Related papers: Block Iterative Eigensolvers for Sequences of Corr…
Several fundamental tasks in data science rely on computing an extremal eigenspace of size $r \ll n$, where $n$ is the underlying problem dimension. For example, spectral clustering and PCA both require the computation of the leading…
A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…
Shell-model calculations play a key role in elucidating various properties of nuclei. In general, those studies require a huge number of calculations to be repeated for parameter calibration and quantifying uncertainties. To reduce the…
The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…
Some puzzles which arise in matrix models with multiple cuts are presented. They are present in the smoothed eigenvalue correlators of these models. First a method is described to calculate smoothed eigenvalue correlators in random matrix…
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding critical points of a quadratic function…
Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…
The eigenvector-eigenvalue identity relates the eigenvectors of a Hermitian matrix to its eigenvalues and the eigenvalues of its principal submatrices in which the jth row and column have been removed. We show that one-dimensional arrays of…
We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…
Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…
We investigate the scattering of scalar plane waves in two dimensions by a heterogeneous layer that is periodic in the direction parallel to its boundary. On describing the layer as a union of periodic laminae, we develop a solution of the…
The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for {\em ab initio} electronic structure…
One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…
In latest years, several advancements have been made in symbolic-numerical eigenvalue techniques for solving polynomial systems. In this article, we add to this list. We design an algorithm which solves systems with isolated solutions…
Circulant preconditioners are commonly used to accelerate the rate of convergence of iterative methods when solving linear systems of equations with a Toeplitz matrix. Block extensions that can be applied when the system has a block…
Let $\left( X,\left\Vert \cdot\right\Vert_{X}\right) $ and $\left( Y,\left\Vert \cdot\right\Vert_{Y}\right) $ be Banach spaces over $\mathbb{R},$ with $X$ uniformly convex and compactly embedded into $Y.$ The inverse iteration method is…
We introduce a framework for repurposing error estimators for source problems to compute an estimator for the gap between eigenspaces and their discretizations. Of interest are eigenspaces of finite clusters of eigenvalues of unbounded…
Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…
A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…
We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…