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Diagrammatic techniques to compute perturbatively the spectral properties of Euclidean Random Matrices in the high-density regime are introduced and discussed in detail. Such techniques are developed in two alternative and very different…

Disordered Systems and Neural Networks · Physics 2011-08-31 T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Urbani , P. Verrocchio

A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…

Classical Analysis and ODEs · Mathematics 2008-11-26 Satoru Odake , Ryu Sasaki

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…

Numerical Analysis · Mathematics 2017-05-16 Qiang Ye

Trigonometric formulas for eigenvalues of $3 \times 3$ matrices that build on Cardano's and Vi\`ete's work on algebraic solutions of the cubic are numerically unstable for matrices with repeated eigenvalues. This work presents numerically…

Numerical Analysis · Mathematics 2026-03-06 Michal Habera , Andreas Zilian

We prove a new theorem relating the number of distinct eigenvalues of a matrix after perturbation to the prior number of distinct eigenvalues, the rank of the update, and the degree of nondiagonalizability of the matrix. In particular, a…

Optimization and Control · Mathematics 2016-03-10 Patrick E. Farrell

The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…

Numerical Analysis · Mathematics 2021-05-24 Niel Van Buggenhout , Marc Van Barel , Raf Vandebril

Starting from degree N solutions of a time dependent Schroedinger-like equation for classical orthogonal polynomials, a linear matrix equation describing perturbations around the N zeros of the polynomial is derived. The matrix has…

Classical Analysis and ODEs · Mathematics 2015-06-23 Ryu Sasaki

We consider generalized operator eigenvalue problems in variational form with random perturbations in the bilinear forms. This setting is motivated by variational forms of partial differential equations with random input data. The…

Numerical Analysis · Mathematics 2024-06-13 Jürgen Dölz , David Ebert

Differential equations parameterized by neural networks become expensive to solve numerically as training progresses. We propose a remedy that encourages learned dynamics to be easier to solve. Specifically, we introduce a differentiable…

Machine Learning · Computer Science 2020-10-26 Jacob Kelly , Jesse Bettencourt , Matthew James Johnson , David Duvenaud

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

Consider the following Online Boolean Matrix-Vector Multiplication problem: We are given an $n\times n$ matrix $M$ and will receive $n$ column-vectors of size $n$, denoted by $v_1,\ldots,v_n$, one by one. After seeing each vector $v_i$, we…

Data Structures and Algorithms · Computer Science 2015-11-24 Monika Henzinger , Sebastian Krinninger , Danupon Nanongkai , Thatchaphol Saranurak

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

Numerical Analysis · Mathematics 2026-01-21 Lorenzo Lazzarino , Hussam Al Daas , Yuji Nakatsukasa

In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…

Numerical Analysis · Mathematics 2012-12-21 Wolfgang Erb

A generalized version of the Kato-Bloch perturbation expansion is presented. It consists of replacing simple numbers appearing in the perturbative series by matrices. This leads to the fact that the dependence of the eigenvalues of the…

Computational Physics · Physics 2009-11-10 S. Moukouri

Accurately solving the Schr\"odinger equation remains a central challenge in computational physics, chemistry, and materials science. Here, we propose an alternative eigenvalue problem based on a system's autocorrelation function, avoiding…

Quantum Physics · Physics 2025-07-22 Timothy Stroschein , Davide Castaldo , Markus Reiher

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…

Numerical Analysis · Mathematics 2021-03-04 Antonio Fazzi , Nicola Guglielmi , Christian Lubich

We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization…

Numerical Analysis · Mathematics 2019-12-03 Robert Altmann , Marine Froidevaux

A certified strategy for determining sharp intervals of enclosure for the eigenvalues of matrix differential operators with singular coefficients is examined. The strategy relies on computing the second order spectrum relative to subspaces…

Numerical Analysis · Mathematics 2016-02-17 Lyonell Boulton , Monika Winklmeier
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