72 research outputs found
A new look at the Lanczos algorithm for solving symmetric systems of linear equations
AbstractSimple versions of the conjugate gradient algorithm and the Lanczos method are discussed, and some merits of the latter are described. A variant of Lanczos is proposed which maintains robust linear independence of the Lanczos vectors by keeping them in secondary storage and occasionally making use of them. The main applications are to problems in which (1) the cost of the matrix-vector product dominates other costs, (2) there is a sequence of right hand sides to be processed, and (3) the eigenvalue distribution of A is not too favorable
A note on the error analysis of classical Gram-Schmidt
An error analysis result is given for classical Gram--Schmidt factorization
of a full rank matrix into where is left orthogonal (has
orthonormal columns) and is upper triangular. The work presented here shows
that the computed satisfies \normal{R}=\normal{A}+E where is an
appropriately small backward error, but only if the diagonals of are
computed in a manner similar to Cholesky factorization of the normal equations
matrix.
A similar result is stated in [Giraud at al, Numer. Math.
101(1):87--100,2005]. However, for that result to hold, the diagonals of
must be computed in the manner recommended in this work.Comment: 12 pages This v2. v1 (from 2006) has not the biliographical reference
set (at all). This is the only modification between v1 and v2. If you want to
quote this paper, please quote the version published in Numerische Mathemati
The Asymptotics of Wilkinson's Iteration: Loss of Cubic Convergence
One of the most widely used methods for eigenvalue computation is the
iteration with Wilkinson's shift: here the shift is the eigenvalue of the
bottom principal minor closest to the corner entry. It has been a
long-standing conjecture that the rate of convergence of the algorithm is
cubic. In contrast, we show that there exist matrices for which the rate of
convergence is strictly quadratic. More precisely, let be the matrix having only two nonzero entries and let
be the set of real, symmetric tridiagonal matrices with the same spectrum
as . There exists a neighborhood of which is
invariant under Wilkinson's shift strategy with the following properties. For
, the sequence of iterates exhibits either strictly
quadratic or strictly cubic convergence to zero of the entry . In
fact, quadratic convergence occurs exactly when . Let be
the union of such quadratically convergent sequences : the set has
Hausdorff dimension 1 and is a union of disjoint arcs meeting at
, where ranges over a Cantor set.Comment: 20 pages, 8 figures. Some passages rewritten for clarit
Mott-Hubbard insulators for systems with orbital degeneracy
We study how the electron hopping reduces the Mott-Hubbard band gap in the
limit of a large Coulomb interaction U and as a function of the orbital
degeneracy N. The results support the conclusion that the hopping contribution
grows as roughly \sqrt{N}W, where W is the one-particle band width, but in
certain models a crossover to a \sim NW behavior is found for a sufficiently
large N.Comment: 7 pages, revtex, 6 figures more information at
http://www.mpi-stuttgart.mpg.de/dokumente/andersen/fullerene
Wave functions and properties of massive states in three-dimensional supersymmetric Yang-Mills theory
We apply supersymmetric discrete light-cone quantization (SDLCQ) to the study
of supersymmetric Yang-Mills theory on R x S^1 x S^1. One of the compact
directions is chosen to be light-like and the other to be space-like. Since the
SDLCQ regularization explicitly preserves supersymmetry, this theory is totally
finite, and thus we can solve for bound-state wave functions and masses
numerically without renormalizing. We present an overview of all the massive
states of this theory, and we see that the spectrum divides into two distinct
and disjoint sectors. In one sector the SDLCQ approximation is only valid up to
intermediate coupling. There we find a well defined and well behaved set of
states, and we present a detailed analysis of these states and their
properties. In the other sector, which contains a completely different set of
states, we present a much more limited analysis for strong coupling only. We
find that, while these state have a well defined spectrum, their masses grow
with the transverse momentum cutoff. We present an overview of these states and
their properties.Comment: RevTeX, 25 pages, 16 figure
Spectra of "Real-World" Graphs: Beyond the Semi-Circle Law
Many natural and social systems develop complex networks, that are usually
modelled as random graphs. The eigenvalue spectrum of these graphs provides
information about their structural properties. While the semi-circle law is
known to describe the spectral density of uncorrelated random graphs, much less
is known about the eigenvalues of real-world graphs, describing such complex
systems as the Internet, metabolic pathways, networks of power stations,
scientific collaborations or movie actors, which are inherently correlated and
usually very sparse. An important limitation in addressing the spectra of these
systems is that the numerical determination of the spectra for systems with
more than a few thousand nodes is prohibitively time and memory consuming.
Making use of recent advances in algorithms for spectral characterization, here
we develop new methods to determine the eigenvalues of networks comparable in
size to real systems, obtaining several surprising results on the spectra of
adjacency matrices corresponding to models of real-world graphs. We find that
when the number of links grows as the number of nodes, the spectral density of
uncorrelated random graphs does not converge to the semi-circle law.
Furthermore, the spectral densities of real-world graphs have specific features
depending on the details of the corresponding models. In particular, scale-free
graphs develop a triangle-like spectral density with a power law tail, while
small-world graphs have a complex spectral density function consisting of
several sharp peaks. These and further results indicate that the spectra of
correlated graphs represent a practical tool for graph classification and can
provide useful insight into the relevant structural properties of real
networks.Comment: 14 pages, 9 figures (corrected typos, added references) accepted for
Phys. Rev.
User-friendly tail bounds for sums of random matrices
This paper presents new probability inequalities for sums of independent,
random, self-adjoint matrices. These results place simple and easily verifiable
hypotheses on the summands, and they deliver strong conclusions about the
large-deviation behavior of the maximum eigenvalue of the sum. Tail bounds for
the norm of a sum of random rectangular matrices follow as an immediate
corollary. The proof techniques also yield some information about matrix-valued
martingales.
In other words, this paper provides noncommutative generalizations of the
classical bounds associated with the names Azuma, Bennett, Bernstein, Chernoff,
Hoeffding, and McDiarmid. The matrix inequalities promise the same diversity of
application, ease of use, and strength of conclusion that have made the scalar
inequalities so valuable.Comment: Current paper is the version of record. The material on Freedman's
inequality has been moved to a separate note; other martingale bounds are
described in Caltech ACM Report 2011-0
Two-sided Grassmann-Rayleigh quotient iteration
The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a
pair of corresponding left-right eigenvectors of a matrix . We propose a
Grassmannian version of this iteration, i.e., its iterates are pairs of
-dimensional subspaces instead of one-dimensional subspaces in the classical
case. The new iteration generically converges locally cubically to the pairs of
left-right -dimensional invariant subspaces of . Moreover, Grassmannian
versions of the Rayleigh quotient iteration are given for the generalized
Hermitian eigenproblem, the Hamiltonian eigenproblem and the skew-Hamiltonian
eigenproblem.Comment: The text is identical to a manuscript that was submitted for
publication on 19 April 200
Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems
- …