Related papers: Eigenvector sensitivity under general and structur…
We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their…
In this paper, we study the eigenvalues of the matrices $T_n(a)+\gamma E_{n,1,1}$ where $T_n(a)$ is the Toeplitz matrix with generating symbol $a(t)=t-t^{-1}$, $E_{n,1,1}$ is the $n\times n$ matrix whose upper left component is $1$ and the…
In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the…
This work is about the asymptotic spectral theory of tridiagonal Toeplitz matrices with matrix entries, with periodicity broken on a finite number of entries. Varying the ranks of these perturbations allow to interpolate between open…
Combined perturbation bounds are presented for eigenvalues and eigenspaces of Hermitian matrices or singular values and singular subspaces of general matrices. The bounds are derived based on the smooth decompositions and elementary…
This paper is devoted to the study of preservation of eigenvalues, Jordan structure and complementary invariant subspaces of structured matrices under structured perturbations. Perturbations and structure-preserving perturbations are…
The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
Toeplitz matrices are characterized by their constant diagonals, have been extensively studied in various settings, including over real and complex numbers. However, their study over quaternions is quite sparse. In this paper, we…
This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…
We investigate the eigengenvalues problem for self-adjoint operators with the singular perturbations. The general results presented here includes weakly as well as strongly singular cases. We illustrate these results on two models which…
This article deals with the spectra of Laplacians of weighted graphs. In this context, two objects are of fundamental importance for the dynamics of complex networks: the second eigenvalue of such a spectrum (called algebraic connectivity)…
We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…
The structured $\varepsilon$-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general…
It is well-known that the finite difference discretization of the Laplacian eigenvalue problem $-\Delta u = \lambda u$ leads to a matrix eigenvalue problem (EVP) $A x= \lambda x$ where the matrix $A$ is Toeplitz-plus-Hankel. Analytical…
In this paper, we study spectral properties of generalized weighted Hilbert matrices. In particular, we establish results on the spectral norm, determinant, as well as various relations between the eigenvalues and eigenvectors of such…
In this short note, we present a novel method for computing exact lower and upper bounds of eigenvalues of a symmetric tridiagonal interval matrix. Compared to the known methods, our approach is fast, simple to present and to implement, and…
We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…
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…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…