English

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 XX, 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 XX. 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.

Keywords

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

R2 v1 2026-06-22T15:22:06.704Z