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We obtain results for the spectral optimisation of Neumann eigenvalues on rectangles in $\mathbb{R}^2$ with a measure or perimeter constraint. We show that the rectangle with measure $1$ which maximises the $k$'th Neumann eigenvalue…

Spectral Theory · Mathematics 2018-05-16 Michiel van den Berg , Dorin Bucur , Katie Gittins

The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…

Numerical Analysis · Mathematics 2017-08-14 Yunjie Wang , Gang Wu

In this paper, we develop novel perturbation bounds for the high-order orthogonal iteration (HOOI) [DLDMV00b]. Under mild regularity conditions, we establish blockwise tensor perturbation bounds for HOOI with guarantees for both tensor…

Statistics Theory · Mathematics 2021-06-08 Yuetian Luo , Garvesh Raskutti , Ming Yuan , Anru R. Zhang

In this paper, we answer the various forms of nonnegative inverse eigenvalue problems with prescribed diagonal entries for order three: real or complex general matrices, symmetric stochastic matrices, and real or complex doubly stochastic…

Spectral Theory · Mathematics 2018-06-22 Jin Ok Hwang , Donggyun Kim

In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the covariance matrix of a spherically…

Statistics Theory · Mathematics 2019-07-19 Filippo Palombi , Simona Toti

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly…

Statistics Theory · Mathematics 2023-01-10 Yuxin Chen , Chen Cheng , Jianqing Fan

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

Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…

Numerical Analysis · Mathematics 2025-07-08 Konstantin Usevich , Simon Barthelme

In a previous paper (J. Phys. A 36, 11807 (2003)), we introduced the `asymptotic iteration method' for solving second-order homogeneous linear differential equations. In this paper, we study perturbed problems in quantum mechanics and we…

Mathematical Physics · Physics 2009-11-11 Hakan Ciftci , Richard L. Hall , Nasser Saad

In this paper, we consider the optimal design of photonic crystal band structures for two-dimensional square lattices. The mathematical formulation of the band gap optimization problem leads to an infinite-dimensional Hermitian eigenvalue…

Optimization and Control · Mathematics 2010-05-02 Han Men , Ngoc-Cuong Nguyen , Robert M. Freund , Pablo A. Parrilo , Jaume Peraire

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu

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

The matrix joint block diagonalization problem (JBDP) of a given matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is about finding a nonsingular matrix $W$ such that all $W^{T} A_i W$ are block diagonal. It includes the matrix joint diagonalization…

Numerical Analysis · Mathematics 2017-03-03 Yunfeng Cai , Reng-cang Li

This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series dimension and the observation window…

Probability · Mathematics 2012-08-22 Walid Hachem , Philippe Loubaton , X. Mestre , Jamal Najim , Pascal Vallet

In this paper, we study uni-parametric linear optimization problems, in which simultaneously the right-hand-side and the left-hand-side of constraints are linearly perturbed with identical parameter. In addition to the concept of change…

Optimization and Control · Mathematics 2020-08-07 Nayyer Mehanfar , Alireza Ghaffari-Hadigheh

In this paper we study optimization problems for Neumann eigenvalues $\mu_k$ among convex domains with a constraint on the diameter or the perimeter. We work mainly in the plane, though some results are stated in higher dimension. We study…

Analysis of PDEs · Mathematics 2024-02-07 Beniamin Bogosel , Antoine Henrot , Marco Michetti

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…

Spectral Theory · Mathematics 2007-05-23 E B Davies , Mildred Hager

We prove two inequalities regarding the ratio $\det(A+D)/\det A$ of the determinant of a positive-definite matrix $A$ and the determinant of its perturbation $A+D$. In the first problem, we study the perturbations that happen when positive…

Rings and Algebras · Mathematics 2014-02-17 Ivan Matic

We investigate the eigenvalues of perturbed spherical Schr\"odinger operators under the assumption that the perturbation $q(x)$ satisfies $x q(x) \in L^1(0,1)$. We show that the square roots of eigenvalues are given by the square roots of…

Spectral Theory · Mathematics 2010-09-07 Aleksey Kostenko , Alexander Sakhnovich , Gerald Teschl