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The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…
Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…
Persistence diagrams, combining geometry and topology for an effective shape description used in pattern recognition, have already proven to be an effective tool for shape representation with respect to a certainfiltering function.…
Orthogonal polynomials with respect to the hypergeometric distribution on lattices in polyhedral domains in ${\mathbb R}^d$, which include hexagons in ${\mathbb R}^2$ and truncated tetrahedrons in ${\mathbb R}^3$, are defined and studied.…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…
Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low…
For a given polynomial $V(x)\in \mathbb C[x]$, a random matrix eigenvalues measure is a measure $\prod_{1\leq i<j\leq N}(x_i-x_j)^2 \prod_{i=1}^N e^{-V(x_i)}dx_i$ on $\gamma^N$. Hermitian matrices have real eigenvalues $\gamma=\mathbb R$,…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
The eigenvalue problem of the spherically symmetric oscillator Hamiltonian is revisited in the context of canonical raising and lowering operators. The Hamiltonian is then factorized in terms of two not mutually adjoint factorizing…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
By using a real matrix translation, we propose a coupled eigenvalue problem for octonionic operators. In view of possible applications in quantum mechanics, we also discuss the hermiticity of such operators. Previous difficulties in…
In many time-harmonic electromagnetic wave problems, the considered geometry exhibits an axial symmetry. In this case, by exploiting a Fourier expansion along the azimuthal direction, fully three-dimensional (3D) calculations can be carried…
We prove that any symmetric Hamiltonian that is a quadratic function of the coordinates and momenta has a pseudo-Hermitian adjoint or regular matrix representation. The eigenvalues of the latter matrix are the natural frequencies of the…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…
We provide improved complexity results for symmetric primal--dual interior-point algorithms in conic optimization. The results follow from new uniform bounds on a key complexity measure for primal--dual metrics at pairs of primal and dual…
A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…
The eigenvalue statistics of a pair $(M_1,M_2)$ of $n\times n$ Hermitian matrices taken random with respect to the measure $$\frac{1}{Z_n}\exp\big(-n\Tr (V(M_1)+W(M_2)-\tau M_1M_2)\big) {\rm d}M_1 {\rm d} M_2 $$ can be described in terms of…
There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…