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Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson

Accurate computation of multiple eigenvalues of quantum Hamiltonians is essential in quantum chemistry, materials science, and molecular spectroscopy. Estimating excited-state energies is challenging for classical algorithms due to…

Quantum Physics · Physics 2026-05-22 Grzegorz Rajchel-Mieldzioć , Szymon Pliś , Emil Zak

Block encoding is a key ingredient in the recently developed quantum singular value transformation (QSVT) framework, which provides a unifying description for many quantum algorithms. Initially introduced to simplify and optimize resource…

Quantum Physics · Physics 2025-04-01 Nhat A. Nghiem , Tzu-Chieh Wei

The reduction of a matrix to an upper $J$-Hessenberg form is a crucial step in the $SR$-algorithm (which is a $QR$-like algorithm), structure-preserving, for computing eigenvalues and vectors, for a class of structured matrices. This…

Numerical Analysis · Mathematics 2017-10-24 Ahmed Salam , Haithem Ben Kahla

The efficient and accurate QR decomposition for matrices with hierarchical low-rank structures, such as HODLR and hierarchical matrices, has been challenging. Existing structure-exploiting algorithms are prone to numerical instability as…

Numerical Analysis · Mathematics 2018-09-28 Daniel Kressner , Ana Susnjara

We introduce an eigenvalue-preserving transformation algorithm from the generalized eigenvalue problem by matrix pencil of the upper and the lower bidiagonal matrices into a standard eigenvalue problem while preserving sparsity, using the…

Numerical Analysis · Mathematics 2025-05-06 Katsuki Kobayashi , Kazuki Maeda , Satoshi Tsujimoto

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

The numerical solution of eigenvalue problems is essential in various application areas of scientific and engineering domains. In many problem classes, the practical interest is only a small subset of eigenvalues so it is unnecessary to…

Numerical Analysis · Mathematics 2023-11-16 M. Ridwan Apriansyah , Rio Yokota

We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…

Numerical Analysis · Mathematics 2026-01-21 Robbe Vermeiren

We propose a verified computation method for eigenvalues in a region and the corresponding eigenvectors of generalized Hermitian eigenvalue problems. The proposed method uses complex moments to extract the eigencomponents of interest from a…

Numerical Analysis · Mathematics 2022-12-27 Akira Imakura , Keiichi Morikuni , Akitoshi Takayasu

One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a…

Spectral Theory · Mathematics 2010-01-25 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei

Eigenvector continuation is a computational method that finds the extremal eigenvalues and eigenvectors of a Hamiltonian matrix with one or more control parameters. It does this by projection onto a subspace of eigenvectors corresponding to…

Nuclear Theory · Physics 2021-01-22 Avik Sarkar , Dean Lee

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…

Numerical Analysis · Mathematics 2012-07-27 Dario A. Bini , V. Noferini

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

Hessenberg decomposition is the basic tool used in computational linear algebra to approximate the eigenvalues of a matrix. In this article, we generalize Hessenberg decomposition to continuous matrix fields over topological spaces. This…

Spectral Theory · Mathematics 2009-06-16 Benoit Jacob

For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz…

Numerical Analysis · Mathematics 2015-03-17 Tsung-Ming Huang , Zhongxiao Jia , Wen-Wei Lin

The computation of the ground state (i.e. the eigenvector related to the smallest eigenvalue) is an important task in the simulation of quantum many-body systems. As the dimension of the underlying vector space grows exponentially in the…

Quantum Physics · Physics 2012-12-24 T. Huckle , K. Waldherr , T. Schulte-Herbrueggen

The Householder algorithm for the QR factorization of a tall thin n x p full-rank matrix X has the added bonus of producing a matrix M with orthonormal columns that are a basis for the orthocomplement of the column space of X. We give a…

Statistics Theory · Mathematics 2022-06-14 John H. Elton , Andrew B. Gardner

We develop two fast algorithms for Hessenberg reduction of a structured matrix $A = D + UV^H$ where $D$ is a real or unitary $n \times n$ diagonal matrix and $U, V \in\mathbb{C}^{n \times k}$. The proposed algorithm for the real case…

Numerical Analysis · Mathematics 2016-12-14 Luca Gemignani , Leonardo Robol

Let $k$ be a field and $n,a,b$ natural numbers. A matrix pencil $P$ is given by $n$ matrices of the same size with coefficients in $k$, say by $(b\times a)$-matrices, or, equivalently, by $n$ linear transformations $\alpha_i\:k^a \to k^b$…

Numerical Analysis · Mathematics 2017-05-02 Claus Michael Ringel