136views more  SIAMSC 2010»
13 years 2 months ago
A Krylov Method for the Delay Eigenvalue Problem
Abstract. The Arnoldi method is currently a very popular algorithm to solve large-scale eigenvalue problems. The main goal of this paper is to generalize the Arnoldi method to the ...
Elias Jarlebring, Karl Meerbergen, Wim Michiels
173views more  JCAM 2010»
13 years 2 months ago
A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
The Sakurai-Sugiura projection method, which solves a generalized eigenvalue problem to find certain eigenvalues in a given domain, was reformulated by using the resolvent theory....
Tsutomu Ikegami, Tetsuya Sakurai, Umpei Nagashima
162views more  SIAMSC 2011»
13 years 2 months ago
Accelerating the LSTRS Algorithm
In a recent paper [Rojas, Santos, Sorensen: ACM ToMS 34 (2008), Article 11] an efficient method for solving the Large-Scale Trust-Region Subproblem was suggested which is based on ...
Jörg Lampe, Marielba Rojas, Danny C. Sorensen...
124views more  SIAMNUM 2011»
13 years 2 months ago
Discrete Compactness for the p-Version of Discrete Differential Forms
In this paper we prove the discrete compactness property for a wide class of p finite element approximations of non-elliptic variational eigenvalue problems in two and three spac...
Daniele Boffi, Martin Costabel, Monique Dauge, Les...
13 years 2 months ago
Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization
ABSTRACT. In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric pro...
Thorsten Rohwedder, Reinhold Schneider, Andreas Ze...
13 years 5 months ago
A Parallel Implementation of the Jacobi-Davidson Eigensolver and Its Application in a Plasma Turbulence Code
In the numerical solution of large-scale eigenvalue problems, Davidson-type methods are an increasingly popular alternative to Krylov eigensolvers. The main motivation is to avoid ...
Eloy Romero, Jose E. Roman
82views more  NA 2010»
13 years 5 months ago
Semi-definite programming techniques for structured quadratic inverse eigenvalue problems
In the past decade or so, semi-definite programming (SDP) has emerged as a powerful tool capable of handling a remarkably wide range of problems. This article describes an innovat...
Matthew M. Lin, Bo Dong, Moody T. Chu
90views more  AUTOMATICA 2008»
13 years 7 months ago
On the infinite time solution to state-constrained stochastic optimal control problems
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
Per Rutquist, Claes Breitholtz, Torsten Wik
13 years 7 months ago
A DC Programming Approach for Sparse Eigenvalue Problem
We investigate the sparse eigenvalue problem which arises in various fields such as machine learning and statistics. Unlike standard approaches relying on approximation of the l0n...
Mamadou Thiao, Pham Dinh Tao, Le Thi Hoai An
13 years 8 months ago
Design of Full Band IIR Digital Differentiators
This paper presents an efficient method for designing full band IIR digital differentiators in the complex Chebyshev sense. The proposed method is based on the formulation of a g...
Xi Zhang, Toshinori Yoshikawa