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Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…

Quantum Physics · Physics 2024-11-15 Yanlin Chen , András Gilyén , Ronald de Wolf

We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…

Numerical Analysis · Mathematics 2026-03-02 Takeshi Terao , Katsuhisa Ozaki , Toshiyuki Imamura , Takeshi Ogita

We consider the eigenvalue problem $Ax = \lambda x$ where $A \in \mathbb{R}^{n \times n}$ and the eigenvalue is also real $\lambda \in \mathbb{R}$. If we are given $A$, $\lambda$ and, additionally, the absolute value of the entries of $x$…

Functional Analysis · Mathematics 2022-08-04 Stefan Steinerberger , Hau-Tieng Wu

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

Spectral Theory · Mathematics 2007-05-23 Leonid Pastur

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the…

Numerical Analysis · Mathematics 2020-01-01 Yuji Nakatsukasa

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

We analyze the FEAST method for computing selected eigenvalues and eigenvectors of large sparse matrix pencils. After establishing the close connection between FEAST and the well-known Rayleigh-Ritz method, we identify several critical…

Numerical Analysis · Computer Science 2012-04-10 Lukas Krämer , Edoardo Di Napoli , Martin Galgon , Bruno Lang , Paolo Bientinesi

Solving linear systems and computing eigenvalues are two fundamental problems in linear algebra. For solving linear systems, many efficient quantum algorithms have been discovered. For computing eigenvalues, currently, we have efficient…

Quantum Physics · Physics 2020-09-22 Changpeng Shao

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

A majority of numerical scientific computation relies heavily on handling and manipulating matrices, such as solving linear equations, finding eigenvalues and eigenvectors, and so on. Many quantum algorithms have been developed to advance…

Quantum Physics · Physics 2023-11-10 Nhat A. Nghiem , Tzu-Chieh Wei

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

An a posteriori verification method is proposed for the generalized real-symmetric eigenvalue problem and is applied to densely clustered eigenvalue problems in large-scale electronic state calculations. The proposed method is realized by a…

Computational Physics · Physics 2020-03-13 Takeo Hoshi , Takeshi Ogita , Katsuhisa Ozaki , Takeshi Terao

We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate Gradient (CG). Traditionally, all the CG iteration vectors could be…

High Energy Physics - Lattice · Physics 2011-10-12 Andreas Stathopoulos , Kostas Orginos

The characterization of observables, expressed via Hermitian operators, is a crucial task in quantum mechanics. For this reason, an eigensolver is a fundamental algorithm for any quantum technology. In this work, we implement a…

Quantum Physics · Physics 2021-06-15 C. -Y. Pan , M. Hao , N. Barraza , E. Solano , F. Albarran-Arriagada

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…

Quantum Physics · Physics 2025-09-03 Abhijeet Alase , Salini Karuvade

Applications related to artificial intelligence, machine learning, and system identification simulations essentially use eigenvectors. Calculating eigenvectors for very large matrices using conventional methods is compute-intensive and…

Performance · Computer Science 2020-06-17 Shrey Dabhi , Manojkumar Parmar

Preconditioned eigenvalue solvers (eigensolvers) are gaining popularity, but their convergence theory remains sparse and complex. We consider the simplest preconditioned eigensolver--the gradient iterative method with a fixed step size--for…

Numerical Analysis · Mathematics 2010-06-02 Andrew V. Knyazev , Klaus Neymeyr

For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz…

Numerical Analysis · Mathematics 2015-03-17 Tsung-Ming Huang , Zhongxiao Jia , Wen-Wei Lin

Non-Hermitian operators naturally arise in the description of open quantum systems, which exhibit features such as resonances and decay processes, where the associated eigenvalues are complex. Standard quantum algorithms, including the…

Quantum Physics · Physics 2026-04-01 Durgesh Pandey , Ankit Kumar Das , P. Arumugam