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We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…

Probability · Mathematics 2014-06-02 Florent Benaych-Georges , Alice Guionnet

Consider the following optimization problem: Given $n \times n$ matrices $A$ and $\Lambda$, maximize $\langle A, U\Lambda U^*\rangle$ where $U$ varies over the unitary group $\mathrm{U}(n)$. This problem seeks to approximate $A$ by a matrix…

Data Structures and Algorithms · Computer Science 2022-07-08 Oren Mangoubi , Yikai Wu , Satyen Kale , Abhradeep Guha Thakurta , Nisheeth K. Vishnoi

Riordan matrices are infinite lower triangular matrices determined by a pair of formal power series over the real or complex field. These matrices have been mainly studied as combinatorial objects with an emphasis placed on the algebraic or…

Rings and Algebras · Mathematics 2022-03-07 Gi-Sang Cheon , Marshall M. Cohen , Nikolaos Pantelidis

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

Nuclear Theory · Physics 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…

Probability · Mathematics 2015-07-07 Anand B. Rajagopalan

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

Eigenvalue problems arise in many areas of physics, from solving a classical electromagnetic problem to calculating the quantum bound states of the hydrogen atom. In textbooks, eigenvalue problems are defined for linear problems,…

Mathematical Physics · Physics 2021-11-16 Javad Komijani

The eigenvalue problem for an irreducible non negative matrix $A=[a_{ij}]$ in the max-algebra is the form $A \otimes x = \lambda x$ where $(A \otimes x)_i = \max (a_{ij}x_j), x=(x_1,x_2, \dots, x_n)^t $ and $\lambda $ refers to maximum…

Functional Analysis · Mathematics 2019-04-29 Ali Ebadian , Saeed Hashemi Sababe , Hojr Shokouh Saljoughi

We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…

Numerical Analysis · Mathematics 2026-01-21 Robbe Vermeiren

The complete knowledge of Laplacian eigenvalues and eigenvectors of complex networks plays an outstanding role in understanding various dynamical processes running on them; however, determining analytically Laplacian eigenvalues and…

Statistical Mechanics · Physics 2009-07-10 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Yuan Lin , Jihong Guan

This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…

Numerical Analysis · Mathematics 2020-08-11 Eric Cancès , Geneviève Dusson , Yvon Maday , Benjamin Stamm , Martin Vohralík

The Hermitian eigenvalue problem asks for the possible eigenvalues of a sum of $n\times n$ Hermitian matrices, given the eigenvalues of the summands. The regular faces of the cones $\Gamma_n(s)$ controlling this problem have been…

Algebraic Geometry · Mathematics 2017-11-17 Prakash Belkale

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This…

Numerical Analysis · Computer Science 2011-01-12 David F. Gleich , Chen Greif , James M. Varah

Rayleigh-Schr\"{o}dinger perturbation theory is a well-known theory in quantum mechanics and it offers useful characterization of eigenvectors of a perturbed matrix. Suppose $A$ and perturbation $E$ are both Hermitian matrices, $A^t = A +…

Probability · Mathematics 2017-02-02 Yiqiao Zhong

Given a nonlinear matrix-valued function $F(\lambda)$ and approximate eigenpairs $(\lambda_i, v_i)$, we discuss how to determine the smallest perturbation $\delta F$ such that $[F + \delta F](\lambda_i) v_i = 0$; we call the distance…

Numerical Analysis · Mathematics 2025-02-27 Miryam Gnazzo , Leonardo Robol

The recursively-constructed family of Mandelbrot matrices $M_n$ for $n=1$, $2$, $\ldots$ have nonnegative entries (indeed just $0$ and $1$, so each $M_n$ can be called a binary matrix) and have eigenvalues whose negatives $-\lambda = c$…

Dynamical Systems · Mathematics 2022-05-04 Neil J. Calkin , Eunice Y. S. Chan , Robert M. Corless , David J. Jeffrey , Piers W. Lawrence

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

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