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In this work, we combine Beyn's method and the recently developed recursive integral method (RIM) to propose a contour integral-based, region partitioning eigensolver for nonlinear eigenvalue problems. A new partitioning criterion is…

Numerical Analysis · Mathematics 2025-03-18 Yuqi Liu , Jose E. Roman , Meiyue Shao

Recently a novel family of eigensolvers, called spectral indicator methods (SIMs), was proposed. Given a region on the complex plane, SIMs first compute an indicator by the spectral projection. The indicator is used to test if the region…

Numerical Analysis · Mathematics 2020-06-30 Ruihao Huang , Jiguang Sun , Chao Yang

The application of eigenvalue theory to dual quaternion Hermitian matrices holds significance in the realm of multi-agent formation control. In this paper, we study the Rayleigh quotient iteration (RQI) for solving the right eigenpairs of…

Numerical Analysis · Mathematics 2024-09-25 Shan-Qi Duan , Qing-Wen Wang , Xue-Feng Duan

Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…

Numerical Analysis · Mathematics 2016-11-23 Ruihao Huang , Allan A. Struthers , Jiguang Sun , Ruming Zhang

In this article we prove the existence, uniqueness, and simplicity of a negative eigenvalue for a class of integral operators whose kernel is of the form $|x-y|^\rho$, $0 < \rho \leq 1$, $x, y \in [-a, a]$. We also provide two different…

Spectral Theory · Mathematics 2013-09-30 Lotfi Hermi , Naoki Saito

Numerical solution of nonlinear eigenvalue problems (NEPs) is frequently encountered in computational science and engineering. The applicability of most existing methods is limited by matrix structures, property of eigen-solutions, size of…

Numerical Analysis · Mathematics 2016-05-26 Jinyou Xiao , Chuanzeng Zhang , Tsung-Ming Huang , Tetsuya Sakurai

In this paper, we introduce a randomized algorithm for solving the non-symmetric eigenvalue problem, referred to as randomized Implicitly Restarted Arnoldi (rIRA). This method relies on using a sketch-orthogonal basis during the Arnoldi…

Numerical Analysis · Mathematics 2024-07-04 Jean-Guillaume de Damas , Laura Grigori

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

A new algorithm, denoted by RSRR, is presented for solving large-scale nonlinear eigenvalue problems (NEPs) with a focus on improving the robustness and reliability of the solution, which is a challenging task in computational science and…

Numerical Analysis · Mathematics 2016-07-27 Jinyou Xiao , Shuangshuang Meng , Chuanzeng Zhang , Changjun Zheng

A simple alternative to the conjugate gradient(CG) method is presented; this method is developed as a special case of the more general iterated Ritz method (IRM) for solving a system of linear equations. This novel algorithm is not based on…

Numerical Analysis · Computer Science 2019-03-28 Josip Dvornik , Damir Lazarevic , Antonia Jaguljnjak Lazarevic , Marija Demsic

We introduce a new Projected Rayleigh Quotient Iteration aimed at improving the convergence behaviour of classic Rayleigh Quotient iteration (RQI) by incorporating approximate information about the target eigenvector at each step. While…

Numerical Analysis · Mathematics 2024-11-13 Nils Friess , Alexander D. Gilbert , Robert Scheichl

Recently, a kind of eigensolvers based on contour integral were developed for computing the eigenvalues inside a given region in the complex plane. The CIRR method is a classic example among this kind of methods. In this paper, we propose a…

Numerical Analysis · Mathematics 2015-08-19 Guojian Yin

The Asymptotic Iteration Method (AIM) is a technique for solving analytically and approximately the linear second-order differential equation, especially the eigenvalue problems that frequently appear in theoretical and mathematical…

Mathematical Physics · Physics 2020-03-17 Mourad E. H. Ismail , Nasser Saad

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

We revisit a classical problem in numerical linear algebra: given an $k$-dimensional subspace $\mathcal{Q}$ that approximates the leading eigenspace of an $n\times n$ positive semi-definite matrix $A$, the goal is to extract high-accuracy…

Numerical Analysis · Mathematics 2026-05-07 Yuji Nakatsukasa , Zheng Tang

In this paper, we investigate numerical solutions for inverse singular value problems (for short, ISVPs) arising in various applications. Inspired by the methodologies employed for inverse eigenvalue problems, we propose a Cayley-free…

Numerical Analysis · Mathematics 2026-02-03 Jiechang Fan , Weiping Shen , Yusong Luo , Enping Lou

From characterizing the speed of a thermal system's response to computing natural modes of vibration, eigenvalue analysis is ubiquitous in engineering. In spite of this, eigenvalue problems have received relatively little treatment compared…

Numerical Analysis · Mathematics 2025-06-06 Conor Rowan , John Evans , Kurt Maute , Alireza Doostan

We address the problem of computing the eigenvalue backward error of the Rosenbrock system matrix under various types of block perturbations. We establish computable formulas for these backward errors using a class of minimization problems…

Numerical Analysis · Mathematics 2024-07-08 Ding Lu , Anshul Prajapati , Punit Sharma , Shreemayee Bora

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

Numerical Analysis · Mathematics 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

We apply the method of inverse iteration to the Laplace eigenvalue problem with Robin and mixed Dirichlet-Neumann boundary conditions, respectively. For each problem, we prove convergence of the iterates to a non-trivial principal…

Analysis of PDEs · Mathematics 2025-06-03 Benjamin Lyons , Emily Ruttenberg , Nicholas Zitzelberger
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