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The standard approach for finding eigenvalues and eigenvectors of matrix polynomials starts by embedding the coefficients of the polynomial into a matrix pencil, known as linearization. Building on the pioneering work of Nakatsukasa and…

Numerical Analysis · Mathematics 2018-08-15 Javier Perez

In this paper, we propose a new multilevel power series solution method for solving a large surface and volume electric field integral equation based H-Matrix. The proposed solution method converges in a fixed number of iterations and is…

Computational Engineering, Finance, and Science · Computer Science 2023-07-11 Y. K. Negi , N. Balakrishnan , S. M. Rao

For polynomials in independent Wigner matrices, we prove convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables, under fourth moment hypotheses. We actually prove a more…

Probability · Mathematics 2013-07-09 Greg W. Anderson

In this paper, we study the power iteration algorithm for the spiked tensor model, as introduced in [44]. We give necessary and sufficient conditions for the convergence of the power iteration algorithm. When the power iteration algorithm…

Statistics Theory · Mathematics 2020-12-29 Jiaoyang Huang , Daniel Z. Huang , Qing Yang , Guang Cheng

In Part I of this paper, we introduced a two dimensional eigenvalue problem (2DEVP) of a matrix pair and investigated its fundamental theory such as existence, variational characterization and number of 2D-eigenvalues. In Part II, we…

Numerical Analysis · Mathematics 2023-03-10 Tianyi Lu , Yangfeng Su , Zhaojun Bai

We consider differentially private approximate singular vector computation. Known worst-case lower bounds show that the error of any differentially private algorithm must scale polynomially with the dimension of the singular vector. We are…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

We examine a method for solving an infinite-dimensional tensor eigenvalue problem $H x = \lambda x$, where the infinite-dimensional symmetric matrix $H$ exhibits a translational invariant structure. We provide a formulation of this type of…

Numerical Analysis · Mathematics 2023-10-04 Roel Van Beeumen , Lana Periša , Daniel Kressner , Chao Yang

In prioritization schemes, based on pairwise comparisons, such as the Analytical Hierarchy Process, it is necessary to extract a cardinal ranking vector from a reciprocal matrix that is unlikely to be consistent. It is natural to choose…

Combinatorics · Mathematics 2024-04-23 Susana Furtado , Charles Johnson

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…

Numerical Analysis · Mathematics 2012-07-27 Dario A. Bini , V. Noferini

The seminal work by Mackey et al. in 2006 (reference [21] of the article) introduced vector spaces of matrix pencils, with the property that almost all the pencils in the spaces are strong linearizations of a given square regular matrix…

Numerical Analysis · Mathematics 2018-08-03 Biswajit Das , Shreemayee Bora

Preconditioned eigenvalue solvers (eigensolvers) are gaining popularity, but their convergence theory remains sparse and complex. We consider the simplest preconditioned eigensolver--the gradient iterative method with a fixed step size--for…

Numerical Analysis · Mathematics 2010-06-02 Andrew V. Knyazev , Klaus Neymeyr

For the principal eigenvalue of discrete weighted $p$-Laplacian on the set of nonnegative integers, the convergence of an approximation procedure and the inverse iteration is proved. Meanwhile, in the proof of the convergence, the…

Probability · Mathematics 2019-03-11 Yue-Shuang Li

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

Numerical Analysis · Mathematics 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

In this paper two types of multgrid methods, i.e., the Rayleigh quotient iteration and the inverse iteration with fixed shift, are developed for solving the Maxwell eigenvalue problem with discontinuous relative magnetic permeability and…

Numerical Analysis · Mathematics 2017-02-28 Jiayu Han

The efficient inversion of matrix polynomials is a critical challenge in computational mathematics. We design a procedure to determine the inverse of matrices polynomial of multidimensional Laplace matrices. The method is based on…

Numerical Analysis · Mathematics 2026-02-12 Sabia Asghar , Qiyao Peng , Fred Vermolen , Cornelis Vuik

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

In this paper, we first study the projections onto the set of unit dual quaternions, and the set of dual quaternion vectors with unit norms. Then we propose a power method for computing the dominant eigenvalue of a dual quaternion Hermitian…

Optimization and Control · Mathematics 2023-05-02 Chunfeng Cui , Liqun Qi

We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…

Probability · Mathematics 2014-06-02 Florent Benaych-Georges , Alice Guionnet

The permanent-on-top conjecture states that the largest eigenvalue of the Schur power matrix of a positive semi-definite Hermitian matrix H is per(H). A counterexample has been found with the help of computers, but here, I present another…

Combinatorics · Mathematics 2022-08-24 Tran Hoang Anh

The concept of a fully interlacing matrix of formal power series with real coefficients is introduced. This concept extends and strengthens that of an interlacing sequence of real-rooted polynomials with nonnegative coefficients, in the…

Combinatorics · Mathematics 2024-04-22 Christos A. Athanasiadis , David G. Wagner