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Let v_1,...,v_{n-1} be n-1 independent vectors in R^n (or C^n). We study x, the unit normal vector of the hyperplane spanned by the v_i. Our main finding is that x resembles a random vector chosen uniformly from the unit sphere, under some…

Probability · Mathematics 2016-04-19 Hoi H. Nguyen , Van H. Vu

If $A$ is an $n \times n$ Hermitian matrix with eigenvalues $\lambda_1(A),\dots,\lambda_n(A)$ and $i,j = 1,\dots,n$, then the $j^{\mathrm{th}}$ component $v_{i,j}$ of a unit eigenvector $v_i$ associated to the eigenvalue $\lambda_i(A)$ is…

Rings and Algebras · Mathematics 2021-02-25 Peter B. Denton , Stephen J. Parke , Terence Tao , Xining Zhang

The eigenvalues of a self-adjoint nxn matrix A can be put into a decreasing sequence $\lambda=(\lambda_1,...,\lambda_n)$, with repetitions according to multiplicity, and the diagonal of A is a point of $R^n$ that bears some relation to…

Operator Algebras · Mathematics 2007-05-23 William Arveson , Richard V. Kadison

The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…

Machine Learning · Computer Science 2018-02-26 Mikhail Belkin , Luis Rademacher , James Voss

We consider the eigenvalue problem $Ax = \lambda x$ where $A \in \mathbb{R}^{n \times n}$ and the eigenvalue is also real $\lambda \in \mathbb{R}$. If we are given $A$, $\lambda$ and, additionally, the absolute value of the entries of $x$…

Functional Analysis · Mathematics 2022-08-04 Stefan Steinerberger , Hau-Tieng Wu

A matrix $A\in\mathbb{C}^{n\times n}$ is diagonalizable if it has a basis of linearly independent eigenvectors. Since the set of nondiagonalizable matrices has measure zero, every $A\in \mathbb{C}^{n\times n}$ is the limit of diagonalizable…

Functional Analysis · Mathematics 2020-04-23 Jess Banks , Archit Kulkarni , Satyaki Mukherjee , Nikhil Srivastava

We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors…

Probability · Mathematics 2018-09-27 Florent Benaych-Georges , Ofer Zeitouni

A matrix $P$ is said to be a nontrivial generalized reflection matrix over the real quaternion algebra $\mathbb{H}$ if $P^{\ast }=P\neq I$ and $P^{2}=I$ where $\ast$ means conjugate and transpose. We say that $A\in\mathbb{H}^{n\times n}$ is…

Rings and Algebras · Mathematics 2019-12-24 Haixia Chang

In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…

Numerical Analysis · Mathematics 2020-10-07 Guy Gilboa

In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…

Rings and Algebras · Mathematics 2018-09-03 Andrés A. Peters , Francisco J. Vargas

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…

Numerical Analysis · Mathematics 2021-04-02 Peter Benner , Xin Liang , Suzana Miodragović , Ninoslav Truhar

We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…

Numerical Analysis · Mathematics 2018-01-17 J. J. P. Veerman , D. K. Hammond , Pablo E. Baldivieso

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

Eigenvalue and eigenvector perturbation theory is a fundamental topic in several disciplines, including numerical linear algebra, quantum physics, and related fields. The central problem is to understand how the eigenvalues and eigenvectors…

Numerical Analysis · Mathematics 2026-02-26 Francesco Hrobat , Yuji Nakatsukasa

Consider a symmetric matrix $A(v)\in\RR^{n\times n}$ depending on a vector $v\in\RR^n$ and satisfying the property $A(\alpha v)=A(v)$ for any $\alpha\in\RR\backslash{0}$. We will here study the problem of finding $(\lambda,v)\in\RR\times…

Numerical Analysis · Computer Science 2012-12-04 Elias Jarlebring , Simen Kvaal , Wim Michiels

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

Eigenvector continuation is a computational method that finds the extremal eigenvalues and eigenvectors of a Hamiltonian matrix with one or more control parameters. It does this by projection onto a subspace of eigenvectors corresponding to…

Nuclear Theory · Physics 2021-01-22 Avik Sarkar , Dean Lee

The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…

Numerical Analysis · Mathematics 2021-05-24 Niel Van Buggenhout , Marc Van Barel , Raf Vandebril

Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…

Numerical Analysis · Mathematics 2016-11-23 Ruihao Huang , Allan A. Struthers , Jiguang Sun , Ruming Zhang
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