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Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is…

The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…

Computational Physics · Physics 2023-08-09 Ryan M. Zbikowski , Calvin W. Johnson

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for…

Numerical Analysis · Mathematics 2015-12-29 Ruipeng Li , Yuanzhe Xi , Eugene Vecharynski , Chao Yang , Yousef Saad

Chebyshev filter diagonalization is well established in quantum chemistry and quantum physics to compute bulks of eigenvalues of large sparse matrices. Choosing a block vector implementation, we investigate optimization opportunities on the…

Mathematical Software · Computer Science 2020-06-25 Moritz Kreutzer , Georg Hager , Dominik Ernst , Holger Fehske , Alan R. Bishop , Gerhard Wellein

The Lanczos method is a fast and memory-efficient algorithm for solving large-scale symmetric eigenvalue problems. However, its rapid convergence can deteriorate significantly when computing clustered eigenvalues due to a lack of cluster…

Numerical Analysis · Mathematics 2025-07-15 Nian Shao

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based…

Numerical Analysis · Mathematics 2023-05-26 Abdullah Alperen , Metin Aktulga , Pieter Maris , Chao Yang

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial…

Numerical Analysis · Mathematics 2024-09-24 Jared L. Aurentz , Vassilis Kalantzis , Yousef Saad

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

We propose a thick-restart block Lanczos method, which is an extension of the thick-restart Lanczos method with the block algorithm, as an eigensolver of the large-scale shell-model calculations. This method has two advantages over the…

Nuclear Theory · Physics 2019-10-02 Noritaka Shimizu , Takahiro Mizusaki , Yutaka Utsuno , Yusuke Tsunoda

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad

In this paper we compare two methods for finding extremal eigenvalues and eigenvectors: the restarted Lanczos method and momentum accelerated power iterations. The convergence of both methods is based on ratios of Chebyshev polynomials…

Numerical Analysis · Mathematics 2026-03-03 Alessandro Barletta , Nicholas Marshall , Sara Pollock

This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…

Numerical Analysis · Mathematics 2017-05-16 Qiang Ye

Convergence analysis of block iterative solvers for Hermitian eigenvalue problems and the closely related research on properties of matrix-based signal filters are challenging, and attract increasing attention due to their recent…

Numerical Analysis · Mathematics 2022-01-13 M. Zhou , M. E. Argentati , A. V. Knyazev , K. Neymeyr

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…

Numerical Analysis · Mathematics 2007-06-13 Olaf Schenk , Matthias Bollhoefer , Rudolf A. Roemer

We present CheSS, the "Chebyshev Sparse Solvers" library, which has been designed to solve typical problems arising in large-scale electronic structure calculations using localized basis sets. The library is based on a flexible and…

It is known that the statistical properties of the spectrum provide an essential characterization of quantum chaos. The computation of a large group of interior eigenvalues at the middle spectrum is thus an important problem for quantum…

Computational Physics · Physics 2021-06-28 Haoyu Guan , Wenxian Zhang

The power method and block Lanczos method are popular numerical algorithms for computing the truncated singular value decomposition (SVD) and eigenvalue decomposition problems. Especially in the literature of randomized numerical linear…

Numerical Analysis · Computer Science 2015-12-21 Shusen Wang , Zhihua Zhang , Tong Zhang
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