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In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…

Probability · Mathematics 2015-10-19 Joel A. Tropp

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

We consider the set $\mathcal{M}_n(\mathbb{Z}; H)$ of $n\times n$-matrices with integer elements of size at most $H$ and obtain upper and lower bounds on the number of distinct irreducible characteristic polynomials which correspond to…

Number Theory · Mathematics 2025-02-18 László Mérai , Igor E. Shparlinski

Let $A$ be either a complex or real matrix with all distinct eigenvalues. We propose a new method for the computation of both the unstructured and the real-structured (if the matrix is real) distance $w_{\mathbb K}(A)$ (where ${\mathbb…

Numerical Analysis · Mathematics 2022-12-22 Paolo Buttà , Nicola Guglielmi , Manuela Manetta , Silvia Noschese

We give bounds on the Poincare (inverse spectral gap) constant of a non-negative, integer-valued random variable W, under negative dependence assumptions such as ultra log-concavity and total negative dependence. We show that the bounds…

Probability · Mathematics 2013-03-20 Fraser Daly , Oliver Johnson

In this article, we study the class of PPT blocks. We introduce several inequalities, related to this class, with an emphasis on comparing the main diagonal and the off-diagonal components of a 2 by 2 PPT block.

Rings and Algebras · Mathematics 2023-03-07 Mohammad Alakhrass

This paper is about analytic properties of single transfer matrices originating from general block-tridiagonal or banded matrices. Such matrices occur in various applications in physics and numerical analysis. The eigenvalues of the…

Mathematical Physics · Physics 2013-07-04 Luca G Molinari

We study the eigenvalue spectrum of a large real antisymmetric random matrix $J_{ij}$. Using a fermionic approach and replica trick, we obtain a semicircular spectrum of eigenvalues when the mean value of each matrix element is zero, and in…

High Energy Physics - Theory · Physics 2023-09-06 Andrei Katsevich , Pavel Meshcheriakov

We say that a square real matrix $M$ is \emph{off-diagonal nonnegative} if and only if all entries outside its diagonal are nonnegative real numbers. In this note we show that for any off-diagonal nonnegative symmetric matrix $M$, there…

Data Structures and Algorithms · Computer Science 2021-03-02 Sergio Mercado , Marcos Villagra

The problem of finding the distance from a given $n \times n$ matrix polynomial of degree $k$ to the set of matrix polynomials having the elementary divisor $(\lambda-\lambda_0)^j, \, j \geqslant r,$ for a fixed scalar $\lambda_0$ and $2…

Numerical Analysis · Mathematics 2019-11-05 Biswajit Das , Shreemayee Bora

We introduce a remarkable new family of norms on the space of $n \times n$ complex matrices. These norms arise from the combinatorial properties of symmetric functions, and their construction and validation involve probability theory,…

Combinatorics · Mathematics 2022-03-23 Konrad Aguilar , Ángel Chávez , Stephan Ramon Garcia , Jurij Volčič

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

Probability · Mathematics 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

The main purpose of this paper is to englobe some new and known types of Hermitian block-matrices $M=\begin{pmatrix} A \& X\\ {X^*} \& B\end{pmatrix}$ satisfying or not the inequality $\|M\|\le \|A+B\|$ for all symmetric norms

Rings and Algebras · Mathematics 2018-07-10 Antoine Mhanna

The relative distance between eigenvalues of the compression of a not necessarily semibounded self-adjoint operator to a closed subspace and some of the eigenvalues of the original operator in a gap of the essential spectrum is considered.…

Spectral Theory · Mathematics 2024-07-23 Albrecht Seelmann

The inverse eigenvalue problem for real symmetric matrices of the form 0 0 0 . 0 0 * 0 0 0 . 0 * * 0 0 0 . * * 0 . . . . . . . 0 0 * . 0 0 0 0 * * . 0 0 0 * * 0 . 0 0 0 is solved. The solution is shown to be unique. The problem is also…

Rings and Algebras · Mathematics 2007-05-23 Olga Holtz

We give a minimal list of inequalities characterizing the possible eigenvalues of a set of Hermitian matrices with positive semidefinite sum of bounded rank. This answers a question of A. Barvinok.

Rings and Algebras · Mathematics 2007-05-23 Anders Skovsted Buch

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2008-05-14 Sandrine Peche , Alexander Soshnikov

Block tridiagonal matrices arise in applied mathematics, physics, and signal processing. Many applications require knowledge of eigenvalues and eigenvectors of block tridiagonal matrices, which can be prohibitively expensive for large…

Spectral Theory · Mathematics 2013-06-04 Aliaksei Sandryhaila , Jose M. F. Moura

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

We link the study of positive quantum maps, block positive operators, and entanglement witnesses with problems related to multivariate polynomials. For instance, we show how indecomposable block positive operators relate to biquadratic…

Mathematical Physics · Physics 2009-11-28 Lukasz Skowronek , Karol Zyczkowski