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Concept

Inverse iteration

Publications associées (21)

A mixed precision LOBPCG algorithm

Daniel Kressner, Meiyue Shao

The locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm is a popular approach for computing a few smallest eigenvalues and the corresponding eigenvectors of a large Hermitian positive definite matrix A. In this work, we propose a mix ...

SPRINGER2023

Singular quadratic eigenvalue problems: linearization and weak condition numbers

Daniel Kressner, Ivana Sain Glibic

The numerical solution of singular eigenvalue problems is complicated by the fact that small perturbations of the coefficients may have an arbitrarily bad effect on eigenvalue accuracy. However, it has been known for a long time that such perturbations are ...

SPRINGER2023

Weakly nonlinear evolution of stochastically driven non-normal systems

François Gallaire, Edouard Boujo, Yves-Marie François Ducimetière

We consider nonlinear dynamical systems driven by stochastic forcing. It has been largely evidenced in the literature that the linear response of non-normal systems (e.g. fluid flows) may exhibit a large variance amplification, even in a linearly stable re ...

Cambridge University Press2022

Robust Differentiable SVD

Pascal Fua, Mathieu Salzmann, Wei Wang, Yinlin Hu, Zheng Dang

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power Iteration (PI) ...

2021

Complementary Asymptotically Sharp Estimates for Eigenvalue Means of Laplacians

Joachim Stubbe, Luigi Provenzano

We present asymptotically sharp inequalities, containing a 2nd term, for the Dirichlet and Neumann eigenvalues of the Laplacian on a domain, which are complementary to the familiar Berezin-Li-Yau and Kroger inequalities in the limit as the eigenvalues tend ...

OXFORD UNIV PRESS2021

Eigenmode Analysis in Plasmonics: Application to Second Harmonic Generation and Electron Energy Loss Spectroscopy

Gabriel David Bernasconi

Eigenmodes are central to the study of resonant phenomena in all areas of physics. However, their use in nano-optics seems to have been hindered and delayed for various reasons. First, due to their small size, the response of nanostructures to a far-field ...

EPFL2019

A Householder-Based Algorithm For Hessenberg-Triangular Reduction

Daniel Kressner, Zvonimir Bujanovic

The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil A - lambda B requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on Givens rotations re ...

SIAM PUBLICATIONS2018

Conformal Mapping of Impedance Stability Models for System-Level Dynamics Assessments

Drazen Dujic, Francisco Daniel Freijedo Fernández, Uzair Javaid

Impedance stability methods are suitable for assessing the dynamics of power converters controllers, but also for ac/dc microgrids system level studies. This work proposes the combination of impedance modeling and conformal mapping for the identification o ...

2017

A generalized definition of reactivity for ecological systems and the problem of transient species dynamics

Andrea Rinaldo, Lorenzo Mari

Perturbations to an ecosystem's steady state can trigger transient responses of great ecological relevance. Asymptotic stability determines whether a generic perturbation will fade out in the long run, but falls short of characterizing the dynamics imme ...

Wiley2017

Subspace Acceleration For Large-Scale Parameter-Dependent Hermitian Eigenproblems

Daniel Kressner, Petar Sirkovic

This work is concerned with approximating the smallest eigenvalue of a parameter-dependent Hermitian matrix A(mu) for many parameter values mu in a domain D subset of R-P. The design of reliable and efficient algorithms for addressing this task is of impor ...

Siam Publications2016

Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We perform a general optimization of the parameters in the multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and ...

2016

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Petar Sirkovic

The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...

EPFL2016

Optimally Packed Chains of Bulges in Multishift QR Algorithms

Daniel Kressner

The QR algorithm is the method of choice for computing all eigenvalues of a dense nonsymmetric matrix A. After an initial reduction to Hessenberg form, a QR iteration can be viewed as chasing a small bulge from the top left to the bottom right corner along ...

Association for Computing Machinery2014

Spatially Explicit Conditions for Waterborne Pathogen Invasion

Andrea Rinaldo, Enrico Bertuzzo, Lorenzo Mari, Lorenzo Righetto

Waterborne pathogens cause many possibly lethal human diseases. We derive the condition for pathogen invasion and subsequent disease outbreak in a territory with specific, space-inhomogeneous characteristics (hydrological, ecological, demographic, and epid ...

Univ Chicago Press2013

A Fast Hadamard Transform for Signals with Sub-linear Sparsity

Martin Vetterli, Robin Scheibler, Saeid Haghighatshoar

A new iterative low complexity algorithm has been presented for computing the Walsh-Hadamard transform (WHT) of an N dimensional signal with a K-sparse WHT, where N is a power of two and K = O(N^α), scales sub- linearly in N for some 0 < α < 1. Assuming a ...

2013

Generalized reproduction numbers and the prediction of patterns in waterborne disease

Andrea Rinaldo, Enrico Bertuzzo, Lorenzo Mari, Lorenzo Righetto

Understanding, predicting, and controlling outbreaks of waterborne diseases are crucial goals of public health policies, but pose challenging problems because infection patterns are influenced by spatial structure and temporal asynchrony. Although explicit ...

Natl Acad Sciences2012

Finite Element Method on Riemann Surfaces and Applications to the Laplacian Spectrum

Marc Maintrot

The objective of this PhD thesis is the approximate computation of the solutions of the Spectral Problem associated with the Laplace operator on a compact Riemann surface without boundaries. A Riemann surface can be seen as a gluing of portions of the Hype ...

EPFL2012

Graph Theory Meets Ab Initio Molecular Dynamics: Atomic Structures and Transformations at the Nanoscale

Wanda Andreoni, Fabio Pietrucci

Social permutation invariant coordinates are introduced describing the bond network around a given atom. They originate from the largest eigenvalue and the corresponding eigenvector of the contact matrix, are invariant under permutation of identical atoms, ...

2011

BECOOL: Ballooning eigensolver with COOL finite elements

Jonathan Graves, Wilfred Anthony Cooper

An incompressible variational ideal ballooning mode equation is discretized with the COOL finite element discretization scheme using basis functions composed of variable order Legendre polynomials. This reduces the second order ordinary differential equati ...

2009

Optimal Polynomial Filtering for Accelerating Distributed Consensus

Pascal Frossard, Effrosyni Kokiopoulou

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature attack this problem by distributed linear iterative algorithms, wi ...

2008