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In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their…

Numerical Analysis · Mathematics 2013-04-10 Eric Cancès , Virginie Ehrlacher , Tony Lelièvre

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

We formulate a systematic elegant perturbative scheme for determining the eigenvalues of the Helmholtz equation (\bigtriangledown^{2} + k^{2}){\psi} = 0 in two dimensions when the normal derivative of {\psi} vanishes on an irregular closed…

Mathematical Physics · Physics 2013-11-21 S. Panda , S. Chakraborty , S. P. Khastgir

In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…

Numerical Analysis · Mathematics 2020-12-15 Fleurianne Bertrand , Daniele Boffi , Henrik Schneider

We prove convergence of the Maxwell eigenvalue problem using quadratic or higher Lagrange finite elements on Worsey-Farin splits in three dimensions. To do this, we construct two Fortin-like operators to prove uniform convergence of the…

Numerical Analysis · Mathematics 2022-04-26 Daniele Boffi , Sining Gong , Johnny Guzmán , Michael Neilan

We consider the Helmholtz equation defined in unbounded domains, external to 2D bounded ones, endowed with a Dirichlet condition on the boundary and the Sommerfeld radiation condition at infinity. To solve it, we reduce the infinite region,…

Numerical Analysis · Mathematics 2021-07-13 Luca Desiderio , Silvia Falletta , Matteo Ferrari , Letizia Scuderi

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

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

In this paper, we present a generalized Cuppen's divide-and-conquer algorithm for the symmetric tridiagonal eigenproblem. We extend the Cuppen's work to the rank two modifications of the form $A =T +\beta_1\bw_1\bw_1^T +…

Numerical Analysis · Mathematics 2015-06-30 Do Young Kwak , Jaeyeon Kim

We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

New finite element methods are proposed for elliptic interface problems in one and two dimensions. The main motivation is not only to get an accurate solution but also an accurate first order derivative at the interface (from each side).…

Numerical Analysis · Mathematics 2017-03-02 Fangfang Qin , Zhaohui Wang , Zhijie Ma , Zhilin Li

Certain applications that analyze damping effects require the solution of quadratic eigenvalue problems (QEPs). We use refined isogeometric analysis (rIGA) to solve quadratic eigenproblems. rIGA discretization, while conserving desirable…

Numerical Analysis · Mathematics 2022-07-27 Ali Hashemian , Daniel Garcia , David Pardo , Victor M. Calo

For the Hermitian inexact Rayleigh quotient iteration (RQI), the author has established new local general convergence results, independent of iterative solvers for inner linear systems. The theory shows that the method locally converges…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

Solving dual quaternion equations is an important issue in many fields such as scientific computing and engineering applications. In this paper, we first introduce a new metric function for dual quaternion matrices. Then, we reformulate…

Optimization and Control · Mathematics 2024-11-11 Chen Ling , Chenjian Pan , Liqun Qi

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

We consider the following constrained Rayleigh quotient optimization problem (CRQopt) $$ \min_{x\in \mathbb{R}^n} x^{T}Ax\,\,\mbox{subject to}\,\, x^{T}x=1\,\mbox{and}\,C^{T}x=b, $$ where $A$ is an $n\times n$ real symmetric matrix and $C$…

Numerical Analysis · Mathematics 2019-11-11 Yunshen Zhou , Zhaojun Bai , Ren-Cang Li

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

Delayed neural field models can be viewed as a dynamical system in an appropriate functional analytic setting. On two dimensional rectangular space domains, and for a special class of connectivity and delay functions, we describe the…

Dynamical Systems · Mathematics 2022-07-01 L. Spek , M. Polner , K. Dijkstra , S. A. van Gils

In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP can be represented as dc programming problem. Then we…

Optimization and Control · Mathematics 2019-02-14 Yi-Shuai Niu , Joaquim Judice , Hoai An Le thi , Dinh Tao Pham