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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 critical to understand the properties of spatial correlation matrices in massive multiple-input multiple-output (MIMO) systems. We derive new bounds on the extreme eigenvalues of a spatial correlation matrix that is characterized by…

Information Theory · Computer Science 2014-06-23 Junil Choi , David J. Love

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

We give lower and upper bounds for the first eigenvalue of geodesic balls in spherically symmetric manifolds. These lower and upper bounds are $C^{0}$-dependent on the metric coefficients. It gives better lower bounds for the first…

Differential Geometry · Mathematics 2011-02-19 Cleon S. Barroso , G. Pacelli Bessa

This paper studies how to compute all real eigenvalues of a symmetric tensor. As is well known, the largest or smallest eigenvalue can be found by solving a polynomial optimization problem, while the other middle eigenvalues can not. We…

Numerical Analysis · Mathematics 2014-12-16 Chun-Feng Cui , Yu-Hong Dai , Jiawang Nie

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

In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that…

Spectral Theory · Mathematics 2012-02-15 Bassam Mourad , Hassan Abbas , Ayman Mourad , Ahmad Ghaddar , Issam Kaddoura

Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an…

Numerical Analysis · Computer Science 2014-08-06 Edoardo Di Napoli , Eric Polizzi , Yousef Saad

We consider the symmetric tridiagonal matrix-valued process associated with Gaussian beta ensemble (G$\beta$E) by putting independent Brownian motions and Bessel processes on the diagonal entries and upper (lower)-diagonal ones,…

Probability · Mathematics 2023-08-15 Satoshi Yabuoku

This article introduces an algebraic framework for establishing eigenvalue bounds for symmetric positive definite tensors by leveraging intrinsic invariants, specifically the trace and determinant (resultant). We derive a hierarchy of…

Numerical Analysis · Mathematics 2026-05-15 Snigdhashree Nayak , Hemant Sharma , Nachiketa Mishra

In this paper, two accelerated divide-and-conquer algorithms are proposed for the symmetric tridiagonal eigenvalue problem, which cost $O(N^2r)$ {flops} in the worst case, where $N$ is the dimension of the matrix and $r$ is a modest number…

Numerical Analysis · Computer Science 2015-10-16 Shengguo Li , Xiangke Liao , Jie Liu , Hao Jiang

We propose an efficient algorithm for computing a common eigenvector of a finite set of square matrices. As an immediate consequence we obtain an algorithm for determining whether the matrices admit a simultaneous triangulation, and, if so,…

Rings and Algebras · Mathematics 2023-09-27 Emanuel Malvetti

We obtain the asymptotic distribution of eigenvalues of real symmetric tridiagonal matrices as their dimension increases to infinity and whose diagonal and off-diagonal elements asymptotically change with the index n as J_{nt+i nt+i}\sim…

Mathematical Physics · Physics 2007-05-23 I. V. Krasovsky

We generalize and analyse the method for computing lower bounds of the principal eigenvalue proposed in our previous paper (I. Sebestova, T. Vejchodsky, SIAM J. Numer. Anal. 2014). This method is suitable for symmetric elliptic eigenvalue…

Numerical Analysis · Mathematics 2016-06-07 Ivana Sebestova , Tomas Vejchodsky

We propose a method for obtaining rigorous and accurate upper and lower bounds on the eigenvalues of ordinary and partial differential operators in bounded regions of Euclidean space. It uses a boundary condition homotopy method starting…

Spectral Theory · Mathematics 2007-05-23 E B Davies

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

We study the eigenvalue problem for some special class of anti-triangular matrices. Though the eigenvalue problem is quite classical, as far as we know, almost nothing is known about properties of eigenvalues for anti-triangular matrices.…

Rings and Algebras · Mathematics 2014-03-27 Hiroyuki Ochiai , Makiko Sasada , Tomoyuki Shirai , Takashi Tsuboi

The inverse eigenvalue problem for real symmetric matrices of the form 0 0 0 . 0 0 * 0 0 0 . 0 * * 0 0 0 . * * 0 . . . . . . . 0 0 * . 0 0 0 0 * * . 0 0 0 * * 0 . 0 0 0 is solved. The solution is shown to be unique. The problem is also…

Rings and Algebras · Mathematics 2007-05-23 Olga Holtz