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We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

Numerical Analysis · Mathematics 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

We consider the characterization and computation of H-infinity norms for a class of time-delay systems. It is well known that in the finite dimensional case the H-infinity norm of a transfer function can be computed using the connections…

Optimization and Control · Mathematics 2020-03-19 Wim Michiels , Suat Gumussoy

In present article the self-contained derivation of eigenvalue inverse problem results is given by using a discrete approximation of the Schroedinger operator on a bounded interval as a finite three-diagonal symmetric Jacobi matrix. This…

Mathematical Physics · Physics 2009-11-10 Vladimir M. Chabanov , Boris N. Zakhariev

The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…

Numerical Analysis · Mathematics 2024-11-07 Michael Stewart

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

Exponential integrators that use Krylov approximations of matrix functions have turned out to be efficient for the time-integration of certain ordinary differential equations (ODEs). This holds in particular for linear homogeneous ODEs,…

Numerical Analysis · Mathematics 2015-02-25 Antti Koskela , Elias Jarlebring

Computing many eigenpairs of the Schr{\"o}dinger operator presents a computational bottleneck in large-scale quantum simulations due to the global communication overhead of explicit orthogonalization. To address this issue, we propose a…

Numerical Analysis · Mathematics 2026-05-26 Shengyue Wang , Aihui Zhou

This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…

Numerical Analysis · Mathematics 2016-01-08 Hai Bi , Hao Li , Yidu Yang

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…

Numerical Analysis · Mathematics 2007-06-13 Olaf Schenk , Matthias Bollhoefer , Rudolf A. Roemer

We extend to infinite dimensional separable Hilbert spaces the Schur convexity property of eigenvalues of a symmetric matrix with real entries. Our framework includes both the case of linear, selfadjoint, compact operators, and that of…

Analysis of PDEs · Mathematics 2007-05-23 Claude Vallee , Vicentiu Radulescu

Assume that the eigenvalues of a finite hermitian linear operator have been deduced accurately but the linear operator itself could not be determined with precision. Given a set of eigenvalues $\lambda$ and a hermitian matrix $M$, this…

Numerical Analysis · Mathematics 2017-03-03 Marcel Padilla , Benedikt Kolbe , Aniruddha Chakraborty

In this paper we consider the computation of H-infinity norm of retarded time-delay systems with discrete pointwise state delays. It is well known that in the finite dimensional case H-infinity norm of a system is computed using the…

Systems and Control · Electrical Eng. & Systems 2020-03-09 Suat Gumussoy , Wim Michiels

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…

Numerical Analysis · Mathematics 2023-10-04 Roel Van Beeumen , Lana Periša , Daniel Kressner , Chao Yang

The randomized Arnoldi process has been used in large-scale scientific computing because it produces a well-conditioned basis for the Krylov subspace more quickly than the standard Arnoldi process. However, the resulting Hessenberg matrix…

Numerical Analysis · Mathematics 2026-01-16 Laura Grigori , Daniel Kressner , Nian Shao , Igor Simunec

We consider an eigenvalue problem for an inverted one dimensional harmonic oscillator. We find a complete description for the eigenproblem in $C^{\infty}(\mathbb R)$. The eigenfunctions are described in terms of the confluent hypergeometric…

Mathematical Physics · Physics 2020-03-04 Piotr Krasoń , Jan Milewski

We study a stability preserved Arnoldi algorithm for matrix exponential in the time domain simulation of large-scale power delivery networks (PDN), which are formulated as semi-explicit differential algebraic equations (DAEs). The solution…

Numerical Analysis · Mathematics 2021-10-12 Pengwen Chen , Chung-Kuan Cheng , Xinyuan Wang

We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…

Numerical Analysis · Mathematics 2021-06-24 Antti Koskela

A common algorithm for the computation of eigenvalues of real symmetric tridiagonal matrices is the iteration of certain special maps $F_\sigma$ called shifted $QR$ steps. Such maps preserve spectrum and a natural common domain is ${\cal…

Dynamical Systems · Mathematics 2012-08-06 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei

Solving large-scale eigenvalue problems poses a significant challenge due to the computational complexity and limitations on the parallel scalability of the orthogonalization operation, when many eigenpairs are required. In this paper, we…

Numerical Analysis · Mathematics 2025-11-11 Tianyang Chu , Xiaoying Dai , Shengyue Wang , Aihui Zhou

This paper is concerned with the design and analysis of a fully adaptive eigenvalue solver for linear symmetric operators. After transforming the original problem into an equivalent one formulated on $\ell_2$, the space of square summable…

Numerical Analysis · Mathematics 2007-11-08 W. Dahmen , T. Rohwedder , R. Schneider , A. Zeiser
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