Related papers: Kronecker-product random matrices and a matrix lea…
Motivated by the conjectures formulated in 2003 by Tun\c{c}el et al., we study interlacing properties of the eigenvalues of $A\otimes B + B\otimes A$ for pairs of $n$-by-$n$ matrices $A, B$. We prove that for every pair of symmetric…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
A Kronecker product model is the set of visible marginal probability distributions of an exponential family whose sufficient statistics matrix factorizes as a Kronecker product of two matrices, one for the visible variables and one for the…
Many convex problems in machine learning and computer science share the same form: \begin{align*} \min_{x} \sum_{i} f_i( A_i x + b_i), \end{align*} where $f_i$ are convex functions on $\mathbb{R}^{n_i}$ with constant $n_i$, $A_i \in…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
We develop spectral methods for ODEs and operator eigenvalue problems that are based on a least-squares formulation of the problem. The key tool is a method for rectangular generalized eigenvalue problems, which we extend to quasimatrices…
Suppose $\mathcal{H}_1, \mathcal{H}_2, \ldots, \mathcal{H}_n$ are arbitrary complex Hilbert spaces, and ${\bf A}=[A_{ij}]$ is an $n\times n$ operator matrix with $A_{ij}\in \mathcal{B}(\mathcal{H}_j, \mathcal{H}_i).$ We show that $w({\bf…
We give new, smaller constructions of constant-depth linear circuits for computing any matrix which is the Kronecker power of a fixed matrix. A standard argument (e.g., the mixed product property of Kronecker products, or a generalization…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
The first-order optimality condition of convexly constrained nonconvex nonconcave min-max optimization problems with box constraints formulates a nonmonotone variational inequality (VI), which is equivalent to a system of nonsmooth…
In this paper we consider the product of two independent random matrices $\mathbb X^{(1)}$ and $\mathbb X^{(2)}$. Assume that $X_{jk}^{(q)}, 1 \le j,k \le n, q = 1, 2,$ are i.i.d. random variables with $\mathbb E X_{jk}^{(q)} = 0, \mathbb E…
In this paper we investigate a minimization problem related to the principal eigenvalue of the $s$-wave Schr\"{o}dinger operator. The operator depends nonlinearly on the eigenparameter. We prove the existence of a solution for the…
A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following $n$-dimensional quadratic minimization problem in constant time, which is independent of $n$: $z^*=\min_{\mathbf{v} \in…
We consider a continuous analogue of Babai et al.'s and Cai et al.'s problem of solving multiplicative matrix equations. Given $k+1$ square matrices $A_{1}, \ldots, A_{k}, C$, all of the same dimension, whose entries are real algebraic, we…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any…
In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type…
A version of the Cauchy-Schwarz inequality in operator theory is the following: for any two symmetric, positive definite matrices $A,B \in \mathbb{R}^{n \times n}$ and arbitrary $X \in \mathbb{R}^{n \times n}$ $$ \|AXB\| \leq \|A^2…
We show that sufficiently low tensor rank for the balanced tripartitioning tensor $P_d(x,y,z)=\sum_{A,B,C\in\binom{[3d]}{d}:A\cup B\cup C=[3d]}x_Ay_Bz_C$ for a large enough constant $d$ implies uniform arithmetic circuits for the matrix…
In this paper, we study the existence of minimizers for a class of constrained minimization problems derived from the Schr\"{o}dinger-Poisson equations: $$-\Delta u+V(x)u+(|x|^{-1}*u^2)u-|u|^\frac{4}{3}u=\lambda u,~~x\in\R^3$$ on the…