Related papers: A Contour-integral Based QZ Algorithm for Generali…
Contour integration schemes are a valuable tool for the solution of difficult interior eigenvalue problems. However, the solution of many large linear systems with multiple right hand sides may prove a prohibitive computational expense. The…
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…
The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…
This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems…
Although the classical LQR design method has been very successful in real world engineering designs, in some cases, the classical design method needs modifications because of the saturation in actuators. This modified problem is sometimes…
The linear FEAST algorithm is a method for solving linear eigenvalue problems. It uses complex contour integration to calculate the eigenvectors whose eigenvalues that are located inside some user-defined region in the complex plane. This…
Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…
Convergence properties of binary stationary subdivision schemes for curves have been analyzed using the techniques of z-transforms and eigenanalysis. Eigenanalysis provides a way to determine derivative continuity at specific points based…
In this paper, an eigenvalue mapping-based discretization method is applied to discretize the generalized super-twisting algorithm. The existing eigenvalue mapping is extended to the complex domain which greatly enlarges the range of…
This paper is devoted to the computation of transmission eigenvalues in the inverse acoustic scattering theory. This problem is first reformulated as a two by two boundary system of boundary integral equations. Next, utilizing the Schur…
We present Gerschgorin-type eigenvalue inclusion sets applicable to generalized eigenvalue problems.Our sets are defined by circles in the complex plane in the standard Euclidean metric, and are easier to compute than known similar…
We present selected examples demonstrating an alternative approach to contour deformation for numerically computing loop integrals in the Minkowski regime. This method focuses on identifying singular hypersurfaces (varieties of the…
The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…
A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized…
In this article, we explore the use of contour deformation for the numerical evaluation of Feynman integrals after sector decomposition. In existing codes, the contour of integration is determined heuristically for each phase-space point by…
We propose a verified computation method for eigenvalues in a region and the corresponding eigenvectors of generalized Hermitian eigenvalue problems. The proposed method uses complex moments to extract the eigencomponents of interest from a…
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…
Contour integrals of rational functions over ${\cal M}_{0,n}$, the moduli space of $n$-punctured spheres, have recently appeared at the core of the tree-level S-matrix of massless particles in arbitrary dimensions. The contour is determined…
Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space valued Gaussian process is genuinely considered a hard problem in several mathematical disciplines. In statistics this problem arises for instance in…
In this paper, we introduce a randomized algorithm for solving the non-symmetric eigenvalue problem, referred to as randomized Implicitly Restarted Arnoldi (rIRA). This method relies on using a sketch-orthogonal basis during the Arnoldi…