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Preconditioned eigenvalue solvers offer the possibility to incorporate preconditioners for the solution of large-scale eigenvalue problems, as they arise from the discretization of partial differential equations. The convergence analysis of…

Numerical Analysis · Mathematics 2024-12-20 Foivos Alimisis , Daniel Kressner , Nian Shao , Bart Vandereycken

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

Let $(M,g)$ be a compact $n$-dimensional Riemannian manifold with nonempty boundary and $n\geq 2$. Assume that ${\mathrm{Ric}(M)\ge (n-1)K}$ for some ${K>0}$ and that $\partial M$ has nonnegative mean curvature with respect to the outward…

Differential Geometry · Mathematics 2025-12-29 Thomas Schürmann

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

In this paper, we present new results relating the numerical range of a matrix $A$ with generalized Levinger transformation $\mathcal{L}(A,\alpha,\beta) = \alphaH_A +\betaS_A$, where $H_A$ and $S_A$, are respectively the Hermitian and…

Rings and Algebras · Mathematics 2007-12-27 M. Adam , J. Maroulas

Eigenvalue and eigenvector perturbation theory is a fundamental topic in several disciplines, including numerical linear algebra, quantum physics, and related fields. The central problem is to understand how the eigenvalues and eigenvectors…

Numerical Analysis · Mathematics 2026-02-26 Francesco Hrobat , Yuji Nakatsukasa

Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…

Statistics Theory · Mathematics 2008-10-09 Zongming Ma

Inverse eigenvalue and singular value problems have been widely discussed for decades. The well-known result is the Weyl-Horn condition, which presents the relations between the eigenvalues and singular values of an arbitrary matrix. This…

Numerical Analysis · Mathematics 2018-10-17 Chun-Yueh Chiang , Matthew M. Lin , Xiao-Qing Jin

Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…

Numerical Analysis · Mathematics 2018-05-14 Fatih Kangal , Emre Mengi

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We consider a singular perturbed eigenvalue problem for Laplace operator in a cylinder with frequent interchange of type of boundary condition on a lateral surface. These boundary conditions are prescribed by partition of lateral surface in…

Mathematical Physics · Physics 2007-05-23 Denis I. Borisov

We critically reanalyze the relativistic precession model of quasi-periodic oscillations, exploring its natural extension beyond the standard harmonic approximation. To do so, we show that the perturbed geodesic equations must include…

General Relativity and Quantum Cosmology · Physics 2025-04-28 Roberto Giambò , Orlando Luongo , Marco Muccino , Alessandro Rossi

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

Probability · Mathematics 2012-01-27 Florent Benaych-Georges , Raj Rao Nadakuditi

We consider fourth order singularly perturbed eigenvalue problems in one-dimension and the approximation of their solution by the $h$ version of the Finite Element Method (FEM). In particular, we use piecewise Hermite polynomials of degree…

Numerical Analysis · Mathematics 2021-07-15 Hans-Görg Roos , Despo Savvidou , Christos Xenophontos

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

In this paper, we discuss numerical approximation of the eigenvalues of the one-dimensional radial Schr\"{o}dinger equation posed on a semi-infinite interval. The original problem is first transformed to one defined on a finite domain by…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Cecilia Magherini , Ewa B. Weinmüller

We present two approximation methods for computing eigenfrequencies and eigenmodes of large-scale nonlinear eigenvalue problems resulting from boundary element method (BEM) solutions of some types of acoustic eigenvalue problems in…

Numerical Analysis · Mathematics 2024-09-23 Mohamed El-Guide , Agnieszka Miedlar , Yousef Saad

Structured perturbation results for invariant subspaces of $\Delta$-Hermitian and Hamiltonian matrices are provided. The invariant subspaces under consideration are associated with the eigenvalues perturbed from a single defective…

Numerical Analysis · Mathematics 2026-01-29 Hongguo Xu

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

Numerical Analysis · Mathematics 2021-03-10 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

Numerical Analysis · Mathematics 2010-09-21 Yuji Nakatsukasa