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Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…
Eigenvalue problems for linear differential equations, such as time-independent Schr\"odinger equations, can be generalized to eigenvalue problems for nonlinear differential equations. In the nonlinear context a separatrix plays the role of…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
We examine a method for solving an infinite-dimensional tensor eigenvalue problem $H x = \lambda x$, where the infinite-dimensional symmetric matrix $H$ exhibits a translational invariant structure. We provide a formulation of this type of…
We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…
Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…
Quantum algorithms for estimating the eigenvalues of matrices, including the phase estimation algorithm, serve as core subroutines in a wide range of quantum algorithms, including those in quantum chemistry and quantum machine learning. The…
Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…
Extracting approximate eigenpairs from a prescribed subspace is of fundamental importance in eigenvalue computation. While projecting the target eigenvector onto the subspace yields satisfactory accuracy, extracting an approximate eigenpair…
Eigenvector continuation is a computational method that finds the extremal eigenvalues and eigenvectors of a Hamiltonian matrix with one or more control parameters. It does this by projection onto a subspace of eigenvectors corresponding to…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
This paper presents a point-wise divergence-free projection method for numerical approximations of photonic quasicrystals problems. The original three-dimensional quasiperiodic Maxwell's system is transformed into a periodic one in higher…
Inverse eigenvalue and singular value problems have been widely discussed for decades. The well-known result is the Weyl-Horn condition, which presents the relations between the eigenvalues and singular values of an arbitrary matrix. This…
We consider the eigenvalue problem $K x = \lambda x$. Our analysis focuses on the convergence rates of eigenvalue and spectral subspace approximations for compact linear integral operator $K$ with Green's kernels. By employing orthogonal…
We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…
In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…
In this study, we propose a projection estimation method for large-dimensional matrix factor models with cross-sectionally spiked eigenvalues. By projecting the observation matrix onto the row or column factor space, we simplify factor…
Mixed-precision arithmetic offers significant computational advantages for large-scale matrix computation tasks, yet preserving accuracy and stability in eigenvalue problems and the singular value decomposition (SVD) remains challenging.…
The stated paper is dedicated to one of the inverse problems of spectral theory. It is necessary to define matrix (constant) coefficients of some quadratic pencil, if the eigenvalues of this pencil are known. Furthermore, it is known that…
This paper is to give a new understanding and applications of the subspace projection method for selfadjoint eigenvalue problems. A new error estimate in the energy norm, which is induced by the stiff matrix, of the subspace projection…