Related papers: A note on Sylvester-type equations
We study the stable matching problem in non-bipartite graphs with incomplete but strict preference lists, where the edges have weights and the goal is to compute a stable matching of minimum or maximum weight. This problem is known to be…
A popular method for solving large sparse regular eigenvalue problem is the shift-and-invert Arnoldi method. This paper aims to use the method for large sparse singular pencils. In three recent papers, {\em Hochstenbach, Mehl, and…
In the mathematically rigorous analysis of semiclassical Einstein's equations, the renormalisation of the stress-energy tensor plays a crucial role. We address such a topic in the case of a scalar field with both arbitrary mass and coupling…
A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some…
We propose a contour integral-based algorithm for computing a few singular values of a matrix or a few generalized singular values of a matrix pair. Mathematically, the generalized singular values of a matrix pair are the eigenvalues of an…
We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…
The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…
We propose a new method to solve the eigen-value problem with a two-center single-particle potential. This method combines the usual matrix diagonalization with the method of separable representation of a two-center potential, that is, an…
We consider the eigenvalues and eigenvectors of an axisymmetric matrix$A$ with some special structures. We propose S-Oja-Brockett equation $\frac{dX}{dt}=AXB-XBX^TSAX,$ where $X(t) \in {\mathbb R}^{n \times m}$ with $m \leq n$, $S$ is a…
Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…
We study an interplay between delay and discontinuous hysteresis in dynamical systems. After having established existence and uniqueness of solutions, we focus on the analysis of stability of periodic solutions. The main object we study is…
In this paper, we discuss a general approach to find periodic solutions bifurcating from equilibrium points of classical Vlasov systems. The main access to the problem is chosen through the Hamiltonian representation of any Vlasov system,…
We present an algorithm for the solution of Sylvester equations with right-hand side of low rank. The method is based on projection onto a block rational Krylov subspace, with two key contributions with respect to the state-of-the-art.…
In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…
Linearization is a standard method in the computation of eigenvalues and eigenvectors of matrix polynomials. In the last decade a variety of linearization methods have been developed in order to deal with algebraic structures and in order…
The T-congruence Sylvester equation is the matrix equation $AX+X^{\mathrm{T}}B=C$, where $A\in\mathbb{R}^{m\times n}$, $B\in\mathbb{R}^{n\times m}$, and $C\in\mathbb{R}^{m\times m}$ are given, and $X\in\mathbb{R}^{n\times m}$ is to be…
In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…
This paper studies tensor eigenvalue complementarity problems. Basic properties of standard and complementarity tensor eigenvalues are discussed. We formulate tensor eigenvalue complementarity problems as constrained polynomial…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
The standard way of solving the polynomial eigenvalue problem associated with a matrix polynomial is to embed the matrix polynomial into a matrix pencil, transforming the problem into an equivalent generalized eigenvalue problem. Such…