On the modification of an eigenvalue problem that preserves an eigenspace

Eigenvalue problems arise in many application areas ranging from computational fluid dynamics to information retrieval. In these fields we are often interested in only a few eigenvalues and corresponding eigenvectors of a sparse matrix. In this paper, we comment on the modifications of the eigenvalue problem that can simplify the computation of those eigenpairs. These transformations allow us to avoid difficulties associated with non-Hermitian eigenvalue problems, such as the lack of reliable non-Hermitian eigenvalue solvers, by mapping them into generalized Hermitian eigenvalue problems. Also, they allow us to expose and explore parallelism. They require knowledge of a selected eigenvalue and preserve its eigenspace. The positive definiteness of the Hermitian part is inherited by the matrices in the generalized Hermitian eigenvalue problem. The position of the selected eigenspace in the ordering of the eigenvalues is also preserved under certain conditions. The effect of using approximate eigenvalues in the transformation is analyzed and numerical experiments are presented.     

Numerical enclosure for multiple eigenvalues of an Hermitian matrix whose graph is a tree

In this paper we consider a numerical enclosure method for multiple eigenvalues of an Hermitian matrix whose graph is a tree. If an Hermitian matrix A whose graph is a tree has multiple eigenvalues, it has the property that matrices which are associated with some branches in the undirected graph of A have the same eigenvalues. By using this property and interlacing inequalities for Hermitian matrices, we show an enclosure method for multiple eigenvalues of an Hermitian matrix whose graph is a tree. Since we do not generally know whether a given matrix has exactly a multiple eigenvalue from approximate computations, we use the property of interlacing inequalities to enclose some eigenvalues including multiplicities.In this process, we only use the enclosure of simple eigenvalues to enclose a multiple eigenvalue by using a computer and interval arithmetic.     

A parallel eigenvalue problem solver for computational nanoelectronics

A new parallel eigenvalue solver for finding the interior eigenvalues of a standard Hermitian eigenvalue problem arising in atomistic simulations in nanoelectronics is presented. It is based on the Tracemin algorithm which finds the p smallest eigenpairs of a generalized Hermitian eigenvalue problem. The original problem is modified using spectrum folding or a quadratic mapping so that the interior eigenvalues are mapped onto the smallest or the largest, respectively. In the latter case the solution of systems in every iteration of Tracemin is avoided and Chebyshev polynomials are used to speedup convergence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Cluster robust error estimates for the Rayleigh-Ritz approximation I: Estimates for invariant subspaces

This is the first part of a paper that deals with error estimates for the Rayleigh-Ritz approximations to the spectrum and invariant subspaces of a bounded Hermitian operator in a Hilbert or Euclidean space. This part addresses estimates for the angles between the invariant subspaces and their approximations via the corresponding best approximation errors and residuals and, for invariant subspaces corresponding to parts of the discrete spectrum, via eigenvalue errors. The paper’s major concern is to ensure that the estimates in question are accurate and ‘cluster robust’, i.e. are not adversely affected by the presence of clustered, i.e. closely situated eigenvalues in the spectrum. Available estimates of such kind are reviewed and new estimates are derived. The paper’s main new results introduce estimates for invariant subspaces in which the operator may have clustered eigenvalues whereby not only the distances between eigenvalues in the cluster are not present but also the distances between the cluster and the rest of the spectrum appear in asymptotically insignificant terms only.     

Spectrum of a Jacobi matrix with exponentially growing matrix elements

A Jacobi matrix with an exponential growth of its elements and the corresponding symmetric operator are considered. It is proved that the eigenvalue problem for some self-adjoint extension of this operator in some Hilbert space is equivalent to the eigenvalue problem of the Sturm-Liouville operator with a discrete self-similar weight. An asymptotic formula for the distribution of eigenvalues is obtained.     

