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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

In this paper, we present the StarNEig library for solving dense nonsymmetric standard and generalized eigenvalue problems. The library is built on top of the StarPU runtime system and targets both shared and distributed memory machines.…

Mathematical Software · Computer Science 2020-08-07 Mirko Myllykoski , Carl Christian Kjelgaard Mikkelsen

This paper explores a key question in numerical linear algebra: how can we compute projectors onto the deflating subspaces of a regular matrix pencil $(A,B)$, in particular without using matrix inversion or defaulting to an expensive Schur…

Numerical Analysis · Mathematics 2026-01-21 James Demmel , Ioana Dumitriu , Ryan Schneider

Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and…

Numerical Analysis · Mathematics 2020-02-18 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - {\lambda}B. It is…

Numerical Analysis · Mathematics 2025-04-29 Daan Camps , Thomas Mach , Raf Vandebril , David S. Watkins

Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…

Numerical Analysis · Mathematics 2025-02-21 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

Optimally hybrid numerical solvers were constructed for massively parallel generalized eigenvalue problem (GEP).The strong scaling benchmark was carried out on the K computer and other supercomputers for electronic structure calculation…

Computational Physics · Physics 2016-02-10 Hiroto Imachi , Takeo Hoshi

Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two…

Numerical Analysis · Mathematics 2023-10-26 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

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

We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any…

Numerical Analysis · Mathematics 2017-07-18 Froilán M. Dopico , Piers W. Lawrence , Javier Pérez , Paul Van Dooren

In this paper, we present the StarNEig library for solving dense non-symmetric (generalized) eigenvalue problems. The library is built on top of the StarPU runtime system and targets both shared and distributed memory machines. Some…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-23 Mirko Myllykoski , Carl Christian Kjelgaard Mikkelsen

We design a fast implicit real QZ algorithm for eigenvalue computation of structured companion pencils arising from linearizations of polynomial rootfinding problems. The modified QZ algorithm computes the generalized eigenvalues of an…

Numerical Analysis · Mathematics 2017-03-27 Paola Boito , Yuli Eidelman , Luca Gemignani

In this work, we propose a robust framework that employs adversarially robust training to safeguard the ML models against perturbed testing data. Our contributions can be seen from both computational and statistical perspectives. Firstly,…

Machine Learning · Computer Science 2024-11-26 Deepak Maurya , Adarsh Barik , Jean Honorio

We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…

Numerical Analysis · Mathematics 2024-12-11 James Demmel , Ioana Dumitriu , Ryan Schneider

In this paper, we introduce a new family of equations for matrix pencils that may be utilized for the construction of strong linearizations for any square or rectangluar matrix polynomial. We provide a comprehensive characterization of the…

Numerical Analysis · Mathematics 2017-02-27 Heike Fassbender , Philip Saltenberger

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee

The vision of super computer at every desk can be realized by powerful and highly parallel CPUs or GPUs or APUs. Graphics processors once specialized for the graphics applications only, are now used for the highly computational intensive…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-04-16 Chittampally Vasanth Raja , Srinivas Balasubramanian , Prakash S Raghavendra

The Bartels-Stewart algorithm is a standard approach to solving the dense Sylvester equation. It reduces the problem to the solution of the triangular Sylvester equation. The triangular Sylvester equation is solved with a variant of…

Mathematical Software · Computer Science 2019-05-28 Angelika Schwarz , Carl Christian Kjelgaard Mikkelsen

To understand the solution of a linear, time-invariant differential-algebraic equation, one must analyze a matrix pencil (A,E) with singular E. Even when this pencil is stable (all its finite eigenvalues fall in the left-half plane), the…

Numerical Analysis · Mathematics 2017-06-29 Mark Embree , Blake Keeler
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