Related papers: Lanczos Meets Orthogonal Polynomials
We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…
We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…
The super-Jack polynomials, introduced by Kerov, Okounkov and Olshanski, are polynomials in $n+m$ variables, which reduce to the Jack polynomials when $n=0$ or $m=0$ and provide joint eigenfunctions of the quantum integrals of the…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlev\'e equation when viewed as functions of one of the…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
In this paper we introduce generalised Markov numbers and extend the classical Markov theory for the discrete Markov spectrum to the case of generalised Markov numbers. In particular we show recursive properties for these numbers and find…
Recently, a novel measure for the complexity of operator growth is proposed based on Lanczos algorithm and Krylov recursion method. We study this Krylov complexity in quantum mechanical systems derived from some well-known local toric…
We study the Lanczos coefficients in a quadratic model given by an impurity interacting with a multi-mode field of fermions, also known as resonant level model. We analytically derive closed expressions for the Lanczos coefficients of…
Krylov complexity, as a novel measure of operator complexity under Heisenberg evolution, exhibits many interesting universal behaviors and also bounds many other complexity measures. In this work, we study Krylov complexity $\mathcal{K}(t)$…
For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…
In this paper we obtain new results about the orthogonality measure of orthogonal polynomials on the unit circle, through the study of unitary truncations of the corresponding unitary multiplication operator, and the use of the…
We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…
This paper revisits the notion of classical orthogonal polynomials from a broader functional-analytic point of view. It is intended neither as a survey of known results nor as a review of the literature, but rather as a conceptual…
Krawtchouk polynomials appear in a variety of contexts, most notably as orthogonal polynomials and in coding theory via the Krawtchouk transform. We present an operator calculus formulation of the Krawtchouk transform that is suitable for…
A common approach to approximating quadratic forms of matrix functions is to use a quadrature rule derived from the Lanczos process, known as a Lanczos quadrature. Although symmetric quadrature rules are computationally favorable, it has…
New bispectral polynomials orthogonal on a quadratic bi-lattice are obtained from a truncation of Wilson polynomials. Recurrence relation and difference equation are provided. The recurrence coefficients can be encoded in a perturbed…