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Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…
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…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
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…
For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…
In this paper, we propose an efficient two-level additive Schwarz method for solving large-scale eigenvalue problems arising from the finite element discretization of symmetric elliptic operators, which may compute efficiently more interior…
In this paper, we derive entrywise error bounds for low-rank approximations of kernel matrices obtained using the truncated eigen-decomposition (or singular value decomposition). While this approximation is well-known to be optimal with…
We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…
Many large-scale scientific computations require eigenvalue solvers in a scaling regime where efficiency is limited by data movement. We introduce a parallel algorithm for computing the eigenvalues of a dense symmetric matrix, which…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…
We consider the efficient solution of strongly elliptic partial differential equations with random load based on the finite element method. The solution's two-point correlation can efficiently be approximated by means of an…
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…
We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…
Nuclear Magnetic Resonance (NMR) spectroscopy, which is modeled as the sum of damped exponential signals, has become an indispensable tool in various scenarios, such as the structure and function determination, chemical analysis, and…
This paper presents a hybrid variational quantum algorithm that finds a random eigenvector of a unitary matrix with a known quantum circuit. The algorithm is based on the SWAP test on trial states generated by a parametrized quantum…
The eigenvalue problem of a graph Laplacian matrix $L$ arising from a simple, connected and undirected graph has been given more attention due to its extensive applications, such as spectral clustering, community detection, complex network,…
For a connected graph $\mathcal{G}=(V,E)$ with $n$ nodes, $m$ edges, and Laplacian matrix $\boldsymbol{{\mathit{L}}}$, a grounded Laplacian matrix $\boldsymbol{{\mathit{L}}}(S)$ of $\mathcal{G}$ is a $(n-k) \times (n-k)$ principal submatrix…
Evaluation of the eigenvectors of symmetric tridiagonal matrices is one of the most basic tasks in numerical linear algebra. It is a widely known fact that, in the case of well separated eigenvalues, the eigenvectors can be evaluated with…
We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…
Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte…