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Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

Numerical Analysis · Mathematics 2010-09-21 Yuji Nakatsukasa

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

A new algorithm is proposed for solving the three-dimensional scalar inverse problem of acoustic sounding in an inhomogeneous medium. The data for the algorithm are the complex amplitudes of the wave field measured outside the inhomogeneity…

Numerical Analysis · Mathematics 2019-11-26 A. B. Bakushinsky , A. S. Leonov

We propose a Preconditioned Locally Harmonic Residual (PLHR) method for computing several interior eigenpairs of a generalized Hermitian eigenvalue problem, without traditional spectral transformations, matrix factorizations, or inversions.…

Numerical Analysis · Mathematics 2016-10-20 Eugene Vecharynski , Andrew Knyazev

In this paper, we consider a nonlinear integral eigenvalue problem, which is a reformulation of the transmission eigenvalue problem arising in the inverse scattering theory. The boundary element method is employed for discretization, which…

Numerical Analysis · Mathematics 2016-08-24 Fang Zeng , Jiguang Sun , Liwei Xu

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;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak

We present two approximation methods for computing eigenfrequencies and eigenmodes of large-scale nonlinear eigenvalue problems resulting from boundary element method (BEM) solutions of some types of acoustic eigenvalue problems in…

Numerical Analysis · Mathematics 2024-09-23 Mohamed El-Guide , Agnieszka Miedlar , Yousef Saad

Standard perturbation theory of eigenvalue problems consists of obtaining approximations of eigenmodes in the neighborhood of an operator where the corresponding eigenmode is known. Nevertheless, if the corresponding eigenmodes of several…

Mathematical Physics · Physics 2025-07-29 Geneviève Dusson , Louis Garrigue , Benjamin Stamm

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

A matrix method for the solution of direct fractional Sturm-Liouville problems on bounded domain is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral…

Numerical Analysis · Mathematics 2017-04-06 Paolo Ghelardoni , Cecilia Magherini

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Numerical Analysis · Mathematics 2026-01-16 Mattia Manucci , Emre Mengi , Nicola Guglielmi

We introduce a new algorithm for finding the eigenvalues and eigenvectors of Hermitian matrices within a specified region, based upon the LANSO algorithm of Parlett and Scott. It uses selective reorthogonalization to avoid the duplication…

High Energy Physics - Lattice · Physics 2015-06-12 Chris Johnson , A. D. Kennedy

We propose an adaptive planewave method for eigenvalue problems in electronic structure calculations. The method combines a priori convergence rates and accurate a posteriori error estimates into an effective way of updating the energy…

Computational Physics · Physics 2021-07-30 Beilei Liu , Huajie Chen , Geneviève Dusson , Jun Fang , Xingyu Gao

Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and…

Numerical Analysis · Mathematics 2020-02-18 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The…

Numerical Analysis · Mathematics 2011-05-09 Maysum Panju

We study two inexact methods for solutions of random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric matrix operator, the methods solve for eigenvalues and…

Numerical Analysis · Mathematics 2018-12-27 Kookjin Lee , Bedřich Sousedík

In this work we consider a class of delay eigenvalue problems that admit a spectrum similar to that of a Hamiltonian matrix, in the sense that the spectrum is symmetric with respect to both the real and imaginary axis. More precisely, we…

Numerical Analysis · Mathematics 2022-07-15 Pieter Appeltans , Wim Michiels