Related papers: Generalized Jacobi Method for Computing Eigenvalue…
We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…
Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…
In this paper we present several additions to the quaternion QR algorithm, including algorithms for eigenvector computation and eigenvalue reordering. A key outcome of the eigenvalue reordering algorithm is that the aggressive early…
Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…
In a recent work, we presented the reduced Jacobian method (RJM) as an extension of Wolfe's reduced gradient method to multicriteria (multiobjective) optimization problems dealing with linear constraints. This approach reveals that using a…
In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…
Using a change of basis in the algebra of symmetric functions, we compute the moments of the Hermitian Jacobi process. After a careful arrangement of the terms and the evaluation of the determinant of an `almost upper-triangular' matrix, we…
For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations…
We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization…
The efficient implementation of matrix arithmetic operations underpins the speedups of many quantum algorithms. We develop a suite of methods to perform matrix arithmetics -- with the result encoded in the off-diagonal blocks of a…
In this short letter, I present a powerful application in dimensionality reduction of the lesser-used Jacobi-Davidson algorithm for the generalized eigenvalue decomposition. When combined with matrix-free implementations of relevant…
In appropriate frameworks, automatic differentiation is transparent to the user at the cost of being a significant computational burden when the number of operations is large. For iterative algorithms, implicit differentiation alleviates…
Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…
We present a closed-form solution to Wahba's problem in the quaternion domain for the special case of two vector observations. Existing approaches, including Davenport's $q$-method, QUEST, Horn's method, and ESOQ algorithms, recover the…
Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…
This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…
Quadratic forms of Hermitian matrix resolvents involve the solutions of shifted linear systems. Efficient iterative solutions use the shift-invariance property of Krylov subspaces The Hermitian Lanczos method reduces a given vector and…
We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…
Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…
In this work, we propose an efficient adaptive multilevel preconditioned Jacobi-Davidson (PJD) method for eigenvalue problems with singularity. Our multilevel method utilizes a local smoothing strategy to solve the preconditioned…