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We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

Matrix theory and its applications make wide use of the eigenprojections of square matrices. The present paper demonstrates that the eigenprojection of a matrix $A$ can be calculated with the use of any annihilating polynomial of A^u, where…

Algebraic Geometry · Mathematics 2011-01-25 R. P. Agaev , P. Yu. Chebotarev

A powerful method for calculating the eigenvalues of a Hamiltonian operator consists of converting the energy eigenvalue equation into a matrix equation by means of an appropriate basis set of functions. The convergence of the method can be…

Quantum Physics · Physics 2007-05-23 Paolo Amore , Alfredo Aranda , Francisco Fernandez , Hugh Jones

The various ways to reduce number of vectors describing condition of particles for high energy physics problems are presented. In particular decomposition of any vector with respect to the basis, consisting of any four linearly independent…

High Energy Physics - Phenomenology · Physics 2007-05-23 Alexander L. Bondarev

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

In the last decade matrix polynomials have been investigated with the primary focus on adequate linearizations and good scaling techniques for computing their eigenvalues and eigenvectors. In this article we propose a new method for…

Numerical Analysis · Mathematics 2017-06-19 Jared Aurentz , Thomas Mach , Leonardo Robol , Raf Vandebril , David S. Watkins

We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…

Numerical Analysis · Mathematics 2026-01-21 Robbe Vermeiren

Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding critical points of a quadratic function…

Machine Learning · Computer Science 2015-03-17 Matthias Hein , Thomas Bühler

We consider the eigenvalue problem $Ax = \lambda x$ where $A \in \mathbb{R}^{n \times n}$ and the eigenvalue is also real $\lambda \in \mathbb{R}$. If we are given $A$, $\lambda$ and, additionally, the absolute value of the entries of $x$…

Functional Analysis · Mathematics 2022-08-04 Stefan Steinerberger , Hau-Tieng Wu

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Numerical Analysis · Mathematics 2026-01-16 Mattia Manucci , Emre Mengi , Nicola Guglielmi

We prove delocalization of eigenvectors of vertex-transitive graphs via elementary estimates of the spectral projector. We recover in this way known results which were formerly proved using representation theory. Similar techniques show…

Spectral Theory · Mathematics 2025-10-15 Nicolas Burq , Cyril Letrouit

We consider an approximate computation of several minimal eigenpairs of large Hermitian matrices which come from high--dimensional problems. We use the tensor train format (TT) for vectors and matrices to overcome the curse of…

Numerical Analysis · Mathematics 2014-03-05 Sergey V. Dolgov , Boris N. Khoromskij , Ivan V. Oseledets , Dmitry V. Savostyanov

In this note, we present a systematic method to explicitly compute the determinants and inverses for some generalized Hilbert matrices associated with orthogonal systems with explicit representations. We expressed the determinant, the…

Classical Analysis and ODEs · Mathematics 2009-06-12 Ruiming Zhang

We present an efficient method for estimating the eigenvalues of a Hamiltonian $H$ from the expectation values of the evolution operator for various times. For a given quantum state $\rho$, our method outputs a list of eigenvalue estimates…

Quantum Physics · Physics 2020-09-08 Rolando D. Somma

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

Numerical Analysis · Mathematics 2019-06-04 Anne Greenbaum , Ren-cang Li , Michael L. Overton

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

Solving linear systems and computing eigenvalues are two fundamental problems in linear algebra. For solving linear systems, many efficient quantum algorithms have been discovered. For computing eigenvalues, currently, we have efficient…

Quantum Physics · Physics 2020-09-22 Changpeng Shao

Often the easiest way to discretize an ordinary or partial differential equation is by a rectangular numerical method, in which n basis functions are sampled at m>>n collocation points. We show how eigenvalue problems can be solved in this…

Numerical Analysis · Mathematics 2021-12-28 Behnam Hashemi , Yuji Nakatsukasa , Lloyd N. Trefethen

In this paper, we compute the H- and Z-eigenvalues of even order symmetric tensors by using the adaptive cubic regularization algorithm.

Optimization and Control · Mathematics 2022-09-13 Jingya Chang , Zhi zhu
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