Related papers: On the convergence of complex Jacobi methods
We derive an explicit formula, as well as an efficient procedure, for constructing a generalized Jacobian for the projector of a given square matrix onto the Birkhoff polytope, i.e., the set of doubly stochastic matrices. To guarantee the…
The spectral properties of two special classes of Jacobi operators are studied. For the first class represented by the $2M$-dimensional real Jacobi matrices whose entries are symmetric with respect to the secondary diagonal, a new…
We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- such as contact and locally conformal symplectic manifolds --…
We analyze an algorithm for computing a skew-Hermitian logarithm of a unitary matrix. This algorithm is very easy to implement using standard software and it works well even for unitary matrices with no spectral conditions assumed. Certain…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…
Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…
It is well known that as a famous type of iterative methods in numerical linear algebra, Gauss-Seidel iterative methods are convergent for linear systems with strictly or irreducibly diagonally dominant matrices, invertible $H-$matrices…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi…
We introduce an efficient stable algorithm for transforms associated with expansions in Hermite functions interpolated at Hermite polynomial roots. The Hermite transform matrix can be factorised into a diagonal component and an orthogonal…
In this work the method of analyzing of the absolutely continuous spectrum for self-adjoint operators is considered. For the analysis it is used an approximation of self-adjoint operator $A$ by a sequence of operators $A_n$ with absolutely…
A variational and perturbative treatment is provided for a family of generalized spiked harmonic oscillator Hamiltonians H = -(d/dx)^2 + B x^2 + A/x^2 + lambda/x^alpha, where B > 0, A >= 0, and alpha and lambda denote two real positive…
The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…
Let $B$ be some invertible Hermitian or skew-Hermitian matrix. A matrix $A$ is called $B$-normal if $AA^\star = A^\star A$ holds for $A$ and its adjoint matrix $A^\star := B^{-1}A^HB$. In addition, a matrix $Q$ is called $B$-unitary, if…
Let $X$ be a compact Riemann surface of genus $g$. Jacobi's inversion theorem states that the Abel-Jacobi map $\varphi : X^{(g)} \longrightarrow J(X)$ is surjective, where $X^{(g)}$ is the symmetric product of $X$ of degree $g$ and $J(X)$…