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Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of covariance matrices play a key role in many widely…

Statistics Theory · Mathematics 2007-06-13 Noureddine El Karoui

First, we derive explicit computable expressions of structured backward errors of approximate eigenelements of structured matrix polynomials including symmetric, skew-symmetric, Hermitian, skew-Hermitian, even and odd polynomials. We also…

Numerical Analysis · Mathematics 2009-07-16 Bibhas Adhikari , Rafikul Alam

In this paper, the generalized eigenvalue complementarity problem for tensors (GEiCP-T) is addressed, which arises from the stability analysis of finite dimensional mechanical systems and find applications in differential dynamical systems.…

Spectral Theory · Mathematics 2015-12-10 Zhongming Chen , Qingzhi Yang , Lu Ye

One way to study an hypergraph is to attach to it a tensor. Tensors are a generalization of matrices, and they are an efficient way to encode information in a compact form. In this paper we study how properties of weighted hypergraphs are…

Combinatorics · Mathematics 2022-02-02 Francesco Galuppi , Raffaella Mulas , Lorenzo Venturello

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

We start by presenting a generalization of a discrete wave equation that is particularly satisfied by the entries of the matrix coefficients of the refinement equation corresponding to the multiresolution analysis of Alpert. The entries are…

Mathematical Physics · Physics 2021-02-01 Maxim Derevyagin , Jeffrey S. Geronimo

We investigate the generalizability of deep learning based on the sensitivity to input perturbation. We hypothesize that the high sensitivity to the perturbation of data degrades the performance on it. To reduce the sensitivity to…

Machine Learning · Statistics 2017-06-01 Yuichi Yoshida , Takeru Miyato

Determining the effect of structural perturbations on the eigenvalue spectra of networks is an important problem because the spectra characterize not only their topological structures, but also their dynamical behavior, such as…

Disordered Systems and Neural Networks · Physics 2010-05-04 Attilio Milanese , Jie Sun , Takashi Nishikawa

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

In the first part of this paper, the main concern is with smoothness properties of the boundary of the pseudospectrum of a matrix polynomial. In the second part, results are obtained concerning the number of connected components of…

Spectral Theory · Mathematics 2007-05-23 Lyonell Boulton , Peter Lancaster , Panayiotis Psarrakos

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

Numerical Analysis · Mathematics 2020-11-03 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

We consider nonnormal matrix-valued dynamical systems with discrete time. For an eigenvalue of matrix, the number of times it appears as a root of the characteristic polynomial is called the algebraic multiplicity. On the other hand, the…

Mathematical Physics · Physics 2025-11-12 Saori Morimoto , Makoto Katori , Tomoyuki Shirai

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

We consider a non-compact Riemannian periodic manifold such that the corresponding Laplacian has a spectral gap. By continuously perturbing the periodic metric locally we can prove the existence of eigenvalues in a gap. A lower bound on the…

Mathematical Physics · Physics 2007-05-23 Olaf Post

We propose an efficient algorithm for computing a common eigenvector of a finite set of square matrices. As an immediate consequence we obtain an algorithm for determining whether the matrices admit a simultaneous triangulation, and, if so,…

Rings and Algebras · Mathematics 2023-09-27 Emanuel Malvetti

We provide a first systematic treatment of so-called rectangular multispectral perturbation theory. With their paper from 2003, Hochstenbach and Plestenjak ["Backward Error, Condition Numbers, and Pseudospectra for the Multiparameter…

Numerical Analysis · Mathematics 2026-05-21 Christof Vermeersch , Sarthak De , Bart De Moor

Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically low-rank. This paper proposes a randomized algorithm to first…

Numerical Analysis · Mathematics 2024-04-16 Weiwei Xu , Weijie Shen , Wen Li , Weiguo Gao , Yingzhou Li

Eigenmaps are important in analysis, geometry, and machine learning, especially in nonlinear dimension reduction. Approximation of the eigenmaps of a Laplace operator depends crucially on the scaling parameter $\epsilon$. If $\epsilon$ is…

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert