English
Related papers

Related papers: Eigenvector Delocalization for Non-Hermitian Rando…

200 papers

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

Statistics Theory · Mathematics 2013-12-24 Avanti Athreya , Vince Lyzinski , David J. Marchette , Carey E. Priebe , Daniel L. Sussman , Minh Tang

In the recent paper \cite{1}, Denton et al. provided the eigenvector-eigenvalue identity for Hermitian matrices, and a survey was also given for such identity in the literature. The main aim of this paper is to present the identity related…

Numerical Analysis · Mathematics 2020-02-04 Weiwei Xu , Michael K. Ng

Let ({\lambda}, v) be a known real eigenpair of a square real matrix A. In this paper it is shown how to locate the other eigenvalues of A in terms of the components of v. The obtained region is a union of Gershgorin discs of the second…

Combinatorics · Mathematics 2020-06-24 Rachid Marsli , Frank J. Hall

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

Nuclear Theory · Physics 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

Probability · Mathematics 2023-05-16 Lucas Benigni , Patrick Lopatto

In this paper we consider $N \times N $ matrices $D_{N}$ with i.i.d. entries all following an $a-$stable law divided by $N^{1/a}$. We prove that the least singular value of $D_{N}$, multiplied by $N$, tends to the same law as in the…

Probability · Mathematics 2023-07-17 Michail Louvaris

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…

Machine Learning · Computer Science 2024-09-20 Ronald Katende

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…

Probability · Mathematics 2026-03-03 Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2013-07-12 László Erdős , Antti Knowles , Horng-Tzer Yau , Jun Yin

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

Probability · Mathematics 2025-10-01 Sidhanth Mohanty , Amit Rajaraman

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a…

Probability · Mathematics 2024-12-13 Ioana Dumitriu , Yizhe Zhu

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+\epsilon}$. We show that arbitrary…

Probability · Mathematics 2024-03-29 Sofiia Dubova , Kevin Yang , Horng-Tzer Yau , Jun Yin

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…

Probability · Mathematics 2016-11-22 Philippe Sosoe , Uzy Smilansky

Uncertainty principles present an important theoretical tool in signal processing, as they provide limits on the time-frequency concentration of a signal. In many real-world applications the signal domain has a complicated irregular…

Information Theory · Computer Science 2023-06-29 Elizaveta Rebrova , Palina Salanevich

We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…

Probability · Mathematics 2026-04-15 Jiaqi Fan , Fan Yang , Jun Yin

For random L\'evy matrices of size $N \times N$, where matrix elements are drawn with some heavy-tailed distribution $P(H_{ij}) \propto N^{-1} |H_{ij} |^{-1-\mu}$ with $0<\mu<2$ (infinite variance), there exists an extensive number of…

Disordered Systems and Neural Networks · Physics 2016-09-16 Cecile Monthus

We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual…

Statistics Theory · Mathematics 2025-10-13 Jérôme R. Simons

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

Numerical Analysis · Mathematics 2026-04-23 Ngoc Tien Tran