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The vertical modes of linearized equations of motion are widely used by the oceanographic community in numerous theoretical and observational contexts. However, the standard approach for solving the generalized eigenvalue problem using…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Jeffrey J. Early , M. Pascale Lelong , K. Shafer Smith

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

The Wang-Landau (WL) algorithm has been widely used for simulations in many areas of physics. Our analysis of the WL algorithm explains its properties and shows that the difference of the largest eigenvalue of the transition matrix in the…

Statistical Mechanics · Physics 2017-10-19 L. Yu. Barash , M. A. Fadeeva , L. N. Shchur

Estimating the eigenvalues of non-normal matrices is a foundational problem with far-reaching implications, from modeling non-Hermitian quantum systems to analyzing complex fluid dynamics. Yet, this task remains beyond the reach of standard…

Quantum Physics · Physics 2025-10-23 Yukun Zhang , Yusen Wu , Xiao Yuan

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

Quantum statistical mechanics allows us to extract thermodynamic information from a microscopic description of a many-body system. A key step is the calculation of the density of states, from which the partition function and all…

Quantum Physics · Physics 2025-07-24 Alessandro Summer , Cecilia Chiaracane , Mark T. Mitchison , John Goold

Understanding how out-of-equilibrium states thermalize under quantum unitary dynamics is an important problem in many-body physics. In this work, we propose a statistical ansatz for the matrix elements of non-equilibrium initial states in…

Statistical Mechanics · Physics 2025-04-30 Laura Foini , Anatoly Dymarsky , Silvia Pappalardi

Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…

We study the convergence properties of a pair of learning algorithms (learning with and without memory). This leads us to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…

Statistics Theory · Mathematics 2018-03-02 Dane Taylor , Juan G. Restrepo , Francois G. Meyer

This paper deals with the optimization of trial states for the computation of dominant eigenvalues of operators and very large matrices. In addition to preliminary results for the energy spectrum of van der Waals clusters, we review results…

Chemical Physics · Physics 2007-05-23 Vilen Melik-Alaverdian , M. P. Nightingale

The usual way to reveal properties of an unknown quantum state, given many copies of a system in that state, is to perform measurements of different observables and to analyze the measurement results statistically. Here we show that the…

Quantum Physics · Physics 2014-11-25 Seth Lloyd , Masoud Mohseni , Patrick Rebentrost

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Presented here is a matrix inversion method utilizing quantum searching algorithm. In this method, huge Hilbert space as a whole spanned by myriad of eigen states is searched and evaluated efficiently by sequential reduction in dimension…

Quantum Physics · Physics 2007-05-23 Atsushi Miyauchi

The use of a transfer matrix method to solve the 3D Ising model is straightforwardly generalized from the 2D case. We follow B.Kaufman's approach. No approximation is made, however the largest eigenvalue cannot be identified. This problem…

Statistical Mechanics · Physics 2007-05-23 S. L. Lou , S. H. Wu

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

Disordered Systems and Neural Networks · Physics 2012-08-03 Yoshiyuki Kabashima , Hisanao Takahashi

Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…

Numerical Analysis · Mathematics 2021-10-19 Michiel E. Hochstenbach , Bor Plestenjak

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón