arXiv subjects

Jörg Liesen

Publications and source records attributed to Jörg Liesen.

At least 19 recordsLinked to original sources

arXiv2026

Linear Systems and Eigenvalue Problems: Open Questions from a Simons Workshop

This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was organized at the Simons Institute for the Theory of Computing program on Complexity and Linear Algebra in Fall 2025. The complexity and numerical solution of linear algebra problems is a crosscutting area between theoretical computer science and numerical analysis. The value of the particular problem formulations here is that they were produced via discussions between researchers from both groups. The open questions are organized in five categories: iterative solvers for linear systems, eigenvalue computation, low-rank approximation, randomized sketching, and other areas including tensors, quantum systems, and matrix functions. (Updated to reflect the status of the open problems as of August 20, 2026.)

math.NA↗

arXiv2025

Matrix best approximation in the spectral norm

We derive, similar to Lau and Riha, a matrix formulation of a general best approximation theorem of Singer for the special case of spectral approximations of a given matrix from a given subspace. Using our matrix formulation we describe the relation of the spectral approximation problem to semidefinite programming, and we present a simple MATLAB code to solve the problem numerically. We then obtain geometric characterizations of spectral approximations that are based on the $k$-dimensional field of $k$ matrices, which we illustrate with several numerical examples. The general spectral approximation problem is a min-max problem, whose value is bounded from below by the corresponding max-min problem. Using our geometric characterizations of spectral approximations, we derive several necessary and sufficient as well as sufficient conditions for equality of the max-min and min-max values. Finally, we prove that the max-min and min-max values are always equal when we ``double'' the problem. Several results in this paper generalize results that have been obtained in the convergence analysis of the GMRES method for solving linear algebraic systems.

math.NA↗

arXiv2024

Towards understanding CG and GMRES through examples

When the CG method for solving linear algebraic systems was formulated about 70 years ago by Lanczos, Hestenes, and Stiefel, it was considered an iterative process possessing a mathematical finite termination property. CG was placed into a rich mathematical context, including links with Gauss quadrature and continued fractions. The optimality property of CG was described via a normalized weighted polynomial least squares approximation to zero. This highly nonlinear problem explains the adaptation of CG iterates to the given data. Karush and Hayes immediately considered CG in infinite dimensional Hilbert spaces and investigated its superlinear convergence. Since then, the view of CG and other Krylov subspace methods has changed. Today these methods are primarily used as computational tools, and their behavior is typically characterized using linear upper bounds or heuristics based on clustering of eigenvalues. Such simplifications limit the mathematical understanding and also negatively affect their practical application. This paper offers a different perspective. Focusing on CG and GMRES, it presents mathematically important and practically relevant phenomena that uncover their behavior through a discussion of computed examples. These examples provide an easily accessible approach that enables understanding of the methods, while pointers to more detailed analyses in the literature are given. This approach allows readers to choose the level of depth and thoroughness appropriate for their intentions. Some of the points made in this paper illustrate well known facts. Others challenge mainstream views and explain existing misunderstandings. Several points refer to recent results leading to open problems. We consider CG and GMRES crucially important for the mathematical understanding, further development, and practical applications also of other Krylov subspace methods.

math.NA↗

arXiv2023

Computing the logarithmic capacity of compact sets having (infinitely) many components with the Charge Simulation Method

We apply the Charge Simulation Method (CSM) in order to compute the logarithmic capacity of compact sets consisting of (infinitely) many "small" components. This application allows to use just a single charge point for each component. The resulting method therefore is significantly more efficient than methods based on discretizations of the boundaries (for example, our own method presented in [Liesen, Sète, Nasser, 2017]), while maintaining a very high level of accuracy. We study properties of the linear algebraic systems that arise in the CSM, and show how these systems can be solved efficiently using preconditioned iterative methods, where the matrix-vector products are computed using the Fast Multipole Method. We illustrate the use of the method on generalized Cantor sets and the Cantor dust.

