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A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

In this paper, we propose, analyze and demonstrate a dynamic momentum method to accelerate power and inverse power iterations with minimal computational overhead. The method can be applied to real diagonalizable matrices, is provably…

Numerical Analysis · Mathematics 2024-07-08 Christian Austin , Sara Pollock , Yunrong Zhu

We present a new computational approach for a class of large-scale nonlinear eigenvalue problems (NEPs) that are nonlinear in the eigenvalue. The contribution of this paper is two-fold. We derive a new iterative algorithm for NEPs, the…

Numerical Analysis · Mathematics 2015-03-23 Elias Jarlebring , Giampaolo Mele , Olof Runborg

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi

In this paper, we discuss numerical approximation of the eigenvalues of the one-dimensional radial Schr\"{o}dinger equation posed on a semi-infinite interval. The original problem is first transformed to one defined on a finite domain by…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Cecilia Magherini , Ewa B. Weinmüller

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…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

Factorization method is developed for a family of discretely spiked harmonic oscillators. Two sets of intertwining and ladder operators are presented to algebraically generate eigenstates with energies isomorphic to those of the ordinary…

Quantum Physics · Physics 2007-05-23 Jan Skibinski

By recursively solving the underlying Schr\" odinger equation, we set up an efficient systematic approach for deriving analytic expressions for discretized effective actions. With this we obtain discrete short-time propagators for both one…

Statistical Mechanics · Physics 2011-08-08 Antun Balaz , Aleksandar Bogojevic , Ivana Vidanovic , Axel Pelster

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

Numerical Analysis · Mathematics 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

Analytic perturbation theory for matrices and operators is an immensely useful mathematical technique. Most elementary introductions to this method have their background in the physics literature, and quantum mechanics in particular. In…

Spectral Theory · Mathematics 2022-04-26 Bassam Bamieh

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This…

Numerical Analysis · Computer Science 2011-01-12 David F. Gleich , Chen Greif , James M. Varah

Preconditioned iterative methods for numerical solution of large matrix eigenvalue problems are increasingly gaining importance in various application areas, ranging from material sciences to data mining. Some of them, e.g., those using…

Numerical Analysis · Mathematics 2017-05-12 Merico E. Argentati , Andrew V. Knyazev , Klaus Neymeyr , Evgueni E. Ovtchinnikov , Ming Zhou

In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…

Rings and Algebras · Mathematics 2018-09-03 Andrés A. Peters , Francisco J. Vargas

We propose a new way of visualising the dynamics of iterative eigenvalue algorithms such as the QR algorithm, over the important special case of PSD (positive semi-definite) matrices. Many subtle and important properties of such algorithms…

Numerical Analysis · Mathematics 2022-04-04 Ran Gutin

We propose a new approach to the Rayleigh-Schr\"{o}dinger perturbation expansions of bound states in quantum mechanics. We are inspired by the enormous flexibility of solvable interactions with several (N) discontinuities. Their standard…

Quantum Physics · Physics 2014-11-18 Miloslav Znojil

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…

Dynamical Systems · Mathematics 2025-07-21 Manuel Santos Gutierrez , Niccolo Zagli , Giulia Carigi

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad