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Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…

Statistics Theory · Mathematics 2018-09-14 Joshua Cape , Minh Tang , Carey E. Priebe

The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…

Probability · Mathematics 2020-08-19 Haokai Xi , Fan Yang , Jun Yin

Eigenvector perturbation analysis plays a vital role in various data science applications. A large body of prior works, however, focused on establishing $\ell_{2}$ eigenvector perturbation bounds, which are often highly inadequate in…

Statistics Theory · Mathematics 2022-07-06 Gen Li , Changxiao Cai , H. Vincent Poor , Yuxin Chen

A unitarily invariant projective framework is introduced to analyze the complexity of path-following methods for the eigenvalue problem. A condition number, and its relation to the distance to ill-posedness, is given. A Newton map…

Numerical Analysis · Mathematics 2013-05-27 Diego Armentano

Non-Hermitian physics has emerged as a rich field of study, with applications ranging from $PT$-symmetry breaking and skin effects to non-Hermitian topological phase transitions. Yet most studies remain restricted to small-scale or…

Quantum Physics · Physics 2025-10-06 Xiao-Ming Zhang , Yukun Zhang , Wenhao He , Xiao Yuan

We analyze the behavior of the eigenvalues of the following non local mixed problem $\left\{ \begin{array}{rcll} (-\Delta)^{s} u &=& \lambda_1(D) \ u &\inn\Omega,\\ u&=&0&\inn D,\\ \mathcal{N}_{s}u&=&0&\inn N. \end{array}\right $ Our goal…

Analysis of PDEs · Mathematics 2017-03-14 Tommaso Leonori , Maria Medina , Ireneo Peral , Ana Primo , Fernando Soria

The Hamiltonian-Krein (instability) index is concerned with determining the number of eigenvalues with positive real part for the Hamiltonian eigenvalue problem $ J L u=\lambda u$, where $J$ is skew-symmetric and $L$ is self-adjoint. If $J$…

Analysis of PDEs · Mathematics 2012-10-23 Todd Kapitula , Atanas Stefanov

We propose an optimization approach to the solution of the partial quadratic eigenvalue assignment problem (PQEVAP) for active vibration control design with robustness (RPQEVAP). The proposed cost function is based on the concept of…

Consider $n \times n$ matrix $A$ and a set $\Lambda$ consisting of $k \le n$ prescribed complex numbers. Lippert (2010) in a challenging article, studied geometrically the spectral norm distance from $A$ to the set $\Lambda$ and constructed…

Numerical Analysis · Mathematics 2015-02-19 Esmaeil Kokabifar , Ghasem Barid Loghmani , S. M. Karbassi

Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second…

Mathematical Physics · Physics 2019-08-26 Marcus Carlsson

In applied multivariate statistics, estimating the number of latent dimensions or the number of clusters, $k$, is a fundamental and recurring problem. We study a sequence of statistics called "cross-validated eigenvalues." Under a large…

Methodology · Statistics 2025-12-24 Fan Chen , Sebastien Roch , Karl Rohe , Shuqi Yu

Let $A$ be an irreducible (entrywise) nonnegative $n\times n$ matrix with eigenvalues $$\rho, b+ic,b-ic, \lambda_4,\cdots,\lambda_n,$$ where $\rho$ is the Perron eigenvalue. It is shown that for any $t \in [0, \infty)$ there is a…

Spectral Theory · Mathematics 2014-02-06 Chi-Kwong Li , Yiu-Tung Poon , Xuefeng Wang

Rayleigh-Schr\"{o}dinger perturbation theory is a well-known theory in quantum mechanics and it offers useful characterization of eigenvectors of a perturbed matrix. Suppose $A$ and perturbation $E$ are both Hermitian matrices, $A^t = A +…

Probability · Mathematics 2017-02-02 Yiqiao Zhong

We establish a connection between quantum mechanics and computation, revealing fundamental limitations for algorithms computing spectra, especially in non-Hermitian settings. Introducing the concept of locally trivial pseudospectra (LTP),…

Quantum Physics · Physics 2025-12-01 Catherine Drysdale , Matthew Colbrook , Michael T. M. Woodley

For a large class of quantum mechanical models of matter and radiation we develop an analytic perturbation theory for non-degenerate ground states. This theory is applicable, for example, to models of matter with static nuclei and…

Mathematical Physics · Physics 2015-05-13 Marcel Griesemer , David Hasler

We discuss the problem of perturbation of spectral subspaces for linear self-adjoint operators on a separable Hilbert space. Let $A$ and $V$ be bounded self-adjoint operators. Assume that the spectrum of $A$ consists of two disjoint parts…

Spectral Theory · Mathematics 2007-05-23 Vadim Kostrykin , Konstantin A. Makarov , Alexander K. Motovilov

The extreme value index (EVI) characterizes the tail behavior of a distribution and is crucial for extreme value theory. Inference on the EVI is challenging due to data scarcity in the tail region. We propose a novel method for constructing…

Methodology · Statistics 2025-12-15 Yiwei Tang , Judy Huixia Wang , Deyuan Li

We consider computing the $k$-th eigenvalue and its corresponding eigenvector of a generalized Hermitian eigenvalue problem of $n\times n$ large sparse matrices. In electronic structure calculations, several properties of materials, such as…

Numerical Analysis · Mathematics 2018-08-01 Dongjin Lee , Takeo Hoshi , Tomohiro Sogabe , Yuto Miyatake , Shao-Liang Zhang

We deepen the study of Dirichlet eigenvalues in bounded domains where a thin tube is attached to the boundary. As its section shrinks to a point, the problem is spectrally stable and we quantitatively investigate the rate of convergence of…

Analysis of PDEs · Mathematics 2023-09-01 Laura Abatangelo , Roberto Ognibene

Nonlinear eigenvalue problems (NEPs) present significant challenges due to their inherent complexity and the limitations of traditional linear eigenvalue theory. This paper addresses these challenges by introducing a nonlinear…

Numerical Analysis · Mathematics 2024-09-18 Ronald Katende