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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…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

Traditional linear stability analysis based on matrix diagonalization is a computationally intensive $O(n^3)$ process for $n$-dimensional systems of differential equations, posing substantial limitations for the exploration of Turing…

Quantitative Methods · Quantitative Biology 2023-09-12 Roozbeh H. Pazuki , Robert G. Endres

The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive…

Numerical Analysis · Mathematics 2014-08-26 Bruno Iannazzo , Federico Poloni

We propose a high-order adaptive numerical solver for the semilinear elliptic boundary value problem modelling magnetic plasma equilibrium in axisymmetric confinement devices. In the fixed boundary case, the equation is posed on curved…

Computational Physics · Physics 2021-05-28 Tonatiuh Sánchez-Vizuet , Manuel E. Solano , Antoine J. Cerfon

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

Probability · Mathematics 2011-07-22 Alex Gittens , Joel A. Tropp

We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate…

Numerical Analysis · Mathematics 2012-05-22 Daniel Kressner , Emre Mengi , Ivica Nakic , Ninoslav Truhar

We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…

Numerical Analysis · Mathematics 2025-03-28 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

We propose a multigrid correction scheme to solve a new Steklov eigenvalue problem in inverse scattering. With this scheme, solving an eigenvalue problem in a fine finite element space is reduced to solve a series of boundary value problems…

Numerical Analysis · Mathematics 2018-06-18 Yu Zhang , Hai Bi , Yidu Yang

We extend the celebrated QR algorithm for matrices to symmetric tensors. The algorithm, named QR algorithm for symmetric tensors (QRST), exhibits similar properties to its matrix version, and allows the derivation of a shifted…

Numerical Analysis · Mathematics 2014-11-10 Kim Batselier , Ngai Wong

Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…

Numerical Analysis · Mathematics 2025-07-08 Konstantin Usevich , Simon Barthelme

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

The Schur-Horn theorem is a well-known result that characterizes the relationship between the diagonal elements and eigenvalues of a symmetric (Hermitian) matrix. In this paper, we extend this theorem by exploring the eigenvalue…

Numerical Analysis · Mathematics 2026-01-06 Hengzhun Chen , Yingzhou Li

The problem of optimal precision switching for the conjugate gradient (CG) method applied to sparse linear systems is considered. A sparse matrix is defined as an $n\!\times\!n$ matrix with $m\!=\!O(n)$ nonzero entries. The algorithm first…

Numerical Analysis · Mathematics 2026-03-03 Alexander V. Prolubnikov

The problem of packing equal circles in a circle is a classic and famous packing problem, which is well-studied in academia and has a variety of applications in industry. This problem is computationally challenging, and researchers mainly…

Computational Geometry · Computer Science 2023-03-09 Jianrong Zhou , Kun He , Jiongzhi Zheng , Chu-Min Li

Two families of certain nonsymmetric generalized Jacobi polynomials with negative integer indexes are used for solving third- and fifth-order two point boundary value problems subject to homogeneous and nonhomogeneous boundary conditions…

Numerical Analysis · Mathematics 2019-04-24 E. H. Doha , W. M. Abd-Elhameed , Y. H. Youssri

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

We investigate numerically efficient approximations of eigenspaces associated to symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated (we consider…

Machine Learning · Computer Science 2021-09-29 Cristian Rusu , Lorenzo Rosasco

We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the…

Numerical Analysis · Mathematics 2023-03-06 Kareem T. Elgindy

This paper proposes and analyzes a new weak Galerkin method for the eigenvalue problem by using the shifted-inverse power technique. A high order lower bound can be obtained at a relatively low cost via the proposed method. The error…

Numerical Analysis · Mathematics 2018-03-28 Qilong Zhai , Xiaozhe Hu , Ran Zhang

Unconditional guaranteed lower and upper eigenvalue bounds are mandatory for the understanding of the Schr\"odinger eigenvalue spectrum and its spectral gaps. While upper eigenvalue bounds are naturally induced by conforming…

Numerical Analysis · Mathematics 2026-04-24 Carsten Carstensen , Tim Stiebert