Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
Mathematical Physics
2017-02-09 v2 math.MP
Abstract
We extend the so-called "single ring theorem"[1], also known as the Haagerup-Larsen theorem[2], by showing that in the limit when the size of the matrix goes to infinity a particular correlator between left and right eigenvectors of the relevant non-hermitian matrix , being the spectral density weighted by the squared eigenvalue condition number, is given by a simple formula involving only the radial spectral cumulative distribution function of . We show that this object allows to calculate the conditional expectation of the squared eigenvalue condition number. We give examples and we provide cross-check of the analytic prediction by the large scale numerics.
Cite
@article{arxiv.1608.04923,
title = {Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem},
author = {Serban Belinschi and Maciej A. Nowak and Roland Speicher and Wojciech Tarnowski},
journal= {arXiv preprint arXiv:1608.04923},
year = {2017}
}
Comments
9 pages, 2 figures