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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…

数值分析 · 数学 2024-12-20 Foivos Alimisis , Daniel Kressner , Nian Shao , Bart Vandereycken

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

数值分析 · 数学 2016-11-15 Harry Yserentant

We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is…

数值分析 · 数学 2021-04-13 Stefano Giani , Luka Grubišić , Luca Heltai , Ornela Mulita

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

最优化与控制 · 数学 2019-08-28 Hongwei Lou , Jiongmin Yong

This paper considers the problem of approximating the inverse of the wave-equation Hessian, also called normal operator, in seismology and other types of wave-based imaging. An expansion scheme for the pseudodifferential symbol of the…

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

数值分析 · 计算机科学 2017-06-16 Harri Hakula , Mikael Laaksonen

In this article, we study eigenvalue problems associated to self-adjoint operators and their approximation obtained by subspace projection, as used in the reduced basis method for instance. We provide error bounds between the exact…

数学物理 · 物理学 2025-06-16 Louis Garrigue , Benjamin Stamm

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

数值分析 · 数学 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

数值分析 · 数学 2016-07-06 Namgil Lee , Andrzej Cichocki

We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where…

数值分析 · 数学 2014-11-21 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…

数值分析 · 数学 2017-05-16 Qiang Ye

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

数值分析 · 数学 2018-06-05 Robert Plato , Bernd Hofmann

In present article the self-contained derivation of eigenvalue inverse problem results is given by using a discrete approximation of the Schroedinger operator on a bounded interval as a finite three-diagonal symmetric Jacobi matrix. This…

数学物理 · 物理学 2009-11-10 Vladimir M. Chabanov , Boris N. Zakhariev

A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…

泛函分析 · 数学 2010-03-31 Dimitrios Pappas

Eigenvalue problems for elliptic operators play an important role in science and engineering applications, where efficient and accurate numerical computation is essential. In this work, we propose a novel operator inference approach for…

数值分析 · 数学 2025-04-23 Haoqian Li , Jiguang Sun , Zhiwen Zhang

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

最优化与控制 · 数学 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

Wavelet (Besov) priors are a promising way of reconstructing indirectly measured fields in a regularized manner. We demonstrate how wavelets can be used as a localized basis for reconstructing permeability fields with sharp interfaces from…

数值分析 · 数学 2019-07-09 Philipp Wacker , Peter Knabner

Consider a symmetric matrix $A(v)\in\RR^{n\times n}$ depending on a vector $v\in\RR^n$ and satisfying the property $A(\alpha v)=A(v)$ for any $\alpha\in\RR\backslash{0}$. We will here study the problem of finding $(\lambda,v)\in\RR\times…

数值分析 · 计算机科学 2012-12-04 Elias Jarlebring , Simen Kvaal , Wim Michiels

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

数值分析 · 数学 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain
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