Related papers: 2D Eigenvalue Problem II: Rayleigh Quotient Iterat…
In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP can be represented as dc programming problem. Then we…
Solving eigenvalue problems is crucially important for both classical and quantum applications. Many well-known numerical eigensolvers have been developed, including the QR and the power methods for classical computers, as well as the…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
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…
Starting from a mistake done by a student, we discover an unexpected method of finding both eigenvectors for a $2\times2$ matrix with distinct eigenvalues in a single computation. We discuss a connection with the Cayley-Hamilton theorem,…
Convex quadratic programming (QP) is an important class of optimization problem with wide applications in practice. The classic QP solvers are based on either simplex or barrier method, both of which suffer from the scalability issue…
Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…
In this work we study the problem of differentially private (DP) quantiles, in which given dataset $X$ and quantiles $q_1, ..., q_m \in [0,1]$, we want to output $m$ quantile estimations which are as close as possible to the true quantiles…
Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some…
Bilevel optimization, in which one optimization problem is nested inside another, underlies many machine learning applications with a hierarchical structure -- such as meta-learning and hyperparameter optimization. Such applications often…
Quantum algorithms for scientific computing and their applications have been studied actively. In this paper, we propose a quantum algorithm for estimating the first eigenvalue of a differential operator $\mathcal{L}$ on $\mathbb{R}^d$ and…
A new algorithm, denoted by RSRR, is presented for solving large-scale nonlinear eigenvalue problems (NEPs) with a focus on improving the robustness and reliability of the solution, which is a challenging task in computational science and…
We describe a new polynomial time quantum algorithm that uses the quantum fast fourier transform to find eigenvalues and eigenvectors of a Hamiltonian operator, and that can be applied in cases (commonly found in ab initio physics and…
In this paper, we propose DeepMartNet - a Martingale based deep neural network learning method for solving Dirichlet boundary value problems (BVPs) and eigenvalue problems for elliptic partial differential equations (PDEs) in high…
In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…
The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…
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…
The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…
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…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…