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We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Numerical Analysis · Mathematics 2026-01-16 Mattia Manucci , Emre Mengi , Nicola Guglielmi

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Numerical Analysis · Mathematics 2017-06-19 Fatih Kangal , Karl Meerbergen , Emre Mengi , Wim Michiels

This work concerns the minimization of the pseudospectral abscissa of a matrix-valued function dependent on parameters analytically. The problem is motivated by robust stability and transient behavior considerations for a linear control…

Numerical Analysis · Mathematics 2024-06-21 Nicat Aliyev , Emre Mengi

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

Numerical Analysis · Mathematics 2017-08-08 Robert O'Connor

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…

This article deals with the efficient and certified numerical approximation of the smallest eigenvalue and the associated eigenspace of a large-scale parametric Hermitian matrix. For this aim, we rely on projection-based model order…

Numerical Analysis · Mathematics 2026-01-14 Mattia Manucci , Benjamin Stamm , Zhuoyao Zeng

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

This paper is concerned with the Taylor-reduced basis method (Taylor-RBM) for the efficient approximation of eigenspaces of large scale parametric Hermitian matrices. The Taylor-RBM is a local model order reduction method, which constructs…

Numerical Analysis · Mathematics 2026-03-31 Benjamin Stamm , Zhuoyao Zeng

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…

Numerical Analysis · Mathematics 2013-10-08 Emre Mengi

In this paper, we develop a new reduced basis (RB) method, named as Single Eigenvalue Acceleration Method (SEAM), for second-order parabolic equations with homogeneous Dirichlet boundary conditions. The high-fidelity numerical method adopts…

Numerical Analysis · Mathematics 2023-02-16 Qijia Zhai , Qingguo Hong , Xiaoping Xie

We deal with the minimization of the ${\mathcal H}_\infty$-norm of the transfer function of a parameter-dependent descriptor system over the set of admissible parameter values. Subspace frameworks are proposed for such minimization problems…

Numerical Analysis · Mathematics 2019-05-13 Nicat Aliyev , Peter Benner , Emre Mengi , Matthias Voigt

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…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

In many high-frequency simulation workflows, eigenvalue tracking along a parameter variation is necessary. This can become computationally prohibitive when repeated time-consuming eigenvalue problems must be solved. Therefore, we employ a…

Computational Engineering, Finance, and Science · Computer Science 2023-08-07 Max Kappesser , Anna Ziegler , Sebastian Schöps

We provide a comparative study of the Subspace Projected Approximate Matrix method, abbreviated SPAM, which is a fairly recent iterative method to compute a few eigenvalues of a Hermitian matrix $A$. It falls in the category of inner-outer…

Numerical Analysis · Mathematics 2011-03-10 Jan H. Brandts , Ricardo Reis da Silva

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

Data Structures and Algorithms · Computer Science 2022-07-25 Rajarshi Bhattacharjee , Gregory Dexter , Petros Drineas , Cameron Musco , Archan Ray

Some of the issues that make sampling parameter spaces of various beyond the Standard Model (BSM) scenarios computationally expensive are the high dimensionality of the input parameter space, complex likelihoods, and stringent experimental…

High Energy Physics - Phenomenology · Physics 2026-02-16 Atrideb Chatterjee , Arghya Choudhury , Sourav Mitra , Arpita Mondal , Subhadeep Mondal

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…

Quantum Physics · Physics 2023-06-16 Ethan N. Epperly , Lin Lin , Yuji Nakatsukasa
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