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The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically…

Computational Physics · Physics 2025-12-30 Itay Hen

Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, stress testing programs, etc. These computations require from…

Risk Management · Quantitative Finance 2018-05-03 Mariano Zeron Medina Laris , Ignacio Ruiz

An algorithm based on the Ehrlich-Aberth root-finding method is presented for the computation of the eigenvalues of a T-palindromic matrix polynomial. A structured linearization of the polynomial represented in the Dickson basis is…

Numerical Analysis · Mathematics 2011-11-15 Luca Gemignani , Vanni Noferini

We consider the eigenvalue problem of certain kind of non-compact linear operators given as the sum of a multiplication and a kernel operator. A degenerate kernel method is used to approximate isolated eigenvalues. It is shown that entries…

Numerical Analysis · Mathematics 2008-10-18 Hassan Majidian , Esmail Babolian

An effective, reliable and time saving numerical method with using of the Pruefer transformation is proposed to calculate eigenvalues of Chandrasekhar-Page angular equations.

General Relativity and Quantum Cosmology · Physics 2017-06-07 V. P. Neznamov , I. I. Safronov

Recurrent tasks such as pricing, calibration and risk assessment need to be executed accurately and in real-time. Simultaneously we observe an increase in model sophistication on the one hand and growing demands on the quality of risk…

Computational Finance · Quantitative Finance 2016-07-11 Maximilian Gaß , Kathrin Glau , Mirco Mahlstedt , Maximilian Mair

Based on the generalized Cayley transform, a family of conservative one-step schemes of the sixth order of accuracy for the Zakharov-Shabat system is constructed. The exponential integrator is a special case. Schemes based on rational…

Numerical Analysis · Mathematics 2020-11-24 Sergey Medvedev , Igor Chekhovskoy , Irina Vaseva , Mikhail Fedoruk

We give details on how to calculate spectral functions and Green's functions for finite systems using the Chebyshev polynomial expansion method. We apply the method to a finite Anderson impurity system, and furthermore give details on how…

Strongly Correlated Electrons · Physics 2015-11-04 M. Hyrkäs , D. Karlsson , R. van Leeuwen

We propose an adaptive planewave method for eigenvalue problems in electronic structure calculations. The method combines a priori convergence rates and accurate a posteriori error estimates into an effective way of updating the energy…

Computational Physics · Physics 2021-07-30 Beilei Liu , Huajie Chen , Geneviève Dusson , Jun Fang , Xingyu Gao

Determining the properties of molecules and materials is one of the premier applications of quantum computing. A major question in the field is: how might we use imperfect near-term quantum computers to solve problems of practical value? We…

Quantum Physics · Physics 2023-08-29 Phillip W. K. Jensen , Peter D. Johnson , Alexander A. Kunitsa

We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…

Numerical Analysis · Mathematics 2026-05-27 Simon Mataigne , P. -A. Absil

We develop a paradigm for building quantum models in the orthonormal space of Chebyshev polynomials. We show how to encode data into quantum states with amplitudes being Chebyshev polynomials with degree growing exponentially in the system…

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

The Gershgorin Circle Theorem is a well-known and efficient method for bounding the eigenvalues of a matrix in terms of its entries. If $A$ is a symmetric matrix, by writing $A = B + x{\bf 1}$, where ${\bf 1}$ is the matrix with unit…

Spectral Theory · Mathematics 2019-05-01 Lee DeVille

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

A new spectral type method for solving the one dimensional quantum-mechanical Lippmann-Schwinger integral equation in configuration space is described. The radial interval is divided into partitions, not necessarily of equal length. Two…

Nuclear Theory · Physics 2009-09-25 G. H. Rawitscher , I. Koltracht , R. A. Gonzales

We present a new power method to obtain solutions of eigenvalue problems. The method can determine not only the dominant or lowest eigenvalues but also all eigenvalues without the need for a deflation procedure. The method uses a functional…

Numerical Analysis · Mathematics 2024-10-08 I Wayan Sudiarta , Hadi Susanto

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

Landauer-B\"uttiker formula describes the electronic quantum transports in nanostructures and molecules. It will be numerically demanding for simulations of complex or large size systems due to, for example, matrix inversion calculations.…

Mesoscale and Nanoscale Physics · Physics 2020-07-22 Yan Yu , Yan-Yang Zhang , Lei Liu , Si-Si Wang , Ji-Huan Guan , Yang Xia , Shu-Shen Li