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We provide first order perturbation formulas for the matrix square root (in the positive semi-definite case) and the matrix modulus (in the general case). The results are new for singular matrices, and extend previously known Fr\'{e}chet…

Functional Analysis · Mathematics 2018-10-04 Marcus Carlsson

We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…

Spectral Theory · Mathematics 2019-05-21 Edinah K. Gnang , James M. Murphy

Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second…

Mathematical Physics · Physics 2019-08-26 Marcus Carlsson

We construct higher order spectral shift functions, extending the perturbation theory results of M. G. Krein and L. S. Koplienko on representations for the remainders of the first and second order Taylor-type approximations of operator…

Spectral Theory · Mathematics 2009-07-02 Ken Dykema , Anna Skripka

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Probability · Mathematics 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Two trace formulas for the spectra of arbitrary Hermitian matrices are derived by transforming the given Hermitian matrix $H$ to a unitary analogue. In the first type the unitary matrix is $e^{i(\lambda\II - H)}$ where $\lambda$ is the…

Mathematical Physics · Physics 2020-01-29 Sven Gnutzmann , Uzy Smilansky

In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…

High Energy Physics - Theory · Physics 2007-05-23 Ivan K. Kostov

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

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

Optimization and Control · Mathematics 2015-07-23 D. Drusvyatskiy , C. Kempton

The non-Hermitian but $\mathcal{PT}$-symmetric quantum field theories are known to have a pseudo-Hermitian interpretation. However the corresponding intertwining operator happens to be nonlocal that raises the question to what extent this…

High Energy Physics - Theory · Physics 2019-03-27 Oleg O. Novikov

Even though matrix model partition functions do not exhaust the entire set of tau-functions relevant for string theory, they seem to be elementary building blocks for many others and they seem to properly capture the fundamental symplicial…

High Energy Physics - Theory · Physics 2018-05-01 A. Alexandrov , A. Mironov , A. Morozov

Spectral operators of matrices proposed recently in [C. Ding, D.F. Sun, J. Sun, and K.C. Toh, Math. Program. {\bf 168}, 509--531 (2018)] are a class of matrix valued functions, which map matrices to matrices by applying a vector-to-vector…

Optimization and Control · Mathematics 2018-10-24 Chao Ding , Defeng Sun , Jie Sun , Kim-Chuan Toh

We extend the multiplicative submodularity of the principal determinants of a nonnegative definite hermitian matrix to other spectral functions. We show that if $f$ is the primitive of a function that is operator monotone on an interval…

Spectral Theory · Mathematics 2012-06-20 S. Friedland , S. Gaubert

This thesis studies matrix field theories, which are a special type of matrix models. First, the different types of applications are pointed out, from (noncommutative) quantum field theory over 2-dimensional quantum gravity up to algebraic…

Mathematical Physics · Physics 2020-05-18 Alexander Hock

We give a Herglotz-type representation of an arbitrary generalized spectral measure. As an application, a new proof of the classical Naimark's dilation theorem is given. The same approach is used to describe the spectrum of all unitary…

Functional Analysis · Mathematics 2009-10-22 Mishko Mitkovski

This work is concerned with variational analysis of so-called spectral functions and spectral sets of matrices that only depend on eigenvalues of the matrix. Based on our previous work [H. T. B\`ui, M. N. B\`ui, and C. Clason, Convex…

Optimization and Control · Mathematics 2025-10-14 Hòa T. Bùi , Minh N. Bùi , Christian Clason

The behavior of correlation functions is studied in a class of matrix models characterized by a measure $\exp(-S)$ containing a potential term and an external source term: $S=N\tr(V(M)-MA)$. In the large $N$ limit, the short-distance…

Condensed Matter · Physics 2009-10-30 P. Zinn-Justin

The aim of this article is to present a brief overview of spectral perturbation theory for matrices, bounded linear operators and holomorphic operator-valued functions. We focus on bounds for perturbed eigenvalues, eigenvectors and…

Spectral Theory · Mathematics 2025-12-09 Rafikul Alam

We consider general (not necessarily Hamiltonian) first-order symmetric system $J y'-B(t)y=\D(t) f(t)$ on an interval $\cI=[a,b) $ with the regular endpoint $a$. A distribution matrix-valued function $\Si(s), \; s\in\bR,$ is called a…

Functional Analysis · Mathematics 2014-07-22 Vadim Mogilevskii

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl
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