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We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…

Numerical Analysis · Mathematics 2026-03-02 Takeshi Terao , Katsuhisa Ozaki , Toshiyuki Imamura , Takeshi Ogita

The performance of eigenvalue problem solvers (eigensolvers) depends on various factors such as preconditioning and eigenvalue distribution. Developing stable and rapidly converging vectorwise eigensolvers is a crucial step in improving the…

Numerical Analysis · Mathematics 2026-01-09 Ming Zhou , Klaus Neymeyr

We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…

Numerical Analysis · Mathematics 2023-04-04 Daniele Boffi , Ramon Codina , Önder Türk

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

Guaranteed lower Dirichlet eigenvalue bounds (GLB) can be computed for the $m$-th Laplace operator with a recently introduced extra-stabilized nonconforming Crouzeix-Raviart ($m=1$) or Morley ($m=2$) finite element eigensolver. Striking…

Numerical Analysis · Mathematics 2022-03-03 Carsten Carstensen , Sophie Puttkammer

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

In this work, a recently introduced general framework for trajectory statistical solutions is considered, and the question of convergence of families of such solutions is addressed. Conditions for the convergence are given which rely on…

Analysis of PDEs · Mathematics 2024-12-04 Anne C. Bronzi , Cecilia F. Mondaini , Ricardo M. S. Rosa

Many popular eigensolvers for large and sparse Hermitian matrices or matrix pairs can be interpreted as accelerated block preconditioned gradient (BPG) iterations in order to analyze their convergence behavior by composing known estimates.…

Numerical Analysis · Mathematics 2022-06-02 Ming Zhou , Klaus Neymeyr

We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides…

Numerical Analysis · Mathematics 2026-05-11 Brendan Keith , Frédéric Marazzato

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

Optimization and Control · Mathematics 2021-08-10 Tao Hong , Irad Yavneh

In many scientific applications the solution of non-linear differential equations are obtained through the set-up and solution of a number of successive eigenproblems. These eigenproblems can be regarded as a sequence whenever the solution…

Mathematical Software · Computer Science 2014-07-08 Mario Berljafa , Daniel Wortmann , Edoardo Di Napoli

This paper studies the $J$-method of [E. Jarlebring, S. Kvaal, W. Michiels. SIAM J. Sci. Comput. 36-4:A1978-A2001, 2014] for nonlinear eigenvector problems in a general Hilbert space framework. This is the basis for variational…

Numerical Analysis · Mathematics 2020-12-10 Robert Altmann , Patrick Henning , Daniel Peterseim

We present algorithms for solving a large class of flow and regression problems on unit weighted graphs to $(1 + 1 / poly(n))$ accuracy in almost-linear time. These problems include $\ell_p$-norm minimizing flow for $p$ large ($p \in…

Data Structures and Algorithms · Computer Science 2019-06-26 Rasmus Kyng , Richard Peng , Sushant Sachdeva , Di Wang

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

Under the lack of variational structure and nondegeneracy, we investigate three notions of \textit{generalized principal eigenvalue} for a general infinity Laplacian operator with gradient and homogeneous term. A Harnack inequality and…

Analysis of PDEs · Mathematics 2022-02-07 Anup Biswas , Hoang-Hung Vo

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

Numerical Analysis · Mathematics 2026-04-23 Ngoc Tien Tran

Regular convergence, together with various other types of convergence, has been studied since the 1970s for the discrete approximations of linear operators. In this paper, we consider the eigenvalue approximation of compact operators whose…

Numerical Analysis · Mathematics 2022-10-20 Bo Gong , Jiguang Sun

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the…

Numerical Analysis · Mathematics 2011-12-15 Wolf-Jürgen Beyn

In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…

Numerical Analysis · Mathematics 2020-10-07 Guy Gilboa