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We consider the eigenvalues and eigenvectors of small rank perturbations of random $N\times N$ matrices. We allow the rank of perturbation $M$ increases with $N$, and the only assumption is $M=o(N)$. In both additive and multiplicative…

Probability · Mathematics 2015-05-18 Jiaoyang Huang

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

Numerical Analysis · Mathematics 2019-06-04 Anne Greenbaum , Ren-cang Li , Michael L. Overton

We consider a superlinear perturbation of the eigenvalue problem for the Robin Laplacian plus an indefinite and unbounded potential. Using variational tools and critical groups, we show that when $\lambda$ is close to a nonprincipal…

Analysis of PDEs · Mathematics 2020-08-14 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

A remarkable extension of Rayleigh-Schroedinger perturbation method is found. Its (N+q) x (N+1) - dimensional Hamiltonians (as emerging, e.g., during quasi-exact constructions of bound states) are non-square matrices at q > 1. The role of…

Mathematical Physics · Physics 2007-05-23 Miloslav Znojil

The eigenvector-dependent nonlinear eigenvalue problem (NEPv) $A(P)V=V\Lambda$, where the columns of $V\in\mathbb{C}^{n\times k}$ are orthonormal, $P=VV^{\mathrm{H}}$, $A(P)$ is Hermitian, and $\Lambda=V^{\mathrm{H}}A(P)V$, arises in many…

Numerical Analysis · Mathematics 2018-03-06 Yunfeng Cai , Zhigang Jia , Zheng-Jian Bai

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…

Functional Analysis · Mathematics 2016-06-03 Edmund Judge , Sergey Naboko , Ian Wood

Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…

Numerical Analysis · Mathematics 2021-03-10 Zlatko Drmač , Ivana Šain Glibić

Structured perturbation results for invariant subspaces of $\Delta$-Hermitian and Hamiltonian matrices are provided. The invariant subspaces under consideration are associated with the eigenvalues perturbed from a single defective…

Numerical Analysis · Mathematics 2026-01-29 Hongguo Xu

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

In statistics and machine learning, people are often interested in the eigenvectors (or singular vectors) of certain matrices (e.g. covariance matrices, data matrices, etc). However, those matrices are usually perturbed by noises or…

Statistics Theory · Mathematics 2017-06-05 Jianqing Fan , Weichen Wang , Yiqiao Zhong

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

We propose an analytic perturbative scheme for determining the eigenvalues of the Helmholtz equation, $(\nabla^2 + k^2) \psi = 0$, in three dimensions with an arbitrary boundary where $\psi$ satisfies either the Dirichlet boundary condition…

Mathematical Physics · Physics 2012-12-10 S. Panda , G. Hazra

We consider two-point non-self-adjoint boundary eigenvalue problems for linear matrix differential operators. The coefficient matrices in the differential expressions and the matrix boundary conditions are assumed to depend analytically on…

Mathematical Physics · Physics 2010-04-20 Oleg N. Kirillov

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Mathematical Physics · Physics 2022-01-24 Peter J. Forrester

We consider regular and singular perturbations of the Dirichlet and Neumann boundary value problems for the Helmholtz equation in $n$-dimensional cylinders. Existence of eigenvalues and their asymptotics are studied.

Mathematical Physics · Physics 2009-11-10 Rustem R. Gadyl'shin

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

If a single particle obeys non-relativistic QM in R^d and has the Hamiltonian H = - Delta + f(r), where f(r)=sum_{i = 1}^{k}a_ir^{q_i}, 2\leq q_i < q_{i+1}, a_i \geq 0$, then the eigenvalues E = E_{n\ell}^{(d)}(\lambda) are given…

Mathematical Physics · Physics 2009-11-13 Qutaibeh D. Katatbeh , Richard L. Hall , Nasser Saad

We examine perturbations of eigenvalues and resonances for a class of multi-channel quantum mechanical model-Hamiltonians describing a particle interacting with a localized spin in dimension $d=1,2,3$. We consider unperturbed Hamiltonians…

Mathematical Physics · Physics 2015-05-19 Claudio Cacciapuoti , Raffaele Carlone , Rodolfo Figari

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

Probability · Mathematics 2021-03-23 Jianfeng Yao , Wangjun Yuan