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The numerical solution of the generalized eigenvalue problem for a singular matrix pencil is challenging due to the discontinuity of its eigenvalues. Classically, such problems are addressed by first extracting the regular part through the…

Numerical Analysis · Mathematics 2024-07-17 Daniel Kressner , Bor Plestenjak

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…

Numerical Analysis · Mathematics 2021-02-19 Zhonggang Zeng

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

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

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…

Spectral Theory · Mathematics 2009-07-23 Nikolaos Papathanasiou , Panayiotis Psarrakos

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 investigate the eigengenvalues problem for self-adjoint operators with the singular perturbations. The general results presented here includes weakly as well as strongly singular cases. We illustrate these results on two models which…

Mathematical Physics · Physics 2007-05-23 Sylwia Kondej

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

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

Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…

Numerical Analysis · Mathematics 2021-03-10 Zlatko Drmač , Ivana Šain Glibić

Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and…

Numerical Analysis · Mathematics 2020-02-18 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

Often the easiest way to discretize an ordinary or partial differential equation is by a rectangular numerical method, in which n basis functions are sampled at m>>n collocation points. We show how eigenvalue problems can be solved in this…

Numerical Analysis · Mathematics 2021-12-28 Behnam Hashemi , Yuji Nakatsukasa , Lloyd N. Trefethen

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…

Numerical Analysis · Mathematics 2025-10-06 Victor Janssens , Karl Meerbergen , Wim Michiels

Quadratic eigenvalue problems (QEP) and more generally polynomial eigenvalue problems (PEP) are among the most common types of nonlinear eigenvalue problems. Both problems, especially the QEP, have extensive applications. A typical approach…

Numerical Analysis · Mathematics 2017-11-07 Yiling You , Jose Israel Rodriguez , Lek-Heng Lim

We propose a new approach to the theory of conditioning for numerical analysis problems for which both classical and stochastic perturbation theory fail to predict the observed accuracy of computed solutions. To motivate our ideas, we…

Numerical Analysis · Mathematics 2020-02-07 Martin Lotz , Vanni Noferini

We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…

Emerging Technologies · Computer Science 2022-10-12 Benjamin Krakoff , Susan M. Mniszewski , Christian F. A. Negre
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