Related papers: Solutions of loop equations are random matrices
The class of differential-equation eigenvalue problems $-y''(x)+x^{2N+2}y(x)=x^N Ey(x)$ ($N=-1,0,1,2,3,...$) on the interval $-\infty<x<\infty$ can be solved in closed form for all the eigenvalues $E$ and the corresponding eigenfunctions…
To measure an observable of a quantum mechanical system leaves it in one of its eigenstates and the result of the measurement is one of its eigenvalues. This process is shown to be a computational resource. It allows one, in principle, to…
Large-scale eigenvalue problems pose a significant challenge to classical computers. While there are efficient quantum algorithms for unitary or Hermitian matrices, eigenvalue problems for non-normal matrices remain open in quantum…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
We define a random commuting $d$-tuple of $n$-by-$n$ matrices to be a random variable that takes values in the set of commuting $d$-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the…
We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We use symbolic expressions for traces of positive integer powers of a Hermitian operator (or, equivalently, coefficients of corresponding characteristic polynomial) to find solutions for the problems as follows: Factorization of…
A well-known characterization of Jordan vectors of a matrix polynomial $L(z)$ is generalized to a characterization of Jordan vectors of the operator-valued function $Q(z)$ at an eigenvalue $\alpha \in \mathbb{C}$. The results are then…
The Mahler measure of a polynomial is a measure of complexity formed by taking the modulus of the leading coefficient times the modulus of the product of its roots outside the unit circle. The roots of a real degree $N$ polynomial chosen…
The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…
We consider nonnormal matrix-valued dynamical systems with discrete time. For an eigenvalue of matrix, the number of times it appears as a root of the characteristic polynomial is called the algebraic multiplicity. On the other hand, the…
The numerical construction of polynomials in the product representation (as used for instance in variants of the multiboson technique) can become problematic if rounding errors induce an imprecise or even unstable evaluation of the…
We study a class of holomorphic matrix models. The integrals are taken over middle dimensional cycles in the space of complex square matrices. As the size of the matrices tends to infinity, the distribution of eigenvalues is given by a…
We study, count and locate the exceptional points where eigenvalues collide for certain families of matrices $$R(s,t) = \cos(s \pi / 2)C + \sin(s \pi / 2)U(t), \quad s,t \in [0,1]$$ where $C$ is a realization of a Ginibre random matrix, or…
We consider the problem of computing homogeneous coordinates of points in a zero-dimensional subscheme of a compact, complex toric variety $X$. Our starting point is a homogeneous ideal $I$ in the Cox ring of $X$, which in practice might…