Related papers: Inertia laws and localization of real eigenvalues …
In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…
The Schur-Horn theorem is a well-known result that characterizes the relationship between the diagonal elements and eigenvalues of a symmetric (Hermitian) matrix. In this paper, we extend this theorem by exploring the eigenvalue…
The Rayleigh-Ritz method is widely used for eigenvalue approximation. Given a matrix $X$ with columns that form an orthonormal basis for a subspace $\X$, and a Hermitian matrix $A$, the eigenvalues of $X^HAX$ are called Ritz values of $A$…
The current general form of the well-known Eigenvalue Interlacing Theorem states that, given an $N \times N$ Hermitian matrix $P$, the eigenvalues of the matrix product $Q^{H} P Q$ will interlace those of $P$ if the columns of the $N \times…
For standard eigenvalue problems, a closed-form expression for the condition numbers of a multiple eigenvalue is known. In particular, they are uniformly 1 in the Hermitian case, and generally take different values in the non-Hermitian…
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…
In this paper, necessary and sufficient conditions are given for the existence of Moore-Penrose inverse of a product of two matrices in an indefinite inner product space (IIPS) in which reverse order law holds good. Rank equivalence…
The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…
Assume that the eigenvalues of a finite hermitian linear operator have been deduced accurately but the linear operator itself could not be determined with precision. Given a set of eigenvalues $\lambda$ and a hermitian matrix $M$, this…
The inverse eigenvalue problem of a graph $G$ is the problem of characterizing all lists of eigenvalues of real symmetric matrices whose off-diagonal pattern is prescribed by the adjacencies of $G$. The strong spectral property is a…
We introduce right eigenvalues and subeigenvalues for square dual complex matrices. An $n \times n$ dual complex Hermitian matrix has exactly $n$ right eigenvalues and subeigenvalues, which are all real. The Hermitian matrix is positive…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…
The eigenvalue of the hermitic Hamiltonian is real undoubtedly. Actually, The reality can also be guaranteed by the $PT$-symmetry. The hermiticity and the $PT$-symmetric quantum theory both have requirements regarding the boundary…
This paper establishes a variant of Stewart's theorem (Theorem~6.4 of Stewart, {\em SIAM Rev.}, 15:727--764, 1973) for the singular subspaces associated with the SVD of a matrix subject to perturbations. Stewart's original version uses both…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
The product of a Hermitian matrix and a positive semidefinite matrix has only real eigenvalues. We present bounds for sums of eigenvalues of such a product.
We derive the solvability conditions and a formula of a general solution to a Sylvester-type matrix equation over Hamilton quaternions. As an application, we investigate the necessary and sufficient conditions for the solvability of the…
Consider a symmetric matrix $A(v)\in\RR^{n\times n}$ depending on a vector $v\in\RR^n$ and satisfying the property $A(\alpha v)=A(v)$ for any $\alpha\in\RR\backslash{0}$. We will here study the problem of finding $(\lambda,v)\in\RR\times…