Related papers: New Solvable Matrix Integrals
Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…
This paper is a brief review of recent results on the concept of ``generalized $\tau$-function'', defined as a generating function of all the matrix elements in a given highest-weight representation of a universal enveloping algebra ${\cal…
Partition functions of eigenvalue matrix models possess a number of very different descriptions: as matrix integrals, as solutions to linear and non-linear equations, as tau-functions of integrable hierarchies and as special-geometry…
We define the set of almost-intertwining matrices to be all triples(X,Y,Z) of n x n matrices for which XZ=YX+T for some rank one matrix T. A surprisingly simple formula is given for tau-functions of the KP hierarchy in terms of such…
General properties of eigenvalues of $A+\tau uv^*$ as functions of $\tau\in\Comp$ or $\tau\in\Real$ or $\tau=\e^{\ii\theta}$ on the unit circle are considered. In particular, the problem of existence of global analytic formulas for…
We present in this paper some fundamental tools for developing matrix analysis over the complex quaternion algebra. As applications, we consider generalized inverses, eigenvalues and eigenvectors, similarity, determinants of complex…
In this paper, we have proposed a new method for solving the Gaussian integral. Introducing a parameter that depends on a $n$ index, we have found a general solution for this type of integral inspired by Taylor series of a simple function.…
Higher order data is modeled using matrices whose entries are numerical arrays of a fixed size. These arrays, called t-scalars, form a commutative ring under the convolution product. Matrices with elements in the ring of t-scalars are…
This article is devoted to the asymptotic expansion of the generalized Harish Chandra-Itzykson-Zuber matrix integral for non-unitary symmetries characterized by a parameter beta(as usual beta =1,2 and 4 correspond to the orthogonal, unitary…
We discuss a new method of integration over matrix variables based on a suitable gauge choice in which the angular variables decouple from the eigenvalues at least for a class of two-matrix models. The calculation of correlation functions…
This paper begins investigation of the concept of ``generalized $\tau$-function'', defined as a generating function of all the matrix elements of a group element $g \in G$ in a given highest-weight representation of a universal enveloping…
The article presents a generalization of Sherman-Morrison-Woodbury (SMW) formula for the inversion of a matrix of the form A+sum(U)k)*V(k),k=1..N).
In these lecture notes we review the various relations between intersection theory on the moduli space of Riemann surfaces, integrable hierarchies of KdV type, matrix models, and topological quantum field theories. We explain in particular…
We study the hermitean and normal two matrix models in planar approximation for an arbitrary number of eigenvalue supports. Its planar graph interpretation is given. The study reveals a general structure of the underlying analytic complex…
The addition formulae for KP $\tau$-functions, when evaluated at lattice points in the KP flow group orbits in the infinite dimensional Sato-Segal-Wilson Grassmannian, give infinite parametric families of solutions to discretizations of the…
We exhibit explicitly the intertwiner operator for the monodromy matrices of the recent proposed SU(N) Hubbard model [5]. This produces a new family of non-additive R-matrices and generalizes an earlier result by Shastry [2].
The close form of some integrals involving recently developed generalized k-Struve functions is obtained. The outcome of these integrations is expressed in terms of generalized Wright functions. Several special cases are deduced which lead…
In the present paper we discuss the general facts, concerning the Schlesinger system: the (\tau)-function, the local factorization of solutions of Fuchsian equations and holomorphic deformations. We introduce the terminology "isoprincipal"…
We study the large N limit of the Itzykson -- Zuber integral and show that the leading term is given by the exponent of an action functional for the complex inviscid Burgers (Hopf) equation evaluated on its particular classical solution;…
We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…