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This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

Finding the distance to singularity for a matrix is a ubiquitous problem in numerical linear algebra, and is elegantly solved by the Eckart-Young-Mirsky theorem. Its structured variant naturally emerges when one considers structured…

Numerical Analysis · Mathematics 2026-03-03 Lauri Nyman

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…

Data Structures and Algorithms · Computer Science 2024-12-31 Ilias Diakonikolas , Samuel B. Hopkins , Ankit Pensia , Stefan Tiegel

Cosmological perturbation theory is crucial for our understanding of the universe. The linear theory has been well understood for some time, however developing and applying the theory beyond linear order is currently at the forefront of…

Cosmology and Nongalactic Astrophysics · Physics 2011-06-03 Adam J. Christopherson

We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…

Statistical Mechanics · Physics 2013-01-29 Romain Allez , Jean-Philippe Bouchaud

We consider some aspects of the perturbation to the luminosity distance $d(z)$ that are of relevance for SN1a cosmology and for future peculiar velocity surveys at non-negligible redshifts. 1) Previous work has shown that the correction to…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-23 Nick Kaiser , Michael J. Hudson

Estimation of top singular values is one of the widely used techniques and one of the intensively researched problems in Numerical Linear Algebra and Data Science. We consider here two general questions related to this problem: How top…

Numerical Analysis · Mathematics 2017-07-26 Alexander Kushkuley

The classical Davis-Kahan theorem provides an efficient bound on the perturbation of eigenspaces of a matrix under a large (eigenvalue) gap condition. In this paper, we consider the case when the gap is moderate. Using a bootstrapping…

Numerical Analysis · Mathematics 2025-10-28 Phuc Tran , Van Vu

This paper derives a perturbation bound on the optimal subspace estimator obtained from a subset of its canonical projections contaminated by noise. This fundamental result has important implications in matrix completion, subspace…

Machine Learning · Statistics 2022-06-30 Karan Srivastava , Daniel L. Pimentel-Alarcón

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

In this paper, we study the matrix model proposed by Berenstein, Maldacena, and Nastase to describe M-theory on the maximally supersymmetric pp-wave. We show that the model may be derived directly as a discretized theory of supermembranes…

High Energy Physics - Theory · Physics 2009-11-07 Keshav Dasgupta , Mohammad M. Sheikh-Jabbari , Mark Van Raamsdonk

We prove perturbation results for traces on normed ideals in semifinite von Neumann algebra factors. This includes the case of Dixmier traces. In particular, we establish existence of spectral shift measures with initial operators being…

Functional Analysis · Mathematics 2015-06-12 Ken Dykema , Anna Skripka

We construct a perturbation theory for the SU(2) non-linear Sigma-model in 2+1 dimensions using a polynomial, first-order formulation, where the variables are a non-Abelian vector field L_mu (the left SU(2) current), and a non-Abelian…

High Energy Physics - Theory · Physics 2007-05-23 C. D. Fosco , T. Matsuyama

In order to extract maximal information about cosmology from the large-scale structure of the Universe, one needs to use every bit of signal that can be observed. Beyond the spatial distributions of astronomical objects, the spatial…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-23 Takahiko Matsubara

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

Probability · Mathematics 2019-03-27 Tom Claeys , Arno B. J. Kuijlaars , Karl Liechty , Dong Wang

The most general large N eigenvalues distribution for the one matrix model is shown to consist of tree-like structures in the complex plane. For the m=2 critical point, such a split solution describes the strong coupling phase of 2d quantum…

High Energy Physics - Theory · Physics 2009-10-22 F. David

We construct a perturbative framework for understanding the collision of solitons (more precisely, solitary waves) in relativistic scalar field theories. Our perturbative framework is based on the suppression of the space-time interaction…

High Energy Physics - Theory · Physics 2013-12-04 Mustafa A. Amin , Eugene A. Lim , I-Sheng Yang

In the Gaia era, understanding the effects of the perturbations of the Galactic disc is of major importance in the context of dynamical modelling. In this theoretical paper we extend previous work in which, making use of the epicyclic…

Astrophysics of Galaxies · Physics 2022-02-02 H. Al Kazwini , Q. Agobert , A. Siebert , B. Famaey , G. Monari , S. Rozier , P. Ramos , R. Ibata , S. Gausland , C. Riviere , D. Spolyar

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl
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