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We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

Non-Hermitian systems exhibiting topological properties are attracting growing interest. In this work, we propose an algorithm for solving the ground state of a non-Hermitian system in the matrix product state (MPS) formalism based on a…

Quantum Physics · Physics 2022-10-27 Zhen Guo , Zheng-Tao Xu , Meng Li , Li You , Shuo Yang

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…

Numerical Analysis · Mathematics 2021-03-04 Antonio Fazzi , Nicola Guglielmi , Christian Lubich

The program FIESTA has been completely rewritten. Now it can be used not only as a tool to evaluate Feynman integrals numerically, but also to expand Feynman integrals automatically in limits of momenta and masses with the use of sector…

High Energy Physics - Phenomenology · Physics 2011-01-17 A. V. Smirnov , V. A. Smirnov , M. Tentyukov

Reliable and efficient computation of the pseudospectral abscissa in the large-scale setting is still not settled. Unlike the small-scale setting where there are globally convergent criss-cross algorithms, all algorithms in the large-scale…

Numerical Analysis · Mathematics 2025-06-09 Waqar Ahmed , Emre Mengi

Estimating the eigenstate properties of quantum systems is a long-standing, challenging problem for both classical and quantum computing. Existing universal quantum algorithms typically rely on ideal and efficient query models (e.g. time…

Quantum Physics · Physics 2026-01-21 Jinzhao Sun , Pei Zeng , Tom Gur , M. S. Kim

Quantum physics is generally concerned with real eigenvalues due to the unitarity of time evolution. With the introduction of $\mathcal{PT}$ symmetry, a widely accepted consensus is that, even if the Hamiltonian of the system is not…

Quantum Physics · Physics 2023-09-19 Tong Liu , Youguo Wang

A majority of numerical scientific computation relies heavily on handling and manipulating matrices, such as solving linear equations, finding eigenvalues and eigenvectors, and so on. Many quantum algorithms have been developed to advance…

Quantum Physics · Physics 2023-11-10 Nhat A. Nghiem , Tzu-Chieh Wei

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

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…

Optimization and Control · Mathematics 2023-09-14 Immanuel M. Bomze , Panayotis Mertikopoulos , Werner Schachinger , Mathias Staudigl

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

Numerical Analysis · Mathematics 2021-04-07 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

In this work, we combine Beyn's method and the recently developed recursive integral method (RIM) to propose a contour integral-based, region partitioning eigensolver for nonlinear eigenvalue problems. A new partitioning criterion is…

Numerical Analysis · Mathematics 2025-03-18 Yuqi Liu , Jose E. Roman , Meiyue Shao

The success of the application of machine-learning techniques to compilation tasks can be largely attributed to the recent development and advancement of program characterization, a process that numerically or structurally quantifies a…

Programming Languages · Computer Science 2016-11-01 Pai-Shun Ting , Chun-Chen Tu , Pin-Yu Chen , Ya-Yun Lo , Shin-Ming Cheng

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an…

Numerical Analysis · Computer Science 2014-08-06 Edoardo Di Napoli , Eric Polizzi , Yousef Saad

We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the…

Numerical Analysis · Mathematics 2022-01-10 Rifqi Aziz , Emre Mengi , Matthias Voigt

This paper introduces a method for computing eigenvalues and eigenvectors of a generalized Hermitian, matrix eigenvalue problem. The work is focused on large scale eigenvalue problems, where the application of a direct inverse is out of…

Numerical Analysis · Mathematics 2024-02-14 Lothar Nannen , Markus Wess

We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate Gradient (CG). Traditionally, all the CG iteration vectors could be…

High Energy Physics - Lattice · Physics 2011-10-12 Andreas Stathopoulos , Kostas Orginos