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This paper describes and develops a fast and accurate path following algorithm that computes the field of values boundary curve for every conceivable complex or real square matrix $A$. It relies on a matrix flow decomposition method that…

Numerical Analysis · Mathematics 2022-08-12 Frank Uhlig

For general complex or real 1-parameter matrix flows $A(t)_{n,n}$ and for time-invariant static matrices $A \in \CC_{n,n}$ alike, this paper considers ways to decompose matrix flows and single matrices globally via one constant matrix…

Numerical Analysis · Mathematics 2020-11-20 Frank Uhlig

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…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars

This paper establishes a theory of nonlinear spectral decompositions by considering the eigenvalue problem related to an absolutely one-homogeneous functional in an infinite-dimensional Hilbert space. This approach is both motivated by…

Analysis of PDEs · Mathematics 2021-09-21 Leon Bungert , Martin Burger , Antonin Chambolle , Matteo Novaga

The flow equation approach investigated by Wegner et al. is applied to an unbounded Hamiltonian system with a generalization. We show that a well-known quantized complex energy eigenvalues which is related to decay widths can be given with…

Quantum Physics · Physics 2009-11-07 Yukiko Ohira , Kentaro Imafuku

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

Probability · Mathematics 2026-02-25 Giorgio Cipolloni , László Erdős , Oleksii Kolupaiev

It is a well-known result of T.\,Kato that given a continuous path of square matrices of a fixed dimension, the eigenvalues of the path can be chosen continuously. In this paper, we give an infinite-dimensional analogue of this result,…

Functional Analysis · Mathematics 2020-06-11 Nurulla Azamov , Tom Daniels , Yohei Tanaka

We explore the concept of eigenvalue avoidance, which is well understood for real symmetric and Hermitian matrices, for other classes of structured matrices. We adopt a differential geometric perspective and study the generic behaviour of…

Spectral Theory · Mathematics 2022-09-29 Yuji Nakatsukasa , Vanni Noferini

Convergence properties of binary stationary subdivision schemes for curves have been analyzed using the techniques of z-transforms and eigenanalysis. Eigenanalysis provides a way to determine derivative continuity at specific points based…

Graphics · Computer Science 2008-01-22 Christian Kuehn

The statistical properties of trajectories of eigenvalues of Gaussian complex matrices whose Hermitian condition is progressively broken are investigated. It is shown how the ordering on the real axis of the real eigenvalues is reflected in…

Statistical Mechanics · Physics 2015-06-11 O. Bohigas , J. X. De Carvalho , M. P. Pato

The irreversibility of the renormalization group flow is conjectured to be closely related to the concept of entropy. In this paper, the variation of eigenvalues of the Laplacian in the Polyakov action under the renormalization group flow…

Mathematical Physics · Physics 2017-09-20 Dan Li

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…

High Energy Physics - Theory · Physics 2007-05-23 A. Zabrodin

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

One useful standard method to compute eigenvalues of matrix polynomials ${\bf P}(z) \in \mathbb{C}^{n\times n}[z]$ of degree at most $\ell$ in $z$ (denoted of grade $\ell$, for short) is to first transform ${\bf P}(z)$ to an equivalent…

Numerical Analysis · Mathematics 2021-02-22 Robert M. Corless , Leili Rafiee Sevyeri , B. David Saunders

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

Let $A(t)$ be a continuous path of Fredhom operators, we first prove that the spectral flow $sf(A(t))$ is cogredient invariant. Based on this property, we give a decomposition formula of spectral flow if the path is invariant under a…

Functional Analysis · Mathematics 2018-08-14 Xijun Hu , Li Wu
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