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We present an intuitive and scalable algorithm for the diagonalization of complex symmetric matrices, which arise from the projection of pseudo--Hermitian and complex scaled Hamiltonians onto a suitable basis set of "trial" states. The…

Quantum Physics · Physics 2013-09-10 J. H. Noble , M. Lubasch , U. D. Jentschura

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

Statistical Mechanics · Physics 2009-11-07 E. Kanzieper

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

In this paper we outline a Matrix Ansatz approach to some problems of combinatorial enumeration. The idea is that many interesting quantities can be expressed in terms of products of matrices, where the matrices obey certain relations. We…

Combinatorics · Mathematics 2021-01-26 Sylvie Corteel , Matthieu Josuat-Vergès , Lauren K. Williams

Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…

Mathematical Physics · Physics 2022-10-05 Joren Brunekreef , Luca Lionni , Johannes Thürigen

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

We consider the problem of writing real polynomials as determinants of symmetric linear matrix polynomials. This problem of algebraic geometry, whose roots go back to the nineteenth century, has recently received new attention from the…

Algebraic Geometry · Mathematics 2011-08-23 Tim Netzer , Daniel Plaumann , Andreas Thom

In this work we revisit the arithmetic and bit complexity of Hermitian eigenproblems. Recently, [BGVKS, FOCS 2020] proved that a (non-Hermitian) matrix can be diagonalized with a randomized algorithm in $O(n^{\omega}\log^2(n/\epsilon))$…

Data Structures and Algorithms · Computer Science 2025-04-29 Aleksandros Sobczyk

We introduce a novel parametrization of the correlation matrix. The reparametrization facilitates modeling of correlation and covariance matrices by an unrestricted vector, where positive definiteness is an innate property. This…

Econometrics · Economics 2020-12-07 Ilya Archakov , Peter Reinhard Hansen

The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.

Condensed Matter · Physics 2009-10-30 B. Eynard , M. L. Mehta

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

Properties of Hermitian forms are used to investigate several natural questions from CR Geometry. To each Hermitian symmetric polynomial we assign a Hermitian form. We study how the signature pairs of two Hermitian forms behave under the…

Complex Variables · Mathematics 2011-10-20 John P. D'Angelo , Jiri Lebl

It is well known that the unitary evolution of a closed $M-$level quantum system can be generated by a non-Hermitian Hamiltonian $H$ with real spectrum. Its Hermiticity can be restored via an amended inner-product metric $\Theta$. In…

Quantum Physics · Physics 2023-07-31 Miloslav Znojil

We prove that the following statements are equivalent: a linear matrix equation with parameters forming a commuting set of diagonalizable matrices is consistent, a certain matrix constructed with the Drazin inverse is a solution of this…

Rings and Algebras · Mathematics 2024-06-17 Dan Comănescu

Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…

Logic · Mathematics 2007-05-23 Joy Jacob , Sebastian George , A M Mathai

Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low…

Numerical Analysis · Mathematics 2019-07-26 Gianna M. Del Corso , Federico Poloni , Leonardo Robol , Raf Vandebril

We propose a supplement matrix method for computing eigenvalues of a dual Hermitian matrix, and discuss its application in multi-agent formation control. Suppose we have a ring, which can be the real field, the complex field, or the…

Numerical Analysis · Mathematics 2024-05-08 Liqun Qi , Chunfeng Cui

The algebraic relations between the principal minors of an $n\times n$ matrix are somewhat mysterious, see e.g. [lin-sturmfels]. We show, however, that by adding in certain \emph{almost} principal minors, the relations are generated by a…

Combinatorics · Mathematics 2014-10-01 Richard Kenyon , Robin Pemantle

Hermitian symplectic spaces provide a natural framework for the extension theory of symmetric operators. Here we show that hermitian symplectic spaces may also be used to describe the solution to the factorisation problem for the scattering…

Mathematical Physics · Physics 2007-05-23 M. Harmer

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed