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A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Mathematical Physics · Physics 2022-01-24 Peter J. Forrester

The article is devoted to different aspects of the question "What can be done with a matrix by low rank perturbation?" It is proved that one can change a geometrically simple spectrum drastically by a rank 1 permutation, but the situation…

Functional Analysis · Mathematics 2008-09-02 Lev Glebsky , Luis Manuel Rivera

Hermitian tensors are generalizations of Hermitian matrices, but they have very different properties. Every complex Hermitian tensor is a sum of complex Hermitian rank-1 tensors. However, this is not true for the real case. We study basic…

Numerical Analysis · Mathematics 2020-04-29 Jiawang Nie , Zi Yang

This paper offers a review of numerical methods for computation of the eigenvalues of Hermitian matrices and the singular values of general and some classes of structured matrices. The focus is on the main principles behind the methods that…

Numerical Analysis · Mathematics 2020-06-05 Zlatko Drmač

Les perturbations de faible rang de matrices al\'eatoires ont \'et\'e au c{\oe}ur de nombreux travaux ces vingt derni\`eres ann\'ees. En particulier, les cas non-hermitiens, moins repr\'esent\'es dans la litt\'erature en r\`egle…

Probability · Mathematics 2026-01-07 Guillaume Dubach , Jana Reker

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

Matrix rank and inertia optimization problems are a class of discontinuous optimization problems in which the decision variables are matrices running over certain matrix sets, while the ranks and inertias of the variable matrices are taken…

Optimization and Control · Mathematics 2013-01-15 Yongge Tian

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension…

Numerical Analysis · Mathematics 2024-12-20 Ilse C. F. Ipsen , Arvind K. Saibaba

We show that a matrix is a Hermitian positive semidefinite matrix whose nonzero entries have modulus 1 if and only if it similar to a direct sum of all $1's$ matrices and a 0 matrix via a unitary monomial similarity. In particular, the only…

Rings and Algebras · Mathematics 2007-05-23 Daniel Hershkowitz , Michael Neumann , Hans Schneider

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

We investigate spectral conditions on Hermitian matrices of roots of unity. Our main results are conjecturally sharp upper bounds on the number of residue classes of the characteristic polynomial of such matrices modulo ideals generated by…

Combinatorics · Mathematics 2023-07-18 Gary R. W. Greaves , Chin Jian Woo

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…

Mathematical Physics · Physics 2021-11-11 Jiyuan Zhang , Mario Kieburg , Peter J. Forrester

A real symmetric matrix $M$ is completely positive semidefinite if it admits a Gram representation by (Hermitian) positive semidefinite matrices of any size $d$. The smallest such $d$ is called the (complex) completely positive semidefinite…

Optimization and Control · Mathematics 2016-10-27 Sander Gribling , David de Laat , Monique Laurent

We give a minimal list of inequalities characterizing the possible eigenvalues of a set of Hermitian matrices with positive semidefinite sum of bounded rank. This answers a question of A. Barvinok.

Rings and Algebras · Mathematics 2007-05-23 Anders Skovsted Buch

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

We consider higher-rank versions of the standard numerical range for matrices. A central motivation for this investigation comes from quantum error correction. We develop the basic structure theory for the higher-rank numerical ranges, and…

Functional Analysis · Mathematics 2007-05-23 Man-Duen Choi , David W. Kribs , Karol Zyczkowski

Consider a matrix function f defined for Hermitian matrices. The purpose of this paper is two-fold. We derive new results for the absolute structured condition number of the matrix function and we derive new bounds for the perturbation…

Numerical Analysis · Mathematics 2012-06-20 Elias Jarlebring , Emanuel H. Rubensson
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