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We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…

Computation · Statistics 2022-03-22 Guillaume Gautier , Rémi Bardenet , Michal Valko

Matrices are the most common representations of graphs. They are also used for the representation of algebras and cluster algebras. This paper shows some properties of matrices in order to facilitate the understanding and locating…

Discrete Mathematics · Computer Science 2015-03-12 Elisângela Silva Dias , Diane Castonguay , Mitre Costa Dourado

Starting with a quaternion difference equation with boundary conditions, a parameterized sequence which is complete in finite dimensional quaternion Hilbert space is derived. By employing the parameterized sequence as the kernel of discrete…

Classical Analysis and ODEs · Mathematics 2022-09-20 Dong Cheng , Kit Ian Kou , Yonghui Xia , Junfeng Xu

Chandler-Wilde, Chonchaiya and Lindner conjectured that the set of eigenvalues of finite tridiagonal sign matrices ($\pm 1$ on the first sub- and superdiagonal, $0$ everywhere else) is dense in the set of spectra of periodic tridiagonal…

Spectral Theory · Mathematics 2015-06-02 Raffael Hagger

Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…

Spectral Theory · Mathematics 2024-11-14 Quanling Deng

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

The sum of Wishart matrices has an important role in multiuser communication employing multiantenna elements, such as multiple-input multiple-output (MIMO) multiple access channel (MAC), MIMO Relay channel, and other multiuser channels…

Information Theory · Computer Science 2018-03-13 S. Kumar , G. F. Pivaro , G. Fraidenraich , C. F. Dias

We present efficient numerical techniques for calculation of eigenvalue distributions of random matrices in the beta-ensembles. We compute histograms using direct simulations on very large matrices, by using tridiagonal matrices with…

Mathematical Physics · Physics 2007-05-23 Alan Edelman , Per-Olof Persson

The paper "An efficient sampling scheme for the eigenvalues of dual Wishart matrices", by I.~Santamar\'ia and V.~Elvira, [\emph{IEEE Signal Processing Letters}, vol.~28, pp.~2177--2181, 2021] \cite{SE21}, poses the question of efficient…

Statistics Theory · Mathematics 2024-01-24 Peter J. Forrester

The boundary of a numerical range of a finite matrix is always a nice curve (algebraic, closed and simple), but the equation it satisfies is often very complicated. We will show that, furthermore, there is no hope of describing these curves…

History and Overview · Mathematics 2025-07-10 Petr Blaschke

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

It is well known that a family of $n\times n$ commuting matrices can be simultaneously triangularized by a unitary similarity transformation. The diagonal entries of the triangular matrices define the $n$ joint eigenvalues of the family. In…

Numerical Analysis · Mathematics 2024-11-05 Haoze He , Daniel Kressner , Bor Plestenjak

Let $G$ be a simple graph and $A(G)$ be the adjacency matrix of $G$. The matrix $S(G) = J -I -2A(G)$ is called the Seidel matrix of $G$, where $I$ is an identity matrix and $J$ is a square matrix all of whose entries are equal to 1.…

Combinatorics · Mathematics 2019-02-05 M. Souri , F. Heydari , M. Maghasedi

We use elementary triangular matrices to obtain some factorization, multiplication, and inversion properties of triangular matrices. We also obtain explicit expressions for the inverses of strict $k$-Hessenberg matrices and banded matrices.…

Rings and Algebras · Mathematics 2015-10-06 Luis Verde-Star

We study CMV matrices (a discrete one-dimensional Dirac-type operator) with random decaying coefficients. Under mild assumptions we identify the local eigenvalue statistics in the natural scaling limit. For rapidly decreasing coefficients,…

Mathematical Physics · Physics 2007-05-23 Rowan Killip , Mihai Stoiciu

We characterise graphs that have three distinct eigenvalues and coherent ranks 8 and 9, linking the former to certain symmetric 2-designs and the latter to specific quasi-symmetric 2-designs. This characterisation leads to the discovery of…

Combinatorics · Mathematics 2024-06-26 Gary Greaves , Jose Yip

Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…

Applications · Statistics 2011-12-01 Nicholas Arcolano , Patrick J. Wolfe

Stochastic matrices and positive maps in matrix algebras proved to be very important tools for analysing classical and quantum systems. In particular they represent a natural set of transformations for classical and quantum states,…

Quantum Physics · Physics 2015-10-28 D. Chruściński , V. I. Man'ko , G. Marmo , F. Ventriglia

A Jacobi matrix with matrix entries is a self-adjoint block tridiagonal matrix with invertible blocks on the off-diagonals. Averaging over boundary conditions leads to explicit formulas for the averaged spectral measure which can…

Mathematical Physics · Physics 2011-05-10 Christian Sadel , Hermann Schulz-Baldes

A new class of affine scaling matrices for the interior point Newton-type methods is considered to solve the nonlinear systems with simple bounds. We review the essential properties of a scaling matrix and consider several well-known…

Optimization and Control · Mathematics 2019-04-22 Aydin Ayanzadeh , Shokoufeh Yazdanian , Ehsan Shahamatnia