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Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and…

Numerical Analysis · Mathematics 2016-11-16 Silvia Noschese , Lothar Reichel

This chapter investigates the cone of copositive matrices, with a focus on the design and analysis of conic inner approximations for it. These approximations are based on various sufficient conditions for matrix copositivity, relying on…

Optimization and Control · Mathematics 2023-03-21 Luis Felipe Vargas , Monique Laurent

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

Mathematical Physics · Physics 2026-04-28 Margherita Disertori , Yan V. Fyodorov

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 consider the problem of computing homogeneous coordinates of points in a zero-dimensional subscheme of a compact, complex toric variety $X$. Our starting point is a homogeneous ideal $I$ in the Cox ring of $X$, which in practice might…

Algebraic Geometry · Mathematics 2022-03-14 Matías R. Bender , Simon Telen

Human-annotated datasets with explicit difficulty ratings are essential in intelligent educational systems. Although embedding vector spaces are widely used to represent semantic closeness and are promising for analyzing text difficulty,…

Artificial Intelligence · Computer Science 2025-12-05 Yo Ehara

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Statistics Theory · Mathematics 2024-05-15 Zhangni Pu , Xiaozhuo Zhang , Jiang Hu , Zhidong Bai

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 generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

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 describe a dynamic programming algorithm for exact counting and exact uniform sampling of matrices with specified row and column sums. The algorithm runs in polynomial time when the column sums are bounded. Binary or non-negative integer…

Computation · Statistics 2011-04-05 Jeffrey W. Miller , Matthew T. Harrison

We introduce an approach for exploring eigenvector localization phenomena for a class of (unbounded) selfadjoint operators. More specifically, given a target region and a tolerance, the algorithm identifies candidate eigenpairs for which…

Numerical Analysis · Mathematics 2021-06-01 Jeffrey Ovall , Robyn Reid

In the recent paper \cite{1}, Denton et al. provided the eigenvector-eigenvalue identity for Hermitian matrices, and a survey was also given for such identity in the literature. The main aim of this paper is to present the identity related…

Numerical Analysis · Mathematics 2020-02-04 Weiwei Xu , Michael K. Ng

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

A matrix model is presented which leads to the discrete ``eigenvalue model'' proposed recently by Alvarez-Gaum\'e {\it et.al.} for 2D supergravity (coupled to superconformal matters).

High Energy Physics - Theory · Physics 2009-10-22 Michiaki Takama

We obtain local estimates, also called propagation of smallness or Remez-type inequalities, for analytic functions in several variables. Using Carleman estimates, we obtain a three sphere-type inequality, where the outer two spheres can be…

Complex Variables · Mathematics 2023-03-06 Walton Green , Nathan Wagner

A successful computational approach for solving large-scale positive semidefinite (PSD) programs is to enforce PSD-ness on only a collection of submatrices. For our study, we let $\mathcal{S}^{n,k}$ be the convex cone of $n\times n$…

Optimization and Control · Mathematics 2021-07-22 Grigoriy Blekherman , Santanu S. Dey , Kevin Shu , Shengding Sun

Supertropical matrix theory was investigated in [6], whose terminology we follow. In this work we investigate eigenvalues, characteristic polynomials and coefficients of characteristic polynomials of supertropical matrices and their powers,…

Commutative Algebra · Mathematics 2014-12-23 Adi Niv

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

We review recent progress on Horn's problem, which asks for a description of the possible eigenspectra of the sum of two matrices with known eigenvalues. After revisiting the classical case, we consider several generalizations in which the…

Mathematical Physics · Physics 2020-01-29 Robert Coquereaux , Colin McSwiggen , Jean-Bernard Zuber