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This paper presents a fast and powerful method for the computation of eigenvalue bounds for Hessian matrices $\nabla^2 \varphi(x) $ of nonlinear functions $\varphi: U \subseteq R^n\rightarrow R$ on hyperrectangles $B \subset U$. The method…

Optimization and Control · Mathematics 2015-07-23 Moritz Schulze Darup , Martin Mönnigmann

We introduce a new algorithm for finding the eigenvalues and eigenvectors of Hermitian matrices within a specified region, based upon the LANSO algorithm of Parlett and Scott. It uses selective reorthogonalization to avoid the duplication…

High Energy Physics - Lattice · Physics 2015-06-12 Chris Johnson , A. D. Kennedy

This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach…

Numerical Analysis · Mathematics 2022-02-17 Yuji Nakatsukasa , Joel A. Tropp

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

We calculate the eigenvalues of some two-dimensional non-Hermitian Hamiltonians by means of a pseudospectral method and straightforward diagonalization of the Hamiltonian matrix in a suitable basis set. Both sets of results agree remarkably…

Quantum Physics · Physics 2014-03-19 Paolo Amore , Francisco M. Fernández , Javier Garcia

The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and…

Numerical Analysis · Mathematics 2022-11-29 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

Using the Riesz-Feller fractional derivative, we apply the factorization algorithm to the fractional quantum harmonic oscillator along the lines previously proposed by Olivar-Romero and Rosas-Ortiz, extending their results. We solve the…

Mathematical Physics · Physics 2020-06-22 Haret C. Rosu , Stefan C. Mancas

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…

Numerical Analysis · Mathematics 2014-01-15 Josef Sifuentes , Zydrunas Gimbutas , Leslie Greengard

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

The bilateral and nonlocal means filters are instances of kernel-based filters that are popularly used in image processing. It was recently shown that fast and accurate bilateral filtering of grayscale images can be performed using a…

Computer Vision and Pattern Recognition · Computer Science 2019-02-20 Pravin Nair , Kunal N. Chaudhury

In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…

Optimization and Control · Mathematics 2017-08-01 Yunho Kim

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

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

Recently, a non-classical eigenvalue solver, called RIM, was proposed to compute (all) eigenvalues in a region on the complex plane. Without solving any eigenvalue problem, it tests if a region contains eigenvalues using an approximate…

Numerical Analysis · Mathematics 2017-05-05 R. Huang , J. Sun , C. Yang

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…

Quantum Physics · Physics 2023-06-16 Ethan N. Epperly , Lin Lin , Yuji Nakatsukasa

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

It is well known that a family of $n\times n$ commuting matrices can be simultaneously triangularized by a unitary similarity transformation. The diagonal entries of the triangular matrices define the $n$ joint eigenvalues of the family. In…

Numerical Analysis · Mathematics 2024-11-05 Haoze He , Daniel Kressner , Bor Plestenjak