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We propose a two-sided Lanczos method for the nonlinear eigenvalue problem (NEP). This two-sided approach provides approximations to both the right and left eigenvectors of the eigenvalues of interest. The method implicitly works with…

Numerical Analysis · Mathematics 2016-07-13 Sarah W. Gaaf , Elias Jarlebring

A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating…

Mathematical Physics · Physics 2014-08-27 Abdou M. Abdel-Rehim , Ronald B. Morgan , Dywayne A. Nicely , Walter Wilcox

Since introduction [A. Knyazev, Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method, SISC (2001) DOI:10.1137/S1064827500366124] and efficient parallel implementation [A. Knyazev et…

Numerical Analysis · Computer Science 2017-08-29 Andrew Knyazev

Matrix product state methods are known to be efficient for computing ground states of local, gapped Hamiltonians, particularly in one dimension. We introduce the multi-targeted density matrix renormalization group method that acts on a…

Strongly Correlated Electrons · Physics 2023-06-29 Thomas E. Baker , Alexandre Foley , David Sénéchal

Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious…

High Energy Physics - Lattice · Physics 2025-08-25 Daniel C. Hackett , Michael L. Wagman

To accelerate the solution of large eigenvalue problems arising from many-body calculations in nuclear physics on distributed-memory parallel systems equipped with general-purpose Graphic Processing Units (GPUs), we modified a previously…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-02 Pieter Maris , Chao Yang , Dossay Oryspayev , Brandon Cook

In this paper we propose a new iterative method to hierarchically compute a relatively large number of leftmost eigenpairs of a sparse symmetric positive matrix under the multiresolution operator compression framework. We exploit the…

Numerical Analysis · Mathematics 2018-06-28 Thomas Y. Hou , De Huang , Ka Chun Lam , Ziyun Zhang

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová

We investigate the state-of-the-art Lanczos eigensolvers available in the Grid and QUDA libraries. They include Implicitly Restarted Lanczos, Thick-Restart Lanczos, and Block Lanczos. We measure and analyze their performance for the Highly…

High Energy Physics - Lattice · Physics 2022-01-12 Hwancheol Jeong , Carleton DeTar , Steven Gottlieb

We are interested in solving the Asymmetric Eigenvalue Complementarity Problem (AEiCP) by accelerated Difference-of-Convex (DC) algorithms. Two novel hybrid accelerated DCA: the Hybrid DCA with Line search and Inertial force (HDCA-LI) and…

Optimization and Control · Mathematics 2023-05-23 Yi-Shuai Niu

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is widely used to compute eigenvalues of large sparse symmetric matrices. The algorithm can suffer from numerical instability if it is not implemented with care. This is…

Numerical Analysis · Mathematics 2018-10-05 Jed A. Duersch , Meiyue Shao , Chao Yang , Ming Gu

We develop a distributed Block Chebyshev-Davidson algorithm to solve large-scale leading eigenvalue problems for spectral analysis in spectral clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on the prior…

Machine Learning · Computer Science 2024-01-08 Qiyuan Pang , Haizhao Yang

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue

Studying the optoelectronic structure of materials can require the computation of several thousands of the smallest positive eigenpairs of a pseudo-hermitian Hamiltonian. Iterative eigensolvers may be preferred over direct methods for this…

Numerical Analysis · Mathematics 2026-04-17 Edoardo Di Napoli , Clément Richefort , Xinzhe Wu

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

We consider computing the $k$-th eigenvalue and its corresponding eigenvector of a generalized Hermitian eigenvalue problem of $n\times n$ large sparse matrices. In electronic structure calculations, several properties of materials, such as…

Numerical Analysis · Mathematics 2018-08-01 Dongjin Lee , Takeo Hoshi , Tomohiro Sogabe , Yuto Miyatake , Shao-Liang Zhang

This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is…

Numerical Analysis · Mathematics 2010-01-20 Datian Niu , Xuegang Yuan

We consider an autocorrelation function of a quantum mechanical system through the lens of the so-called recursive method, by iteratively evaluating Lanczos coefficients, or solving a system of coupled differential equations in the Mori…

Statistical Mechanics · Physics 2024-08-28 Christian Bartsch , Anatoly Dymarsky , Mats H. Lamann , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer