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We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…

Numerical Analysis · Computer Science 2009-10-29 Matthias Petschow , Edoardo Di Napoli , Paolo Bientinesi

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

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

This manuscript presents an efficient solver for the linear system that arises from the Hierarchical Poincar\'e-Steklov (HPS) discretization of three dimensional variable coefficient Helmholtz problems. Previous work on the HPS method has…

Numerical Analysis · Mathematics 2023-01-18 José Pablo Lucero Lorca , Natalie Beams , Damien Beecroft , Adrianna Gillman

In this work, we present a method to exponentiate non-sparse indefinite low-rank matrices on a quantum computer. Given an operation for accessing the elements of the matrix, our method allows singular values and associated singular vectors…

Quantum Physics · Physics 2018-01-31 Patrick Rebentrost , Adrian Steffens , Seth Lloyd

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…

Numerical Analysis · Mathematics 2024-11-07 Michael Stewart

Statistical analysis of massive datasets very often implies expensive linear algebra operations with large dense matrices. Typical tasks are an estimation of unknown parameters of the underlying statistical model and prediction of missing…

Computation · Statistics 2021-04-16 Alexander Litvinenko , Ronald Kriemann , Vladimir Berikov

Let $K$ be a number field, let $A$ be a finite-dimensional $K$-algebra, let $\mathrm{J}(A)$ denote the Jacobson radical of $A$, and let $\Lambda$ be an $\mathcal{O}_{K}$-order in $A$. Suppose that each simple component of the semisimple…

Number Theory · Mathematics 2022-09-01 Werner Bley , Tommy Hofmann , Henri Johnston

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

We propose a novel numerical algorithm for computing the electronic structure related eigenvalue problem of incommensurate systems. Unlike the conventional practice that approximates the system by a large commensurate supercell, our…

Numerical Analysis · Mathematics 2019-03-27 Yuzhi Zhou , Huajie Chen , Aihui Zhou

Evaluation of the eigenvectors of symmetric tridiagonal matrices is one of the most basic tasks in numerical linear algebra. It is a widely known fact that, in the case of well separated eigenvalues, the eigenvectors can be evaluated with…

Numerical Analysis · Mathematics 2014-08-27 Andrei Osipov

We describe a quantum algorithm for finding the smallest eigenvalue of a Hermitian matrix. This algorithm combines Quantum Phase Estimation and Quantum Amplitude Estimation to achieve a quadratic speedup with respect to the best classical…

Diagonalization, or eigenvalue decomposition, is very useful in many areas of applied mathematics, including signal processing and quantum physics. Matrix decomposition is also a useful tool for approximating matrices as the product of a…

Spectral Theory · Mathematics 2016-06-07 Théo Trouillon , Christopher R. Dance , Éric Gaussier , Guillaume Bouchard

Sparse eigenproblems are important for various applications in computer graphics. The spectrum and eigenfunctions of the Laplace--Beltrami operator, for example, are fundamental for methods in shape analysis and mesh processing. The…

Numerical Analysis · Mathematics 2022-01-05 Ahmad Nasikun , Klaus Hildebrandt

There are many numerical methods for simulate three-dimensional photonic crystals, after comparison, we choose Yee's scheme to be our discrete method. So far, this method can only be applied to simple cubic lattice and face-centered cubic…

Numerical Analysis · Mathematics 2018-07-03 Huang Tsung-Ming , Li Tiexiang , Li Wei-De , Lin Jia-Wei , Lin Wen-Wei , Tian Heng

We present a wavenumber-robust strategy for computing Steklov eigenpairs of the Helmholtz operator $-\Delta -\mu^2$. As the wavenumber $\mu \rightarrow \mu_D$ from below (where $\mu_D^2 $ is a Dirichlet- Laplace eigenvalue of multiplicity…

Numerical Analysis · Mathematics 2025-09-10 Nilima Nigam , Kshitij Patil , Weiran Sun

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang
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