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In this paper, we consider the problem of approximating a given matrix with a matrix whose eigenvalues lie in some specific region \Omega, within the complex plane. More precisely, we consider three types of regions and their intersections:…

Optimization and Control · Mathematics 2024-12-20 Neelam Choudhary , Nicolas Gillis , Punit Sharma

Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…

Quantum Physics · Physics 2024-11-15 Yanlin Chen , András Gilyén , Ronald de Wolf

We study the approximation of the spectrum of a second-order elliptic differential operator by the Hybrid High-Order (HHO) method. The HHO method is formulated using cell and face unknowns which are polynomials of some degree $k\geq0$. The…

Numerical Analysis · Mathematics 2018-07-23 Victor Calo , Matteo Cicuttin , Quanling Deng , Alexandre Ern

In this work we deal with parametric inverse problems, which consist in recovering a finite number of parameters describing the structure of an unknown object, from indirect measurements. State-of-the-art methods for approximating a…

Numerical Analysis · Mathematics 2021-12-22 Paolo Massa , Sara Garbarino , Federico Benvenuto

In many contexts one encounters Hermitian operators $M$ on a Hilbert space whose dimension is so large that it is impossible to write down all matrix entries in an orthonormal basis. How does one determine whether such $M$ is positive…

Algebraic Geometry · Mathematics 2020-04-17 Gemma de las Cuevas , Tobias Fritz , Tim Netzer

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

This paper is concerned with the problem of approximating the determinant of A for a large sparse symmetric positive definite matrix A. It is shown that an efficient solution of this problem is obtained by using a sparse approximate inverse…

High Energy Physics - Lattice · Physics 2007-05-23 Arnold Reusken

For a given bounded positive (semidefinite) linear operator $A$ on a complex Hilbert space $\big(\mathcal{H}, \langle \cdot\mid \cdot\rangle \big)$, we consider the semi-Hilbertian space $\big(\mathcal{H}, \langle \cdot\mid \cdot\rangle_A…

Functional Analysis · Mathematics 2020-05-13 Kais Feki

The standard approach for finding eigenvalues and eigenvectors of matrix polynomials starts by embedding the coefficients of the polynomial into a matrix pencil, known as linearization. Building on the pioneering work of Nakatsukasa and…

Numerical Analysis · Mathematics 2018-08-15 Javier Perez

The Cayley-Hamilton problem of expressing functions of matrices in terms of only their eigenvalues is well-known to simplify to finding the inverse of the confluent Vandermonde matrix. Here, we give a highly compact formula for the inverse…

Quantum Physics · Physics 2017-09-18 Samuel R. Hedemann

We study the computability of the operator norm of a matrix with respect to norms induced by linear operators. Our findings reveal that this problem can be solved exactly in polynomial time in certain situations, and we discuss how it can…

Numerical Analysis · Mathematics 2025-10-23 Adrian Kulmburg

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

Given bounded selfadjoint operators $A$ and $B$ acting on a Hilbert space $\mathcal{H}$, consider the linear pencil $P(\lambda)=A+\lambda B$, $\lambda\in\mathbb{R}$. The set of parameters $\lambda$ such that $P(\lambda)$ is a positive…

Functional Analysis · Mathematics 2022-01-10 Santiago Gonzalez Zerbo , Alejandra Maestripieri , Francisco Martínez Pería

In this article, the open problem of finding the exact value of the norm of the Hilbert matrix operator on weighted Bergman spaces $A^p_\alpha$ is adressed. The norm was conjectured to be $\frac{\pi}{\sin \frac{(2+\alpha)\pi}{p}}$ by…

Functional Analysis · Mathematics 2020-01-29 Mikael Lindström , Santeri Miihkinen , Niklas Wikman

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…

Numerical Analysis · Mathematics 2017-06-13 Zhi Zhao , Zheng-Jian Bai , Xiao-Qing Jin

This work provides closed-form solutions and minimum achievable errors for a large class of low-rank approximation problems in Hilbert spaces. The proposed theorem generalizes to the case of bounded linear operators the previous results…

Machine Learning · Statistics 2023-01-09 Patrick Heas , Cedric Herzet

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Matrix versions of some basic convexity inequalities are given. Further results on the same topic are proved in the recent papers on arxiv: 1. Hermitian operators and convex functions, 2. A concavity inequality for symmetric norms, 3.…

Functional Analysis · Mathematics 2007-05-23 Jean-Christophe Bourin

We revisit the $k$-Hessian eigenvalue problem on a smooth, bounded, $(k-1)$-convex domain in $\mathbb R^n$. First, we obtain a spectral characterization of the $k$-Hessian eigenvalue as the infimum of the first eigenvalues of linear…

Analysis of PDEs · Mathematics 2021-09-28 Nam Q. Le