Related papers: Shifted Lanczos method for quadratic forms with He…
A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…
Dual quaternion matrices have various applications in robotic research and its spectral theory has been extensively studied in recent years. In this paper, we extend Jacobi method to compute all eigenpairs of dual quaternion Hermitian…
Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…
In this paper a recursive algorithm is presented for evaluating multivariate Pad\'e approximants (of the rectangular type described in the work of Lutterodt) which is analogous to the Jacobi formula for univariate Pad\'e approximants. This…
We consider the task of computing solutions of linear systems that only differ by a shift with the identity matrix as well as linear systems with several different right hand sides. In the past Krylov subspace methods have been developed…
Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…
Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…
We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…
While there is no lack of efficient Krylov subspace solvers for Hermitian systems, there are few for complex symmetric, skew symmetric, or skew Hermitian systems, which are increasingly important in modern applications including quantum…
Building on a previously introduced block Lanczos method, we demonstrate how to approximate any operator function of the form Trf (A) when the argument A is given as a Hermitian matrix product operator. This gives access to quantities that,…
There exist elegant methods of aligning point clouds in $\mathbb R^3$. Unfortunately, these methods fail to generalize to the case of Minkowski space, as we will show. Instead, we propose two solutions to the following problem: given…
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…
This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is…
This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…
I construct a Lanczos process on a large and sparse matrix and use the results of this iteration to compute the inverse square root of the same matrix. The algorithm is a stable version of an earlier proposal by the author. It can be used…
We propose a novel iterative numerical method to solve the three-dimensional inverse obstacle scattering problem of recovering the shape of the obstacle from far-field measurements. To address the inherent ill-posed nature of the inverse…
The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…
In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…
Adaptive cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems involving a shifted Hessian in the spirit of the Levenberg-Marquardt and trust-region methods. The standard approach consists in…
Within the framework of the theory of the column and row determinants, we obtain determinantal representations of the Drazin inverse for Hermitian matrix over the quaternion skew field. Using the obtained determinantal representations of…