Related papers: The polynomial eigenvalue problem is well conditio…
The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…
We obtain several Cauchy-like and Pellet-like results for the zeros of a general complex polynomial by considering similarity transformations of the squared companion matrix and the reformulation of the zeros of a scalar polynomial as the…
In this announcement we consider an eigenvalue problem which arises in the study of rectangular membranes. The mathematical model is an elliptic equation, in potential form, with Dirichlet boundary conditions. We have shown that the…
The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…
This paper studies tensor eigenvalue complementarity problems. Basic properties of standard and complementarity tensor eigenvalues are discussed. We formulate tensor eigenvalue complementarity problems as constrained polynomial…
We consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…
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…
We consider the problem of computing ratings using the results of games played between a set of n players, and show how this problem can be reduced to computing the positive eigenvectors corresponding to the dominant eigenvalues of certain…
Optimized, necessary and sufficient conditions for the identification of the Schmidt number will be derived in terms of general Hermitian operators. These conditions apply to arbitrary mixed quantum states. The optimization procedure…
In this paper, we generalize several results of the article "Analytic continuation of eigenvalues of a quartic oscillator" of A. Eremenko and A. Gabrielov. We consider a family of eigenvalue problems for a Schr\"odinger equation with even…
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…
We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…
We propose a novel numerical algorithm for computing the electronic structure related eigenvalue problem of incommensurate systems. Unlike the conventional practice that approximates the system by a large commensurate supercell, our…
In 1993, Shub and Smale posed the problem of finding a sequence of univariate polynomials of degree $N$ with condition number bounded above by $N$. In a previous paper by C. Belt\'an, U. Etayo, J. Marzo and J. Ortega-Cerd\`a, it was proved…
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…
If the coefficients of polynomials are selected by some random process, the zeros of the resulting polynomials are in some sense random. In this paper the author rephrases the above in more precise language, and calculates the joint…
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…
We consider a channel $Y=X+N$ where $X$ is a random variable satisfying $\mathbb{E}[|X|]<\infty$ and $N$ is an independent standard normal random variable. We show that the minimum mean-square error estimator of $X$ from $Y,$ which is given…
The condition number of the $n\ x\ n$ matrix $P$ is examined, where $P$ solves %the discete Lyapunov equation, $P - A P A^* = BB^*$, and $B$ is a $n\ x\ d$ matrix. Lower bounds on the condition number, $\kappa$, of $P$ are given when $A$ is…
A randomized algorithm for a search problem is *pseudodeterministic* if it produces a fixed canonical solution to the search problem with high probability. In their seminal work on the topic, Gat and Goldwasser posed as their main open…