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The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

Let $\left( X,\left\Vert \cdot\right\Vert_{X}\right) $ and $\left( Y,\left\Vert \cdot\right\Vert_{Y}\right) $ be Banach spaces over $\mathbb{R},$ with $X$ uniformly convex and compactly embedded into $Y.$ The inverse iteration method is…

Analysis of PDEs · Mathematics 2018-10-16 Grey Ercole

This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach…

Numerical Analysis · Mathematics 2022-02-17 Yuji Nakatsukasa , Joel A. Tropp

In this paper, we introduce a randomized algorithm for solving the non-symmetric eigenvalue problem, referred to as randomized Implicitly Restarted Arnoldi (rIRA). This method relies on using a sketch-orthogonal basis during the Arnoldi…

Numerical Analysis · Mathematics 2024-07-04 Jean-Guillaume de Damas , Laura Grigori

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak

A particle confined to an impassable box is a paradigmatic and exactly solvable one-dimensional quantum system modeled by an infinite square well potential. Here we explore some of its infinitely many generalizations to two dimensions,…

Computational Physics · Physics 2023-02-06 Elliott G. Holliday , John F. Lindner , William L. Ditto

Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anderson (AAA) method is one approach to construct such…

Numerical Analysis · Mathematics 2024-06-27 Stefan Güttel , Daniel Kressner , Bart Vandereycken

We propose a non grid-based interpolation scheme based on the information from the data collected from the vicinity of the query point. As a non-grid-based interpolation, the data points can be distributed randomly in a small region, and…

Numerical Analysis · Mathematics 2016-09-21 Kai Lin , Wei-Liang Qian

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

Eigenvalue problems are critical to several fields of science and engineering. We expand on the method of using unsupervised neural networks for discovering eigenfunctions and eigenvalues for differential eigenvalue problems. The obtained…

Machine Learning · Computer Science 2022-03-02 Henry Jin , Marios Mattheakis , Pavlos Protopapas

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

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 is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

Mixed-precision arithmetic offers significant computational advantages for large-scale matrix computation tasks, yet preserving accuracy and stability in eigenvalue problems and the singular value decomposition (SVD) remains challenging.…

Numerical Analysis · Mathematics 2025-05-05 Tianshi Xu , Zechen Zhang , Jie Chen , Yousef Saad , Yuanzhe Xi

We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…

Machine Learning · Computer Science 2017-10-03 Weinan E , Bing Yu

For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz…

Numerical Analysis · Mathematics 2015-03-17 Tsung-Ming Huang , Zhongxiao Jia , Wen-Wei Lin

We establish a general convergence theory of the Rayleigh--Ritz method and the refined Rayleigh--Ritz method for computing some simple eigenpair $(\lambda_{*},x_{*})$ of a given analytic regular nonlinear eigenvalue problem (NEP). In terms…

Numerical Analysis · Mathematics 2026-05-14 Zhongxiao Jia , Qingqing Zheng

In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…

Numerical Analysis · Mathematics 2023-07-18 Qihong Yang , Yangtao Deng , Yu Yang , Qiaolin He , Shiquan Zhang

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli