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Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

Earlier this decade, the so-called FEAST algorithm was released for computing the eigenvalues of a matrix in a given interval. Previously, rational filter functions have been examined as a parameter of FEAST. In this thesis, we expand on…

Numerical Analysis · Computer Science 2017-10-24 Konrad Kollnig

We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…

Numerical Analysis · Mathematics 2024-01-18 Yingxia Xi , Jiguang Sun

An efficient contour integral technique to approximate a cluster of nonlinear eigenvalues of a polynomial eigenproblem, circumventing certain large inversions from a linearization, is presented. It is applied to the nonlinear eigenproblem…

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

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

In this paper, we propose a type of tensor-neural-network-based machine learning method to compute multi-eigenpairs of high dimensional eigenvalue problems without Monte-Carlo procedure. Solving multi-eigenvalues and their corresponding…

Numerical Analysis · Mathematics 2023-05-23 Yifan Wang , Hehi Xie

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

Solving polynomial eigenvalue problems with eigenvector nonlinearities (PEPv) is an interesting computational challenge, outside the reach of the well-developed methods for nonlinear eigenvalue problems. We present a natural generalization…

Numerical Analysis · Mathematics 2022-05-26 Rob Claes , Karl Meerbergen , Simon Telen

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

In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Numerical Analysis · Mathematics 2025-10-21 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

In this paper, we present a nonnested augmented subspace algorithm and its multilevel correction method for solving eigenvalue problems with curved interfaces. The augmented subspace algorithm and the corresponding multilevel correction…

Numerical Analysis · Mathematics 2020-11-17 Haikun Dang , Hehu Xie , Gang Zhao , Chenguang Zhou

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

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

Nonlinear eigenvalue problems (NEPs) present significant challenges due to their inherent complexity and the limitations of traditional linear eigenvalue theory. This paper addresses these challenges by introducing a nonlinear…

Numerical Analysis · Mathematics 2024-09-18 Ronald Katende

This paper considers computing partial eigenpairs of differential eigenvalue problems (DEPs) such that eigenvalues are in a certain region on the complex plane. Recently, based on a "solve-then-discretize" paradigm, an operator analogue of…

Numerical Analysis · Mathematics 2023-02-21 Akira Imakura , Keiichi Morikuni , Akitoshi Takayasu

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…

Numerical Analysis · Mathematics 2025-10-06 Victor Janssens , Karl Meerbergen , Wim Michiels

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and…

Optimization and Control · Mathematics 2022-07-13 Wei Zhang , Tiejun Li , Christof Schütte