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We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

The one-body reduced density matrix (1-RDM) of a many-body system at zero temperature gives direct access to many observables, such as the charge density, kinetic energy and occupation numbers. It would be desirable to express it as a…

Computational Physics · Physics 2021-01-27 Jack Wetherell , Andrea Costamagna , Matteo Gatti , Lucia Reining

Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Fuhui Zhou , Norman C. Beaulieu

Seniority-zero geminal wavefunctions are known to capture bond-breaking correlation. Among this class of wavefunctions, Richardson-Gaudin states stand out as they are eigenvectors of a model Hamiltonian. This provides a clear physical…

Chemical Physics · Physics 2022-12-14 Alexandre Faribault , Claude Dimo , Jean-David Moisset , Paul A. Johnson

We present a certifiable algorithm to calculate the eigenvalue density function -- the number of eigenvalues within an infinitesimal interval -- for an arbitrary 1D interacting quantum spin system. Our method provides an arbitrarily…

Strongly Correlated Electrons · Physics 2007-05-23 Tobias J. Osborne

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors…

Probability · Mathematics 2018-09-27 Florent Benaych-Georges , Ofer Zeitouni

Maximum bipartite matching (MBM) is a fundamental problem in combinatorial optimization with a long and rich history. A classic result of Hopcroft and Karp (1973) provides an $O(m \sqrt{n})$-time algorithm for the problem, where $n$ and $m$…

Data Structures and Algorithms · Computer Science 2024-06-03 Julia Chuzhoy , Sanjeev Khanna

Compressed manifold modes are locally supported analogues of eigenfunctions of the Laplace-Beltrami operator of a manifold. In this paper we describe an algorithm for the calculation of modes for discrete manifolds that, in experiments,…

Computational Geometry · Computer Science 2015-07-14 Kevin Houston

Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an…

Numerical Analysis · Mathematics 2014-06-13 Thomas P. Wihler , Bänz Bessire , André Stefanov

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

Disordered Systems and Neural Networks · Physics 2012-08-03 Yoshiyuki Kabashima , Hisanao Takahashi

The need to compute small con-eigenvalues and the associated con-eigenvectors of positive-definite Cauchy matrices naturally arises when constructing rational approximations with a (near) optimally small $L^{\infty}$ error. Specifically,…

Numerical Analysis · Mathematics 2015-03-17 T. S. Haut , G. Beylkin

Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

Let $\mathbf{H}=(h_{ij})$ and $\mathbf{G}=(g_{ij})$ be two $m\times n$, $m\leq n$, random matrices, each with i.i.d complex zero-mean unit-variance Gaussian entries, with correlation between any two elements given by…

Probability · Mathematics 2007-05-23 Shuangquan Wang , Ali Abdi

Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form $\mathbf{J} = \mathbf{X}^T \mathbf{X}$, where $\mathbf{X}$ is a $N\times M$ sparse data matrix, in the limit of large $N,M$…

Statistical Mechanics · Physics 2025-08-01 Barak Budnick , Preben Forer , Pierpaolo Vivo , Sabrina Aufiero , Silvia Bartolucci , Fabio Caccioli

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…

Mathematical Physics · Physics 2015-06-11 Anthony Mays

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

We consider density matrices which are sums of projectors on states spanning irreducible representations of the permutation group of L sites (eigenstates of permutational invariant quantum system with L sites) and construct the reduced…

Quantum Physics · Physics 2009-11-20 Mario Salerno , Vladislav Popkov

This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…

Numerical Analysis · Mathematics 2026-04-06 Yizhou Liang , Ngoc Tien Tran