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Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

The inverse power method is a numerical algorithm to obtain the eigenvectors of a matrix. In this work, we develop an iteration algorithm, based on the inverse power method, to numerically solve the Schr\"odinger equation that couples an…

Computational Physics · Physics 2024-03-06 Jiaxing Zhao , Shuzhe Shi

In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…

Numerical Analysis · Mathematics 2025-10-02 Mohamed Mostafa

We prove the method of power iteration for matrices with at most finite entries from the Levi-Civita field $\mathcal C$ under the assumption that there exists an eigenvalue with the strictly largest in absolute value complex part. In this…

Numerical Analysis · Mathematics 2023-11-14 Ragon Ebker , Anna Muranova , Max Schmidt

A new approximation method for inverting the Poisson's equation is presented for a continuously distributed and finite-sized source in an unbound domain. The advantage of this image multipole method arises from its ability to place the…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 James H. H. Chan , Tzihong Chiueh

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

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin

This article is devoted to computing the lower and upper bounds of the Laplace eigenvalue problem. By using the special nonconforming finite elements, i.e., enriched Crouzeix-Raviart element and extension $Q_1^{\rm rot}$, we get the lower…

Numerical Analysis · Mathematics 2015-05-30 Fusheng Luo , Qun Lin , Hehu Xie

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

In this work, we present an alternative formulation of the higher eigenvalue problem associated to the infinity Laplacian, which opens the door for numerical approximation of eigenfunctions. A rigorous analysis is performed to show the…

Numerical Analysis · Mathematics 2024-01-23 Farid Bozorgnia , Leon Bungert , Daniel Tenbrinck

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

Quantum Physics · Physics 2024-11-07 Dong An , Andrew M. Childs , Lin Lin , Lexing Ying

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…

Mathematical Software · Computer Science 2021-01-14 Angelika Schwarz

We propose a inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order…

Numerical Analysis · Mathematics 2013-04-24 Yonghui Ling , Xiubin Xu

In the present work, firstly, we use a minimax equality to prove the existence of a solution of certain system of varitional equations and we provide a numerical approximation of such a solution. Then, we propose a numerical method to solve…

Numerical Analysis · Mathematics 2021-05-19 Ana Isabel Garralda-Guillem , Pablo Montiel López

A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…

Numerical Analysis · Mathematics 2019-10-11 Giampaolo Mele

In this paper we analyze an eigenvalue problem related to the nonlocal $p-$laplace operator plus a potential. After reviewing some elementary properties of the first eigenvalue of these operators (existence, positivity of associated…

Analysis of PDEs · Mathematics 2017-03-31 L. Del Pezzo , J. Fernandez Bonder , L. Lopez-Rios

The main purpose of this paper is to show that there exists a positive number $\lambda_{1}$, the first eigenvalue, such that some $p(x)$-Laplace equation admits a solution if $\lambda=\lambda_{1}$ and that $\lambda_{1}$ is simple, i.e.,…

Analysis of PDEs · Mathematics 2011-05-24 Yushan Jiang , Yongqiang Fu

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…

Data Analysis, Statistics and Probability · Physics 2007-06-14 Ali Mohammad-Djafari