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In this paper, we consider the problem of approximating a given matrix with a matrix whose eigenvalues lie in some specific region \Omega, within the complex plane. More precisely, we consider three types of regions and their intersections:…

Optimization and Control · Mathematics 2024-12-20 Neelam Choudhary , Nicolas Gillis , Punit Sharma

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…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

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 provide a comparative study of the Subspace Projected Approximate Matrix method, abbreviated SPAM, which is a fairly recent iterative method to compute a few eigenvalues of a Hermitian matrix $A$. It falls in the category of inner-outer…

Numerical Analysis · Mathematics 2011-03-10 Jan H. Brandts , Ricardo Reis da Silva

Hessenberg decomposition is the basic tool used in computational linear algebra to approximate the eigenvalues of a matrix. In this article, we generalize Hessenberg decomposition to continuous matrix fields over topological spaces. This…

Spectral Theory · Mathematics 2009-06-16 Benoit Jacob

We analyze a Hopfield neural network with a quasi-diagonal connection matrix. We use the term "quasi-diagonal matrix" to denote a matrix with all elements equal zero except the elements on the first super- and sub-diagonals of the principle…

Disordered Systems and Neural Networks · Physics 2025-02-11 Leonid Litinskii

We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…

Mathematical Physics · Physics 2012-02-07 Anthony Mays

We study relations between the eigenvectors of rational matrix functions on the Riemann sphere. Our main result is that for a subclass of functions that are products of two elementary blocks it is possible to represent these relations in a…

Exactly Solvable and Integrable Systems · Physics 2013-02-14 Anton Dzhamay

Eigenvector centrality is one of the outstanding measures of central tendency in graph theory. In this paper we consider the problem of calculating eigenvector centrality of graph partitioned into components and how this partitioning can be…

Efficiency, the basic concept of multi-objective optimization is investigated for the class of pairwise comparison matrices. A weight vector is called efficient if no alternative weight vector exists such that every pairwise ratio of the…

Optimization and Control · Mathematics 2016-05-12 Kristóf Ábele-Nagy , Sándor Bozóki

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

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Simple analytical parametrizations for the ground-state energy of the one-dimensional repulsive Hubbard model are developed. The charge-dependence of the energy is parametrized using exact results extracted from the Bethe-Ansatz. The…

Strongly Correlated Electrons · Physics 2012-07-13 Vivian V. França , Daniel Vieira , Klaus Capelle

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

Numerical Analysis · Mathematics 2024-04-08 Sofia Eriksson , Jonas Nordqvist

Let $A$ be a fixed complex matrix and let $u,v$ be two vectors. The eigenvalues of matrices $A+\tau uv^\top $ $(\tau\in\mathbb{R})$ form a system of intersecting curves. The dependence of the intersections on the vectors $u,v$ is studied.

Functional Analysis · Mathematics 2011-04-05 A. C. M. Ran , M. Wojtylak

The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…

Information Theory · Computer Science 2013-12-23 Megasthenis Asteris , Dimitris S. Papailiopoulos , George N. Karystinos

A simple and efficient variational method is introduced to accelerate the convergence of the eigenenergy computations for a Hamiltonian H with singular potentials. Closed-form analytic expressions in N dimensions are obtained for the matrix…

Mathematical Physics · Physics 2009-11-10 Nasser Saad , Richard L. Hall , Qutaibeh D. Katatbeh

We present a new parallel algorithm for the exact diagonalization of the $t-t'$-Hubbard model with the Lanczos-method. By invoking a new scheme of labeling the states we were able to obtain a speedup of up to four on 16 nodes of an IBM SP2…

Strongly Correlated Electrons · Physics 2009-10-30 W. Fettes , I. Morgenstern , T. Husslein

Eigenvectors of large matrices (and graphs) play an essential role in combinatorics and theoretical computer science. The goal of this survey is to provide an up-to-date account on properties of eigenvectors when the matrix (or graph) is…

Probability · Mathematics 2016-06-14 Sean O'Rourke , Van Vu , Ke Wang

Because of the significant increase in size and complexity of the networks, the distributed computation of eigenvalues and eigenvectors of graph matrices has become very challenging and yet it remains as important as before. In this paper…

Numerical Analysis · Mathematics 2017-11-27 Konstantin Avrachenkov , Philippe Jacquet , Jithin Sreedharan