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We discuss two approaches to solving the parametric (or stochastic) eigenvalue problem. One of them uses a Taylor expansion and the other a Chebyshev expansion. The parametric eigenvalue problem assumes that the matrix $A$ depends on a…

Numerical Analysis · Mathematics 2023-02-08 Thomas Mach , Melina A. Freitag

It is known that the statistical properties of the spectrum provide an essential characterization of quantum chaos. The computation of a large group of interior eigenvalues at the middle spectrum is thus an important problem for quantum…

Computational Physics · Physics 2021-06-28 Haoyu Guan , Wenxian Zhang

The aim of the present work is to introduce a method based on Chebyshev polynomials for the numerical solution of a system of Cauchy type singular integral equations of the first kind on a finite segment. Moreover, an estimation error is…

Numerical Analysis · Mathematics 2015-08-11 Sedaghat Shahmorad , Samad Ahdiaghdam

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

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

We develop a simple two-step algorithm for enclosing Chebyshev expansions whose cost is linear in terms of the polynomial degree. The algorithm first transforms the expansion from Chebyshev to the Laurent basis and then applies the interval…

Numerical Analysis · Mathematics 2024-09-24 Jared L. Aurentz , Behnam Hashemi

We propose a new method for finding discrete eigenvalues for the direct Zakharov-Shabat problem, based on moving in the complex plane along the argument jumps of the function $a(\zeta)$, the localization of which does not require great…

Numerical Analysis · Mathematics 2021-02-24 Igor Chekhovskoy , Sergey Medvedev , Irina Vaseva , Egor Sedov , Mikhail Fedoruk

This paper presents a computationally efficient model predictive control formulation that uses an integral Chebyshev collocation method to enable rapid operations of autonomous agents. By posing the finite-horizon optimal control problem…

Robotics · Computer Science 2025-03-26 Deep Parikh , Thomas L. Ahrens , Manoranjan Majji

We consider the computation of roots of polynomials expressed in the Chebyshev basis. We extend the QR iteration presented in [Eidelman, Y., Gemignani, L., and Gohberg, I., Numer. Algorithms, 47.3 (2008): pp. 253-273] introducing an…

Numerical Analysis · Mathematics 2021-04-30 Angelo Casulli , Leonardo Robol

We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is…

In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…

Numerical Analysis · Mathematics 2017-05-29 Gülsemay Yıgıt , Mustafa Bayram

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

This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…

Methodology · Statistics 2020-04-07 Mike Pereira , Nicolas Desassis

Chebyshev filtered subspace iteration is a well-known algorithm for the solution of (symmetric/Hermitian) algebraic eigenproblems which has been implemented in several application codes~\cite{Kronik:2006ff, abinit:2020} or in stand alone…

Numerical Analysis · Mathematics 2026-03-12 Edoardo Di Napoli , Xinzhe Wu

We study the eigenvalues of the self-adjoint Zakharov-Shabat operator corresponding to the defocusing nonlinear Schrodinger equation in the inverse scattering method. Real eigenvalues exist when the square of the potential has a simple…

Analysis of PDEs · Mathematics 2017-11-22 K. Hirota

We present an efficient method for computing dominant eigenvalues of large, nonsymmetric, diagonalizable matrices based on an adaptive block Lanczos algorithm combined with Chebyshev polynomial filtering. The proposed approach improves…

Numerical Analysis · Mathematics 2025-08-13 M. El Guide , K. Jbilou , K. Lachhab

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

Solving the Kohn-Sham eigenvalue problem constitutes the most computationally expensive part in self-consistent density functional theory (DFT) calculations. In a previous paper, we have proposed a nonlinear Chebyshev-filtered subspace…

Materials Science · Physics 2009-11-13 Yunkai Zhou , Yousef Saad , Murilo L. Tiago , James R. Chelikowsky

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

Eigenvalue transformations appear ubiquitously in scientific computation, ranging from matrix polynomials to differential equations, and are beyond the reach of the quantum singular value transformation framework. In this work, we study the…

Quantum Physics · Physics 2026-01-27 Shan Jiang , Dong An
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