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In this paper, based on a domain decomposition (DD) method, we shall propose an efficient two-level preconditioned Helmholtz-Jacobi-Davidson (PHJD) method for solving the algebraic eigenvalue problem resulting from the edge element…

Numerical Analysis · Mathematics 2021-01-12 Qigang Liang , Xuejun Xu

We propose a spectral method by using the Jacobi functions for computing eigenvalue gaps and their distribution statistics of the fractional Schr\"{o}dinger operator (FSO). In the problem, in order to get reliable gaps distribution…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Lizhen Chen , Xiaoyun Jiang , Ying Ma

Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and…

Machine Learning · Computer Science 2021-06-15 Yang Song , Chenlin Meng , Renjie Liao , Stefano Ermon

Eigenvalue analysis is widely used for linear instability analysis in both external and internal aerodynamics. It typically involves finding the steady state, linearizing around it to obtain the Jacobian, and then solving for its…

Numerical Analysis · Mathematics 2019-12-19 Shenren Xu

We analyze several versions of Jacobi's method for the symmetric eigenvalue problem. Our goal is to reduce the asymptotic cost of the algorithm as much as possible, as measured by the number of arithmetic operations performed and associated…

Numerical Analysis · Mathematics 2026-04-21 James Demmel , Hengrui Luo , Ryan Schneider , Yifu Wang

We consider here a cell-centered finite difference approximation of the Richards equation in three dimensions, averaging for interface values the hydraulic conductivity $K=K(p)$, a highly nonlinear function, by arithmetic, upstream, and…

Numerical Analysis · Mathematics 2022-07-18 Daniele Bertaccini , Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

Numerical Analysis · Mathematics 2024-02-14 Malena I. Español , Gabriela Jeronimo

We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…

Numerical Analysis · Mathematics 2018-03-13 James Bremer , Haizhao Yang

Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…

Classical Analysis and ODEs · Mathematics 2017-02-15 Vincent X. Genest , Satoshi Tsujimoto , Luc Vinet , Alexei Zhedanov

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

A new Jacobian approximation is developed for use in quasi-Newton methods for solving systems of nonlinear equations. The new hypersecant Jacobian approximation is intended for the special case where the evaluation of the functions whose…

Numerical Analysis · Mathematics 2009-05-08 Johan Carlsson , John R. Cary

Using a new analysis approach, we establish a general convergence theory of the Shift-Invert Residual Arnoldi (SIRA) method for computing a simple eigenvalue nearest to a given target $\sigma$ and the associated eigenvector. In SIRA, a…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Cen Li

Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…

Numerical Analysis · Mathematics 2021-02-19 Zhonggang Zeng

Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g.,in quasi-Newton methods. Motivated by the latter, we study…

Numerical Analysis · Mathematics 2024-12-24 Woosuk L. Jung , David Torregrosa-Belén , Henry Wolkowicz

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…

Functional Analysis · Mathematics 2016-06-03 Edmund Judge , Sergey Naboko , Ian Wood

The spectral properties of two special classes of Jacobi operators are studied. For the first class represented by the $2M$-dimensional real Jacobi matrices whose entries are symmetric with respect to the secondary diagonal, a new…

Mathematical Physics · Physics 2018-10-18 S. B. Rutkevich