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We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

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

We provide a first systematic treatment of so-called rectangular multispectral perturbation theory. With their paper from 2003, Hochstenbach and Plestenjak ["Backward Error, Condition Numbers, and Pseudospectra for the Multiparameter…

Numerical Analysis · Mathematics 2026-05-21 Christof Vermeersch , Sarthak De , Bart De Moor

The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…

Machine Learning · Computer Science 2018-02-26 Mikhail Belkin , Luis Rademacher , James Voss

The aim of this article is to present a brief overview of spectral perturbation theory for matrices, bounded linear operators and holomorphic operator-valued functions. We focus on bounds for perturbed eigenvalues, eigenvectors and…

Spectral Theory · Mathematics 2025-12-09 Rafikul Alam

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper…

Numerical Analysis · Mathematics 2021-03-05 Zhonggang Zeng

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…

Mathematical Physics · Physics 2010-08-16 O. Bohigas , M. P. Pato

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and…

Numerical Analysis · Mathematics 2016-11-16 Silvia Noschese , Lothar Reichel

We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

Mathematical Physics · Physics 2021-08-25 Yuriy Stepanov , Hendrik Herrmann , Thomas Guhr

Twin vertices of a graph have the same open neighbourhood. If they are not adjacent, then they are called duplicates and contribute the eigenvalue zero to the adjacency matrix. Otherwise they are termed co-duplicates, when they contribute…

Spectral Theory · Mathematics 2020-01-30 Johann A. Briffa , Irene Sciriha

In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…

Numerical Analysis · Mathematics 2017-04-06 Silvia Noschese , Lothar Reichel

Eigenvalues arising in scattering theory have been envisioned as a potential source of target signatures in nondestructive testing of materials, whereby perturbations of the eigenvalues computed for a penetrable medium would be used to…

Analysis of PDEs · Mathematics 2021-04-06 Samuel Cogar

Standard perturbation theory of eigenvalue problems consists of obtaining approximations of eigenmodes in the neighborhood of an operator where the corresponding eigenmode is known. Nevertheless, if the corresponding eigenmodes of several…

Mathematical Physics · Physics 2025-07-29 Geneviève Dusson , Louis Garrigue , Benjamin Stamm

We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wenping Cui , Jason W. Rocks , Pankaj Mehta

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

Eigenvectors associated with non-degenerate eigenvalues are shown to correspond to columns of the adjugate of the characteristic matrix. Degenerate eigenvalues are associated with eigenvectors that correspond to reduced complement tensors…

Mathematical Physics · Physics 2024-06-25 M. I. Krivoruchenko

We discuss the problems arising when computing eigenvalues of self-adjoint operators which lie in a gap between two parts of the essential spectrum. Spectral pollution, i.e. the apparent existence of eigenvalues in numerical computations,…

Spectral Theory · Mathematics 2007-05-23 E B Davies , M Plum

The paper presents a new theory of unfolding of eigenvalue surfaces of real symmetric and Hermitian matrices due to an arbitrary complex perturbation near a diabolic point. General asymptotic formulae describing deformations of a conical…

Mathematical Physics · Physics 2007-05-23 O. N. Kirillov , A. A. Mailybaev , A. P. Seyranian