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In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…

Numerical Analysis · Mathematics 2020-10-07 Guy Gilboa

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

In this paper, we give a numerical analysis for the transmission eigenvalue problem by the finite element method. A type of multilevel correction method is proposed to solve the transmission eigenvalue problem. The multilevel correction…

Numerical Analysis · Mathematics 2016-04-26 Hehu Xie , Xinming Wu

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

Numerical Analysis · Mathematics 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

Optimization and Control · Mathematics 2019-10-25 Yaohua Hu , Jiawen Li , Carisa Kwok Wai Yu

The ability to decompose a signal in an orthonormal basis (a set of orthogonal components, each normalized to have unit length) using a fast numerical procedure rests at the heart of many signal processing methods and applications. The…

Numerical Analysis · Computer Science 2019-10-24 Cristian Rusu

It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…

Numerical Analysis · Mathematics 2025-09-24 Xiaoying Dai , Yan Li , Bin Yang , Aihui Zhou

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

In the iterative algorithm recently proposed by Waxman for solving eigenvalue problems, we point out that the convergence rate may be improved. For many non-singular symmetric potentials which vanish asymptotically, a simple analytical…

Quantum Physics · Physics 2009-11-13 W. A. Berger , H. G. Miller

In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…

Computational Physics · Physics 2016-05-04 Igor Semenikhin , Mauro Zanuccoli

This article is a brief introduction to quantum algorithms for the eigenvalue problem in quantum many-body systems. Rather than a broad survey of topics, we focus on providing a conceptual understanding of several quantum algorithms that…

Quantum Physics · Physics 2024-06-10 Dean Lee

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

In latest years, several advancements have been made in symbolic-numerical eigenvalue techniques for solving polynomial systems. In this article, we add to this list. We design an algorithm which solves systems with isolated solutions…

Numerical Analysis · Mathematics 2022-02-14 Matías R. Bender , Simon Telen

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…

Numerical Analysis · Mathematics 2021-05-12 Danny Smyl , Tyler N. Tallman , Dong Liu , Andreas Hauptmann