Related papers: Generation of Random (Generalized) Orthogonal Matr…
We use representation theory to construct spaces of matrices of constant rank. These spaces are parametrized by the natural representation of the general linear group or the symplectic group. We present variants of this idea, with more…
We study the structure of the algebra of polynomial invariants for the usual conjugation action of the complex special, SO_n, and general, O_n, orthogonal group on the space of traceless n by n complex matrices. (Note that these two…
Let F be an algebraically closed field of characteristic different from 2. We show that every nonsingular skew-symmetric n by n matrix X over F is orthogonally similar to a bidiagonal skew-symmetric matrix. In the singular case one has to…
Motivated in part by a problem of combinatorial optimization and in part by analogies with quantum computations, we consider approximations of orthogonal matrices U by ``non-commutative convex combinations'' A of permutation matrices of the…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
The orthogonal group acts on the space of several $n\times n$ matrices by simultaneous conjugation. For an infinite field of characteristic different from two, relations between generators for the algebra of invariants are described. As an…
We introduce a Sinkhorn-type algorithm for producing quantum permutation matrices encoding symmetries of graphs. Our algorithm generates square matrices whose entries are orthogonal projections onto one-dimensional subspaces satisfying a…
We provide an algorithm to compute generators of the orthogonal group of the discriminant group associated to an integral quadratic lattice over the integers. We give a closed formula for its order.
For the family of the orthogonal quantum matrix algebras we investigate the structure of their characteristic subalgebras -- special commutative subalgebras, which for the subfamily of the reflection equation algebras appear to be central.…
We present a new class of stochastic, geometrically-driven optimization algorithms on the orthogonal group $O(d)$ and naturally reductive homogeneous manifolds obtained from the action of the rotation group $SO(d)$. We theoretically and…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
Constructive algorithms, requiring no more than $2\times 2$ matrix manipulations, are provided for finding the entries of the positive definite factor in the polar decomposition of matrices in sixteen groups preserving a bilinear form in…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
We provide an example for the generating matrix $A$ of a two-dimensional lattice $\Gamma = A\mathbb{Z}^2$, such that the following holds: For any sufficiently smooth and localized mother wavelet $\psi$, there is a constant…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
We use the $H$-matrix technology to compute the approximate square root of a covariance matrix in linear cost. This allows us to generate normal and log-normal random fields on general point sets with optimal cost. We derive rigorous error…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
Solution and analysis of mathematical programming problems may be simplified when these problems are symmetric under appropriate linear transformations. In particular, a knowledge of the symmetries may help reduce the problem dimension, cut…
We apply the method of skew-orthogonal polynomials (SOP) in the complex plane to asymmetric random matrices with real elements, belonging to two different classes. Explicit integral representations valid for arbitrary weight functions are…