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Related papers: Eigenvector dynamics: general theory and some appl…

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We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…

Statistical Mechanics · Physics 2011-08-23 Romain Allez , Jean-Philippe Bouchaud

Eigenvector continuation is a computational method that finds the extremal eigenvalues and eigenvectors of a Hamiltonian matrix with one or more control parameters. It does this by projection onto a subspace of eigenvectors corresponding to…

Nuclear Theory · Physics 2021-01-22 Avik Sarkar , Dean Lee

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

Nuclear Theory · Physics 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…

Numerical Analysis · Computer Science 2009-10-29 Matthias Petschow , Edoardo Di Napoli , Paolo Bientinesi

We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian…

Probability · Mathematics 2020-05-19 Jake Marcinek , Horng-Tzer Yau

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…

Strongly Correlated Electrons · Physics 2013-05-21 M. Mierzejewski , T. Prosen , D. Crivelli , P. Prelovsek

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…

Numerical Analysis · Mathematics 2018-01-17 J. J. P. Veerman , D. K. Hammond , Pablo E. Baldivieso

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

Disordered Systems and Neural Networks · Physics 2012-08-03 Yoshiyuki Kabashima , Hisanao Takahashi

We investigate the evolution of a given eigenvector of a symmetric (deterministic or random) matrix under the addition of a matrix in the Gaussian orthogonal ensemble. We quantify the overlap between this single vector with the eigenvectors…

Probability · Mathematics 2015-01-07 Romain Allez , Jean-Philippe Bouchaud

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential…

High Energy Physics - Theory · Physics 2018-04-04 Masaki Yamada , Alexander Vilenkin

We study the accuracy of estimating the covariance and the precision matrix of a $D$-variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sample covariance. Our results show that the estimation…

Statistics Theory · Mathematics 2021-01-14 Zeljko Kereta , Timo Klock

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez

Quantifying the eigenvalue spectra of large random matrices allows one to understand the factors that contribute to the stability of dynamical systems with many interacting components. This work explores the effect that the interaction…

Disordered Systems and Neural Networks · Physics 2022-12-08 Joseph W. Baron

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

Disordered Systems and Neural Networks · Physics 2017-01-04 Kevin Truong , Alexander Ossipov

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider…

Optimization and Control · Mathematics 2024-05-09 Akatsuki Nishioka , Yoshihiro Kanno

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee
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