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A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

Numerical Analysis · Mathematics 2020-11-03 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

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

Most iterative algorithms for eigenpair computation consist of two main steps: a subspace update (SU) step that generates bases for approximate eigenspaces, followed by a Rayleigh-Ritz (RR) projection step that extracts approximate…

Numerical Analysis · Mathematics 2015-07-23 Zaiwen Wen , Yin Zhang

A novel linear-algebraic algorithm, multiple Arnoldi method, was developed in an interdisciplinary study between physics and applied mathematics and realized one-hundred-million-atom (100-nm-scale) electronic state calculations on the K…

Materials Science · Physics 2013-07-12 Takeo Hoshi , Keita Yamazaki , Yohei Akiyama

In this paper, we propose a novel tensor-based Dinkelbach--Type method for computing extremal tensor generalized eigenvalues. We show that the extremal tensor generalized eigenvalue can be reformulated as a critical subproblem of the…

Numerical Analysis · Mathematics 2025-01-17 Haibin Chen , Wenqi Zhu , Coralia Cartis

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

Arnoldi method and conjugate gradient method are important classical iteration methods in solving linear systems and estimating eigenvalues. Their efficiency often affected by the high dimension of the space, where quantum computer can play…

Quantum Physics · Physics 2018-08-15 Changpeng Shao

Chebyshev Filtered Subspace Iteration (ChFSI) is widely used for computing a small subset of extremal eigenpairs from large matrices, particularly when the eigenpairs must be computed repeatedly as the system matrix evolves within an outer…

Computational Physics · Physics 2026-03-18 Nikhil Kodali , Kartick Ramakrishnan , Phani Motamarri

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

The present paper is concerned with developing tensor iterative Krylov subspace methods to solve large multi-linear tensor equations. We use the well-known T-product for two tensors to define tensor global Arnoldi and tensor global…

Numerical Analysis · Mathematics 2020-06-15 M. El Guide , A. El Ichi , K. Jbilou , R. Sadaka

Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…

Numerical Analysis · Mathematics 2018-02-22 Daniel Kressner

The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…

Numerical Analysis · Mathematics 2017-08-14 Yunjie Wang , Gang Wu

The partial Schur factorization can be used to represent several eigenpairs of a matrix in a numerically robust way. Different adaptions of the Arnoldi method are often used to compute partial Schur factorizations. We propose here a…

Numerical Analysis · Mathematics 2012-02-16 Elias Jarlebring , Karl Meerbergen , Wim Michiels

We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…

Numerical Analysis · Mathematics 2023-06-01 Tyler Chen , Anne Greenbaum , Cameron Musco , Christopher Musco

This work is concerned with approximating the smallest eigenvalue of a parameter-dependent Hermitian matrix $A(\mu)$ for many parameter values $\mu \in \mathbb{R}^P$. The design of reliable and efficient algorithms for addressing this task…

Numerical Analysis · Mathematics 2015-04-24 Petar Sirković , Daniel Kressner

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…

Numerical Analysis · Mathematics 2017-10-05 Harri Hakula , Pauliina Ilmonen , Vesa Kaarnioja

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue
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