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The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…

Numerical Analysis · Computer Science 2019-03-05 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

A new algorithm for eigenvalue problems for the fractional Jacobi type ODE is proposed. The algorithm is based on piecewise approximation of the coefficients of the differential equation with subsequent recursive procedure adapted from some…

Numerical Analysis · Mathematics 2018-06-27 Ivan Gavrilyuk , Volodymyr Makarov , Nataliia Romaniuk

Evolutionary partial differential equations play a crucial role in many areas of science and engineering. Spatial discretization of these equations leads to a system of ordinary differential equations which can then be solved by numerical…

Numerical Analysis · Mathematics 2024-11-22 F. K. J. Niggl

Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…

Numerical Analysis · Mathematics 2021-02-08 Bin Wang , Yaolin Jiang

For a quadratic matrix polynomial associated with a damped mass-spring system there are three types of critical eigenvalues, the eigenvalues $\infty$ and $0$ and the eigenvalues on the imaginary axis. All these are on the boundary of the…

Numerical Analysis · Mathematics 2025-07-23 Rafikul Alam , Volker Mehrmann , Ninoslav Truhar

In this paper, we propose a novel eigenpair-splitting method, inspired by the divide-and-conquer strategy, for solving the generalized eigenvalue problem arising from the Kohn-Sham equation. Unlike the commonly used domain decomposition…

Numerical Analysis · Mathematics 2024-11-08 Yang Kuang , Guanghui Hu

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…

Emerging Technologies · Computer Science 2022-10-12 Benjamin Krakoff , Susan M. Mniszewski , Christian F. A. Negre

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations.…

Numerical Analysis · Mathematics 2020-05-19 Zhen-Chen Guo , Eric King-Wah Chu , Xin Liang , Wen-Wei Lin

We provide algorithms for efficiently addressing quantum memory in parallel. These imply that the standard circuit model can be simulated with low overhead by the more realistic model of a distributed quantum computer. As a result, the…

We develop a distributed Block Chebyshev-Davidson algorithm to solve large-scale leading eigenvalue problems for spectral analysis in spectral clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on the prior…

Machine Learning · Computer Science 2024-01-08 Qiyuan Pang , Haizhao Yang

In this paper, we propose a new trace finite element method for the {Laplace-Beltrami} eigenvalue problem. The method is proposed directly on a smooth manifold which is implicitly given by a level-set function and require high order…

Numerical Analysis · Mathematics 2022-01-17 Song Lu , Xianmin Xu

In this paper, we propose an efficient parallelization strategy for boundary element method (BEM) solvers that perform the electromagnetic analysis of structures with lossy conductors. The proposed solver is accelerated with the adaptive…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Damian Marek , Shashwat Sharma , Piero Triverio

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem i.e. H({{\psi}}){\psi} = E{\psi}. This new scheme is derived from a…

Computational Physics · Physics 2015-06-12 Brendan Gavin , Eric Polizzi

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. For example, it is well known that classical symplectic…

Numerical Analysis · Mathematics 2014-06-23 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Extreme and isolated eigenvalues are known to be harmful to the convergence of an iterative solver. These eigenvalues can be produced by strong heterogeneity in the underlying physics. We can improve the quality of the spectrum by…

Numerical Analysis · Mathematics 2015-10-09 J. H. van der Linden , T. B. Jönsthövel , A. A. Lukyanov , C. Vuik

In this paper we introduce a numerical scheme which preserves the long time behavior of solutions to the Kolmogorov equation. The method presented is based on a self-similar change of variables technique to transform the Kolmogorov equation…

Numerical Analysis · Mathematics 2014-11-06 Erich L Foster , Jérôme Lohéac , Minh-Binh Tran

We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…

Numerical Analysis · Mathematics 2024-08-14 Lu Li

The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , Z. Toroczkai , P. A. Rikvold