相关论文: Applications of Realizations (aka Linearizations) …
Noncommutative rational functions appeared in many contexts in system theory and control, from the theory of finite automata and formal languages to robust control and LMIs. We survey the construction of noncommutative rational functions,…
We review methods to calculate eigenvalue distributions of products of large random matrices. We discuss a generalization of the law of free multiplication to non-Hermitian matrices and give a couple of examples illustrating how to use…
The theory of direct integral decompositions of both bounded and unbounded operators is further developed; in particular, results about spectral projections, functional calculus and affiliation to von Neumann algebras are proved. For…
We show that Connes' embedding problem for II_1-factors is equivalent to a statement about distributions of sums of self-adjoint operators with matrix coefficients. This is an application of a linearization result for finite von Neumann…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…
Recent years have witnessed the introduction and development of extremely fast rational function algorithms. Many ideas in this realm arose from polynomial-based linear-algebraic algorithms. However, polynomial approximation is occasionally…
This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was…
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…
Using the notions and tools from realization in the sense of systems theory, we establish an explicit and new realization formula for families of infinite products of rational matrix-functions of a single complex variable. Our realizations…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…
Autoformalization, the process of transforming informal mathematical propositions into verifiable formal representations, is a foundational task in automated theorem proving, offering a new perspective on the use of mathematics in both…
We study the existence and localization of eigenvalue-eigenfunction pairs for parameter-dependent Neumann BVPs with a functional term. By reformulating the problems as a Hammerstein integral equation, we apply an existence and localization…
In this review article we present regularity properties of generalized functions which are useful in the analysis of non-linear problems. It is shown that Schwartz distributions embedded into our new spaces of generalized functions, with…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We compare the distribution function and the maximum of solutions of nonlinear elliptic equations defined in general domains with solutions of similar problems defined in a ball using Schwarz symmetrization. As an application, we prove the…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
In continuation to our recent work on noncommutative polynomial factorization, we consider the factorization problem for matrices of polynomials and show the following results. (1) Given as input a full rank $d\times d$ matrix $M$ whose…