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We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…

Optimization and Control · Mathematics 2014-07-03 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

We compare analytic predictions of non-Hermitian chiral random matrix theory with the complex Dirac operator eigenvalue spectrum of two-colour lattice gauge theory with dynamical fermions at nonzero chemical potential. The Dirac eigenvalues…

High Energy Physics - Lattice · Physics 2009-11-11 G. Akemann , E. Bittner

This paper considers an idempotent and symmetrical algebraic structure as well as some closely related concept. A special notion of determinant is introduced and a Cramer formula is derived for a class of limit systems derived from the…

Combinatorics · Mathematics 2020-10-09 Walter Briec

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Halasz , J. C. Osborn , J. J. M. Verbaarschot

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Information Theory · Computer Science 2008-06-24 Alessandro Nordio , Carla-Fabiana Chiasserini , Emanuele Viterbo

Differential measurements of particle collisions or decays can provide stringent constraints on physics beyond the Standard Model of particle physics. In particular, the distributions of the kinematical and angular variables that…

Data Analysis, Statistics and Probability · Physics 2016-02-12 Benoit Viaud

This paper is devoted to the study of the separability problem in the field of Quantum information theory. We deal mainly with the bipartite finite dimensional case and with two types of matrices, one of them being the PPT matrices. We…

Quantum Physics · Physics 2016-03-21 Daniel Cariello

We introduce Hadamard matrices whose entries are quaternionic. We then go on to provide classification of quaternionic Hadamard matrices of circulant core of orders 2 through 5. We also introduce quaternionic Hadamard matrices of Butson…

Combinatorics · Mathematics 2022-03-08 Logan M. Higginbotham , Chase T. Worley

Let $n$ be the order of a (quaternary) Hadamard matrix. It is shown that the existence of a projective plane of order $n$ is equivalent to the existence of a balancedly multi-splittable (quaternary) Hadamard matrix of order $n^2$.

Combinatorics · Mathematics 2022-11-07 Hadi Kharaghani , Sho Suda

We consider generic degenerate subvarieties $X_i\subset\mathbb{P}^n$. We determine an integer $N$, depending on the varieties, and for $n\geq N$ we compute dimension and degree formulas for the Hadamard product of the varieties $X_i$.…

Algebraic Geometry · Mathematics 2019-08-06 G. Calussi , E. Carlini , G. Fatabbi , A. Lorenzini

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

Methodology · Statistics 2020-11-04 Di Wang , Yao Zheng , Heng Lian , Guodong Li

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

In this work, we focus on the high-dimensional trace regression model with a low-rank coefficient matrix. We establish a nearly optimal in-sample prediction risk bound for the rank-constrained least-squares estimator under no assumptions on…

Statistics Theory · Mathematics 2022-04-19 Michael Law , Ya'acov Ritov , Ruixiang Zhang , Ziwei Zhu

Conjugation covariants of matrices are applied to study the real algebraic variety consisting of complex Hermitian matrices with a bounded number of distinct eigenvalues. A minimal generating system of the vanishing ideal of degenerate…

Representation Theory · Mathematics 2013-02-22 M. Domokos

This manuscript presents an approach to perform generalized linear regression with multiple high dimensional covariance matrices as the outcome. Model parameters are proposed to be estimated by maximizing a pseudo-likelihood. When the data…

Methodology · Statistics 2020-07-28 Yi Zhao , Brian S. Caffo , Xi Luo

This paper proposes a novel matrix rank-one decomposition for quaternion Hermitian matrices, which admits a stronger property than the previous results in (sturm2003cones,huang2007complex,ai2011new). The enhanced property can be used to…

Optimization and Control · Mathematics 2021-09-14 Chang He , Bo Jiang , Xihua Zhu

We study determinantal varieties from conditional independence models with hidden variables, focusing on their irreducible decompositions, dimensions, degrees, and Gr\"obner bases. Each variety encodes a collection of matroids, whose flats…

Combinatorics · Mathematics 2026-01-22 Per Alexandersson , Yulia Alexandr , Emiliano Liwski , Fatemeh Mohammadi , Pardis Semnani

This article focuses on covariance estimation for multi-view data. Popular approaches rely on factor-analytic decompositions that have shared and view-specific latent factors. Posterior computation is conducted via expensive and brittle…

Methodology · Statistics 2026-04-20 Lorenzo Mauri , David B. Dunson

We consider the problem of recovering a unitary eigendecomposition of a complex unitary matrix from that of its embedded real-valued formulation. Such formulations arise naturally in scientific computing workflows that employ…

Numerical Analysis · Mathematics 2026-05-20 Stefanie Günther , N. Anders Petersson
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