Related papers: Co-rank 1 projections and the randomised Horn prob…
Given a gauge theory with gauge group G, it is sometimes useful to find an equivalent formulation in terms of a non-trivial gauge subgroup H of G. This amounts to fixing the gauge partially from G down to H. We study this problem…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
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…
This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…
The multiplicative multiple Horn problem is asking to determine possible singular values of the combinations $AB, BC$ and $ABC$ for a triple of invertible matrices $A,B,C$ with given singular values. There are similar problems for…
In Parts I and II of this series of papers, three new methods for the computation of eigenvalues of singular pencils were developed: rank-completing perturbations, rank-projections, and augmentation. It was observed that a straightforward…
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…
We study finite-rank normal deformations of rotationally invariant non-Hermitian random matrices. Extending the classical Baik-Ben Arous-P\'ech\'e (BBP) framework, we characterize the emergence and fluctuations of outlier eigenvalues in…
In a recent work Killip and Nenciu gave random recurrences for the characteristic polynomials of certain unitary and real orthogonal upper Hessenberg matrices. The corresponding eigenvalue p.d.f.'s are beta-generalizations of the classical…
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…
In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
Let G be a connected semisimple complex algebraic group and let P be a parabolic subgroup. In this paper we define a new (commutative and associative) product on the cohomology of the homogenous spaces G/P and use this to give a more…
We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+\epsilon}$. We show that arbitrary…
This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Let $X= \{X(t), t \in \mathbb R^N\}$ be a centered Gaussian random field with values in $\mathbb R^d$ satisfying certain conditions and let $F \subset \mathbb R^d$ be a Borel set. In our main theorem, we provide a sufficient condition for…