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One considers certain degenerations of the generic symmetric matrix over a field $k$ of characteristic zero and the main structures related to the determinant $f$ of the matrix, such as the ideal generated by its partial derivatives, the…

Commutative Algebra · Mathematics 2018-04-04 Rainelly Cunha , Zaqueu Ramos , Aron Simis

Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…

Statistics Theory · Mathematics 2007-06-13 Mathias Drton

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

Mathematical Physics · Physics 2016-08-16 P. J. Forrester , J. R. Ipsen

The central problem we consider is the distribution of eigenvalues of closed linear operators which are not selfadjoint, with a focus on those operators which are obtained as perturbations of selfadjoint linear operators. Two methods are…

Spectral Theory · Mathematics 2014-03-25 Michael Demuth , Marcel Hansmann , Guy Katriel

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

We address the task of higher-order derivative evaluation of computer programs that contain QR decompositions and real symmetric eigenvalue decompositions. The approach is a combination of univariate Taylor polynomial arithmetic and matrix…

Numerical Analysis · Mathematics 2010-10-01 Sebastian F. Walter , Lutz Lehmann , René Lamour

We derive a formula for the adjoint $\overline{A}$ of a square-matrix operation of the form $C=f(A)$, where $f$ is holomorphic in the neighborhood of each eigenvalue. We then apply the formula to derive closed-form expressions in particular…

Computational Finance · Quantitative Finance 2021-09-13 Andrei Goloubentsev , Dmitri Goloubentsev , Evgeny Lakshtanov

Classification theorems for linear differential equations in two real variables, possessing eigenfunctions in the form of the polynomials (the generalized Bochner problem) are given. The main result is based on the consideration of the…

High Energy Physics - Theory · Physics 2016-09-06 Alexander Turbiner

Generating functions and functional equations of Dickson polynomials of the first and second kind are derived and continued analytically. These formulae are expressed in terms of the incomplete gamma function over complex variables of the…

Combinatorics · Mathematics 2022-11-29 Robert Reynolds

We present broadly applicable tools for determining the behavior of eigenvalues and eigenvectors under the addition of self-adjoint operators and under the multiplication of unitaries, in finite-dimensional Hilbert spaces. The new tools…

Quantum Physics · Physics 2025-06-09 Barbara Šoda , Achim Kempf

We study the Poincar\'e series of the mixed and pure trace rings of generic matrices. These series are known to be rational functions. We obtain an explicit formula in lowest terms in the case of $2\times2$ matrices; a denominator, which we…

Rings and Algebras · Mathematics 2022-09-07 Allan Berele

We characterize the relationship between the singular values of a complex Hermitian (resp., real symmetric, complex symmetric) matrix and the singular values of its off-diagonal block. We also characterize the eigenvalues of an Hermitian…

Algebraic Geometry · Mathematics 2007-05-23 Sergey Fomin , William Fulton , Chi-Kwong Li , Yiu-Tung Poon

For a given complex square matrix $A$ with constant row sum, we establish two new eigenvalue inclusion sets. Using these bounds, first we derive bounds for the second largest and smallest eigenvalues of adjacency matrices of $k$-regular…

Combinatorics · Mathematics 2020-08-27 Ranjit Mehatari , M. Rajesh Kannan

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

We investigate the eigengenvalues problem for self-adjoint operators with the singular perturbations. The general results presented here includes weakly as well as strongly singular cases. We illustrate these results on two models which…

Mathematical Physics · Physics 2007-05-23 Sylwia Kondej

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

Disordered Systems and Neural Networks · Physics 2017-01-04 Kevin Truong , Alexander Ossipov

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Probability · Mathematics 2024-01-24 B. Winn

This document introduces a generalization of calculus that treats both continuous and discrete variables on an equal footing. This generalization of calculus was developed independently of the "Calculus on Time Scales" literature but may be…

Classical Analysis and ODEs · Mathematics 2013-02-26 Jay Kaminsky

The Floquet eigenvalue problem and a generalized form of the Wangerin eigenvalue problem for Lam\'e's differential equation are discussed. Results include comparison theorems for eigenvalues and analytic continuation, zeros and limiting…

Classical Analysis and ODEs · Mathematics 2018-12-13 Hans Volkmer

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez