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We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

We consider the voter model with $M$ states initially in the system. Using generating functions, we pose the spectral problem for the Markov transition matrix and solve for all eigenvalues and eigenvectors exactly. With this solution, we…

Physics and Society · Physics 2016-03-30 William Pickering , Chjan Lim

This paper deals with a new measure of the influence of each feature on the response variable in classification problems, accounting for potential dependencies among certain feature subsets. Within this framework, we consider a sample of…

Optimization and Control · Mathematics 2024-08-06 Laura Davila-Pena , Alejandro Saavedra-Nieves , Balbina Casas-Méndez

There are many priority deriving methods for pairwise comparison matrices. It is known that when these matrices are consistent all these methods result in the same priority vector. However, when they are inconsistent, the results may vary.…

Discrete Mathematics · Computer Science 2021-12-21 Konrad Kułakowski , Jiří Mazurek , Michał Strada

We study the game of go from a complex network perspective. We construct a directed network using a suitable definition of tactical moves including local patterns, and study this network for different datasets of professional tournaments…

Computer Science and Game Theory · Computer Science 2012-04-20 Bertrand Georgeot , Olivier Giraud

In this paper, we study a subclass of n-player stochastic games, in which each player has their own internal state controlled only by their own action and their objective is a common goal called team variance which measures the total…

Optimization and Control · Mathematics 2025-07-31 Li Xia

In this paper, we revisit the generalized block power methods for approximating the eigenvector associated with $\lambda_1 = 1$ of a Markov chain transition matrix. Our analysis of the block power method shows that when $s$ linearly…

Numerical Analysis · Computer Science 2016-10-28 Hao Ji , Seth H. Weinberg , Yaohang Li

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

Mathematical Physics · Physics 2024-09-30 Valentin Vengerovsky

The eigenvalue problem for an irreducible non negative matrix $A=[a_{ij}]$ in the max-algebra is the form $A \otimes x = \lambda x$ where $(A \otimes x)_i = \max (a_{ij}x_j), x=(x_1,x_2, \dots, x_n)^t $ and $\lambda $ refers to maximum…

Functional Analysis · Mathematics 2019-04-29 Ali Ebadian , Saeed Hashemi Sababe , Hojr Shokouh Saljoughi

Denton, Parke, Tao and Zhang gave a new method which determines eigenvectors from eigenvalues for Hermitian matrices with distinct eigenvalues. In this short note, we extend the above result to general Hermitian matrices.

Rings and Algebras · Mathematics 2019-11-21 Xiaomei Chen

It has been shown recently that the Eigenvector Method may lead to strong rank reversal in group decision making, that is, the alternative with the highest priority according to all individual vectors may lose its position when evaluations…

Optimization and Control · Mathematics 2018-01-08 László Csató

Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

We consider the problem of estimating the principal components of a population correlation matrix from a limited number of measurement data. Using a combination of random matrix and information-theoretic tools, we show that all the…

Statistical Mechanics · Physics 2016-01-20 Rémi Monasson , Dario Villamaina

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

We investigate the manipulation of power indices in TU-cooperative games by stimulating (subject to a budget constraint) changes in the propensity of other players to participate to the game. We display several algorithms that show that the…

Computer Science and Game Theory · Computer Science 2019-05-17 Gabriel Istrate , Cosmin Bonchiş , Alin Brînduşescu

Probabilistic properties of tennis scoring systems are examined and compared with best-of-K systems. A model, where each player has his/her own probability of winning his/her service point and which remains invariant for the duration of the…

Probability · Mathematics 2026-03-04 Edsel A. Pena , Dip Das , Yuexuan Wu

In order to compare and benchmark the mathematical software, the performance profiles have been introduced [1]. However, it has been proved that the algorithm is not flawless. The main issue with the performance profile is that it may rank…

Optimization and Control · Mathematics 2020-01-31 Rasoul Hekmati , Hanieh Mirhajianmoghadam

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

Eigenvector centrality is a linear algebra based graph invariant used in various rating systems such as webpage ratings for search engines. A generalization of the eigenvector centrality invariant is defined which is motivated by the need…

Combinatorics · Mathematics 2016-10-06 Peteris Daugulis