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The iterative algorithm recently proposed by Waxman for solving eigenvalue problems, which relies on the method of moments, has been modified to improve its convergence considerably without sacrificing its benefits or elegance. The…

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

We discuss a remarkable property of an iterative algorithm for eigenvalue problems recently advanced by Waxman that constitutes a clear advantage over other iterative procedures. In quantum mechanics, as well as in other fields, it is often…

Quantum Physics · Physics 2009-11-13 R. A. Andrew , H. G. Miller , A. R. Plastino

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

Numerical Analysis · Mathematics 2021-09-23 Congzhou M Sha , Nikolay V Dokholyan

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Optimization and Control · Mathematics 2019-03-20 Nicolas Loizou , Peter Richtárik

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

This article develops the numerical and theoretical study of a reconstruction algorithm of a potential in a wave equation from boundary measurements, using a cost functional built on weighted energy terms coming from a Carleman estimate.…

Numerical Analysis · Mathematics 2016-10-25 Lucie Baudouin , Maya de Buhan , Sylvain Ervedoza

For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…

Numerical Analysis · Mathematics 2026-01-12 Shengyue Wang , Aihui Zhou

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…

Numerical Analysis · Mathematics 2017-01-12 Liu Yang , Yuquan Sun , Fanghui Gong

We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…

Optimization and Control · Mathematics 2019-06-05 Jesus De Loera , Jamie Haddock , Deanna Needell

This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…

Optimization and Control · Mathematics 2025-10-07 Shimrit Shtern , Adeolu Taiwo

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

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field…

Numerical Analysis · Mathematics 2022-03-21 Michael Herty , Elisa Iacomini

The iterative Boltzmann inversion is an iterative scheme to determine an effective pair potential for an ensemble of identical particles in thermal equilibrium from the corresponding radial distribution function. Although the method is…

Mathematical Physics · Physics 2018-01-17 Martin Hanke

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool
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