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The QZ algorithm computes the Schur form of a matrix pencil. It is an iterative algorithm and at some point, it must decide that an eigenvalue has converged and move on with another one. Choosing a criterion that makes this decision is…

Numerical Analysis · Mathematics 2023-08-30 Thijs Steel , Raf Vandebril , Julien Langou

Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…

Disordered Systems and Neural Networks · Physics 2019-12-04 Grace H. Zhang , David R. Nelson

The space of probability densities is an infinite-dimensional Riemannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher--Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in…

Differential Geometry · Mathematics 2017-11-21 Klas Modin

Acid solutions exhibit a variety of complex structural and dynamical features arising from the presence of multiple interacting reactive proton defects and counterions. However, disentangling the transient structural motifs of proton…

Chemical Physics · Physics 2018-05-09 Joseph A. Napoli , Ondrej Marsalek , Thomas E. Markland

The eigenvector-eigenvalue identity relates the eigenvectors of a Hermitian matrix to its eigenvalues and the eigenvalues of its principal submatrices in which the jth row and column have been removed. We show that one-dimensional arrays of…

Quantum Physics · Physics 2020-03-11 Henning U. Voss , Douglas J. Ballon

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 formulate a systematic elegant perturbative scheme for determining the eigenvalues of the Helmholtz equation (\bigtriangledown^{2} + k^{2}){\psi} = 0 in two dimensions when the normal derivative of {\psi} vanishes on an irregular closed…

Mathematical Physics · Physics 2013-11-21 S. Panda , S. Chakraborty , S. P. Khastgir

We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…

Statistical Mechanics · Physics 2020-08-28 Gabriel Marinello , Mauricio Porto Pato

In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…

Machine Learning · Statistics 2023-03-17 Antoine Bodin , Nicolas Macris

One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a…

Spectral Theory · Mathematics 2010-01-25 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei

We describe two main classes of one-sided trigonometric and hyperbolic Jacobi-type algorithms for computing eigenvalues and eigenvectors of Hermitian matrices. These types of algorithms exhibit significant advantages over many other…

Numerical Analysis · Computer Science 2020-03-18 Sanja Singer , Sasa Singer , Vedran Novakovic , Aleksandar Uscumlic , Vedran Dunjko

Reminiscent of physical phase transitions separatrices divide the phase space of dynamical systems with multiple equilibria into regions of distinct flow behavior and asymptotics. We introduce complex time in order to study corresponding…

Dynamical Systems · Mathematics 2024-10-10 Dirk Lebiedz , Johannes Poppe

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

We define and study the $T\bar{T}$ deformation of a random matrix model, showing a consistent definition requires the inclusion of both the perturbative and non-perturbative solutions to the flow equation. The deformed model is well defined…

High Energy Physics - Theory · Physics 2021-07-02 Felipe Rosso

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

Statistics Theory · Mathematics 2008-12-18 Alessandra Luati , Tommaso Proietti

A new eigenvalue analysis is developed and applied to the circular cylinder laminar flow configuration to investigate the various mechanisms at play in the nonlinear saturation of perturbations yielding to limit cycles for supercritical…

Fluid Dynamics · Physics 2020-08-25 Olivier Marquet , Marco Carini

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Disordered Systems and Neural Networks · Physics 2021-06-09 Antonio Tonatiúh Ramos Sánchez , Edgar Guzmán-González , Isaac Pérez Castillo , Fernando L. Metz

The large deflection of a circular thin plate under uniform external pressure is a classic problem in solid mechanics, dated back to Von K{\'a}rm{\'a}n \cite{Karman}. {This problem is reconsidered in this paper using an analytic…

Analysis of PDEs · Mathematics 2018-01-25 Xiaoxu Zhong , Shijun Liao