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We present theory for general partial derivatives of matrix functions on the form $f(A(x))$ where $A(x)$ is a matrix path of several variables ($x=(x_1,\dots,x_j)$). Building on results by Mathias [SIAM J. Matrix Anal. Appl., 17 (1996), pp.…

Numerical Analysis · Mathematics 2023-06-29 Emanuel H. Rubensson

We present a simple formalism for the calculation of the derivatives of the electronic density matrix at any order, within density functional theory. Our approach, contrary to previous ones, is not based on the perturbative expansion of the…

Materials Science · Physics 2009-11-10 Michele Lazzeri , Francesco Mauri

In this paper we develop certain aspects of perturbation theory for self-adjoint operators subject to small variations of their domains. We use the abstract theory of boundary triplets to quantify such perturbations and give the second…

Spectral Theory · Mathematics 2021-10-15 Yuri Latushkin , Selim Sukhtaiev

In this work we use the tensorial language developed in [8] and [9] to differentiate functions of eigenvalues of symmetric matrices. We describe the formulae for the k-th derivative of such functions in two cases. The first case concerns…

Optimization and Control · Mathematics 2007-05-23 Hristo S. Sendov

We develop an analytic perturbation theory for eigenvalues with finite multiplicities, embedded into the essential spectrum of a self-adjoint operator $H$. We assume the existence of another self-adjoint operator $A$ for which the family…

Mathematical Physics · Physics 2016-09-06 M. Engelmann , J. S. Møller , M. G. Rasmussen

We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

We propose an integral representation for the higher-order Fr\'echet derivative of analytic matrix functions $f(A)$ which unifies known results for the first-order Fr\'echet derivative of general analytic matrix functions and for…

Numerical Analysis · Mathematics 2022-09-27 Marcel Schweitzer

The notion of singular reduction operators, i.e., of singular operators of nonclassical (conditional) symmetry, of partial differential equations in two independent variables is introduced. All possible reductions of these equations to…

Analysis of PDEs · Mathematics 2008-11-04 Michael Kunzinger , Roman O. Popovych

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

Numerical Analysis · Mathematics 2026-01-21 Lorenzo Lazzarino , Hussam Al Daas , Yuji Nakatsukasa

In this second part of our series of papers, we develop an abstract framework suitable for de Rham complexes that depend on a parameter belonging to an arbitrary Banach space. Our primary focus is on spectral perturbation problems and the…

Spectral Theory · Mathematics 2025-02-19 Pier Domenico Lamberti , Dirk Pauly , Michele Zaccaron

We start with considering rank one self-adjoint perturbations $A_\alpha = A+\alpha(\,\cdot\,,\varphi)\varphi$ with cyclic vector $\varphi\in \mathcal{H}$ on a separable Hilbert space $\mathcal H$. The spectral representation of the…

Functional Analysis · Mathematics 2017-06-21 Constanze Liaw , Sergei Treil

We show that the discrete complex, and numerous hypercomplex, Fourier transforms defined and used so far by a number of researchers can be unified into a single framework based on a matrix exponential version of Euler's formula…

Rings and Algebras · Mathematics 2012-09-13 Stephen J. Sangwine , Todd A. Ell

This work is concerned with variational analysis of so-called spectral functions and spectral sets of matrices that only depend on eigenvalues of the matrix. Based on our previous work [H. T. B\`ui, M. N. B\`ui, and C. Clason, Convex…

Optimization and Control · Mathematics 2025-10-14 Hòa T. Bùi , Minh N. Bùi , Christian Clason

Since the ($\beta$-deformed) hermitian one-matrix models can be represented as the integrated conformal field theory (CFT) expectation values, we construct the operators in terms of the generators of the Heisenberg algebra such that the…

High Energy Physics - Theory · Physics 2022-10-26 Rui Wang , Chun-Hong Zhang , Fu-Hao Zhang , Wei-Zhong Zhao

A low-order nonconforming finite element discretization of a smooth de Rham complex starting from the $H^2$ space in three dimensions is proposed, involving an $H^2$-nonconforming finite element space, a new tangentially continuous…

Numerical Analysis · Mathematics 2025-12-05 Xuewei Cui , Xuehai Huang

We study an inverse problem for the fractional Schr\"odinger equation (FSE) with a local perturbation by a linear partial differential operator (PDO) of order smaller than the order of the fractional Laplacian. We show that one can uniquely…

Analysis of PDEs · Mathematics 2022-03-09 Giovanni Covi , Keijo Mönkkönen , Jesse Railo , Gunther Uhlmann

We address the task of higher-order derivative evaluation of computer programs that contain QR decompositions and real symmetric eigenvalue decompositions. The approach is a combination of univariate Taylor polynomial arithmetic and matrix…

Numerical Analysis · Mathematics 2010-10-01 Sebastian F. Walter , Lutz Lehmann , René Lamour

In this paper we extend Sylvester's approach via upper triangular compact operators to establish the discreteness of transmission eigenvalues for higher-order main terms and higher-order perturbations. The coefficients of the perturbations…

Spectral Theory · Mathematics 2015-12-18 Andoni García , Esa V. Vesalainen , Miren Zubeldia

The theory of finite-rank perturbations allows for the determination of spectral information for broad classes of operators using the tools of analytic function theory. In this work, finite-rank perturbations are applied to powers of the…

Spectral Theory · Mathematics 2022-09-01 Michael Bush , Constanze Liaw , Robert T. W. Martin
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