Related papers: Solutions of loop equations are random matrices
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N_i\times N_{i+1}$ $(i=1,...,n)$, with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability…
Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…
A procedure for counting the number of eigenvalues of a matrix in a region surrounded by a closed curve is presented. It is based on the application of the residual theorem. The quadrature is performed by evaluating the principal argument…
In this paper, we give a symplectic proof of the Horn inequalities on eigenvalues of a sum of two Hermitian matrices with given spectra. Our method is a combination of tropical calculus for matrix eigenvalues, combinatorics of planar…
A number $\lambda \in \mathbb C $ is called an {\it eigenvalue} of the matrix polynomial $P(z)$ if there exists a nonzero vector $x \in \mathbb C^n$ such that $P(\lambda)x = 0$. Note that each finite eigenvalue of $P(z)$ is a zero of the…
This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…
In this article, we solve the loop equations of the \beta-random matrix model, in a way similar to what was found for the case of hermitian matrices \beta=1. For \beta=1, the solution was expressed in terms of algebraic geometry properties…
The eigenvalue method, suggested by the developer of the extensively used Analytic Hierarchy Process methodology, exhibits right-left asymmetry: the priorities derived from the right eigenvector do not necessarily coincide with the…
In the present paper we give two alternate proofs of the well known theorem that the empirical distribution of the appropriately normalized roots of the $n^{th}$ monic Hermite polynomial $H_n$ converges weakly to the semicircle law, which…
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…
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…
We present a variational algorithm for fault tolerant quantum computing to solve a system of linear equations which directly maximises the parameters of the target fidelity. This so-called measurement test algorithm can be applied to any…
The exponential of an NxN matrix can always be expressed as a matrix polynomial of order N-1. In particular, a general group element for the fundamental representation of SU(N) can be expressed as a matrix polynomial of order N-1 in a…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…
We first describe a system of inequalities (Horn's inequalities) that characterize eigenvalues of sums of Hermitian matrices. When we apply this system for integral Hermitian matrices, one can directly test it by using Littlewood-Richardson…
In this paper, we present and analyze methods for solving a system of linear equations over idempotent semifields. The first method is based on the pseudo-inverse of the system matrix. We then present a specific version of Cramer's rule…
It is proved the existence of multivalent solutions for the Riemann-Hilbert problem in the general settings of finitely connected domains bounded by mutually disjoint Jordan curves, measurable coefficients and measurable boundary data. The…
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 topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…