Related papers: On the convergence of complex Jacobi methods

In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…

Several examples of Jacobi matrices with an explicitly solvable spectral problem are worked out in detail. In all discussed cases the spectrum is discrete and coincides with the set of zeros of a special function. Moreover, the components…

The direct or algorithmic approach for the Jacobian problem, consisting of the direct construction of the inverse polynomials is proposed. The so called principle and derived Jacobi conditions are proposed and discussed. The algorithmic…

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

This work proposes a higher-order iterative framework for solving matrix equations, inspired by the structure and functionality of neural networks. A modification of the classical Jacobi iterative method is introduced to compute…

We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow operator is a fully…

The discrete spectrum of complex Jacobi matrices that are compact perturbations of the discrete laplacian is under consideration. The rate of stabilization for the the matrix entries which provides finiteness of the discrete spectrum and is…

We define the notion of a non-abelian Jacobi sum $\mathcal{J}^{\mathrm{dbl}}\left(\pi, \chi\right)$ attached to an irreducible representation $\pi$ of a general linear group or a classical group over a finite field and a character $\chi$ of…

The global structure of the spectrum of periodic non-Hermitian Jacobi operators is described by the discriminant and its stationary points. We also give necessary and sufficient conditions for real spectrum and single interval spectrum.

We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…

A square complex matrix $A$ is called (skew) $J$-Hamiltonian if $AJ$ is (skew) hermitian where $J$ is a real normal matrix such that $J^2=-I$, where $I$ is the identity matrix. In this paper, we solve the Procrustes problem to find normal…

One of the first theorems in perturbation theory claims that for an arbitrary self-adjoint operator A there exists a perturbation B of Hilbert-Schmidt class, which destroys completely the absolutely continuous spectrum of A (von Neumann).…

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for…

The generalized Jacobi equation is a differential equation in local coordinates that describes the behavior of infinitesimally close geodesics with an arbitrary relative velocity. In this note we study some transformation properties for…

This paper studies the $J$-method of [E. Jarlebring, S. Kvaal, W. Michiels. SIAM J. Sci. Comput. 36-4:A1978-A2001, 2014] for nonlinear eigenvector problems in a general Hilbert space framework. This is the basis for variational…

We consider matrices on infinite trees which are universal covers of Jacobi matrices on finite graphs. We are interested in the question of the existence of sequences of finite covers whose normalized eigenvalue counting measures converge…

In this paper we propose an accurate, highly parallel algorithm for the generalized eigendecomposition of a matrix pair $(H, S)$, given in a factored form $(F^{\ast} J F, G^{\ast} G)$. Matrices $H$ and $S$ are generally complex and…

We describe an implementation for computing holomorphic and skew-holomorphic Jacobi forms of integral weight and scalar index on the full modular group. This implementation is based on formulas derived by one of the authors which express…

We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…

We recall criteria on the spectrum of Jacobi matrices such that the corresponding isospectral torus consists of periodic operators. Motivated by those known results for Jacobi matrices, we define a new class of operators called GMP…