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Intertwining analysis, algebra, numerical analysis and optimization, computing conjugate co-gradients of real-valued quotients gives rise to eigenvalue problems. In the linear Hermitian case, by inspecting optimal quotients in terms of…

Spectral Theory · Mathematics 2022-11-14 Marko Huhtanen , Olavi Nevanlinna

We represent low dimensional quantum mechanical Hamiltonians by moderately sized finite matrices that reproduce the lowest O(10) boundstate energies and wave functions to machine precision. The method extends also to Hamiltonians that are…

Quantum Physics · Physics 2015-06-03 Johann Foerster , Alejandro Saenz , Ulli Wolff

The generic change of the Weierstrass Canonical Form of regular complex structured matrix pencils under generic structure-preserving additive low-rank perturbations is studied. Several different symmetry structures are considered and it is…

Spectral Theory · Mathematics 2019-02-04 Fernando De Terán , Christian Mehl , Volker Mehrmann

We solve the problem of determining the Weierstrass structure of a regular matrix pencil obtained by a low rank perturbation of another regular matrix pencil. We apply the result to find necessary and sufficient conditions for the existence…

Rings and Algebras · Mathematics 2024-04-01 Itziar Baragaña , Alicia Roca

Let A and B be normal matrices with coefficients that are continuous complex-valued functions on a topological space X that has the homotopy type of a CW complex, and suppose these matrices have the same distinct eigenvalues at each point…

Operator Algebras · Mathematics 2018-12-31 Greg Friedman , Efton Park

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

The tensor rank decomposition problem consists of recovering the unique set of parameters representing a robustly identifiable low-rank tensor when the coordinate representation of the tensor is presented as input. A condition number for…

Algebraic Geometry · Mathematics 2022-09-02 Nick Vannieuwenhoven

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

Probability · Mathematics 2021-01-13 Jake Koenig , Hoi Nguyen

We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion…

Machine Learning · Computer Science 2019-01-30 Alexander Shapiro , Yao Xie , Rui Zhang

A simple iterative scheme is proposed for locating the parameter values for which a 2-parameter family of real symmetric matrices has a double eigenvalue. The convergence is proved to be quadratic. An extension of the scheme to complex…

Spectral Theory · Mathematics 2021-07-27 Gregory Berkolaiko , Advait Parulekar

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…

Spectral Theory · Mathematics 2007-05-23 E B Davies , Mildred Hager

We investigate the set of quantum states that can be shown to be $k$-incoherent based only on their eigenvalues (equivalently, we explore which Hermitian matrices can be shown to have small factor width based only on their eigenvalues). In…

Quantum Physics · Physics 2022-11-21 Nathaniel Johnston , Shirin Moein , Rajesh Pereira , Sarah Plosker

This work considers the convergence of GMRES for non-singular problems. GMRES is interpreted as the GCR method which allows for simple proofs of the convergence estimates. Preconditioning and weighted norms within GMRES are considered. The…

Numerical Analysis · Mathematics 2023-11-09 Nicole Spillane

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…

Numerical Analysis · Mathematics 2013-10-08 Emre Mengi

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

Probability · Mathematics 2017-09-19 Nathanaël Berestycki , Christian Webb , Mo Dick Wong

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

The Hermite rank appears in limit theorems involving long memory. We show that an Hermite rank higher than one is unstable when the data is slightly perturbed by transformations such as shift and scaling. We carry out a "near higher order…

Statistics Theory · Mathematics 2018-01-09 Shuyang Bai , Murad s. Taqqu

We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…

Probability · Mathematics 2020-05-18 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad
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