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In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

Mathematical Physics · Physics 2023-03-13 Mario Kieburg , Jiyuan Zhang

This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…

Numerical Analysis · Mathematics 2023-06-14 R. Peón-Escalante , K. B. Cantún-Avila , O. Carvente , A. Espinosa-Romero , F. Peñuñuri

For every $2n \times 2n$ positive definite matrix $A$ there are $n$ positive numbers $d_1(A) \leq \ldots \leq d_n(A)$ associated with $A$ called the symplectic eigenvalues of $A.$ It is known that $d_m$ are continuous functions of $A$ but…

Functional Analysis · Mathematics 2023-07-06 Hemant K. Mishra

This paper is concerned with the directional derivative of the value function for a very general set-constrained optimization problem under perturbation. Under reasonable assumptions, we obtain upper and lower estimates for the upper and…

Optimization and Control · Mathematics 2023-11-08 Kuang Bai , Jane Ye

Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…

Mathematical Physics · Physics 2026-04-09 Gernot Akemann , Georg Angermann , Mario Kieburg , Adrian Padellaro

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…

Mathematical Physics · Physics 2007-05-23 Mark Naber

A procedure to obtain differentiation matrices is extended straightforwardly to yield new differentiation matrices useful to obtain derivatives of complex rational functions. Such matrices can be used to obtain numerical solutions of some…

Numerical Analysis · Mathematics 2007-05-23 Rafael G. Campos , Claudio Meneses

This paper is devoted to investigate the singular directions of mero- morphic functions in some angular domains. We will confirm the existence of Hayman T directions in some angular domains. This is a continuous work of Yang [Yang L., Borel…

Complex Variables · Mathematics 2009-05-13 Wu Nan , Xuan Zuxing

We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

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

Associated with every $2n\times 2n$ real positive definite matrix $A,$ there exist $n$ positive numbers called the symplectic eigenvalues of $A,$ and a basis of $\mathbb{R}^{2n}$ called the symplectic eigenbasis of $A$ corresponding to…

Functional Analysis · Mathematics 2023-07-06 Tanvi Jain , Hemant K. Mishra

Motivated by the general problem of extending the classical theory of holomorphic functions of a complex variable to the case of quater- nion functions, we give a notion of an H-derivative for functions of one quaternion variable. We show…

Complex Variables · Mathematics 2012-03-27 Omar Dzagnidze

This paper presents the forward and backward derivatives of partial eigendecomposition, i.e. where it only obtains some of the eigenpairs, of a real symmetric matrix for degenerate cases. The numerical calculation of forward and backward…

Numerical Analysis · Mathematics 2020-11-10 Muhammad Firmansyah Kasim

In this paper, we continue to study the sharing value problems for higher order derivatives of meromorphic functions with its linear difference and $q$-difference operators. Some of our results generalize and improve the results of…

Complex Variables · Mathematics 2021-07-27 Goutam Haldar

In this paper, we prove some uniqueness theorems concerning the derivatives of meromorphic functions when they share three sets. The obtained results improve some recent existing results.

Complex Variables · Mathematics 2017-05-11 Abhijit Banerjee , Sujoy Majumder , Bikash Chakraborty

Recently developed applications in the field of machine learning and computational physics rely on automatic differentiation techniques, that require stable and efficient linear algebra gradient computations. This technical note provides a…

Numerical Analysis · Mathematics 2025-11-19 Jan Naumann

We examine when a matrix whose elements are differentiable functions in one variable commutes with its derivative. This problem was discussed in a letter from Issai Schur to Helmut Wielandt written in 1934, which we found in Wielandt's…

Rings and Algebras · Mathematics 2015-03-13 Olga Holtz , Volker Mehrmann , Hans Schneider

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea

In this note it is shown that two key results on transcendental singularities for meromorphic functions of finite lower order have refinements which hold under the weaker hypothesis that the logarithmic derivative has finite lower order.

Complex Variables · Mathematics 2018-07-26 J. K. Langley

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei
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