Related papers: Perturbation of eigenvalues of matrix pencils and …

We generalize $\epsilon$-pseudospectra and the associated computational algorithms to the generalized eigenvalue problem. Rank one perturbations are used to determine the $\epsilon$-pseudospectra.

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

We consider a class of linear eigenvalue problems depending on a small parameter epsilon in which the series expansion for the eigenvalue in powers of epsilon is divergent. We develop a new technique to determine the precise nature of this…

In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…

Let $n$ be a positive integer and $m$ be a positive even integer. Let ${\mathcal A}$ be an $m^{th}$ order $n$-dimensional real weakly symmetric tensor and ${\mathcal B}$ be a real weakly symmetric positive definite tensor of the same size.…

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

Sensitivity of eigenvectors and eigenvalues of symmetric matrix estimates to the removal of a single observation have been well documented in the literature. However, a complicating factor can exist in that the rank of the eigenvalues may…

This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…

It is well-known that the approximate factor models have the rotation indeterminacy. It has been considered that the principal component (PC) estimators estimate some rotations of the true factors and factor loadings, but the rotation…

The matrix pencil (A,B) = {tB-A | t \in C} is considered under the assumptions that A is entrywise nonnegative and B-A is a nonsingular M-matrix. As t varies in [0,1], the Z-matrices tB-A are partitioned into the sets L_s introduced by…

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…

We consider a metric graph consisting of two edges, one of which has length $\varepsilon$ which we send to zero. On this graph we study the resolvent and spectrum of the Laplacian subject to a general vertex condition at the connecting…

We consider a singularly perturbed Dirichlet spectral problem for an elliptic operator of second order. The coefficients of the operator are assumed to be locally periodic and oscillating in the scale $\varepsilon$. We describe the leading…

We consider the eigenvalues and eigenvectors of small rank perturbations of random $N\times N$ matrices. We allow the rank of perturbation $M$ increases with $N$, and the only assumption is $M=o(N)$. In both additive and multiplicative…

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are…

We solve the problem of characterizing the Kronecker structure of a matrix pencil obtained by a rank-one perturbation of another matrix pencil. The results hold over arbitrary fields.

We design a fast implicit real QZ algorithm for eigenvalue computation of structured companion pencils arising from linearizations of polynomial rootfinding problems. The modified QZ algorithm computes the generalized eigenvalues of an…

Consider a homogenized spectral pencil of exactly solvable linear differential operators $T_{\la}=\sum_{i=0}^k Q_{i}(z)\la^{k-i}\frac {d^i}{dz^i}$, where each $Q_{i}(z)$ is a polynomial of degree at most $i$ and $\la$ is the spectral…

Eigenvalue spectrum of the Laplacian on a metric graph with arbitrary but fixed vertex conditions is investigated in the limit as the lengths of all edges decrease to zero at the same rate. It is proved that there are exactly four possible…