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This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…

Numerical Analysis · Mathematics 2020-10-07 Guy Gilboa

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

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee

Eigenvalue problems are critical to several fields of science and engineering. We present a novel unsupervised neural network for discovering eigenfunctions and eigenvalues for differential eigenvalue problems with solutions that…

Computational Physics · Physics 2020-10-13 Henry Jin , Marios Mattheakis , Pavlos Protopapas

We investigate a technique to transform a linear two-parameter eigenvalue problem, into a nonlinear eigenvalue problem (NEP). The transformation stems from an elimination of one of the equations in the two-parameter eigenvalue problem, by…

Numerical Analysis · Mathematics 2021-06-17 Emil Ringh , Elias Jarlebring

We introduce efficient differentially private (DP) algorithms for several linear algebraic tasks, including solving linear equalities over arbitrary fields, linear inequalities over the reals, and computing affine spans and convex hulls. As…

Data Structures and Algorithms · Computer Science 2024-11-06 Haim Kaplan , Yishay Mansour , Shay Moran , Uri Stemmer , Nitzan Tur

The existing doubling algorithms have been proven efficient for several important nonlinear matrix equations arising from real-world engineering applications. In a nutshell, the algorithms iteratively compute a basis matrix, in one of the…

Numerical Analysis · Mathematics 2026-02-10 Changli Liu , Tiexiang Li , Jungong Xue , Ren-Cang Li , Wen-Wei Lin

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding critical points of a quadratic function…

Machine Learning · Computer Science 2015-03-17 Matthias Hein , Thomas Bühler

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the…

Numerical Analysis · Mathematics 2015-03-10 Peter Benner , Steffen Börm , Thomas Mach , Knut Reimer

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

Interval-valued computing is a relatively new computing paradigm. It uses finitely many interval segments over the unit interval in a computation as data structure. The satisfiability of Quantified Boolean formulae and other hard problems,…

Data Structures and Algorithms · Computer Science 2014-04-02 Benedek Nagy , Sándor Vályi

Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our…

Numerical Analysis · Mathematics 2018-02-22 Elias Jarlebring