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This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

In this paper we prove that there exists an asymptotical diagonalization algorithm for a class of sparse Hermitian (or real symmetric) matrices if and only if the matrices become Hessenberg matrices after some permutation of rows and…

Algebraic Topology · Mathematics 2022-04-14 Anton Ayzenberg , Konstantin Sorokin

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

In this paper we are concerned to find the eigenvalues and eigenvectors of a real symetric matrix by applying a new numerical method similar to Jacobi method. Our approch consists to use a new orthogonal matrix. The computation of the…

Numerical Analysis · Mathematics 2020-03-30 Nassim Guerraiche

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

Numerical Analysis · Mathematics 2019-12-12 Joscha Reimer

An important theorem in Gaussian quantum information tells us that we can diagonalise the covariance matrix of any Gaussian state via a symplectic transformation. Whilst the diagonal form is easy to find, the process for finding the…

Mathematical Physics · Physics 2021-11-16 Jason L. Pereira , Leonardo Banchi , Stefano Pirandola

For a given complex square matrix $A$ with constant row sum, we establish two new eigenvalue inclusion sets. Using these bounds, first we derive bounds for the second largest and smallest eigenvalues of adjacency matrices of $k$-regular…

Combinatorics · Mathematics 2020-08-27 Ranjit Mehatari , M. Rajesh Kannan

A comprehensive approach to the spectrum characterization (derivation of eigenvalues and the corresponding multiplicities) for non-normalized, symmetric discrete trigonometric transforms (DTT) is presented in the paper. Eight types of the…

Signal Processing · Electrical Eng. & Systems 2023-02-17 Ali Bagheri Bardi , Milos Dakovic , Taher Yazdanpanah , Ljubisa Stankovic

Symplectic eigenvalues are conventionally defined for symmetric positive-definite matrices via Williamson's diagonal form. Many properties of standard eigenvalues, including the trace minimization theorem, are extended to the case of…

Optimization and Control · Mathematics 2022-10-11 Nguyen Thanh Son , Tatjana Stykel

We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen eigenvalue of a matrix from the Gaussian Unitary Ensemble…

Probability · Mathematics 2026-03-30 Luc Devroye , Jad Hamdan

Harary and Schwenk posed the problem forty years ago: Which graphs have distinct adjacency eigenvalues? In this paper, we obtain a necessary and sufficient condition for an Hermitian matrix with simple spectral radius and distinct…

Combinatorics · Mathematics 2014-05-26 Xueliang Li , Jianfeng Wang , Qiongxiang Huang

Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…

Disordered Systems and Neural Networks · Physics 2025-01-24 Pawat Akara-pipattana , Oleg Evnin

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green…

Probability · Mathematics 2022-04-04 László Erdős , Yuanyuan Xu

We derive the necessary and sufficient conditions for the simple eigenvalues of rational matrix functions with symmetry structure to have the same normwise condition number with respect to arbitrary and structure-preserving perturbations.…

Optimization and Control · Mathematics 2025-09-26 Ritwik Prabin Kalita , Anshul Prajapati , Punit Sharma

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

If $A$ is a $2n \times 2n$ real positive definite matrix, then there exists a symplectic matrix $M$ such that $M^TAM = \left [ \begin{array}{cc} D & O \\ O & D \end{array} \right ]$ where $D= \diag (d_1 (A), \ldots, d_n(A))$ is a diagonal…

Mathematical Physics · Physics 2018-03-21 Rajendra Bhatia , Tanvi Jain

We develop several methods, based on the geometric relationship between the eigenspaces of a matrix and its adjoint, for determining whether a square matrix having distinct eigenvalues is unitarily equivalent to a complex symmetric matrix.…

Functional Analysis · Mathematics 2010-03-16 Stephan Ramon Garcia , Levon Balayan

Positive semidefinite matrices partitioned into a small number of Hermitian blocks have a remarkable property. Such a matrix may be written in a simple way from the sum of its diagonal blocks

Functional Analysis · Mathematics 2012-10-11 Jean-Christophe Bourin , Eun-Young Lee , Minghua Lin

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan

We consider a class of (possibly nondiagonalizable) pseudo-Hermitian operators with discrete spectrum, showing that in no case (unless they are diagonalizable and have a real spectrum) they are Hermitian with respect to a semidefinite inner…

Quantum Physics · Physics 2015-06-26 G. Scolarici , L. Solombrino
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