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We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on…

Probability · Mathematics 2007-05-23 F. Götze , A. Tikhomirov

We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

Probability · Mathematics 2007-10-09 Alain Pajor , Leonid Pastur

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

The minimum number of distinct eigenvalues, taken over all real symmetric matrices compatible with a given graph $G$, is denoted by $q(G)$. Using other parameters related to $G$, bounds for $q(G)$ are proven and then applied to deduce…

In this paper we study the positive definiteness of meet and join matrices using a novel approach. When the set $S_n$ is meet closed, we give a sufficient and necessary condition for the positive definiteness of the matrix $(S_n)_f$. From…

Number Theory · Mathematics 2012-09-20 Mika Mattila , Pentti Haukkanen

A real symmetric matrix $M$ is completely positive semidefinite if it admits a Gram representation by (Hermitian) positive semidefinite matrices of any size $d$. The smallest such $d$ is called the (complex) completely positive semidefinite…

Optimization and Control · Mathematics 2016-10-27 Sander Gribling , David de Laat , Monique Laurent

We show 2 matrices that have identical eigenvalues but different eigenfunctions. This shows that in obtaining two body nuclear matrix elements empirically, it is not sufficient to consider only energy levels. Other quantities like…

Nuclear Theory · Physics 2023-06-27 Daren Sitchepping Fosso , Castaly Fan , Larry Zamick

We study the maximal rank in affine subspaces of symmetric or alternating matrices, in terms of the matching numbers of certain associated graphs. Applications include simple proofs of upper bounds on the dimension of such subspaces in…

Combinatorics · Mathematics 2017-03-17 Roy Meshulam

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

We study the differential and metric structures of the set of real square roots of a non-singular real matrix, under the assumption that the matrix and its square roots are semi-simple, or symmetric, or orthogonal.

Differential Geometry · Mathematics 2020-10-30 Alberto Dolcetti , Donato Pertici

We obtain a necessary and sufficient condition for the existence of equivariant real structures on complex symmetric spaces for semisimple groups and discuss how to determine the number of equivalence classes for such structures.

Algebraic Geometry · Mathematics 2021-05-25 Lucy Moser-Jauslin , Ronan Terpereau

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

This note deals with a simultaneous approximation of several matrices by a finite family of diagonalizable matrices satisfying an additional condition for the spectrum of a matrix product. That is the simplicity of all eigenvalues.

Functional Analysis · Mathematics 2015-05-01 R. N. Gumerov , S. I. Vidunov

We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the eigenvalues of the shape matrix and that they are closer…

Computation · Statistics 2016-03-21 Alexander Dürre , David E. Tyler , Daniel Vogel

We explore the concept of eigenvalue avoidance, which is well understood for real symmetric and Hermitian matrices, for other classes of structured matrices. We adopt a differential geometric perspective and study the generic behaviour of…

Spectral Theory · Mathematics 2022-09-29 Yuji Nakatsukasa , Vanni Noferini

For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…

Number Theory · Mathematics 2007-12-20 Greg Martin , Erick B. Wong

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

Probability · Mathematics 2025-10-07 Nicholas Christoffersen , Kyle Luh , Sean O'Rourke , Calum Shearer

Groups of almost upper triangular infinite matrices with entries indexed by integers are studied. It is shown that, when the matrices are over a finite field, these groups admit a nondiscrete totally disconnected, locally compact group…

Group Theory · Mathematics 2019-12-17 Peter Groenhout , Colin D. Reid , George A. Willis

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

We show that various old and new bounds involving eigenvalues of a complex n x n matrix are immediate consequences of the inequalities involving variance of real and complex numbers.

Functional Analysis · Mathematics 2014-09-02 R. Sharma , R. Kumar , R. Saini
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