Related papers: On Large Scale Diagonalization Techniques for the …
A new KAM-style proof of Anderson localization is obtained. A sequence of local rotations is defined, such that off-diagonal matrix elements of the Hamiltonian are driven rapidly to zero. This leads to the first proof via multi-scale…
In this paper we propose a new iterative method to hierarchically compute a relatively large number of leftmost eigenpairs of a sparse symmetric positive matrix under the multiresolution operator compression framework. We exploit the…
Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…
We show that the standard Lanczos algorithm can be efficiently implemented statistically and self consistently improved, using the stochastic reconfigurat ion method, which has been recently introduced to stabilize the Monte Carlo sign…
We present a modified Lanczos algorithm to diagonalize lattice Hamiltonians with dramatically reduced memory requirements, {\em without restricting to variational ansatzes}. The lattice of size $N$ is partitioned into two subclusters. At…
The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based optimization algorithms are preferred in practice to update the…
The harmonic Lanczos bidiagonalization method can be used to compute the smallest singular triplets of a large matrix $A$. We prove that for good enough projection subspaces harmonic Ritz values converge if the columns of $A$ are strongly…
A new numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other…
This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…
We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate Gradient (CG). Traditionally, all the CG iteration vectors could be…
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…
The detection of the top eigenvalue and its corresponding eigenvector in ensembles of random matrices has significant applications across various fields. An existing method, based on the linear stability of a complementary set of cavity…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
Low-rank approximations of original samples are playing more and more an important role in many recently proposed mathematical models from data science. A natural and initial requirement is that these representations inherit original…
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…
Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…
We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…
We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…
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…
The computation of the partial generalized singular value decomposition (GSVD) of large-scale matrix pairs can be approached by means of iterative methods based on expanding subspaces, particularly Krylov subspaces. We consider the joint…