Related papers: Exponential of a Matrix, a Nonlinear Problem and Q…
In this paper the relationship between the problem of constructing the ground state energy for the quantum quartic oscillator and the problem of computing mean eigenvalue of large positively definite random hermitean matrices is…
We discuss the (right) eigenvalue equation for $\mathbb{H}$, $\mathbb{C}$ and $\mathbb{R}$ linear quaternionic operators. The possibility to introduce an isomorphism between these operators and real/complex matrices allows to translate the…
Denote by $\mathcal{W}_1$ the set of complex valued functions of the form $a(z)=\sum_{i=-\infty}^{+\infty}a_iz^i$ which are continuous on the unit circle, and such that $\sum_{i=-\infty}^{+\infty}|ia_i|<\infty$. We call CQT matrix a…
This chapter is an introduction to the connection between random matrices and maps, i.e graphs drawn on surfaces. We concentrate on the one-matrix model and explain how it encodes and allows to solve a map enumeration problem.
Solutions to the Yang-Baxter equation - an important equation in mathematics and physics - and their afforded braid group representations have applications in fields such as knot theory, statistical mechanics, and, most recently, quantum…
Several applied problems are characterized by the need to numerically solve equations with an operator function (matrix function). In particular, in the last decade, mathematical models with a fractional power of an elliptic operator and…
We present a new class of hermitian one-matrix models originated in the W-infinity algebra: more precisely, the polynomials defining the W-infinity generators in their fermionic bilinear form are shown to expand the orthogonal basis of a…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…
Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution…
We consider the quartic analogue of the Kontsevich model, which is defined by a measure $\exp(-{N}\,\mathrm{Tr}(E\Phi^2+(\lambda/4)\Phi^4)) d\Phi$ on Hermitian ${N}\times{N}$-matrices, where $E$ is any positive matrix and $\lambda$ a…
On the basis of the explicit formulae for the action of the unitary group of exponentials corresponding to almost solvable extensions of a given closed symmetric operator with equal deficiency indices, we derive a new representation for the…
This note is concerned with the linear matrix equation $X = AX^\top B + C$, where the operator $(\cdot)^\top$ denotes the transpose ($\top$) of a matrix. The first part of this paper set forth the necessary and sufficient conditions for the…
A robust, fast and accurate method for solving the Colebrook-like equations is presented. The algorithm is efficient for the whole range of parameters involved in the Colebrook equation. The computations are not more demanding than…
Newton's inequalities $c_n^2 \ge c_{n-1}c_{n+1}$ are shown to hold for the normalized coefficients $c_n$ of the characteristic polynomial of any $M$- or inverse $M$-matrix. They are derived by establishing first an auxiliary set of…
We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…
Several methods for computing the action of the matrix exponential $\mathrm{e}^{\boldsymbol{A}} \boldsymbol{b}$ are expressed by substituting $\boldsymbol{A}$ into a rational approximation of the scalar exponential function. The error of…
This work studies the distribution of the nonsymmetric matrix $\mathbf{E}^{-1}\mathbf{H}$. This random product is of fundamental interest under the general multivariate linear hypothesis setting. Specifically when $\mathbf{H}$ and…
If quantum states exhibit small nonlinearities during time evolution, then quantum computers can be used to solve NP-complete problems in polynomial time. We provide algorithms that solve NP-complete and #P oracle problems by exploiting…