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This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

统计方法学 · 统计学 2020-07-13 Rémy Mariétan , Stephan Morgenthaler

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

统计理论 · 数学 2020-03-09 Rémy Mariétan , Stephan Morgenthaler

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

数据结构与算法 · 计算机科学 2015-03-20 Edoardo Di Napoli , Mario Berljafa

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

数值分析 · 数学 2023-09-25 Joel A. Tropp , Robert J. Webber

In recent decades qualitative inverse scattering methods with eigenvalues as target signatures received much attention. To understand those methods a knowledge on the properties of the related eigenvalue problems is essential. However, even…

偏微分方程分析 · 数学 2022-07-15 Martin Halla

We study the eigenvalue trajectories of a time dependent matrix $ G_t = H+i t vv^*$ for $t \geq 0$, where $H$ is an $N \times N$ Hermitian random matrix and $v$ is a unit vector. In particular, we establish that with high probability, an…

概率论 · 数学 2023-02-13 Guillaume Dubach , László Erdős

We prove two inequalities regarding the ratio $\det(A+D)/\det A$ of the determinant of a positive-definite matrix $A$ and the determinant of its perturbation $A+D$. In the first problem, we study the perturbations that happen when positive…

环与代数 · 数学 2014-02-17 Ivan Matic

We investigate how the response of coupled dynamical systems is modified due to a structural alteration of the interaction. The majority of the literature focuses on additive perturbations and symmetrical interaction networks. Here, we…

无序系统与神经网络 · 物理学 2026-01-27 Melvyn Tyloo

The parameters of a linear compartment model are usually estimated from experimental input-output data. A problem arises when infinitely many parameter values can yield the same result; such a model is called unidentifiable. In this case,…

组合数学 · 数学 2016-03-08 Jasmijn A. Baaijens , Jan Draisma

It is well known that the set of all $ n \times n $ matrices with distinct eigenvalues is a dense subset of the set of all real or complex $ n \times n $ matrices. In [Hartfiel, D. J. Dense sets of diagonalizable matrices. Proc. Amer. Math.…

泛函分析 · 数学 2020-03-31 Himadri Lal Das , M. Rajesh Kannan

We consider the recovery of a low rank $M \times N$ matrix $S$ from its noisy observation $\tilde{S}$ in two different regimes. Under the assumption that $M$ is comparable to $N$, we propose two consistent estimators for $S$. Our analysis…

统计理论 · 数学 2019-04-24 Xiucai Ding

In this paper we establish new renormalized oscillation theorems for discrete symplectic eigenvalue problems with Dirichlet boundary conditions. These theorems present the number of finite eigenvalues of the problem in arbitrary interval…

动力系统 · 数学 2021-07-06 Julia Elyseeva

The minimum number of distinct eigenvalues, taken over all real symmetric matrices compatible with a given graph $G$, is denoted by $q(G)$. Using other parameters related to $G$, bounds for $q(G)$ are proven and then applied to deduce…

Twin vertices of a graph have the same open neighbourhood. If they are not adjacent, then they are called duplicates and contribute the eigenvalue zero to the adjacency matrix. Otherwise they are termed co-duplicates, when they contribute…

谱理论 · 数学 2020-01-30 Johann A. Briffa , Irene Sciriha

A matrix $A\in\mathbb{C}^{n\times n}$ is diagonalizable if it has a basis of linearly independent eigenvectors. Since the set of nondiagonalizable matrices has measure zero, every $A\in \mathbb{C}^{n\times n}$ is the limit of diagonalizable…

泛函分析 · 数学 2020-04-23 Jess Banks , Archit Kulkarni , Satyaki Mukherjee , Nikhil Srivastava

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

概率论 · 数学 2015-07-28 Afonso S. Bandeira

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…

介观与纳米尺度物理 · 物理学 2008-11-26 Bertrand Eynard

It is well known that a set of non-defect matrices can be simultaneously diagonalized if and only if the matrices commute. In the case of non-commuting matrices, the best that can be achieved is simultaneous block diagonalization. Here we…

数学物理 · 物理学 2021-02-03 Ingolf Bischer , Christian Döring , Andreas Trautner

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

概率论 · 数学 2013-04-22 Sourav Chatterjee , S. R. S. Varadhan

We present a matrix version of a known method of constructing common eigenvectors of two diagonalizable commuting matrices, thus enabling their simultaneous diagonalization. The matrices may have simple eigenvalues of multiplicity greater…

综合数学 · 数学 2020-07-01 Ronald P. Nordgren
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