Related papers: Efficient method for calculating the eigenvalue of…
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…
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…
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…
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…
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…
An effective, reliable and time saving numerical method with using of the Pruefer transformation is proposed to calculate eigenvalues of Chandrasekhar-Page angular equations.
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…