A Gaussian Process Regression-Enhanced Two-Sweep Parameterized Power Method for Computing Extreme Eigenpairs

DOI10.48550/ARXIV.2610.41627MaRDI QIDQ7409299arXivFDO

Authors Tiantian Sun, Xiao-Fei Peng, Seak-Weng Vong, Xiaofei Peng, Juan Zhang, Seakweng Vong

Publication date 30 October 2026

Published in arXiv

Tldr We propose a two-sweep parameterized power method for eigenvalue computation, which leverages Gaussian process regression to improve convergence speed by predicting optimal parameters. Numerical experiments demonstrate its competitiveness and efficiency compared to other algorithms.

Full work available at URL https://doi.org/10.48550/ARXIV.2610.41627

arXiv classification

math.NA

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