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This paper mainly studies the gradient-based Jacobi-type algorithms to maximize two classes of homogeneous polynomials with orthogonality constraints, and establish their convergence properties. For the first class of homogeneous…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
The principal innovative idea in this paper is to transform the original complex nonlinear modeling problem into a combination of linear problem and very simple nonlinear problems. The key step is the generalized linearization of nonlinear…
A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…
It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
Using a new analysis approach, we establish a general convergence theory of the Shift-Invert Residual Arnoldi (SIRA) method for computing a simple eigenvalue nearest to a given target $\sigma$ and the associated eigenvector. In SIRA, a…
In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…
We present a comprehensive treatment of relative oscillation theory for finite Jacobi matrices. We show that the difference of the number of eigenvalues of two Jacobi matrices in an interval equals the number of weighted sign-changes of the…
Nonlinear equations are challenging to solve due to their inherently nonlinear nature. As analytical solutions typically do not exist, numerical methods have been developed to tackle their solutions. In this article, we give a quantum…
For a two-parameter family of Jacobi matrices exhibiting first-order spectral phase transitions, we prove discreteness of the spectrum in the positive real axis when the parameters are in one of the transition boundaries. To this end we…
In Part I of this paper, we introduced a two dimensional eigenvalue problem (2DEVP) of a matrix pair and investigated its fundamental theory such as existence, variational characterization and number of 2D-eigenvalues. In Part II, we…
For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…
We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
We solve the problem of inversion of an extended Abel-Jacobi map $$ \int_{P_{0}}^{P_{1}}\omega +...+\int_{P_{0}}^{P_{g+n-1}}\omega ={\bf z}, \qquad \int_{P_{0}}^{P_{1}}\Omega_{j1}+... +\int_{P_{0}}^{P_{g+n-1}}\Omega_{j1} =Z_{j},\quad…
The matrix pencil method is an eigenvalue based approach for the parameter identification of sparse exponential sums. We derive a reconstruction algorithm for multivariate exponential sums that is based on simultaneous diagonalization.…
The eigenvalue shift technique is the most well-known and fundamental tool for matrix computations. Applications include the search of eigeninformation, the acceleration of numerical algorithms, the study of Google's PageRank. The shift…
In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…
In the context of general perturbation theories, the main problem of the artificial satellite analyses the motion of an orbiter around an Earth-like planet, only perturbed by its equatorial bulge or J2 effect. By means of a Lie transform…