Related papers: Rayleigh quotient and left eigenvalues of quaterni…
Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…
An entirely quantum mechanical approach to diagonalize hermitean matrices has been presented recently. Here, the genuinely quantum mechanical approach is considered in detail for (2x2) matrices. The method is based on the measurement of…
We prove that given four arbitrary quaternion numbers of norm 1 there always exists a $2\times 2$ symplectic matrix for which those numbers are left eigenvalues. The proof is constructive. An application to the LS category of Lie groups is…
Intertwining analysis, algebra, numerical analysis and optimization, computing conjugate co-gradients of real-valued quotients gives rise to eigenvalue problems. In the linear Hermitian case, by inspecting optimal quotients in terms of…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We overview the main equations of the Rayleigh-Ritz variational method and discuss their connection with the problem of simultaneous diagonalization of two Hermitian matrices.
Starting from known results, due to Y. Tian in [Ti; 00], referring to the real matrix representations of the real quaternions, in this paper we will investigate the left and right real matrix representations for the complex quaternions and…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…
Quadratic descent of hermitian and skew hermitian forms over division algebras with involution of the first kind in arbitrary characteristic is investigated and a criterion, in terms of systems of quadratic forms, is obtained. A refined…
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
In Part I of this paper, we introduced a two dimensional eigenvalue problem (2DEVP) of a matrix pair and investigated its fundamental theory such as existence, variational characterization and number of 2D-eigenvalues. In Part II, we…
We present a characterization of eigenvalue inequalities between two Hermitian matrices by means of inertia indices. As applications, we deal with some classical eigenvalue inequalities for Hermitian matrices, including the Cauchy…
We discuss the eigenvalue problem for 2x2 and 3x3 octonionic Hermitian matrices. In both cases, we give the general solution for real eigenvalues, and we show there are also solutions with non-real eigenvalues.
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
For the generalized eigenvalue problem, a quotient function is devised for estimating eigenvalues in terms of an approximate eigenvector. This gives rise to an infinite family of quotients, all entirely arguable to be used in estimation.…
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…
We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.