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We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

Probability · Mathematics 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder

General properties of eigenvalues of $A+\tau uv^*$ as functions of $\tau\in\Comp$ or $\tau\in\Real$ or $\tau=\e^{\ii\theta}$ on the unit circle are considered. In particular, the problem of existence of global analytic formulas for…

Numerical Analysis · Mathematics 2020-07-03 A. C. M. Ran , Michal Wojtylak

Let $A$ be an $n \times n$ positive definite Hermitian matrix with all eigenvalues between 1 and 2. We represent the permanent of $A$ as the integral of some explicit log-concave function on ${\Bbb R}^{2n}$. Consequently, there is a fully…

Data Structures and Algorithms · Computer Science 2020-05-14 Alexander Barvinok

Let $G = (V, E)$ be a graph. We define matrices $M(G; \alpha, \beta)$as $\alpha D + \beta A$, where $\alpha$, $\beta$ are real numbers such that $(\alpha, \beta) \neq (0, 0)$ and $D$ and $A$ are the diagonal matrix and adjacency matrix of…

Combinatorics · Mathematics 2024-10-24 Rao Li

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

Mathematical Physics · Physics 2009-11-10 Pavel M. Bleher , Arno B. J. Kuijlaars

Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…

Rings and Algebras · Mathematics 2007-05-23 Christopher Beattie

The eigenvalue problem of the spherically symmetric oscillator Hamiltonian is revisited in the context of canonical raising and lowering operators. The Hamiltonian is then factorized in terms of two not mutually adjoint factorizing…

Quantum Physics · Physics 2009-02-26 Ivan Cabrera-Munguia , Oscar Rosas-Ortiz

We start by analysing the Lie algebra of Hermitian vector fields of a Hermitian line bundle. Then, we specify the base space of the above bundle by considering a Galilei, or an Einstein spacetime. Namely, in the first case, we consider, a…

Mathematical Physics · Physics 2015-06-26 Josef Janyška , Marco Modugno

An array of N subsequent Laguerre polynomials is interpreted as an eigenvector of a non-Hermitian tridiagonal Hamiltonian $H$ with real spectrum or, better said, of an exactly solvable N-site-lattice cryptohermitian Hamiltonian whose…

Mathematical Physics · Physics 2011-01-27 Miloslav Znojil

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Numerical Analysis · Mathematics 2026-01-16 Mattia Manucci , Emre Mengi , Nicola Guglielmi

The $\alpha$-Hermitian adjacency matrix $H_\alpha$ of a mixed graph $X$ has been recently introduced. It is a generalization of the adjacency matrix of unoriented graphs. In this paper, we consider a special case of the complex number…

Combinatorics · Mathematics 2022-05-26 Omar Alomari , Mohammad Abudayah , Manal Ghanem

The Horn inequalities characterise the possible spectra of triples of $n$-by-$n$ Hermitian matrices $A+B=C$. We study integral inequalities that arise as limits of Horn inequalities as $n \to \infty$. These inequalities are parametrised by…

Functional Analysis · Mathematics 2025-02-27 Samuel G. G. Johnston , Colin McSwiggen

We consider the class of non-Hermitian operators represented by infinite tridiagonal matrices, selfadjoint in an indefinite inner product space with one negative square. We approximate them with their finite truncations. Both infinite and…

Mathematical Physics · Physics 2016-08-08 Maxim Derevyagin , Luca Perotti , Michal Wojtylak

Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…

Disordered Systems and Neural Networks · Physics 2009-10-30 K. B. Efetov

We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the…

General Mathematics · Mathematics 2010-10-19 J. Kiukas , J. -P. Pellonpää

Let $X^\beta$ be a real symmetric or complex Hermitian matrix whose entries are independent Gaussian random fields. We provide the sufficient and necessary conditions such that multiple collisions of eigenvalue processes of $A^\beta +…

Probability · Mathematics 2024-07-15 Wangjun Yuan

The poses of $m$ robotics in $n$ time points may be represented by an $m \times n$ dual quaternion matrix. In this paper, we study the spectral theory of dual quaternion matrices. We introduce right and left eigenvalues for square dual…

Rings and Algebras · Mathematics 2021-12-01 Liqun Qi , Ziyan Luo

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł
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