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Related papers: On the Eigenvalue Tracking of Large-Scale Systems

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Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…

Numerical Analysis · Mathematics 2021-01-01 Michael C. Brennan , Mark Embree , Serkan Gugercin

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

Machine Learning · Statistics 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…

Machine Learning · Computer Science 2024-09-20 Ronald Katende

The present paper introduces the analysis of the eigenvalue problem for the elasticity equations when the so called Navier-Lam\'e system is considered. Such a system introduces the displacement, rotation and pressure of some linear and…

Numerical Analysis · Mathematics 2022-09-27 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…

Strongly Correlated Electrons · Physics 2013-05-21 M. Mierzejewski , T. Prosen , D. Crivelli , P. Prelovsek

The parallel orbital-updating approach is an orbital/eigenfunction iteration based approach for solving eigenvalue problems when many eigenpairs are required. It has been proven to be efficient, for instance, in electronic structure…

Numerical Analysis · Mathematics 2025-07-08 Xiaoying Dai , Yan Li , Bin Yang , Aihui Zhou

We derive the loop equation for the 1-matrix model with generic difference-type measure for eigenvalues and develop a recursive algebraic framework for solving it to an arbitrary order in the coupling constant in and beyond the planar…

High Energy Physics - Theory · Physics 2024-07-24 Edoardo Vescovi , Konstantin Zarembo

This article is an overview of the various literature on path tracking methods and their implementation in simulation and realistic operating environments.The scope of this study includes analysis, implementation,tuning, and comparison of…

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

The linear response eigenvalue problem, which arises from many scientific and engineering fields, is quite challenging numerically for large-scale sparse/dense system, especially when it has zero eigenvalues. Based on a direct sum…

Numerical Analysis · Mathematics 2025-06-11 Yu Li , Zijing Wang , Yong Zhang

We review matrix methods as applied to tracer transport. Because tracer transport is linear, matrix methods are an ideal fit for the problem. A gridded, Eulerian tracer simulation can be approximated as a system of linear ordinary…

Atmospheric and Oceanic Physics · Physics 2018-07-17 Peter Mills

This study introduces a low-complexity behavioural model to describe the dynamic response of railway turnouts due to the ballast and railpad components. The behavioural model should serve as the basis for the future development of a…

Systems and Control · Electrical Eng. & Systems 2019-10-16 Pegah Barkhordari , Roberto Galeazzi , Alejandro de Miguel Tejada , Ilmar F. Santos

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

We propose a novel numerical algorithm for computing the electronic structure related eigenvalue problem of incommensurate systems. Unlike the conventional practice that approximates the system by a large commensurate supercell, our…

Numerical Analysis · Mathematics 2019-03-27 Yuzhi Zhou , Huajie Chen , Aihui Zhou

Multiscale modeling of complex systems is crucial for understanding their intricacies. Data-driven multiscale modeling has emerged as a promising approach to tackle challenges associated with complex systems. On the other hand,…

Machine Learning · Computer Science 2024-03-26 Ruyi Tao , Ningning Tao , Yi-zhuang You , Jiang Zhang

We consider the problem of estimating missing values in trajectories of linear parameter-varying (LPV) systems. We solve this interpolation problem for the class of shifted-affine LPV systems. Conditions for the existence and uniqueness of…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Chris Verhoek , Ivan Markovsky , Roland Tóth

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

This paper presents a novel framework for characterizing dissipativity of uncertain systems whose dynamics evolve according to differential-algebraic equations. Sufficient conditions for dissipativity (specializing to, e.g., stability or…

Systems and Control · Electrical Eng. & Systems 2024-05-13 Emily Jensen , Neelay Junnarkar , Murat Arcak , Xiaofan Wu , Suat Gumussoy

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…

Numerical Analysis · Mathematics 2026-05-18 Caroline Wormell

Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…

Robotics · Computer Science 2023-05-18 Harrison Delecki , Anthony Corso , Mykel J. Kochenderfer