5 papers
Contour Integration for Eigenvector Nonlinearities
Rob Claes, Karl Meerbergen, Simon Telen
Solving polynomial eigenvalue problems with eigenvector nonlinearities (PEPv) is an interesting computational challenge, outside the reach of the well-developed methods for nonline…
Linearizability of eigenvector nonlinearities
Rob Claes, Elias Jarlebring, Karl Meerbergen +1
We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by s…
Subspace method for multiparameter-eigenvalue problems based on tensor-train representations
Koen Ruymbeek, Karl Meerbergen, Wim Michiels
In this paper we solve -parameter eigenvalue problems (EPs), with any natural number by representing the problem using Tensor-Trains (TT) and designing a method based on…
Multilevel Gibbs Sampling for Bayesian Regression
Joris Tavernier, Jaak Simm, Adam Arany +2
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain…
Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices
Koen Ruymbeek, Karl Meerbergen, Wim Michiels
In this paper we extend the Residual Arnoldi method for calculating an extreme eigenvalue (e.g. largest real part, dominant,...) to the case where the matrices depend on parameters…