Related papers: A modification of the Jacobi-Davidson method
In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…
The modern ability to collect vast quantities of data poses a challenge for parameter estimation problems. When posed as a nonlinear least squares problem fitting a model to data, the cost of each iteration grows linearly with the amount of…
Using a new analysis approach, we establish a general convergence theory of the Shift-Invert Residual Arnoldi (SIRA) method for computing a simple eigenvalue nearest to a given target $\sigma$ and the associated eigenvector. In SIRA, a…
This work deals with approximate solution of generalized eigenvalue problem with coefficient matrix that is an affine function of d-parameters. The coefficient matrix is assumed to be symmetric positive definite and spectrally equivalent to…
We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…
The relation between two Morse functions defined on a common domain can be studied in terms of their Jacobi set. The Jacobi set contains points in the domain where the gradients of the functions are aligned. Both the Jacobi set itself as…
This paper presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits the domain…
The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each…
Consider the optimal subspace expansion problem for the matrix eigenvalue problem $Ax=\lambda x$: Which vector $w$ in the current subspace $\mathcal{V}$, after multiplied by $A$, provides an optimal subspace expansion for approximating a…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
We provide a comparative study of the Subspace Projected Approximate Matrix method, abbreviated SPAM, which is a fairly recent iterative method to compute a few eigenvalues of a Hermitian matrix $A$. It falls in the category of inner-outer…
Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…
We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…
Convergence problems in coupled-cluster iterations are discussed, and a new iteration scheme is proposed. Whereas the Jacobi method inverts only the diagonal part of the large matrix of equation coefficients, we invert a matrix which also…
We propose a spectral method by using the Jacobi functions for computing eigenvalue gaps and their distribution statistics of the fractional Schr\"{o}dinger operator (FSO). In the problem, in order to get reliable gaps distribution…
In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…
The Scheduled Relaxation Jacobi (SRJ) method is a linear solver algorithm which greatly improves the convergence of the Jacobi iteration through the use of judiciously chosen relaxation factors (an SRJ scheme) which attenuate the solution…
The solution of parameter-dependent linear systems, by classical methods, leads to an arithmetic effort that grows exponentially in the number of parameters. This renders the multigrid method, which has a well understood convergence theory,…
This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…
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…