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Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…

Numerical Analysis · Mathematics 2026-05-18 Caroline Wormell

The finite element method(FEM) is applied to bound leading eigenvalues of Laplace operator over polygonal domain. Compared with classical numerical methods, most of which can only give concrete eigenvalue bounds over special domain of…

Numerical Analysis · Mathematics 2012-04-23 Xuefeng Liu , Shin'ichi Oishi

We propose a new way of visualising the dynamics of iterative eigenvalue algorithms such as the QR algorithm, over the important special case of PSD (positive semi-definite) matrices. Many subtle and important properties of such algorithms…

Numerical Analysis · Mathematics 2022-04-04 Ran Gutin

Using the normalized B-bases of vector spaces of trigonometric and hyperbolic polynomials of finite order, we specify control point configurations for the exact description of higher dimensional (rational) curves and (hybrid) multivariate…

Numerical Analysis · Mathematics 2014-04-16 Ágoston Róth

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

We give an $O(n)$ time and space algorithm for constructing a diagonal matrix congruent to A+xI, where A is the adjacency matrix of a cograph and $x\in \mathbb{R}$. Applications include determining the number of eigenvalues of a cograph's…

Combinatorics · Mathematics 2017-04-05 David P. Jacobs , Vilmar Trevisan , Fernando C. Tura

In the present paper, some aspects of the finite-dimensional theory of set-inclusive generalized equations are studied. Set-inclusive generalized equations are problems arising in several contexts of optimization and variational analysis,…

Optimization and Control · Mathematics 2018-11-26 Amos Uderzo

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…

Probability · Mathematics 2026-03-17 Joel A. Tropp

Many large, real-world complex networks have rich community structure that a network scientist seeks to understand. These communities may overlap or have intricate internal structure. Extracting communities with particular topological…

Social and Information Networks · Computer Science 2016-09-20 Christine Klymko , Geoffrey Sanders

We propose new algorithms for topic modeling when the number of topics is unknown. Our approach relies on an analysis of the concentration of mass and angular geometry of the topic simplex, a convex polytope constructed by taking the convex…

Machine Learning · Statistics 2017-10-10 Mikhail Yurochkin , Aritra Guha , XuanLong Nguyen

Computing the determinant of a matrix with the univariate and multivariate polynomial entries arises frequently in the scientific computing and engineering fields. In this paper, an effective algorithm is presented for computing the…

Symbolic Computation · Computer Science 2015-04-14 Xiaolin Qin , Zhi Sun , Tuo Leng , Yong Feng

The map which takes a square matrix to its tropical eigenvalue-eigenvector pair is piecewise linear. We determine the cones of linearity of this map. They are simplicial but they do not form a fan. Motivated by statistical ranking, we also…

Combinatorics · Mathematics 2014-02-26 Bernd Sturmfels , Ngoc Mai Tran

The spectral properties of the Frobenius-Perron operator of one-dimensional maps are studied when approaching a weakly intermittent situation. Numerical investigation of a particular family of maps shows that the spectrum becomes extremely…

chao-dyn · Physics 2009-10-28 Z. Kaufmann , H. Lustfeld , J. Bene

We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…

Mathematical Physics · Physics 2020-06-24 Fabio Bagarello , Francesco Gargano

A generalization of the method developed by Adam, Psarrakos and Tsatsomeros to find inequalities for the eigenvalues of a complex matrix A using knowledge of the largest eigenvalues of its Hermitian part H(A) is presented. The numerical…

Rings and Algebras · Mathematics 2018-08-16 Göran Bergqvist

We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good…

Numerical Analysis · Computer Science 2017-02-28 Jialei Wang , Weiran Wang , Dan Garber , Nathan Srebro

Relatively dominated representations give a common generalization of geometrically finiteness in rank one on the one hand, and the Anosov condition which serves as a higher-rank analogue of convex cocompactness on the other. This note…

Group Theory · Mathematics 2022-03-03 Feng Zhu

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem