Related papers: On the condition of characteristic polynomials
We study the average condition number for polynomial eigenvalues of collections of matrices drawn from various random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with Gaussian entries…
We prove an O(log n) bound for the expected value of the logarithm of the componentwise (and, a fortiori, the mixed) condition number of a random sparse n x n matrix. As a consequence, small bounds on the average loss of accuracy for…
We study the expected number of real zeros for random linear combinations of orthogonal polynomials. It is well known that Kac polynomials, spanned by monomials with i.i.d. Gaussian coefficients, have only $(2/\pi + o(1))\log{n}$ expected…
We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G$\beta$E models for $\beta>0$.
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…
A number $\lambda \in \mathbb C $ is called an {\it eigenvalue} of the matrix polynomial $P(z)$ if there exists a nonzero vector $x \in \mathbb C^n$ such that $P(\lambda)x = 0$. Note that each finite eigenvalue of $P(z)$ is a zero of the…
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…
The expected number of real zeros of an algebraic polynomial $a_0+a_1x+a_2x^2+a_3x^3+....+a_{n-1}x^{n-1}$ depends on the types of random coefficients, with large $n.$ In this article, we show that when the random coefficients…
It is common in stability analysis to linearize a system and investigate the spectrum of the Jacobian matrix. This approach faces the challenge of determining the matrix spectrum when the coefficients depend on parameters or when the…
In a recent paper, the first author proved the log-concavity of the coefficients of the characteristic polynomial of a matroid realizable over a field of characteristic 0, answering a long-standing conjecture of Read in graph theory. We…
We give an algorithm for constructing the algebraic hull of a given matrix Lie algebra in characteristic zero. It is based on an algorithm for finding integral linear dependencies of the roots of a polynomial, that is probably of…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We study the expected number of real zeros for random linear combinations of orthogonal polynomials. It is well known that Kac polynomials, spanned by monomials with i.i.d. Gaussian coefficients, have only $(2/\pi + o(1))\log{n}$ expected…
In this paper, we consider the different eigenvalue condition numbers for matrix polynomials used in the literature and we compare them. One of these condition numbers is a generalization of the Wilkinson condition number for the standard…
In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…
We compute the exact value of the squared condition number for the polynomial eigenvalue problem, when the input matrices have entries coming from the standard complex Gaussian distribution, showing that in general this problem is quite…
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…
We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…
Roots of random polynomials have been studied exclusively in both analysis and probability for a long time. A famous result by Ibragimov and Maslova, generalizing earlier fundamental works of Kac and Erdos-Offord, showed that the…