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In symmetric block eigenvalue algorithms, such as the subspace iteration algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm, a large block size is often employed to achieve robustness and rapid…

Numerical Analysis · Mathematics 2025-04-24 Yuqi Liu , Yuxin Ma , Meiyue Shao

The increasing imbalance between the computing capabilities of individual nodes and the internode bandwidth makes it highly desirable for any Lattice QCD algorithm to minimize the amount of internode communication. One of the relatively new…

High Energy Physics - Lattice · Physics 2019-01-09 Yong-Chull Jang , Chulwoo Jung

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová

The Lanczos method is one of the most powerful and fundamental techniques for solving an extremal symmetric eigenvalue problem. Convergence-based error estimates depend heavily on the eigenvalue gap. In practice, this gap is often…

Numerical Analysis · Mathematics 2020-09-17 John C. Urschel

Numerical linked-cluster expansions allow one to calculate finite-temperature properties of quantum lattice models directly in the thermodynamic limit through exact solutions of small clusters. However, full diagonalization is often the…

Strongly Correlated Electrons · Physics 2019-07-17 Krishnakumar Bhattaram , Ehsan Khatami

In her seminal 1989 work, Greenbaum demonstrated that the results produced by the finite precision Lanczos algorithm after $k$ iterations can be interpreted as exact Lanczos results applied to a larger matrix, whose eigenvalues lie in small…

Numerical Analysis · Mathematics 2025-07-23 Dorota Šimonová , Petr Tichý

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

The Lanczos method is one of the standard approaches for computing a few eigenpairs of a large, sparse, symmetric matrix. It is typically used with restarting to avoid unbounded growth of memory and computational requirements. Thick-restart…

Numerical Analysis · Mathematics 2019-11-12 Lingfei Wu , Fei Xue , Andreas Stathopoulos

In this paper we propose and analyze an algorithm for identifying spectral gaps of a real symmetric matrix $A$ by simultaneously approximating the traces of spectral projectors associated with multiple different spectral slices. Our method…

Numerical Analysis · Mathematics 2025-09-09 Michele Benzi , Michele Rinelli , Igor Simunec

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

The non-Hermitian Bethe-Salpeter eigenvalue problem, in the definite case, is a structured eigenproblem, with real eigenvalues coming in pairs $\{\lambda,-\lambda\}$ where the corresponding pair of eigenvectors are closely related, and…

Numerical Analysis · Mathematics 2026-04-02 Fernando Alvarruiz , Blanca Mellado-Pinto , Jose E. Roman

Variance reduction is a crucial idea for Monte Carlo simulation and the stochastic Lanczos quadrature method is a dedicated method to approximate the trace of a matrix function. Inspired by their advantages, we combine these two techniques…

Numerical Analysis · Mathematics 2023-07-14 Zongyuan Han , Wenhao Li , Yixuan Huang , Shengxin Zhu

A common approach to approximating quadratic forms of matrix functions is to use a quadrature rule derived from the Lanczos process, known as a Lanczos quadrature. Although symmetric quadrature rules are computationally favorable, it has…

Numerical Analysis · Mathematics 2026-01-30 Wenhao Li , Shengxin Zhu

We show that the standard Lanczos algorithm can be efficiently implemented statistically and self consistently improved, using the stochastic reconfigurat ion method, which has been recently introduced to stabilize the Monte Carlo sign…

Strongly Correlated Electrons · Physics 2009-02-05 S. Sorella

We consider computing the $k$-th eigenvalue and its corresponding eigenvector of a generalized Hermitian eigenvalue problem of $n\times n$ large sparse matrices. In electronic structure calculations, several properties of materials, such as…

Numerical Analysis · Mathematics 2018-08-01 Dongjin Lee , Takeo Hoshi , Tomohiro Sogabe , Yuto Miyatake , Shao-Liang Zhang

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

This work introduces a method for determining the energy spectrum of lattice quantum chromodynamics (LQCD) by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to…

High Energy Physics - Lattice · Physics 2025-05-09 Michael L. Wagman

In theory, the Lanczos algorithm generates an orthogonal basis of the corresponding Krylov subspace. However, in finite precision arithmetic, the orthogonality and linear independence of the computed Lanczos vectors is usually lost quickly.…

Numerical Analysis · Mathematics 2021-06-07 Dorota Šimonová , Petr Tichý

We present a modified Lanczos algorithm to diagonalize lattice Hamiltonians with dramatically reduced memory requirements, {\em without restricting to variational ansatzes}. The lattice of size $N$ is partitioned into two subclusters. At…

Strongly Correlated Electrons · Physics 2011-11-11 Marvin Weinstein , Assa Auerbach , V. Ravi Chandra

Models of quantum systems scale exponentially with the addition of single-particle states, which can present computationally intractable problems. Alternatively, quantum computers can store a many-body basis of $2^n$ dimensions on $n$…

Quantum Physics · Physics 2023-09-20 Amanda Bowman