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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 propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…

Methodology · Statistics 2020-06-29 Sungkyu Jung , Jeongyoun Ahn , Yongho Jeon

We present a high-performance solver for dense skew-symmetric matrix eigenvalue problems. Our work is motivated by applications in computational quantum physics, where one solution approach to solve the so-called Bethe-Salpeter equation…

Numerical Analysis · Mathematics 2020-06-05 Carolin Penke , Andreas Marek , Christian Vorwerk , Claudia Draxl , Peter Benner

Graph matching aims at finding the vertex correspondence between two unlabeled graphs that maximizes the total edge weight correlation. This amounts to solving a computationally intractable quadratic assignment problem. In this paper we…

Machine Learning · Statistics 2019-07-23 Zhou Fan , Cheng Mao , Yihong Wu , Jiaming Xu

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Machine Learning · Computer Science 2026-03-03 Difei Cheng , Qiao Hu

In this paper we propose and analyze an algorithm for identifying spectral gaps of a real symmetric matrix $A$ by simultaneously approximating the traces of spectral projectors associated with multiple different spectral slices. Our method…

Numerical Analysis · Mathematics 2025-09-09 Michele Benzi , Michele Rinelli , Igor Simunec

The solution of (generalized) eigenvalue problems for symmetric or Hermitian matrices is a common subtask of many numerical calculations in electronic structure theory or materials science. Solving the eigenvalue problem can easily amount…

Mathematical Software · Computer Science 2020-01-08 P. Kus , A. Marek , S. S. Koecher , H. -H. Kowalski , C. Carbogno , Ch. Scheurer , K. Reuter , M. Scheffler , H. Lederer

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

Finding fast yet accurate numerical solutions to the Helmholtz equation remains a challenging task. The pollution error (i.e. the discrepancy between the numerical and analytical wave number k) requires the mesh resolution to be kept fine…

Numerical Analysis · Mathematics 2021-02-24 Vandana Dwarka , Roel Tielen , Matthias Möller , Kees Vuik

In this paper, a novel $h$-adaptive isogeometric solver utilizing high-order hierarchical splines is proposed to solve the all-electron Kohn--Sham equation. In virtue of the smooth nature of Kohn--Sham wavefunctions across the domain,…

Computational Physics · Physics 2024-12-18 Tao Wang , Yang Kuang , Ran Zhang , Guanghui Hu

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

Low-rank adaptation (LoRA) has been demonstrated effective in reducing the trainable parameter number when fine-tuning a large foundation model (LLM). However, it still encounters computational and memory challenges when scaling to larger…

Computer Vision and Pattern Recognition · Computer Science 2025-02-11 Yixian Shen , Qi Bi , Jia-Hong Huang , Hongyi Zhu , Andy D. Pimentel , Anuj Pathania

A generalized skew-symmetric Lanczos bidiagonalization (GSSLBD) method is proposed to compute several extreme eigenpairs of a large matrix pair $(A,B)$, where $A$ is skew-symmetric and $B$ is symmetric positive definite. The underlying…

Numerical Analysis · Mathematics 2026-03-24 Jinzhi Huang

Approximating invariant subspaces of generalized eigenvalue problems (GEPs) is a fundamental computational problem at the core of machine learning and scientific computing. It is, for example, the root of Principal Component Analysis (PCA)…

Data Structures and Algorithms · Computer Science 2024-10-30 Aleksandros Sobczyk , Marko Mladenović , Mathieu Luisier

The numerical solution of eigenvalue problems is essential in various application areas of scientific and engineering domains. In many problem classes, the practical interest is only a small subset of eigenvalues so it is unnecessary to…

Numerical Analysis · Mathematics 2023-11-16 M. Ridwan Apriansyah , Rio Yokota

In this paper we propose a new iterative method to hierarchically compute a relatively large number of leftmost eigenpairs of a sparse symmetric positive matrix under the multiresolution operator compression framework. We exploit the…

Numerical Analysis · Mathematics 2018-06-28 Thomas Y. Hou , De Huang , Ka Chun Lam , Ziyun Zhang

We introduce a new algorithm for finding the eigenvalues and eigenvectors of Hermitian matrices within a specified region, based upon the LANSO algorithm of Parlett and Scott. It uses selective reorthogonalization to avoid the duplication…

High Energy Physics - Lattice · Physics 2015-06-12 Chris Johnson , A. D. Kennedy

The Laplace eigenvalue problem on circular sectors has eigenfunctions with corner singularities. Standard methods may produce suboptimal approximation results. To address this issue, a novel numerical algorithm that enhances standard…

Numerical Analysis · Mathematics 2025-05-16 Thomas Apel , Philipp Zilk

We propose sparseGeoHOPCA, a novel framework for sparse higher-order principal component analysis (SHOPCA) that introduces a geometric perspective to high-dimensional tensor decomposition. By unfolding the input tensor along each mode and…

Numerical Analysis · Mathematics 2025-06-11 Renjie Xu , Chong Wu , Maolin Che , Zhuoheng Ran , Yimin Wei , Hong Yan

We use spherical cap harmonic (SCH) basis functions to analyse and reconstruct the morphology of scanned genus-0 rough surface patches with open edges. We first develop a novel one-to-one conformal mapping algorithm with minimal area…

Graphics · Computer Science 2024-03-14 Mahmoud Shaqfa , Gary P. T. Choi , Katrin Beyer
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