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In this work, the infinite GMRES algorithm, recently proposed by Correnty et al., is employed in contour integral-based nonlinear eigensolvers, avoiding the computation of costly factorizations at each quadrature node to solve the linear…

Numerical Analysis · Mathematics 2025-05-07 Yuqi Liu , Jose E. Roman , Meiyue Shao

Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial…

Numerical Analysis · Mathematics 2020-03-24 Shev MacNamara , William McLean , Kevin Burrage

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some…

Numerical Analysis · Mathematics 2016-01-19 Kazuki Maeda , Satoshi Tsujimoto

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak

A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…

Numerical Analysis · Mathematics 2019-10-11 Giampaolo Mele

In this paper, we propose a type of tensor-neural-network-based machine learning method to compute multi-eigenpairs of high dimensional eigenvalue problems without Monte-Carlo procedure. Solving multi-eigenvalues and their corresponding…

Numerical Analysis · Mathematics 2023-05-23 Yifan Wang , Hehi Xie

An approach is developed for constructing simple analytical formulae accurately approximating solutions to eigenvalue problems of quantum mechanics. This approach is based on self-similar approximation theory. In order to derive…

Condensed Matter · Physics 2009-10-31 V. I. Yukalov , E. P. Yukalova , S. Gluzman

This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of -- mainly linear -- system identification. We emphasize tools we deem particularly useful for a range of problems in this domain, such as…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Ingvar Ziemann , Anastasios Tsiamis , Bruce Lee , Yassir Jedra , Nikolai Matni , George J. Pappas

Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…

Instrumentation and Methods for Astrophysics · Physics 2015-03-19 Marco Selig , Niels Oppermann , Torsten A. Enßlin

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

This work presents a method to obtain inner and outer approximations of the region of attraction of a given target set as well as an admissible controller generating the inner approximation. The method is applicable to constrained…

Optimization and Control · Mathematics 2014-03-21 Milan Korda , Didier Henrion , Colin N. Jones

We consider the numerical computation of resonances for metallic grating structures with dispersive media and small slit holes. The underlying eigenvalue problem is nonlinear and the mathematical model is multiscale due to the existence of…

Numerical Analysis · Mathematics 2024-03-08 Yingxia Xi , Junshan Lin , Jiguang Sun

In this article, we explore the use of contour deformation for the numerical evaluation of Feynman integrals after sector decomposition. In existing codes, the contour of integration is determined heuristically for each phase-space point by…

High Energy Physics - Phenomenology · Physics 2026-02-16 Stephen Jones , Daniel Maître , Anton Olsson

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

The intrinsic nature of a problem usually suggests a first suitable method to deal with it. Unfortunately, the apparent ease of application of these initial approaches may make their possible flaws seem to be inherent to the problem and…

Classical Analysis and ODEs · Mathematics 2022-02-17 Victoriano Carmona , Fernando Fernández-Sánchez

We study some aspects of the invariant pair problem for matrix polynomials, as introduced by Betcke and Kressner and by Beyn and Thuemmler. Invariant pairs extend the notion of eigenvalue-eigenvector pairs, providing a counterpart of…

Numerical Analysis · Mathematics 2015-07-31 M. Barkatou , P. Boito , E. Segura Ugalde

In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the "eigenvalues" of the decision variable. Here, by making use of the FTvN systems framework introduced by…

Optimization and Control · Mathematics 2024-07-19 Masaru Ito , Bruno F. Lourenço

A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…

Dynamical Systems · Mathematics 2007-05-23 Rafael G. Campos , Gilberto O. Arciniega

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla