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A new approach is presented for the solution of spectral problems on infinite domains with regular ends, which avoids the need to solve boundary value problems for many trial values of the spectral parameter. We present numerical results…

Spectral Theory · Mathematics 2008-08-20 Michael Levitin , Marco Marletta

We propose an efficient numerical method for a non-selfadjoint Steklov eigenvalue problem. The Lagrange finite element is used for discretization. The convergence is proved using the spectral perturbation theory for compact operators. The…

Numerical Analysis · Mathematics 2018-04-10 Juan Liu , Jiguang Sun , Tiara Turner

This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple implementation and benefits from fast and efficient…

Numerical Analysis · Mathematics 2025-08-08 Jean-Guillaume de Damas , Laura Grigori

We propose a tridiagonalization approach for non-Hermitian random matrices and Hamiltonians using singular value decomposition (SVD). This technique leverages the real and non-negative nature of singular values, bypassing the complex…

Quantum Physics · Physics 2025-03-05 Pratik Nandy , Tanay Pathak , Zhuo-Yu Xian , Johanna Erdmenger

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Numerical Analysis · Mathematics 2017-06-19 Fatih Kangal , Karl Meerbergen , Emre Mengi , Wim Michiels

Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an…

Numerical Analysis · Computer Science 2014-08-06 Edoardo Di Napoli , Eric Polizzi , Yousef Saad

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators…

Numerical Analysis · Mathematics 2012-10-16 Wolf-Juergen Beyn , Yuri Latushkin , Jens Rottmann-Matthes

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

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…

Quantum Physics · Physics 2021-10-20 Changpeng Shao , Jin-Peng Liu

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

By using a real matrix translation, we propose a coupled eigenvalue problem for octonionic operators. In view of possible applications in quantum mechanics, we also discuss the hermiticity of such operators. Previous difficulties in…

Mathematical Physics · Physics 2015-06-11 Stefano De Leo , Gisele Ducati

Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the…

Numerical Analysis · Mathematics 2009-11-13 Veerle Ledoux , Marnix Van Daele , Guido Vanden Berghe

In present article the self-contained derivation of eigenvalue inverse problem results is given by using a discrete approximation of the Schroedinger operator on a bounded interval as a finite three-diagonal symmetric Jacobi matrix. This…

Mathematical Physics · Physics 2009-11-10 Vladimir M. Chabanov , Boris N. Zakhariev

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

Numerical Analysis · Mathematics 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

The iterative algorithm recently proposed by Waxman for solving eigenvalue problems, which relies on the method of moments, has been modified to improve its convergence considerably without sacrificing its benefits or elegance. The…

Mathematical Physics · Physics 2009-11-11 W. A. Berger , H. G. Miller

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

Numerical Analysis · Mathematics 2026-04-23 Ngoc Tien Tran

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

Numerical Analysis · Mathematics 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow