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Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…

Strongly Correlated Electrons · Physics 2020-01-29 Iliya Sabzevari , Ankit Mahajan , Sandeep Sharma

We present an improved form of the algorithm for constructing Jacobi rotations. This is simultaneously a more accurate code for finding the eigenvalues and eigenvectors of a real symmetric 2x2 matrix.

Numerical Analysis · Computer Science 2018-06-22 Carlos F. Borges

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Numerical Analysis · Mathematics 2025-05-12 Weiguo Gao , Yuxin Ma , Meiyue Shao

Many problems give rise to polynomial systems. These systems often have several parameters and we are interested to study how the solutions vary when we change the values for the parameters. Using predictor-corrector methods we track the…

Numerical Analysis · Mathematics 2008-10-01 Kathy Piret , Jan Verschelde

We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseur, M. Webb and Z. Zhou, SIAM J. Matrix Anal. Appl. 46…

Numerical Analysis · Mathematics 2026-02-23 Zhengbo Zhou , Françoise Tisseur , Marcus Webb

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…

Numerical Analysis · Mathematics 2022-12-14 Jinzhi Huang , Zhongxiao Jia

Global stability of the systems has always been vital of importance; however, this concept has not yet been sufficiently developed for the nonlinear systems. This paper extends the Jacobian matrix so that this method be able to seek the…

Systems and Control · Electrical Eng. & Systems 2024-11-05 seyed Mohammad Hosseindokht , SamanehAlsadat Saeedinia

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

Computing electronic structures of quantum systems is a key task underpinning many applications in photonics, solid-state physics, and quantum technologies. This task is typically performed through iterative algorithms to find the energy…

Quantum Physics · Physics 2026-02-03 Shaobo Zhang , Akib Karim , Harry M. Quiney , Muhammad Usman

In this paper, we provide a structure-preserving one-sided cyclic Jacobi method for computing the singular value decomposition of a quaternion matrix. In this method, the columns of the quaternion matrix are orthogonalized in pairs by using…

Numerical Analysis · Mathematics 2018-11-22 Ru-Ru Ma , Zheng-Jian Bai

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl

This work deals with approximate solution of generalized eigenvalue problem with coefficient matrix that is an affine function of d-parameters. The coefficient matrix is assumed to be symmetric positive definite and spectrally equivalent to…

Numerical Analysis · Mathematics 2025-03-12 Joanna Bisch , Antti Hannukainen

In 1866, Charles Ludwidge Dodgson published a paper concerning a method for evaluating determinants called the condensation method. His paper documented a new method to calculate determinants that was based on Jacobi's Theorem. The…

History and Overview · Mathematics 2016-07-20 Mitch Main , Micah Donor , R. Corban Harwood

Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our…

Numerical Analysis · Mathematics 2018-02-22 Elias Jarlebring

Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…

Numerical Analysis · Mathematics 2024-10-03 Dimitrios Mitsotakis

A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper…

Numerical Analysis · Mathematics 2021-03-05 Zhonggang Zeng