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A parallel implementation of an eigensolver designed for electronic structure calculations is presented. The method is applicable to computational tasks that solve a sequence of eigenvalue problems where the solution for a particular…

Computational Physics · Physics 2015-03-02 E. L. Briggs , C. T. Kelley , J. Bernholc

The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…

Optimization and Control · Mathematics 2026-05-26 Xiaozhi Liu , Mengmeng Song , Yong Xia

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

Methodology · Statistics 2015-06-22 Clément Gilavert , Saïd Moussaoui , Jérôme Idier

A new method of solution to the local spin density approximation to the electronic Schr\"{o}dinger equation is presented. The method is based on an efficient, parallel, adaptive multigrid eigenvalue solver. It is shown that adaptivity is…

mtrl-th · Physics 2009-09-25 E. Bylaska , S. Khon , S. Baden , A. Edelman , R. Kawai , M. E. G. Ong , J. H. Weare

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang , Weixuan Li

The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

Numerical Analysis · Mathematics 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…

Numerical Analysis · Mathematics 2017-06-13 Zhi Zhao , Zheng-Jian Bai , Xiao-Qing Jin

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

It is needed to solve generalized eigenvalue problems (GEP) in many applications, such as the numerical simulation of vibration analysis, quantum mechanics, electronic structure, etc. The subspace iteration is a kind of widely used…

Numerical Analysis · Mathematics 2023-01-02 Biyi Wang , Hengbin An , Hehu Xie , Zeyao Mo

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…

Numerical Analysis · Mathematics 2017-01-12 Yuquan Sun , Fanghui Gong , Igor V. Ovchinnikov , Kang L. Wang

High order tensor arises more and more often in signal processing,data analysis, higher-order statistics, as well as imaging sciences. In this paper, an adaptive gradient (AG) method is presented for generalized tensor eigenpairs. Global…

Optimization and Control · Mathematics 2016-01-08 Gaohang Yu , Zefeng Yu , Yi Xu , Yisheng Song

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

In this paper, we propose a novel eigenpair-splitting method, inspired by the divide-and-conquer strategy, for solving the generalized eigenvalue problem arising from the Kohn-Sham equation. Unlike the commonly used domain decomposition…

Numerical Analysis · Mathematics 2024-11-08 Yang Kuang , Guanghui Hu

This paper proposes a combination of a hybrid CPU--GPU and a pure GPU software implementation of a direct algorithm for solving shifted linear systems $(A - \sigma I)X = B$ with large number of complex shifts $\sigma$ and multiple…

Mathematical Software · Computer Science 2017-08-24 Nela Bosner , Zvonimir Bujanović , Zlatko Drmač

We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…

Methodology · Statistics 2020-06-29 Sungkyu Jung , Jeongyoun Ahn , Yongho Jeon

Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two…

Numerical Analysis · Mathematics 2023-10-26 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

Future e-mobility calls for efficient electrical machines. For different areas of operation, these machines have to satisfy certain desired properties that often depend on their design. Here we investigate the use of multipatch Isogeometric…

Numerical Analysis · Mathematics 2026-04-02 Peter Gangl , Ulrich Langer , Angelos Mantzaflaris , Rainer Schneckenleitner

We introduce an iterative method named GPMR for solving 2x2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously two rectangular matrices to upper Hessenberg form and that is closely related to the…

Numerical Analysis · Mathematics 2021-11-16 Alexis Montoison , Dominique Orban