Related papers: The Horn Problem for Real Symmetric and Quaternion…

Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…

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…

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

We consider the eigenvalue problem and the associated intersection theory of homogenous spaces for the symplectic and odd orthogonal groups. We solve the Horn and saturation problems for these classical groups.

Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…

We first describe a system of inequalities (Horn's inequalities) that characterize eigenvalues of sums of Hermitian matrices. When we apply this system for integral Hermitian matrices, one can directly test it by using Littlewood-Richardson…

A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed unit disk. This is also true for a product $P_m$ of $m$…

Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Let $H$ be any $\PT$ symmetric Schr\"odinger operator of the type $ -\hbar^2\Delta+(x_1^2+...+x_d^2)+igW(x_1,...,x_d)$ on $L^2(\R^d)$, where $W$ is any odd homogeneous polynomial and $g\in\R$. It is proved that $\P H$ is self-adjoint and…

A simple and efficient variational method is introduced to accelerate the convergence of the eigenenergy computations for a Hamiltonian H with singular potentials. Closed-form analytic expressions in N dimensions are obtained for the matrix…

A symmetric doubly stochastic matrix A is said to be determined by its spectra if the only symmetric doubly stochastic matrices that are similar to A are of the form $P^TAP$ for some permutation matrix P. The problem of characterizing such…

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

Partition functions of certain classes of "spin glass" models in statistical physics show strong connections to combinatorial graph invariants. Also known as homomorphism functions they allow for the representation of many such invariants,…

This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…