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In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was…
This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…
Modern control algorithms require tuning of square weight/penalty matrices appearing in quadratic functions/costs to improve performance and/or stability output. Due to simplicity in gain-tuning and enforcing positive-definiteness, diagonal…
In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…
We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…
Many eigenvalue problems arising in practice are often of the generalized form $A\x=\lambda B\x$. One particularly important case is symmetric, namely $A, B$ are Hermitian and $B$ is positive definite. The standard algorithm for solving…
We study the robust matrix completion problem for the low-rank Hankel matrix, which detects the sparse corruptions caused by extreme outliers while we try to recover the original Hankel matrix from the partial observation. In this paper, we…
We introduce a basis set consisting of three-dimensional Deslauriers--Dubuc wavelets and solve numerically the Schr\"odinger equations of H and He atoms and molecules $\mathrm{H}_2$, $\mathrm{H}_2^+$, and $\mathrm{LiH}$ with HF and DFT…
The eigenvalue problem for 3x3 octonionic Hermitian matrices contains some surprises, which we have reported elsewhere. In particular, the eigenvalues need not be real, there are 6 rather than 3 real eigenvalues, and the corresponding…
We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…
We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…
The need to compute the intersections between a line and a high-order curve or surface arises in a large number of finite element applications. Such intersection problems are easy to formulate but hard to solve robustly. We introduce a…
Many quantum algorithms for numerical linear algebra assume black-box access to a block-encoding of the matrix of interest, which is a strong assumption when the matrix is not sparse. Kernel matrices, which arise from discretizing a kernel…
A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper…
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
Optical properties of materials related to light absorption and scattering are explained by the excitation of electrons. The Bethe-Salpeter equation is the state-of-the-art approach to describe these processes from first principles (ab…
Suppose we want to find the eigenvalues and eigenvectors for the linear operator L, and suppose that we have solved this problem for some other "nearby" operator K. In this paper we show how to represent the eigenvalues and eigenvectors of…
We give a rigorous deduction of the eigenvalue problem of the nonlinear Schr\"odinger equation (NLS) at Dirac Points for potential of honeycomb lattice symmetry. Based on a bootstrap method, we observe the bifurcation of the eigenfunctions…