An orthogonality-preserving approach for eigenvalue problems

Fuente: arXiv
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Autori principali: Chu, Tianyang, Dai, Xiaoying, Wang, Shengyue, Zhou, Aihui
Natura: Preprint
Pubblicazione: 2025
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author Chu, Tianyang
Dai, Xiaoying
Wang, Shengyue
Zhou, Aihui
author_facet Chu, Tianyang
Dai, Xiaoying
Wang, Shengyue
Zhou, Aihui
contents Solving large-scale eigenvalue problems poses a significant challenge due to the computational complexity and limitations on the parallel scalability of the orthogonalization operation, when many eigenpairs are required. In this paper, we propose an intrinsic orthogonality-preserving model, formulated as an evolution equation, and a corresponding numerical method for eigenvalue problems. The proposed approach automatically preserves orthogonality and exhibits energy dissipation during both time evolution and numerical iterations, provided that the initial data are orthogonal, thus offering an accurate and efficient approximation for the large-scale eigenvalue problems with orthogonality constraints. Furthermore, we rigorously prove the convergence of the scheme without the time step size restrictions imposed by the CFL conditions. Numerical experiments not only corroborate the validity of our theoretical analyses but also demonstrate the remarkably high efficiency of the algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2511_06788
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An orthogonality-preserving approach for eigenvalue problems
Chu, Tianyang
Dai, Xiaoying
Wang, Shengyue
Zhou, Aihui
Numerical Analysis
Solving large-scale eigenvalue problems poses a significant challenge due to the computational complexity and limitations on the parallel scalability of the orthogonalization operation, when many eigenpairs are required. In this paper, we propose an intrinsic orthogonality-preserving model, formulated as an evolution equation, and a corresponding numerical method for eigenvalue problems. The proposed approach automatically preserves orthogonality and exhibits energy dissipation during both time evolution and numerical iterations, provided that the initial data are orthogonal, thus offering an accurate and efficient approximation for the large-scale eigenvalue problems with orthogonality constraints. Furthermore, we rigorously prove the convergence of the scheme without the time step size restrictions imposed by the CFL conditions. Numerical experiments not only corroborate the validity of our theoretical analyses but also demonstrate the remarkably high efficiency of the algorithm.
title An orthogonality-preserving approach for eigenvalue problems
topic Numerical Analysis
url https://arxiv.org/abs/2511.06788