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We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…

Numerical Analysis · Mathematics 2025-06-13 Alban Bloor Riley , Marcus Webb , Michael L Baker

The vertical modes of linearized equations of motion are widely used by the oceanographic community in numerous theoretical and observational contexts. However, the standard approach for solving the generalized eigenvalue problem using…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Jeffrey J. Early , M. Pascale Lelong , K. Shafer Smith

The eigenvalue shift technique is the most well-known and fundamental tool for matrix computations. Applications include the search of eigeninformation, the acceleration of numerical algorithms, the study of Google's PageRank. The shift…

Numerical Analysis · Mathematics 2013-03-04 Chun-Yueh Chiang , Matthew M. Lin

The shuffle algebra on positive integers encodes the usual multiple zeta values (MZVs) (with positive arguments) thanks to the representations of MZVs by iterated Chen integrals of Kontsevich. Together with the quasi-shuffle (stuffle)…

Number Theory · Mathematics 2025-06-05 Li Guo , Wenchuan Hu , Hongyu Xiang , Bin Zhang

Any homogeneous polynomial $P(x, y, z)$ of degree $d$, being restricted to a unit sphere $S^2$, admits essentially a unique representation of the form $\lambda_0 + \sum_{k = 1}^d \lambda_k [\prod_{j = 1}^k L_{kj}]$, where $L_{kj}$'s are…

Complex Variables · Mathematics 2007-05-23 Gabriel Katz

Making new methods for quantum problems often relies on using basic operations in linear algebra. Often these routines are hidden behind well-known libraries that have been optimized over decades. Attempting to improve on those basic…

Computational Physics · Physics 2026-04-29 Aaron Dayton , Kiana Gallagher , Sarah E. Huber , Thomas E. Baker

In this paper, we generalize the Quantum Kinetic Monte Carlo (QKMC) method of the Schrodinger equation, which was first proposed by [Z. Cai and J. Lu. SIAM J. Sci. Comput., 40(3):B706-B722, 2018] to the Lindblad equation. This algorithm…

Computational Physics · Physics 2023-08-04 Limin Xu

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

Contour-integral-based rational filter leads to interior eigensolvers for non-Hermitian generalized eigenvalue problems. Based on Zolotarev's third problem, this paper proves the asymptotic optimality of the trapezoidal quadrature of the…

Numerical Analysis · Mathematics 2024-10-10 Yuer Chen , Yingzhou Li

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

This paper is an algorithmic study of quantum phase estimation with multiple eigenvalues. We present robust multiple-phase estimation (RMPE) algorithms with Heisenberg-limited scaling. The proposed algorithms improve significantly from the…

Quantum Physics · Physics 2023-10-26 Haoya Li , Hongkang Ni , Lexing Ying

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for…

Numerical Analysis · Mathematics 2015-12-29 Ruipeng Li , Yuanzhe Xi , Eugene Vecharynski , Chao Yang , Yousef Saad

We introduce a generalization of the Heisenberg algebra which is written in terms of a functional of one generator of the algebra, $f(J_0)$, that can be any analytical function. When $f$ is linear with slope $\theta$, we show that the…

High Energy Physics - Theory · Physics 2008-11-26 E. M. F. Curado , M. A. Rego-Monteiro

We analyze the stability of a class of eigensolvers that target interior eigenvalues with rational filters. We show that subspace iteration with a rational filter is robust even when an eigenvalue is near a filter's pole. These dangerous…

Numerical Analysis · Mathematics 2024-11-15 Andrew Horning , Yuji Nakatsukasa

We propose a new practical algorithm for computing the Feigenbaum constants {\alpha} and {\delta}, having significantly lower time and space complexity than previously used methods. The algorithm builds upon well-known linear algebra…

Dynamical Systems · Mathematics 2016-02-09 Andrea Molteni

Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or…

Machine Learning · Computer Science 2021-10-07 Akshay Mehra , Jihun Hamm

We analyze the convergence of the (algebraic) multiplicative Schwarz method applied to linear algebraic systems with matrices having a special block structure that arises, for example, when a (partial) differential equation is posed and…

Numerical Analysis · Mathematics 2019-12-20 Carlos Echeverría , Jörg Liesen , Petr Tichý

In this paper, we generate the recursion coefficients for rational functions with prescribed poles that are orthonormal with respect to a continuous Sobolev inner product. Using a rational Gauss quadrature rule, the inner product can be…

Numerical Analysis · Mathematics 2025-03-19 Amin Faghih , Marc Van Barel , Niel Van Buggenhout , Raf Vandebril

We present a class of fast subspace tracking algorithms based on orthogonal iterations for structured matrices/pencils that can be represented as small rank perturbations of unitary matrices. The algorithms rely upon an updated data sparse…

Numerical Analysis · Mathematics 2021-04-23 Roberto Bevilacqua , Gianna M. Del Corso , Luca Gemignani