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Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…

Machine Learning · Computer Science 2024-08-22 J. Jon Ryu , Xiangxiang Xu , H. S. Melihcan Erol , Yuheng Bu , Lizhong Zheng , Gregory W. Wornell

In this paper we consider generalized eigenvalue problems for a family of operators with a polynomial dependence on a complex parameter. This problem is equivalent to a genuine non self-adjoint operator. We discuss here existence of non…

Mathematical Physics · Physics 2007-05-23 Didier Robert

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

Numerical Analysis · Mathematics 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

The NEPv approach has been increasingly used lately for optimization on the Stiefel manifold arising from machine learning. General speaking, the approach first turns the first order optimality condition, also known as the KKT condition,…

Optimization and Control · Mathematics 2026-05-08 Ren-Cang Li

Eigenvector-dependent nonlinear eigenvalue problems are considered which arise from the finite difference discretizations of the Gross-Pitaevskii equation. Existence and uniqueness of positive eigenvector for both one and two dimensional…

Numerical Analysis · Mathematics 2021-01-25 Xuping Zhang , Haimei Huo

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

This paper concerns a class of monotone eigenvalue problems with eigenvector nonlinearities (mNEPv). The mNEPv is encountered in applications such as the computation of joint numerical radius of matrices, best rank-one approximation of…

Numerical Analysis · Mathematics 2022-11-11 Zhaojun Bai , Ding Lu

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…

Numerical Analysis · Mathematics 2023-07-18 Qihong Yang , Yangtao Deng , Yu Yang , Qiaolin He , Shiquan Zhang

Based on the matrix expression of general nonlinear numerical analogues presented by the present author, this paper proposes a novel philosophy of nonlinear computation and analysis. The nonlinear problems are considered an ill-posed linear…

Numerical Analysis · Mathematics 2025-10-20 W. Chen

The central problem we consider is the distribution of eigenvalues of closed linear operators which are not selfadjoint, with a focus on those operators which are obtained as perturbations of selfadjoint linear operators. Two methods are…

Spectral Theory · Mathematics 2014-03-25 Michael Demuth , Marcel Hansmann , Guy Katriel

Neural networks have revolutionized the field of data science, yielding remarkable solutions in a data-driven manner. For instance, in the field of mathematical imaging, they have surpassed traditional methods based on convex…

Spectral Theory · Mathematics 2022-08-16 Leon Bungert , Ester Hait-Fraenkel , Nicolas Papadakis , Guy Gilboa

SLEPc is a parallel library for the solution of various types of large-scale eigenvalue problems. In the last years we have been developing a module within SLEPc, called NEP, that is intended for solving nonlinear eigenvalue problems. These…

Mathematical Software · Computer Science 2021-06-29 Carmen Campos , Jose E. Roman

Nonlinear eigenvalue problems for pairs of homogeneous convex functions are particular nonlinear constrained optimization problems that arise in a variety of settings, including graph mining, machine learning, and network science. By…

Optimization and Control · Mathematics 2022-09-15 Francesco Tudisco , Dong Zhang

Quadratic eigenvalue problems (QEP) and more generally polynomial eigenvalue problems (PEP) are among the most common types of nonlinear eigenvalue problems. Both problems, especially the QEP, have extensive applications. A typical approach…

Numerical Analysis · Mathematics 2017-11-07 Yiling You , Jose Israel Rodriguez , Lek-Heng Lim

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the…

Numerical Analysis · Mathematics 2011-12-15 Wolf-Jürgen Beyn

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak