Related papers: A Subspace Method for Large Scale Eigenvalue Optim…
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…
In this paper, we discuss numerical approximation of the eigenvalues of the one-dimensional radial Schr\"{o}dinger equation posed on a semi-infinite interval. The original problem is first transformed to one defined on a finite domain by…
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…
This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…
We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…
In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…
We consider a problem in eigenvalue optimization, in particular finding a local minimizer of the spectral abscissa - the value of a parameter that results in the smallest value of the largest real part of the spectrum of a matrix system.…
In this paper, we consider the optimal design of photonic crystal band structures for two-dimensional square lattices. The mathematical formulation of the band gap optimization problem leads to an infinite-dimensional Hermitian eigenvalue…
We prove existence results for optimization problems for the $k$th Laplace eigenvalue on closed Riemannian manifolds of dimension $m \geq 3$, depending on the choice of normalization. One such normalization leads to eigenvalue optimization…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
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…
We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…
In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…
We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…
In this paper, we propose a subspace method based on neural networks for eigenvalue problems with high accuracy and low cost. We first construct a neural network-based orthogonal basis by some deep learning method and dimensionality…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…
The matrix logarithm, when applied to Hermitian positive definite matrices, is concave with respect to the positive semidefinite order. This operator concavity property leads to numerous concavity and convexity results for other matrix…
This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…
A lower semi-definite self-adjoint linear operator in a Hilbert space is taken whose discrete spectrum is not empty and comprises at least several eigenvalues $\lambda_{min}=\lambda_1\leqslant\ldots\leqslant\lambda_m<\sigma_{ess}$. The…