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The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…

Optimization and Control · Mathematics 2022-10-26 Egor Gladin , Ilya Kuruzov , Fedor Stonyakin , Dmitry Pasechnyuk , Mohammad Alkousa , Alexander Gasnikov

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…

Numerical Analysis · Mathematics 2025-03-28 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

Many-body wavefunctions usually lie in high-dimensional Hilbert spaces. However, physically relevant states, i.e, the eigenstates of the Schr\"odinger equation are rare. For many-body systems involving only pairwise interactions, these…

Quantum Physics · Physics 2023-01-05 Chaoming Song

For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…

Numerical Analysis · Mathematics 2026-01-12 Shengyue Wang , Aihui Zhou

Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…

Mathematical Software · Computer Science 2023-02-09 Roman Iakymchuk , Jose I. Aliaga

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations…

Numerical Analysis · Computer Science 2018-05-28 M. Hached , K. Jbilou

We address an algorithm for the least squares fitting of a subset of the eigenvalues of an unknown Hermitian matrix lying an an affine subspace, called the Lift and Projection (LP) method, due to Chen and Chu (SIAM Journal on Numerical…

Numerical Analysis · Mathematics 2025-04-11 Alban Bloor Riley , Marcus Webb , Michael L. Baker

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

This paper presents four novel domain decomposition algorithms integrated with nonlinear mapping techniques to address collocation-based solutions of eigenvalue problems involving sharp interfaces or steep gradients. The proposed methods…

Numerical Analysis · Mathematics 2025-02-14 Jinwei Yang , Vinod Srinivasan

A fundamental tool in shape analysis is the virtual embedding of the Riemannian manifold describing the geometry of a shape into Euclidean space. Several methods have been proposed to embed isometric shapes in flat domains while preserving…

Graphics · Computer Science 2013-10-17 Alon Shtern , Ron Kimmel

Multi-wave inverse problems are indirect imaging methods using the interaction of two different imaging modalities. One brings spatial accuracy, and the other contrast sensitivity. The inversion method typically involve two steps. The first…

Analysis of PDEs · Mathematics 2023-01-05 Yves Capdeboscq , Tianrui Dai

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

Numerical Analysis · Mathematics 2024-02-14 Malena I. Español , Gabriela Jeronimo

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

Two families of certain nonsymmetric generalized Jacobi polynomials with negative integer indexes are used for solving third- and fifth-order two point boundary value problems subject to homogeneous and nonhomogeneous boundary conditions…

Numerical Analysis · Mathematics 2019-04-24 E. H. Doha , W. M. Abd-Elhameed , Y. H. Youssri

The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a role in many numerical algorithms, of which the one-sided Jacobi method for the singular value decomposition (SVD) is the prime example. In this paper…

Numerical Analysis · Mathematics 2023-10-31 Vedran Novaković

In spite of its overall efficiency and robustness for capturing the interface in multiphase fluid dynamics simulations, the well-known shortcoming of the level-set method is associated with the lack of a systematic approach for preserving…

Fluid Dynamics · Physics 2023-09-22 A. Hashemi , M. R. Hashemi , P. Ryzhakov , R. Rossi

In this work we consider a class of delay eigenvalue problems that admit a spectrum similar to that of a Hamiltonian matrix, in the sense that the spectrum is symmetric with respect to both the real and imaginary axis. More precisely, we…

Numerical Analysis · Mathematics 2022-07-15 Pieter Appeltans , Wim Michiels