In recent years, there has been an increasing interest in developing new algorithms for digital signal processing by applying and generalising existing numerical linear algebra tools. A recent result shows that the FastICA algorithm, a popular state-of-the-art method for linear Independent Component Analysis (ICA), shares a nice interpretation as a Newton type method with the Rayleigh Quotient ...

In this paper, we propose a general analysis framework for inexact power iteration, which can be used to efficiently solve high dimensional eigenvalue problems arising from quantum many-body problems. Under the proposed framework, we establish the convergence theorems for several recently proposed randomized algorithms, including the full configuration interaction quantum Monte Carlo (FCIQMC) a...

Two-norm normalized inverse, shifted inverse, and Rayleigh quotient iteration are well-known algorithms for approximating an eigenvector of a symmetric matrix. In this work we establish rigorously that each one of these three algorithms can be viewed as a standard form of Newton’s method from the nonlinear programming literature, followed by the normalization. This equivalence adds considerable...

Title of dissertation: NUMERICAL SOLUTION OF EIGENVALUE PROBLEMS WITH SPECTRAL TRANSFORMATIONS Fei Xue, Doctor of Philosophy, 2009 Dissertation directed by: Professor Howard C. Elman Department of Computer Science Institute for Advanced Computer Studies This thesis is concerned with inexact eigenvalue algorithms for solving large and sparse algebraic eigenvalue problems with spectral transforma...

We consider a class of inexact Newton regularization methods for solving nonlinear inverse problems in Hilbert scales. Under certain conditions we obtain the order optimal convergence rate result. Mathematics Subject Classification (2000) 65J15 · 65J20 · 47H17

In this work, we tried to find the inverse coefficient in the Euler problem with over determination conditions. It showed the existence, stability of the solution by iteration method and linearization method was used for this problem in numerical part. Also two examples are presented with figures.