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We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…

Mathematical Physics · Physics 2020-06-24 Fabio Bagarello , Francesco Gargano

We discuss the eigenvalue problem for 2x2 and 3x3 octonionic Hermitian matrices. In both cases, we give the general solution for real eigenvalues, and we show there are also solutions with non-real eigenvalues.

Rings and Algebras · Mathematics 2007-05-23 Tevian Dray , Corinne A. Manogue

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…

Numerical Analysis · Mathematics 2021-04-02 Peter Benner , Xin Liang , Suzana Miodragović , Ninoslav Truhar

We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the…

Numerical Analysis · Mathematics 2022-01-10 Rifqi Aziz , Emre Mengi , Matthias Voigt

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…

Optimization and Control · Mathematics 2019-12-06 Hamza Fawzi , James Saunderson , Pablo A. Parrilo

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…

Numerical Analysis · Mathematics 2021-03-04 Antonio Fazzi , Nicola Guglielmi , Christian Lubich

A $2n\times 2n$ real matrix $A$ is said to be a Hamiltonian matrix if $A^{T}J+JA=0$, where $J=\left( \begin{array}{cc} 0 & I_{n} \\ -I_{n} & 0\\ \end{array} \right)$. Hamiltonian matrices appear in many areas of applications, such as linear…

Spectral Theory · Mathematics 2019-03-26 C. B. Manzaneda , R. L. Soto

In this work we consider a class of delay eigenvalue problems that admit a spectrum similar to that of a Hamiltonian matrix, in the sense that the spectrum is symmetric with respect to both the real and imaginary axis. More precisely, we…

Numerical Analysis · Mathematics 2022-07-15 Pieter Appeltans , Wim Michiels

We construct six multi-parameter families of Hermitian quasi-exactly solvable matrix Schroedinger operators in one variable. The method for finding these operators relies heavily upon a special representation of the Lie algebra o(2,2) whose…

Mathematical Physics · Physics 2007-05-23 Stanislav Spichak , Renat Zhdanov

We present a finite difference method to compute the principal eigenvalue and the corresponding eigenfunction for a large class of second order elliptic operators including notably linear operators in nondivergence form and fully nonlinear…

Numerical Analysis · Mathematics 2016-02-18 Isabeau Birindelli , Fabio Camilli , Italo Capuzzo Dolcetta

In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…

Numerical Analysis · Mathematics 2023-07-18 Qihong Yang , Yangtao Deng , Yu Yang , Qiaolin He , Shiquan Zhang

Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…

Numerical Analysis · Mathematics 2018-05-14 Fatih Kangal , Emre Mengi

We consider the class of non-Hermitian operators represented by infinite tridiagonal matrices, selfadjoint in an indefinite inner product space with one negative square. We approximate them with their finite truncations. Both infinite and…

Mathematical Physics · Physics 2016-08-08 Maxim Derevyagin , Luca Perotti , Michal Wojtylak

The inverse eigenvalue problem for real symmetric matrices of the form 0 0 0 . 0 0 * 0 0 0 . 0 * * 0 0 0 . * * 0 . . . . . . . 0 0 * . 0 0 0 0 * * . 0 0 0 * * 0 . 0 0 0 is solved. The solution is shown to be unique. The problem is also…

Rings and Algebras · Mathematics 2007-05-23 Olga Holtz

This work concerns the global minimization of a prescribed eigenvalue or a weighted sum of prescribed eigenvalues of a Hermitian matrix-valued function depending on its parameters analytically in a box. We describe how the analytical…

Numerical Analysis · Mathematics 2016-05-11 Emre Mengi , Emre Alper Yildirim , Mustafa Kilic

We derive a sufficient condition for a Hermitian $N \times N$ matrix $A$ to have at least $m$ eigenvalues (counting multiplicities) in the interval $(-\epsilon, \epsilon)$. This condition is expressed in terms of the existence of a…

Mathematical Physics · Physics 2014-03-12 Alexander Elgart , Daniel Schmidt

We consider the eigenvalue problem of certain kind of non-compact linear operators given as the sum of a multiplication and a kernel operator. A degenerate kernel method is used to approximate isolated eigenvalues. It is shown that entries…

Numerical Analysis · Mathematics 2008-10-18 Hassan Majidian , Esmail Babolian

Inverse eigenvalue and singular value problems have been widely discussed for decades. The well-known result is the Weyl-Horn condition, which presents the relations between the eigenvalues and singular values of an arbitrary matrix. This…

Numerical Analysis · Mathematics 2018-10-17 Chun-Yueh Chiang , Matthew M. Lin , Xiao-Qing Jin

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

Eigenvalue problems are fundamental to mathematics and science. We present a simple algorithm for determining eigenvalues and eigenfunctions of the Laplace--Beltrami operator on rather general curved surfaces. Our algorithm, which is based…

Numerical Analysis · Mathematics 2011-09-13 Colin B. Macdonald , Jeremy Brandman , Steven J. Ruuth