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The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

The eigenvalue problem of the Laplace-Beltrami operators on curved surfaces plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial differential equations which involve this…

Numerical Analysis · Computer Science 2013-10-18 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu

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…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue

We consider the eigenvalue problem $K x = \lambda x$. Our analysis focuses on the convergence rates of eigenvalue and spectral subspace approximations for compact linear integral operator $K$ with Green's kernels. By employing orthogonal…

Numerical Analysis · Mathematics 2026-02-19 Shashank K. Shukla , Gobinda Rakshit , Akshay S. Rane

A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some…

Numerical Analysis · Mathematics 2016-01-19 Kazuki Maeda , Satoshi Tsujimoto

We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection-diffusion PDEs and in particular for those arising in finance. These methods aim to…

Numerical Analysis · Mathematics 2021-05-31 Nicola Guglielmi , Maria López-Fernández , Mattia Manucci

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

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…

Numerical Analysis · Mathematics 2026-01-21 Xiaoying Dai , Yunying Fan , Zhiqiang Sheng

We propose a contour integral-based algorithm for computing a few singular values of a matrix or a few generalized singular values of a matrix pair. Mathematically, the generalized singular values of a matrix pair are the eigenvalues of an…

Numerical Analysis · Mathematics 2026-03-10 Yuqi Liu , Xinyu Shan , Meiyue Shao

In this work, we study the numerical solution of inverse eigenvalue problems from a machine learning perspective. Two different problems are considered: the inverse Strum-Liouville eigenvalue problem for symmetric potentials and the inverse…

Numerical Analysis · Mathematics 2024-04-25 Nikolaos Pallikarakis , Andreas Ntargaras

We propose a unified framework for multi-view subspace learning to learn individual orthogonal projections for all views. The framework integrates the correlations within multiple views, supervised discriminant capacity, and distance…

Machine Learning · Computer Science 2020-10-06 Li Wang , Leihong Zhang , Chungen Shen , Ren-cang Li

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Contour integration techniques have become a popular choice for solving the linear and non-linear eigenvalue problems. They principally include the Sakurai-Sugiura methods, the Beyn's algorithm, the FEAST/NLFEAST algorithms and other…

Numerical Analysis · Mathematics 2020-07-10 Julien Brenneck , Eric Polizzi

The (interior) transmission eigenvalue problems are a type of non-elliptic, non-selfadjoint and nonlinear spectral problems that arise in the theory of wave scattering. They connect to the direct and inverse scattering problems in many…

Analysis of PDEs · Mathematics 2020-12-07 Hongyu Liu

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

Numerical Analysis · Mathematics 2020-03-02 Ning Zhang , Xiaole Han , Yunhui He , Hehu Xie , Chun'guang You

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

Numerical Analysis · Mathematics 2020-11-03 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

In this paper, we propose a type of tensor-neural-network-based machine learning method to compute multi-eigenpairs of high dimensional eigenvalue problems without Monte-Carlo procedure. Solving multi-eigenvalues and their corresponding…

Numerical Analysis · Mathematics 2023-05-23 Yifan Wang , Hehi Xie

This paper is to give a new understanding and applications of the subspace projection method for selfadjoint eigenvalue problems. A new error estimate in the energy norm, which is induced by the stiff matrix, of the subspace projection…

Numerical Analysis · Mathematics 2017-08-24 Yunhui He , Qichen Hong , Hehu Xie , Meiling Yue , Chunguang You

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…

Numerical Analysis · Mathematics 2024-02-14 Lothar Nannen , Markus Wess