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In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…

Optimization and Control · Mathematics 2018-07-17 Akram Taati , Maziar Salahi

A common algorithm for the computation of eigenvalues of real symmetric tridiagonal matrices is the iteration of certain special maps $F_\sigma$ called shifted $QR$ steps. Such maps preserve spectrum and a natural common domain is ${\cal…

Dynamical Systems · Mathematics 2012-08-06 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei

We connect two alternative concepts of solving integrable models, Baxter's method of auxiliary matrices (or Q-operators) and the algebraic Bethe ansatz. The main steps of the calculation are performed in a general setting and a formula for…

Mathematical Physics · Physics 2009-11-10 Christian Korff

We propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned matrices. It is based on the {\it LDLT} decomposition and involves finding a $k \times k$ sub-matrix of the inverse of the…

Numerical Analysis · Mathematics 2018-10-04 Yang Chen , Jakub Sikorowski , Mengkun Zhu

The QR algorithm is one of the three phases in the process of computing the eigenvalues and the eigenvectors of a dense nonsymmetric matrix. This paper describes a task-based QR algorithm for reducing an upper Hessenberg matrix to real…

Mathematical Software · Computer Science 2021-12-17 Mirko Myllykoski

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

A thick-restart Lanczos type algorithm is proposed for Hermitian $J$-symmetric matrices. Since Hermitian $J$-symmetric matrices possess doubly degenerate spectra or doubly multiple eigenvalues with a simple relation between the degenerate…

Numerical Analysis · Mathematics 2020-09-14 Ken-Ichi Ishikawa , Tomohiro Sogabe

Matrices with the displacement structures of circulant, Toeplitz, and Hankel types as well as matrices with structures generalizing these types are omnipresent in computations of sciences and engineering. In this paper, we present efficient…

Quantum Physics · Physics 2021-10-06 Lin-Chun Wan , Chao-Hua Yu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

We describe an algorithm for determining whether two convex polytopes P and Q, embedded in a lattice, are isomorphic with respect to a lattice automorphism. We extend this to a method for determining if P and Q are equivalent, i.e. whether…

Combinatorics · Mathematics 2013-01-29 Roland Grinis , Alexander Kasprzyk

Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…

Rings and Algebras · Mathematics 2007-05-23 Christopher Beattie

We report an efficient program for computing the eigenvalues and symmetry-adapted eigenvectors of very large quaternionic (or Hermitian skew-Hamiltonian) matrices, using which structure-preserving diagonalization of matrices of dimension N…

Chemical Physics · Physics 2017-03-20 Toru Shiozaki

Starting from the Bethe ansatz solution for the open Totally Asymmetric Simple Exclusion Process (TASEP), we compute the largest eigenvalue of the deformed Markovian matrix, in exact agreement with results obtained by the matrix ansatz. We…

Mathematical Physics · Physics 2018-11-05 N. Crampe , R. I. Nepomechie

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…

Optimization and Control · Mathematics 2023-05-30 Yurii Nesterov , Anton Rodomanov

Quantum eigenvalue transformation (QET) and its generalization, quantum singular value transformation (QSVT), are versatile quantum algorithms that allow us to apply broad matrix functions to quantum states, which cover many of significant…

Quantum Physics · Physics 2023-04-27 Kaoru Mizuta , Keisuke Fujii

This paper is devoted to the study of preservation of eigenvalues, Jordan structure and complementary invariant subspaces of structured matrices under structured perturbations. Perturbations and structure-preserving perturbations are…

Numerical Analysis · Mathematics 2020-06-18 Tinku Ganai , Bibhas Adhikari

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

High Energy Physics - Lattice · Physics 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

A matrix model is presented which leads to the discrete ``eigenvalue model'' proposed recently by Alvarez-Gaum\'e {\it et.al.} for 2D supergravity (coupled to superconformal matters).

High Energy Physics - Theory · Physics 2009-10-22 Michiaki Takama

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi