Related papers: Structured eigenvalue backward errors of Rosenbroc…
Consider a matrix function f defined for Hermitian matrices. The purpose of this paper is two-fold. We derive new results for the absolute structured condition number of the matrix function and we derive new bounds for the perturbation…
Various physical models can be expressed in terms of matrices. A valuable tool for analysing matrix models is numerical simulations, often the Metropolis algorithm with various improvements. The downside of this approach is that the…
We present reliable a-posteriori error estimates for $hp$-adaptive finite element approximations of eigenvalue/eigenvector problems. Starting from our earlier work on $h$ adaptive finite element approximations we show a way to obtain…
For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…
The polynomial eigenvalue problem arises in many applications and has received a great deal of attention over the last decade. The use of root-finding methods to solve the polynomial eigenvalue problem dates back to the work of…
Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…
The objective of this paper is to understand the superlinear convergence behavior of the GMRES method when the coefficient matrix has clustered eigenvalues. In order to understand the phenomenon, we analyze the convergence using the…
In this paper we are concerned to find the eigenvalues and eigenvectors of a real symetric matrix by applying a new numerical method similar to Jacobi method. Our approch consists to use a new orthogonal matrix. The computation of the…
We simulate the vibration of a violin bridge in a multi-query context using reduced basis techniques. The mathematical model is based on an eigenvalue problem for the orthotropic linear elasticity equation. In addition to the nine material…
This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…
We describe a subtle error which can appear in numerical calculations involving the spacing statistics of eigenvalues of random unitary matrices.
In this research paper, structured bi-matrix variate, matrix quadratic equations are considered. Some lemmas related to determining the eigenvalues of unknown matrices are proved. Also, a method of determining the diagonalizabe unknown…
We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…
Let $\om $ be a bounded domain in an $n$-dimensional Euclidean space $\Bbb R^n$. We study eigenvalues of an eigenvalue problem of a system of elliptic equations: $$ \{\aligned &\Delta {\mathbf u}+ \alpha{\rm grad}(\text{div}{\mathbf…
We report an efficient program for computing the eigenvalues and symmetry-adapted eigenvectors of very large quaternionic (or Hermitian skew-Hamiltonian) matrices, using which structure-preserving diagonalization of matrices of dimension N…
Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…
We analyse the eigenvalue structure of the replicated transfer matrix of one-dimensional disordered Ising models. In the limit of $n \rightarrow 0$ replicas, an infinite sequence of transfer matrices is found, each corresponding to a…
This paper derives a new variational equation for the linear least-squares backward error by expressing the backward error in terms of a generalized eigenvalue problem and using results from indefinite linear algebra. For problems with…
We study the eigenvalue problem for some special class of anti-triangular matrices. Though the eigenvalue problem is quite classical, as far as we know, almost nothing is known about properties of eigenvalues for anti-triangular matrices.…