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In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Numerical Analysis · Mathematics 2025-10-21 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

Contour-integral-based rational filter leads to interior eigensolvers for non-Hermitian generalized eigenvalue problems. Based on Zolotarev's third problem, this paper proves the asymptotic optimality of the trapezoidal quadrature of the…

Numerical Analysis · Mathematics 2024-10-10 Yuer Chen , Yingzhou Li

We analyze the stability of a class of eigensolvers that target interior eigenvalues with rational filters. We show that subspace iteration with a rational filter is robust even when an eigenvalue is near a filter's pole. These dangerous…

Numerical Analysis · Mathematics 2024-11-15 Andrew Horning , Yuji Nakatsukasa

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

In practical least squares realization problems, partial information about the pole locations of the dynamical model may be known a priori. Existing techniques for incorporating this prior knowledge, such as prefiltering the given data, are…

Optimization and Control · Mathematics 2026-04-06 Christof Vermeersch , Sibren Lagauw , Bart De Moor

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

The discretization of the double-layer potential integral equation for the interior Dirichlet Laplace problem in a domain with smooth boundary results in a linear system that has a bounded condition number. Thus, the number of iterations…

Numerical Analysis · Mathematics 2014-02-27 Bryan Quaife , George Biros

The Helmholtz equation is related to seismic exploration, sonar, antennas, and medical imaging applications. It is one of the most challenging problems to solve in terms of accuracy and convergence due to the scalability issues of the…

Numerical Analysis · Mathematics 2024-01-12 Jinqiang Chen , Vandana Dwarka , Cornelis Vuik

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

We consider a quadrature-based eigensolver to find eigenpairs of Hermitian matrices arising in lattice quantum chromodynamics. To reduce the computational cost for finding eigenpairs of such Hermitian matrices, we propose a new technique…

High Energy Physics - Lattice · Physics 2011-03-28 H. Ohno , Y. Kuramashi , T. Sakurai , H. Tadano

A computational scheme for solving 2D Laplace boundary-value problems using rational functions as the basis functions is described. The scheme belongs to the class of desingularized methods, for which the location of singularities and…

Mathematical Physics · Physics 2012-07-02 Amit Hochman , Yehuda Leviatan , Jacob K. White

The analysis of lattice simulation correlation function data is notoriously hindered by the ill-conditioning of the Euclidean time covariance matrix. Additionally, the isolation of a single physical state in such functions is generally…

High Energy Physics - Lattice · Physics 2025-11-26 Antonin Portelli , Justus Tobias Tsang

Boundary integral equations are an efficient and accurate tool for the numerical solution of elliptic boundary value problems. The solution is expressed as a layer potential; however, the error in its evaluation grows large near the…

Numerical Analysis · Mathematics 2013-10-22 Alex H. Barnett

The Helmholtz wave scattering problem by screens in 2D can be recast into first-kind integral equations which lead to ill-conditioned linear systems after discretization. We introduce two new preconditioners, in the form of square-roots of…

Numerical Analysis · Mathematics 2019-12-03 François Alouges , Martin Averseng

One of the main tools for solving linear systems arising from the discretization of the Helmholtz equation is the shifted Laplace preconditioner, which results from the discretization of a perturbed Helmholtz problem $-\Delta u - (k^2 + i…

Numerical Analysis · Mathematics 2020-06-18 Luis García Ramos , Reinhard Nabben

In several geophysical applications, such as full waveform inversion and data modelling, we are facing the solution of inhomogeneous Helmholtz equation. The difficulties of solving the Helmholtz equa- tion are two fold. Firstly, in the case…

Geophysics · Physics 2017-12-27 Nasser Kazemi

We apply the method of inverse iteration to the Laplace eigenvalue problem with Robin and mixed Dirichlet-Neumann boundary conditions, respectively. For each problem, we prove convergence of the iterates to a non-trivial principal…

Analysis of PDEs · Mathematics 2025-06-03 Benjamin Lyons , Emily Ruttenberg , Nicholas Zitzelberger
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