real and non-negative nature of singular values, bypassing the complex…

Quantum Physics · Physics 2025-03-05 Pratik Nandy , Tanay Pathak , Zhuo-Yu Xian , Johanna Erdmenger

In clustering we normally output one cluster variable for each datapoint. However it is not necessarily the case that there is only one way to partition a given dataset into cluster components. For example, one could cluster objects by…

Machine Learning · Computer Science 2019-12-05 Matthew Willetts , Stephen Roberts , Chris Holmes

We present a GPU implementation of the finite-temperature Lanczos method (FTLM) for Heisenberg spin Hamiltonians that targets workstation hardware rather than distributed-memory clusters. The Hamiltonian action is evaluated matrix-free in a…

Strongly Correlated Electrons · Physics 2026-05-27 Shadan Ghassemi Tabrizi , Thomas D. Kühne

The reduced density matrix is variationally optimized for the two-dimensional Hubbard model. Exploiting all symmetries present in the system, we have been able to study $6\times6$ lattices at various fillings and different values for the…

Strongly Correlated Electrons · Physics 2014-03-14 Brecht Verstichel , Ward Poelmans , Stijn De Baerdemacker , Sebastian Wouters , Dimitri Van Neck

Singular value decomposition (SVD) is widely used in wireless systems, including multiple-input multiple-output (MIMO) processing and dimension reduction in distributed MIMO (D-MIMO). However, the iterative nature of decomposition methods…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Sijia Cheng , Liang Liu , Ove Edfors , Juan Vidal Alegria

We show that any randomized first-order algorithm which minimizes a $d$-dimensional, $1$-Lipschitz convex function over the unit ball must either use $\Omega(d^{2-\delta})$ bits of memory or make $\Omega(d^{1+\delta/6-o(1)})$ queries, for…

Data Structures and Algorithms · Computer Science 2023-06-23 Xi Chen , Binghui Peng

The Lanczos method is a fast and memory-efficient algorithm for solving large-scale symmetric eigenvalue problems. However, its rapid convergence can deteriorate significantly when computing clustered eigenvalues due to a lack of cluster…

Numerical Analysis · Mathematics 2025-07-15 Nian Shao

Recent work found that an analysis formalism based on the Lanczos algorithm allows energy levels to be extracted from Euclidean correlation functions with faster ground-state convergence than effective masses, convergent estimators for…

High Energy Physics - Lattice · Physics 2025-09-12 Daniel C. Hackett , Michael L. Wagman

The Lanczos method with implicit restarting is one of the most popular methods for finding a few exterior eigenpairs of a large symmetric matrix $A$. Usually based on polynomial filtering, restarting is crucial to limit memory and the cost…

Numerical Analysis · Mathematics 2026-02-25 Angelo A. Casulli , Daniel Kressner , Nian Shao

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

We parallelize density-matrix renormalization group to directly extend it to 2-dimensional ($n$-leg) quantum lattice models. The parallelization is made mainly on the exact diagonalization for the superblock Hamiltonian since the part…

Strongly Correlated Electrons · Physics 2007-07-03 S. Yamada , M. Okumura , M. Machida

The Hubbard model has often been studied with exact diagonalization (ED). This impurity solver is fundamentally limited by the exponential scaling of the Fock space. To address this problem, we introduce Monte Carlo diagonalization. Using a…

Strongly Correlated Electrons · Physics 2025-09-30 B. Bernard , M. Charlebois

Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…

Strongly Correlated Electrons · Physics 2011-02-17 Pierre Carrier , Jok M. Tang , Yousef Saad , James K. Freericks

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…

Numerical Analysis · Mathematics 2007-06-13 Olaf Schenk , Matthias Bollhoefer , Rudolf A. Roemer

We present an algorithm that uses block encoding on a quantum computer to exactly construct a Krylov space, which can be used as the basis for the Lanczos method to estimate extremal eigenvalues of Hamiltonians. While the classical Lanczos…

Quantum Physics · Physics 2023-05-24 William Kirby , Mario Motta , Antonio Mezzacapo

We present a comparative study of the application of modern eigenvalue algorithms to an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for the large,…

Computational Physics · Physics 2020-05-04 U. Elsner , V. Mehrmann , F. Milde , R. A. Roemer , M. Schreiber