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Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…

Strongly Correlated Electrons · Physics 2011-02-17 Pierre Carrier , Jok M. Tang , Yousef Saad , James K. Freericks

We solve the Hubbard model with the exact diagonalization method on a graphics processing unit (GPU). We benchmark our GPU program against a sequential CPU code by using the Lanczos algorithm to solve the ground state energy in two cases: a…

Computational Physics · Physics 2012-06-20 Topi Siro , Ari Harju

The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…

Computational Physics · Physics 2023-08-09 Ryan M. Zbikowski , Calvin W. Johnson

The block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…

Cryptography and Security · Computer Science 2016-04-11 Emmanuel Thomé

We present a comparative study of the application of modern eigenvalue algorithms to an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for the large,…

Computational Physics · Physics 2020-05-04 U. Elsner , V. Mehrmann , F. Milde , R. A. Roemer , M. Schreiber

Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…

Optimization and Control · Mathematics 2025-02-27 Yan Yang , Bin Gao , Ya-xiang Yuan

We develop a block minimum residual (MINRES) algorithm for symmetric indefinite matrices. This version is built upon the band Lanczos method that generates one basis vector of the block Krylov subspace per iteration rather than a whole…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter

We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…

Numerical Analysis · Mathematics 2023-06-01 Tyler Chen , Anne Greenbaum , Cameron Musco , Christopher Musco

The Lanczos method with implicit restarting is one of the most popular methods for finding a few exterior eigenpairs of a large symmetric matrix $A$. Usually based on polynomial filtering, restarting is crucial to limit memory and the cost…

Numerical Analysis · Mathematics 2026-02-25 Angelo A. Casulli , Daniel Kressner , Nian Shao

Graphical Processing Units (GPUs) are more and more frequently used for lattice QCD calculations. Lattice studies often require computing the quark propagators for several masses. These systems can be solved using multi-shift inverters but…

High Energy Physics - Lattice · Physics 2015-05-27 A. Alexandru , C. Pelissier , B. Gamari , F. Lee

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová

We present a GPU implementation of the finite-temperature Lanczos method (FTLM) for Heisenberg spin Hamiltonians that targets workstation hardware rather than distributed-memory clusters. The Hamiltonian action is evaluated matrix-free in a…

Strongly Correlated Electrons · Physics 2026-05-27 Shadan Ghassemi Tabrizi , Thomas D. Kühne

We present a hardware agnostic error mitigation algorithm for near term quantum processors inspired by the classical Lanczos method. This technique can reduce the impact of different sources of noise at the sole cost of an increase in the…

In theory, the Lanczos algorithm generates an orthogonal basis of the corresponding Krylov subspace. However, in finite precision arithmetic, the orthogonality and linear independence of the computed Lanczos vectors is usually lost quickly.…

Numerical Analysis · Mathematics 2021-06-07 Dorota Šimonová , Petr Tichý

We introduce a new algorithm for finding the eigenvalues and eigenvectors of Hermitian matrices within a specified region, based upon the LANSO algorithm of Parlett and Scott. It uses selective reorthogonalization to avoid the duplication…

High Energy Physics - Lattice · Physics 2015-06-12 Chris Johnson , A. D. Kennedy

The GW approximation is widely used for reliable and accurate modeling of single-particle excitations. It also serves as a starting point for many theoretical methods, such as its use in the Bethe-Salpeter equation (BSE) and dynamical…

Computational Physics · Physics 2024-03-25 Weiwei Gao , Zhao Tang , Jijun Zhao , James R. Chelikowsky

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…

Computational Physics · Physics 2015-01-05 Randolf Beerwerth , Heiko Bauke

The need for large-scale electronic structure calculations arises recently in the field of material physics and efficient and accurate algebraic methods for large simultaneous linear equations become greatly important. We investigate the…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 H. Teng , T. Fujiwara , T. Hoshi , T. Sogabe , S. -L. Zhang , S. Yamamoto

This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…

Numerical Analysis · Mathematics 2025-05-29 Angelo A. Casulli , Francesco Hrobat , Daniel Kressner

An iterative algorithm is presented for solving the RPA equations of linear response. The method optimally computes the energy-weighted moments of the strength function, allowing one to match the computational effort to the intrinsic…

Computational Physics · Physics 2009-10-31 C. W. Johnson , G. F. Bertsch , W. D. Hazelton