math.NA↗

arXiv2022

On the Forsythe conjecture

Forsythe formulated a conjecture about the asymptotic behavior of the restarted conjugate gradient method in 1968. We translate several of his results into modern terms, and generalize the conjecture (originally formulated only for symmetric positive definite matrices) to symmetric and nonsymmetric matrices. Our generalization is based on a two-sided or cross iteration with the given matrix and its transpose, which is based on the projection process used in the Arnoldi (or for symmetric matrices the Lanczos) algorithm. We prove several new results about the limiting behavior of this iteration, but the conjecture still remains largely open.

math.NA↗

arXiv2022

On non-Hermitian positive (semi)definite linear algebraic systems arising from dissipative Hamiltonian DAEs

We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An important feature of the linear algebraic systems is that the (non-Hermitian) system matrix has a positive definite or semidefinite Hermitian part. In the positive definite case we can solve the linear algebraic systems iteratively by Krylov subspace methods based on efficient three-term recurrences. We illustrate the performance of these iterative methods on several examples. The semidefinite case can be challenging and requires additional techniques to deal with "singular part", while the "positive definite part" can still be treated with the three-term recurrence methods.

math.NA↗

arXiv2020

Centrality of nodes in Federated Byzantine Agreement Systems

The federated Byzantine agreement system (FBAS) is a consensus model introduced by Mazières in 2016 where the participating nodes conceptually form a network, with links between them being established by each node individually and thus in a decentralized way. An important question is whether these decentralized decisions lead to an overall decentralized network. The level of (de-)centralization in a network can be assessed using centrality measures. In this paper we consider three different approaches for obtaining centrality measures for the nodes in an FBAS. Two of them are based on adapting well-known measures based on graphs and hypergraphs to the FBAS context. Since the network structure of an FBAS can be more complex than (usual) graphs or hypergraphs, we also develop a new, problem-adapted centrality measure. This new measure is based on the intactness of nodes, which is an important ingredient of the FBAS model. We illustrate advantages and disadvantages of the three approaches on several computed examples. We have implemented all centrality measures and performed all computations in the Python package Stellar Observatory.

cs.DC↗

arXiv2020

The field of values bound on ideal GMRES

A widely known result of Elman, and its improvements due to Starke, Eiermann and Ernst, gives a bound on the worst-case GMRES residual norm using quantities related to the field of values of the given matrix and its inverse. We prove that these bounds also hold for the ideal GMRES approximation, and we derive and discuss some improvements of the bounds.

math.NA↗

arXiv2019

Analysis of the multiplicative Schwarz method for matrices with a special block structure

We analyze the convergence of the (algebraic) multiplicative Schwarz method applied to linear algebraic systems with matrices having a special block structure that arises, for example, when a (partial) differential equation is posed and discretized on a domain that consists of two subdomains with an overlap. This is a basic situation in the context of domain decomposition methods. Our analysis is based on the algebraic structure of the Schwarz iteration matrices, and we derive error bounds that are based on the block diagonal dominance of the given system matrix. Our analysis does not assume that the system matrix is symmetric (positive definite), or has the $M$- or $H$-matrix property. Our approach is motivated by and significantly generalizes an analysis for a special one-dimensional model problem given in [4].

math.NA↗

arXiv2019

Mathematical Analysis and Algorithms for Federated Byzantine Agreement Systems

We give an introduction to federated Byzantine agreement systems (FBAS) with many examples ranging from small "academic" cases to the current Stellar network. We then analyze the main concepts from a mathematical and an algorithmic point of view. Based on work of Lachowski we derive algorithms for quorum enumeration, checking quorum intersection, and computing the intact nodes with respect to a given set of ill-behaved (Byzantine) nodes. We also show that from the viewpoint of the intactness probability of nodes, which we introduce in this paper, a hierarchical setup of nodes is inferior to an arrangement that we call a symmetric simple FBAS. All algorithms described in this paper are implemented in the Python package Stellar Observatory, which is also used in some of the computed examples.

cs.DC↗

arXiv2018

How constant shifts affect the zeros of certain rational harmonic functions

We study the effect of constant shifts on the zeros of rational harmomic functions $f(z) = r(z) - \conj{z}$. In particular, we characterize how shifting through the caustics of $f$ changes the number of zeros and their respective orientations. This also yields insight into the nature of the singular zeros of $f$. Our results have applications in gravitational lensing theory, where certain such functions $f$ represent gravitational point-mass lenses, and a constant shift can be interpreted as the position of the light source of the lens.

math.CV↗

arXiv2018

Block diagonal dominance of matrices revisited: bounds for the norms of inverses and eigenvalue inclusion sets

We generalize the bounds on the inverses of diagonally dominant matrices obtained in [16] from scalar to block tridiagonal matrices. Our derivations are based on a generalization of the classical condition of block diagonal dominance of matrices given by Feingold and Varga in [11]. Based on this generalization, which was recently presented in [3], we also derive a variant of the Gershgorin Circle Theorem for general block matrices which can provide tighter spectral inclusion regions than those obtained by Feingold and Varga.

math.NA↗

arXiv2017

The maximum number of zeros of $r(z) - \overline{z}$ revisited

Generalizing several previous results in the literature on rational harmonic functions, we derive bounds on the maximum number of zeros of functions $f(z) = \frac{p(z)}{q(z)} - \overline{z}$, which depend on both $\mathrm{deg}(p)$ and $\mathrm{deg}(q)$. Furthermore, we prove that any function that attains one of these upper bounds is regular.

math.CV↗

arXiv2017

Using separable non-negative matrix factorization techniques for the analysis of time-resolved Raman spectra

The key challenge of time-resolved Raman spectroscopy is the identification of the constituent species and the analysis of the kinetics of the underlying reaction network. In this work we present an integral approach that allows for determining both the component spectra and the rate constants simultaneously from a series of vibrational spectra. It is based on an algorithm for non-negative matrix factorization which is applied to the experimental data set following a few pre-processing steps. As a prerequisite for physically unambiguous solutions, each component spectrum must include one vibrational band that does not significantly interfere with vibrational bands of other species. The approach is applied to synthetic "experimental" spectra derived from model systems comprising a set of species with component spectra differing with respect to their degree of spectral interferences and signal-to-noise ratios. In each case, the species involved are connected via monomolecular reaction pathways. The potential and limitations of the approach for recovering the respective rate constants and component spectra are discussed.

math.NA↗

arXiv2016

Fast and accurate computation of the logarithmic capacity of compact sets

We present a numerical method for computing the logarithmic capacity of compact subsets of $\mathbb{C}$, which are bounded by Jordan curves and have finitely connected complement. The subsets may have several components and need not have any special symmetry. The method relies on the conformal map onto lemniscatic domains and, computationally, on the solution of a boundary integral equation with the Neumann kernel. Our numerical examples indicate that the method is fast and accurate. We apply it to give an estimate of the logarithmic capacity of the Cantor middle third set and generalizations of it.

math.NA↗

arXiv2016

Properties and examples of Faber--Walsh polynomials

The Faber--Walsh polynomials are a direct generalization of the (classical) Faber polynomials from simply connected sets to sets with several simply connected components. In this paper we derive new properties of the Faber--Walsh polynomials, where we focus on results of interest in numerical linear algebra, and on the relation between the Faber--Walsh polynomials and the classical Faber and Chebyshev polynomials. Moreover, we present examples of Faber--Walsh polynomials for two real intervals as well as some non-real sets consisting of several simply connected components.

math.CV↗

arXiv2016

On conformal maps from multiply connected domains onto lemniscatic domains

We study conformal maps from multiply connected domains in the extended complex plane onto lemniscatic domains. Walsh proved the existence of such maps in 1956 and thus obtained a direct generalization of the Riemann mapping theorem to multiply connected domains. For polynomial pre-images of simply connected sets we derive a construction principle for Walsh's conformal map in terms of the Riemann map for the simply connected set. Moreover, we explicitly construct examples of Walsh's conformal map for certain radial slit domains and circular domains.

math.CV↗

arXiv2015

Numerical computation of the conformal map onto lemniscatic domains

We present a numerical method for the computation of the conformal map from unbounded multiply-connected domains onto lemniscatic domains. For $\ell$-times connected domains the method requires solving $\ell$ boundary integral equations with the Neumann kernel. This can be done in $O(\ell^2 n \log n)$ operations, where $n$ is the number of nodes in the discretization of each boundary component of the multiply connected domain. As demonstrated by numerical examples, the method works for domains with close-to-touching boundaries, non-convex boundaries, piecewise smooth boundaries, and for domains of high connectivity.

math.CV↗