Related papers: The polynomial eigenvalue problem is well conditio…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We study the right eigenvalue equation for quaternionic and complex linear matrix operators defined in n-dimensional quaternionic vector spaces. For quaternionic linear operators the eigenvalue spectrum consists of n complex values. For…
In this paper, we consider the explicit expressions of the normwise condition number for the scaled total least squares problem. Some techniques are introduced to simplify the expression of the condition number, and some new results are…
A method of calculating probability values from a system of marginal constraints is presented. Previous systems for finding the probability of a single attribute have either made an independence assumption concerning the evidence or have…
A recently-established necessary condition for polynomials that preserve the class of entrywise nonnegative matrices of a fixed order is shown to be necessary and sufficient for the class of nonnegative monomial matrices. Along the way, we…
Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…
Estimating the condition numbers of random structured matrices is a well known challenge, linked to the design of efficient randomized matrix algorithms. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The…
For two real symmetric matrices, their eigenvalue configuration is therelative arrangement of their eigenvalues on the real line. We consider the following problem: given two parametric real symmetric matrices and an eigenvalue…
We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…
We prove that the expectation of the logarithm of the condition number of each of the zeros of the characteristic polynomial of a complex standard Gaussian matrix is ${\Omega}(n)$. This may provide an explanation for the common wisdom in…
We consider an extremal problem for polynomials, which is dual to the well-known Smale mean value problem. We give a rough estimate depending only on the degree.
It is known that a matrix polynomial with unitary matrix coefficients has its eigenvalues in the annular region $\frac{1}{2} < |\lambda| < 2$. We prove in this short note that under certain assumptions, matrix polynomials with either doubly…
We address the count of isolated and embedded eigenvalues in a generalized eigenvalue problem defined by two self-adjoint operators with a positive essential spectrum and a finite number of isolated eigenvalues. The generalized eigenvalue…
The polynomial eigenvalue problem arises in many applications and has received a great deal of attention over the last decade. The use of root-finding methods to solve the polynomial eigenvalue problem dates back to the work of…
This paper establishes new upper bounds for the right eigenvalues of monic matrix polynomials over the quaternion division algebra. The noncommutative nature of quaternion multiplication presents fundamental challenges in eigenvalue…
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…
Let $M$ be an arbitrary $n$ by $n$ matrix. We study the condition number a random perturbation $M+N_n$ of $M$, where $N_n$ is a random matrix. It is shown that, under very general conditions on $M$ and $M_n$, the condition number of $M+N_n$…
In this paper we consider generalized eigenvalue problems for a family of operators with a polynomial dependence on a complex parameter. This problem is equivalent to a genuine non self-adjoint operator. We discuss here existence of non…
We calculate eigenvalues of one-dimensional quantum-systems by the exact numerical solution of the Lippmann-Schwinger equation, analogous to the scattering problem. To illustrate our method, we treat elementary problems: the harmonic and…
Let $M$ be a square matrix and let $p(t)$ be a monic polynomial of degree $n$. Let $Z$ be a set of $n\times n$ matrices. The multiplicative inverse eigenvalue problem asks for the construction of a matrix in $Z$ such that the product matrix…