Related papers: A generalization of the divide and conquer algorit…
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…
Some numerical algorithms for elliptic eigenvalue problems are proposed, analyzed, and numerically tested. The methods combine advantages of the two-grid algorithm, two-space method, the shifted inverse power method, and the polynomial…
Based on the work of Xu and Zhou [Math.Comput., 69(2000), pp.881-909], we establish new three-level and multilevel finite element discretizations by local defect-correction technique. Theoretical analysis and numerical experiments show that…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
The eigenpair here means the twins consist of eigenvalue and its eigenvector. This paper introduces the three steps of our study on computing the maximal eigenpair. In the first two steps, we construct efficient initials for a known but…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…
Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…
A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…
The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…
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…
In his seminal paper of 2004, Ulrich Junker proposed the QuickXPlain algorithm, which provides a divide-and-conquer computation strategy to find within a given set an irreducible subset with a particular (monotone) property. Beside its…
This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…
The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for {\em ab initio} electronic structure…
The purpose of this paper is to study the problem of computing unitary eigenvalues (U-eigenvalues) of non-symmetric complex tensors. By means of symmetric embedding of complex tensors, the relationship between U-eigenpairs of a…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
We consider the question of averaging on a graph that has one sparse cut separating two subgraphs that are internally well connected. While there has been a large body of work devoted to algorithms for distributed averaging, nearly all…
We describe a new polynomial time quantum algorithm that uses the quantum fast fourier transform to find eigenvalues and eigenvectors of a Hamiltonian operator, and that can be applied in cases (commonly found in ab initio physics and…