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The stable matching problem is a prototype model in economics and social sciences where agents act selfishly to optimize their own satisfaction, subject to mutually conflicting constraints. A stable matching is a pairing of adjacent…

Disordered Systems and Neural Networks · Physics 2007-05-23 Stephan Mertens

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

A maximum priority matching is a matching in an undirected graph that maximizes a priority score defined with respect to given vertex priorities. An earlier paper showed how to find maximum priority matchings in unweighted graphs. This…

Data Structures and Algorithms · Computer Science 2016-01-01 Jonathan Turner

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

In this short note, the simplicity of the first eigenvalue of a nonlinear system is shown by an alternative proof; thereby, it states that the first eigenfunctions are unique up to modulo scaling.

Analysis of PDEs · Mathematics 2016-06-29 Farid Bozorgnia

The best pair problem aims to find a pair of points that minimize the distance between two disjoint sets. In this paper, we formulate the classical robust principal component analysis (RPCA) as the best pair; which was not considered…

Optimization and Control · Mathematics 2020-12-02 Aritra Dutta , Filip Hanzely , Jingwei Liang , Peter Richtárik

We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential…

Numerical Analysis · Mathematics 2026-03-16 Nicolas Gillis , Carmela Scalone

In this article, we deal about the first eigenvalue for a nonlinear gradient type elliptic system involving variable exponents growth conditions. Positivity, boundedness and regularity of associated eigenfunctions for auxiliaries systems…

Analysis of PDEs · Mathematics 2016-12-01 Abdelkrim Moussaoui , Jean Vélin

Probabilistic estimates on linear combinations of eigenvalues of the one dimensional Anderson model are derived. So far only estimates on the density of eigenvalues and of pairs were found by Wegner and by Minami. Our work was motivated by…

Mathematical Physics · Physics 2008-09-02 Shmuel Fishman , Yevgeny Krivolapov , Avy Soffer

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin

We consider inhomogeneous Erd\H{o}s-R\'enyi graphs. We suppose that the maximal mean degree $d$ satisfies $d \ll \log n$. We characterize the asymptotic behavior of the $n^{1 - o(1)}$ largest eigenvalues of the adjacency matrix and its…

Probability · Mathematics 2017-04-11 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

Matrix game, which is also known as two person zero sum game, is a famous model in game theory. There are some well established theories about it, such as von Neumann minimax theorem. However, almost no literature have reported the…

Computer Science and Game Theory · Computer Science 2020-12-03 Haolin Liu

A special class of preferences, given by a directed acyclic graph, is considered. They are represented by incomplete pairwise comparison matrices as only partial information is available: for some pairs no comparison is given in the graph.…

Optimization and Control · Mathematics 2019-06-20 László Csató , Lajos Rónyai

We provide a problem definition of the stable marriage problem for a general number of parties $p$ under a natural preference scheme in which each person has simple lists for the other parties. We extend the notion of stability in a natural…

Computer Science and Game Theory · Computer Science 2015-09-11 Jared D. Lichtman

This paper continues the study of the poset of eigenspaces of elements of a unitary reflection group (for a fixed eigenvalue), which was commenced in [6] and [5]. The emphasis in this paper is on the representation theory of unitary…

Representation Theory · Mathematics 2013-04-03 Justin Koonin

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…

Spectral Theory · Mathematics 2009-07-23 Nikolaos Papathanasiou , Panayiotis Psarrakos

Harmonic frames of prime order are investigated. The primary focus is the enumeration of inequivalent harmonic frames, with the exact number given by a recursive formula. The key to this result is a one-to-one correspondence developed…

Rings and Algebras · Mathematics 2012-09-04 Matthew J. Hirn

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

For given k distinct complex conjugate pairs, l distinct real numbers, and a given graph G on 2k+l vertices with a matching of size at least k, we will show that there is a real matrix whose eigenvalues are the given numbers and its graph…

Spectral Theory · Mathematics 2018-03-16 Keivan Hassani Monfared

A new methodology has been introduced to clean the correlation matrix of single stocks returns based on a constrained principal component analysis using financial data. Portfolios were introduced, namely "Fundamental Maximum Variance…

Portfolio Management · Quantitative Finance 2020-01-27 Sebastien Valeyre