Related papers: Normalitity preserving perturbations and augmentat…
Eigenvalue and eigenpair backward errors are computed for matrix pencils arising in optimal control. In particular, formulas for backward errors are developed that are obtained under block-structure-preserving and…
Let $A$ be a fixed complex matrix and let $u,v$ be two vectors. The eigenvalues of matrices $A+\tau uv^\top $ $(\tau\in\mathbb{R})$ form a system of intersecting curves. The dependence of the intersections on the vectors $u,v$ is studied.
The effect of matrix perturbations on the polar decomposition has been studied by several authors and various results are known. However, for operators between infinite-dimensional spaces the problem has not been considered so far. Here, we…
Let $\hat{\boldsymbol x}$ be a normalised standard complex Gaussian vector, and project an Hermitian matrix $A$ onto the hyperplane orthogonal to $\hat{\boldsymbol x}$. In a recent paper Faraut [Tunisian J. Math. \textbf{1} (2019),…
It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…
We study the expectation of linear eigenvalue statistics of matrix models with any $\beta>0$, assuming that the potential $V$ is a real analytic function and that the corresponding equilibrium measure has a one-interval support. We obtain…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
Matrix perturbation bounds (such as Weyl and Davis-Kahan) are used abundantly in many areas of mathematics and data science. Many bounds (such as the above two) involve the spectral norm of the noise matrix and are sharp in worst case…
Let $$ A=\left(\begin{array}{cc} H_1 & E^*\\ E & H_2\end{array}\right) \quad \hbox{ and } \quad \wtd A=\left(\begin{array}{cc} H_1 & O\\ O & H_2\end{array}\right)$$ be two $N$-by-$N$ Hermitian matrices with eigenvalues $\lambda_1 \ge \cdots…
The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…
In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…
We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…
Real eigenvalues of pseudo-Hermitian matrices, such as real matrices and $\mathcal{PT-}$symmetric matrices, frequently split into complex conjugate pairs. This is accompanied by the breaking of certain symmetries of the eigenvectors and,…
We prove two inequalities regarding the ratio $\det(A+D)/\det A$ of the determinant of a positive-definite matrix $A$ and the determinant of its perturbation $A+D$. In the first problem, we study the perturbations that happen when positive…
Mueller matrix polarimetry captures essential information about polarized light interactions with a sample, presenting unique challenges for data augmentation in deep learning due to its distinct structure. While augmentations are an…
In this paper, we present new results relating the numerical range of a matrix $A$ with generalized Levinger transformation $\mathcal{L}(A,\alpha,\beta) = \alphaH_A +\betaS_A$, where $H_A$ and $S_A$, are respectively the Hermitian and…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…
This paper studies the stability of low-rank implicit regularization in perturbed deep matrix factorization, where the target matrix is corrupted by a noise matrix. We first derive sufficient spectral conditions under which gradient descent…
A $n\times n$ matrix $A$ has normal defect one if it is not normal, however can be embedded as a north-western block into a normal matrix of size $(n+1)\times (n+1)$. The latter is called a minimal normal completion of $A$. A construction…