Related papers: A multishift, multipole rational QZ method with ag…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…
In this manuscript, a generalized inverse eigenvalue problem is considered that involves a linear pencil $(z\mathcal{J}_{[0,n]}-\mathcal{H}_{[0,n]})$ of matrices arising in the theory of rational interpolation and biorthogonal rational…
Functional iterations such as Newton's are a popular tool for polynomial root-finding. We consider realistic situation where some (e.g., better-conditioned) roots have already been approximated and where further computations is directed to…
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…
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…
We develop a framework for proving rapid convergence of shifted QR algorithms which use Ritz values as shifts, in finite arithmetic. Our key contribution is a dichotomy result which addresses the known forward-instability issues surrounding…
In this paper, we study the partial pole assignment problem in symmetric quadratic pencil with time delay. A novel multi-step method is proposed to solve this problem, resulting in the undesired eigenvalues being moved to desired values,…
Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two…
This work is a continuation of "Fast and backward stable computation of roots of polynomials" by J.L. Aurentz, T. Mach, R. Vandebril, and D.S. Watkins, SIAM Journal on Matrix Analysis and Applications, 36(3): 942--973, 2015. In that paper…
We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any…
This paper focuses on multirate time-domain simulations of power system models. It proposes a matrix pencil-based approach to evaluate the spurious numerical deformation introduced into power system dynamics by a given multirate integration…
Efficient solvers for tensor eigenvalue problems are important tools for the analysis of higher-order data sets. Here we introduce, analyze and demonstrate an extrapolation method to accelerate the widely used shifted symmetric higher order…
This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…
Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…
Typically, the conjugate gradient (CG) algorithm employs mixed precision and even-odd preconditioning to compute propagators for highly improved staggered quarks (HISQ). This approach suffers from critical slowing down as the light quark…
In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…
Solving and visualizing the potential roots of complex functions is essential in both theoretical and applied domains, yet often computationally intensive. We present a hardware-accelerated algorithm for complex function roots density graph…
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…
Quantum phase estimation is a cornerstone in quantum algorithm design, allowing for the inference of eigenvalues of exponentially-large sparse matrices.The maximum rate at which these eigenvalues may be learned, --known as the Heisenberg…