Fast enclosure for all eigenvalues in generalized eigenvalue problems

A fast method for enclosing all eigenvalues in generalized eigenvalue problems Ax=λBx is proposed. Firstly a theorem for enclosing all eigenvalues, which is applicable even if A is not Hermitian and/or B is not Hermitian positive definite, is presented. Next a theorem for accelerating the enclosure is presented. The proposed method is established based on these theorems. Numerical examples show the performance and property of the proposed method. As an application of the proposed method, an efficient method for enclosing all eigenvalues in polynomial eigenvalue problems is also sketched.     

Cluster robust error estimates for the Rayleigh-Ritz approximation II: Estimates for eigenvalues

This is the second part of a paper that deals with error estimates for the Rayleigh-Ritz approximations of the spectrum and invariant subspaces of a bounded Hermitian operator in a Hilbert or Euclidean space. This part addresses the approximation of eigenvalues. Two kinds of estimates are considered: (i) estimates for the eigenvalue errors via the best approximation errors for the corresponding invariant subspaces, and (ii) estimates for the same via the corresponding residuals. Estimates of these two kinds are needed for, respectively, the a priori and a posteriory error analysis of numerical methods for computing eigenvalues. The paper’s major concern is to ensure that the estimates in question are accurate and ‘cluster robust’, i.e. are not adversely affected by the presence of clustered, i.e. closely situated eigenvalues among those of interest. The paper’s main new results introduce estimates for clustered eigenvalues whereby not only the distances between eigenvalues in the cluster are not present but also the distances between the cluster and the rest of the spectrum appear in asymptotically insignificant terms only.     

Eigenspectral Analysis of Hermitian Adjacency Matrices for the Analysis of Group Substructures

In this paper we propose the use of the eigensystem of complex adjacency matrices to analyze the structure of asymmetric directed weighted communication.

The use of complex Hermitian adjacency matrices allows to store more data relevant to asymmetric communication, and extends the interpretation of the resulting eigensystem beyond the principal eigenpair. This is based on the fact, that the adjacency matrix is transformed into a linear self-adjoint operator in Hilbert space.

Subgroups of members, or nodes of a communication network can be characterised by the eigensubspaces of the complex Hermitian adjacency matrix. Their relative ‘traffic-level’ is represented by the eigenvalue of the subspace, and their members are represented by the eigenvector components. Since eigenvectors belonging to distinct eigenvalues are orthogonal the subgroups can be viewed as independent with respect to the communication behavior of the relevant members of each subgroup.

As an example for this kind of analysis the EIES data set is used. The substructures and communication patterns within this data set are described.     

两个Hermitian矩阵的Hadamard乘积的特征值估计

Schur定理规定了半正定矩阵的Hadamard乘积的所有特征值的整体界限,Eric Iksoon lm在同样的条件下确定了每个特征值的特殊的界限,本文给出了Hermitian矩阵的Hadamard乘积的每个特征值的估计,改进和推广了I.Schur和Eric Iksoon Im的相应结果。     

The octonionic eigenvalue problem

We discuss the eigenvalue problem for 2×2 and 3×3 octonionic Hermitian matrices. In both cases, we give the general solution for real eigenvalues, and we show there are also solutions with non-real eigenvalues.     

Certain classes of extension of a lacunary Hermitian operator

Certain classes of extensions of a lacunary Hermitian operator are described in terms of abstract boundary conditions. The connection between the asymptotic behavior of eigenvalues of an extension near the boundary of lacuna and the asymptotic of the negative spectrum of the corresponding boundary operator is found.Candidate of Phisicomathematical Science.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 2, pp. 215–233, February, 1992.     

Concentration results for a Brownian directed percolation problem

We consider the hydrodynamic limit for a certain Brownian directed percolation model, and establish uniform concentration results. In view of recent work on the connection between this directed percolation model and eigenvalues of random matrices, our results can also be interpreted as uniform concentration results at the process level for the largest eigenvalue of Hermitian Brownian motion.     

A new matrix characterization of fredholm eigenvalues of quasicircles

We give a new characterization of the Fredholm eigenvalues of a quasicircle or of a quasisymmetric transformation. This leads to a matrix eigenvalue problem for a suitable Hermitian matrix. There are connections to extremal quasiconformal mappings and reflections.     

Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix

We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the eigenvalues and eigenvectors of random matrices (such as delocalization, rigidity, and edge universality) in a crucial way.© 2017 Wiley Periodicals, Inc.     

Sublinear eigenvalue problems associated to the Laplace operator revisited

Eigenvalue problems involving the Laplace operator on bounded domains lead to a discrete or a continuous set of eigenvalues. In this paper we highlight the case of an eigenvalue problem involving the Laplace operator which possesses, on the one hand, a continuous family of eigenvalues and, on the other hand, at least one more eigenvalue which is isolated in the set of eigenvalues of that problem.     

Branch duplication for the construction of multiple eigenvalues in an Hermitian matrix whose graph is a tree

Suppose that the eigenvalues of an Hermitian matrix A whose graph is a tree T are known, as well as the eigenvalues of the principal submatrix of A corresponding to a certain branch of T. A method for constructing a larger tree T?', in which the branch is ‘`duplicated’', and an Hermitian matrix A′ whose graph is T?' is described. The eigenvalues of A' are all of those of A, together with those corresponding to the branch, including multiplicities. This idea is applied (1) to give a solution to the inverse eigenvalue problem for stars, (2) to prove that the known diameter lower bound, for the minimum number of distinct eigenvalues among Hermitian matrices with a given graph, is best possible for trees of bounded diameter, and (3) to increase the list of trees for which all possible lists for the possible spectra are know. A generalization of the basic branch duplication method is presented.     

Adiabatic approximation for the evolution generated by an <Emphasis Type="Italic">A</Emphasis>-uniformly pseudo-Hermitian Hamiltonian

We discuss an adiabatic approximation for the evolution generated by an A-uniformly pseudo-Hermitian Hamiltonian H(t). Such a Hamiltonian is a time-dependent operator H(t) similar to a time-dependent Hermitian Hamiltonian G(t) under a time-independent invertible operator A. Using the relation between the solutions of the evolution equations H(t) and G(t), we prove that H(t) and H^? (t) have the same real eigenvalues and the corresponding eigenvectors form two biorthogonal Riesz bases for the state space. For the adiabatic approximate solution in case of the minimum eigenvalue and the ground state of the operator H(t), we prove that this solution coincides with the system state at every instant if and only if the ground eigenvector is time-independent. We also find two upper bounds for the adiabatic approximation error in terms of the norm distance and in terms of the generalized fidelity. We illustrate the obtained results with several examples.     

Hyperbolicity of periodic solutions of functional differential equations with several delays

We study conditions for the hyperbolicity of periodic solutions to nonlinear functional differential equations in terms of the eigenvalues of the monodromy operator. The eigenvalue problem for the monodromy operator is reduced to a boundary value problem for a system of ordinary differential equations with a spectral parameter. This makes it possible to construct a characteristic function. We prove that the zeros of this function coincide with the eigenvalues of the monodromy operator and, under certain additional conditions, the multiplicity of a zero of the characteristic function coincides with the algebraic multiplicity of the corresponding eigenvalue.     

The order-preserving convergence for spectral approximation of self-adjoint completely continuous operators

This paper discusses the order-preserving convergence for spectral approximation of the self-adjoint completely continuous operator T.Under the condition that the approximate operator Th converges to T in norm,it is proven that the k-th eigenvalue of Th converges to the k-th eigenvalue of T.(We sorted the positive eigenvalues in decreasing order and negative eigenvalues in increasing order.) Then we apply this result to conforming elements,nonconforming elements and mixed elements of self-adjoint elliptic differential operators eigenvalue problems,and prove that the k-th approximate eigenvalue obtained by these methods converges to the k-th exact eigenvalue.     

On the Sufficient Conditions for the Solubility of Algebraic Inverse Eigenvalue Problems

With the help of Brouwer's fixed point theorem and the relations of the eigenvalues and diagonal elements of a Hermitian matrix, we give some new sufficient conditions for the solubility of algebraic inverse eigenvalue problems.