Related papers: Asymptotic estimations of a perturbed symmetric ei…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a general covariance matrix that allows for heteroskedasticity,…
Recently, the eigenvalue problems formulated with symmetric positive definite bilinear forms have been well investigated with the aim of explicit bounds for the eigenvalues. In this paper, the existing theorems for bounding eigenvalues are…
We derive a sufficient condition guaranteeing that a singularly perturbed linear time-varying system is strongly monotone with respect to a matrix cone $C$ of rank $k$. This implies that the singularly perturbed system inherits the…
In this paper, we introduce a particular class of matrices. We study the concept of a matrix to be \emph{balanced}. We study some properties of this concept in the context of matrix operations. We examine the behaviour of various matrix…
We analyze perturbations of the harmonic oscillator type operators in a Hilbert space H, i.e. of the self-adjoint operator with simple positive eigenvalues $\mu_k$ satisfying $\mu_{k+1}-\mu_k \geq \Delta >0$. Perturbations are considered in…
The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and…
Consider a matrix function f defined for Hermitian matrices. The purpose of this paper is two-fold. We derive new results for the absolute structured condition number of the matrix function and we derive new bounds for the perturbation…
We consider primal-dual pairs of semidefinite programs and assume that they are ill-posed, i.e., both primal and dual are either weakly feasible or weakly infeasible. Under such circumstances, strong duality may break down and the primal…
We consider nonsymmetric rank one singular perturbations of a selfadjoint operator, i.e., an expression of the form $\tilde A = A + \alpha\left\langle\cdot, \omega_1\right\rangle\omega_2$, $\omega_1\not = \omega_2$, $\alpha\in{\mathbb C}$,…
In this article we further develop a perturbation approach to the Rayleigh--Ritz approximations from our earlier work. We both sharpen the estimates and extend the applicability of the theory to nonnegative definite operators . The…
This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…
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…
Eigenvalue spectrum of the Laplacian on a metric graph with arbitrary but fixed vertex conditions is investigated in the limit as the lengths of all edges decrease to zero at the same rate. It is proved that there are exactly four possible…
The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…
The aim of this article is to analyze the asymptotic behaviour of the eigenvalues of elliptic operators in divergence form with mixed boundary type conditions for domains that become unbounded in several directions, while they stay bounded…
Two important cases, where boundary conditions and solutions of the well-known integrable equations on a semi-strip are uniquely determined by the initial conditions, are rigorously studied in detail. First, the case of rectangular matrix…