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Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

An original approach to solving rather difficult probabilistic problems arising in studying the readout of random discrete fields and having no exact analytical solutions at the moment is proposed. Several algorithms for direct, iterative,…

Other Computer Science · Computer Science 2014-12-04 Aleksander Reznik , Vitaly Efimov , Aleksander Soloview , Andrey Torgov

Solving optimization problems is challenging for existing digital computers and even for future quantum hardware. The practical importance of diverse problems, from healthcare to financial optimization, has driven the emergence of…

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…

Numerical Analysis · Mathematics 2021-01-01 Michael C. Brennan , Mark Embree , Serkan Gugercin

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin

An efficient and robust restart strategy is important for any Krylov-based method for eigenvalue problems. The tensor infinite Arnoldi method (TIAR) is a Krylov-based method for solving nonlinear eigenvalue problems (NEPs). This method can…

Numerical Analysis · Mathematics 2016-06-29 Giampaolo Mele , Elias Jarlebring

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

A new inverse iteration algorithm that can be used to compute all the eigenvectors of a real symmetric tri-diagonal matrix on parallel computers is developed. The modified Gram-Schmidt orthogonalization is used in the classical inverse…

Numerical Analysis · Computer Science 2012-09-11 Hiroyuki Ishigami , Kinji Kimura , Yoshimasa Nakamura

The capacity for solving eigenstates with a quantum computer is key for ultimately simulating physical systems. Here we propose inverse iteration quantum eigensolvers, which exploit the power of quantum computing for the classical inverse…

Quantum Physics · Physics 2022-03-09 Min-Quan He , Dan-Bo Zhang , Z. D. Wang

We present a new method for the numerical solution of singular integral equations on the real axis. The method's value stems from an explicit formula for the Cauchy integral of a complex exponential multiplied by a rational function.…

Numerical Analysis · Mathematics 2014-04-29 Thomas Trogdon

Path integral-based simulation methodologies play a crucial role for the investigation of nuclear quantum effects by means of computer simulations. However, these techniques are significantly more demanding than corresponding classical…

Statistical Mechanics · Physics 2018-01-17 Karsten Kreis , Kurt Kremer , Raffaello Potestio , Mark E. Tuckerman

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

The circumcentered-reflection method (CRM) has been applied for solving convex feasibility problems. CRM iterates by computing a circumcenter upon a composition of reflections with respect to convex sets. Since reflections are based on…

Optimization and Control · Mathematics 2022-01-05 Guilherme Araújo , Reza Arefidamghani , Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Luiz-Rafael Santos

We propose an efficient numerical method for a non-selfadjoint Steklov eigenvalue problem. The Lagrange finite element is used for discretization. The convergence is proved using the spectral perturbation theory for compact operators. The…

Numerical Analysis · Mathematics 2018-04-10 Juan Liu , Jiguang Sun , Tiara Turner

In this paper, we present a fast and accurate numerical scheme for the solution of fifth-order boundary-value problems. We apply the reproducing kernel Hilbert space method (RKHSM) for solving this problem. The analytic results of the…

Numerical Analysis · Mathematics 2013-05-21 Mustafa Inc , Ali Akgül , Mehdi Dehghan

Quantum phase estimation (QPE) of the eigenvalues of a unitary operator on a target quantum system is a crucial subroutine in various quantum algorithms. Conventional QPE is often expensive to implement as it requires a large number of…

Quantum Physics · Physics 2025-02-10 Yuan-De Jin , Shi-Yu Zhang , Wen-Long Ma

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

Surface integral equation (SIE) methods are of great interest for the efficient electromagnetic modeling of various devices, from integrated circuits to antenna arrays. Existing acceleration algorithms for SIEs, such as the adaptive…

Computational Engineering, Finance, and Science · Computer Science 2021-07-13 Shashwat Sharma , Piero Triverio
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