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We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

The leading eigenvalue $\lambda$ of the adjacency matrix of a graph exerts much influence on the behavior of dynamical processes on that graph. It is thus relevant to relate notions of the importance (specifically, centrality measures) of…

Social and Information Networks · Computer Science 2024-08-22 Ethan Young , Mason A. Porter

One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…

Numerical Analysis · Computer Science 2009-10-29 Matthias Petschow , Edoardo Di Napoli , Paolo Bientinesi

The extreme eigenvalues of adjacency matrices are important indicators on the influences of topological structures to collective dynamical behavior of complex networks. Recent findings on the ensemble averageability of the extreme…

Physics and Society · Physics 2015-05-28 Ning Ning Chung , Lock Yue Chew , Choy Heng Lai

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Probability · Mathematics 2019-05-08 Elizabeth Meckes , Kathryn Stewart

The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…

Numerical Analysis · Mathematics 2017-08-14 Yunjie Wang , Gang Wu

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…

Probability · Mathematics 2025-09-19 Hongjian Wang , Aaditya Ramdas

We consider the inverse eigenvalue problem for entanglement witnesses, which asks for a characterization of their possible spectra (or equivalently, of the possible spectra resulting from positive linear maps of matrices). We completely…

Quantum Physics · Physics 2018-04-02 Nathaniel Johnston , Everett Patterson

The detection of the top eigenvalue and its corresponding eigenvector in ensembles of random matrices has significant applications across various fields. An existing method, based on the linear stability of a complementary set of cavity…

Disordered Systems and Neural Networks · Physics 2025-07-11 Diego Tapias , Benedikt Grüger , Reimer Kühn , Peter Sollich

We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to…

Probability · Mathematics 2020-05-07 Stefan Steinerberger

Using the superlattice (SL) eigenvalues $E_{\mu ,\nu }^{c,v}$ and eigenfunctions $\varphi_{\mu\nu}^{c,v}(z) $, obtained within the theory of finite periodic systems, where $\mu$ indicates the subbands and $\nu$ the intra-subband levels, we…

Materials Science · Physics 2016-09-19 Pedro Pereyra

It is well-known that the behavior of many dynamical processes running on networks is intimately related to the eigenvalue spectrum of the network. In this paper, we address the problem of inferring global information regarding the…

Optimization and Control · Mathematics 2011-01-14 Victor M. Preciado , Ali Jadbabaie

A standard perturbation result states that perturbed eigenvalues and eigenprojections admit a perturbation series provided that the operator norm of the perturbation is smaller than a constant times the corresponding eigenvalue isolation…

Functional Analysis · Mathematics 2019-10-21 Martin Wahl

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…

Disordered Systems and Neural Networks · Physics 2015-06-25 B. Mehlig , J. T. Chalker

The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open…

Probability · Mathematics 2019-06-21 K. Castillo , I. Zaballa

For many stochastic processes there is an underlying coordinate space, $V$, with the process moving from point to point in $V$ or on variables (such as spin configurations) defined with respect to $V$. There is a matrix of transition…

Statistical Mechanics · Physics 2007-11-08 Bernard Gaveau , Lawrence S. Schulman , Leonard J. Schulman

We propose a working strategy to describe the eigenvalue statistics of random spin systems along the whole phase diagram with thermal to many-body localization (MBL) transition. Our strategy relies on two random matrix (RM) models with…

Disordered Systems and Neural Networks · Physics 2021-12-24 Wen-Jia Rao

Pairwise comparisons are used in a wide variety of decision situations where the importance of alternatives should be measured on a numerical scale. One popular method to derive the priorities is based on the right eigenvector of a…

Optimization and Control · Mathematics 2021-02-23 László Csató , Dóra Gréta Petróczy
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