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Horn's problem -- to find the support of the spectrum of eigenvalues of the sum $C=A+B$ of two $n$ by $n$ Hermitian matrices whose eigenvalues are known -- has been solved by Knutson and Tao. Here the probability distribution function (PDF)…

数学物理 · 物理学 2018-09-13 Jean-Bernard Zuber

Horn's problem, i.e., the study of the eigenvalues of the sum $C=A+B$ of two matrices, given the spectrum of $A$ and of $B$, is re-examined, comparing the case of real symmetric, complex Hermitian and self-dual quaternionic $3\times 3$…

表示论 · 数学 2019-05-27 Robert Coquereaux , Jean-Bernard Zuber

We review recent progress on Horn's problem, which asks for a description of the possible eigenspectra of the sum of two matrices with known eigenvalues. After revisiting the classical case, we consider several generalizations in which the…

数学物理 · 物理学 2020-01-29 Robert Coquereaux , Colin McSwiggen , Jean-Bernard Zuber

Horn's problem was the following: given two Hermitian matrices with known spectra, what might be the eigenvalue spectrum of the sum? This linear algebra problem is exactly of the sort to be approached with the methods of modern Hamiltonian…

环与代数 · 数学 2007-05-23 Allen Knutson

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

数学物理 · 物理学 2023-03-13 Mario Kieburg , Jiyuan Zhang

In this paper, we give a symplectic proof of the Horn inequalities on eigenvalues of a sum of two Hermitian matrices with given spectra. Our method is a combination of tropical calculus for matrix eigenvalues, combinatorics of planar…

辛几何 · 数学 2014-10-14 Anton Alekseev , Masha Podkopaeva , Andras Szenes

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

量子物理 · 物理学 2017-10-27 Ramis Movassagh , Alan Edelman

Given two nonincreasing $n$-tuples of real numbers $\lambda_n$, $\mu_n$, the Horn problem asks for a description of all nonincreasing $n$-tuples of real numbers $\nu_n$ such that there exist Hermitian matrices $X_n$, $Y_n$ and $Z_n$…

概率论 · 数学 2026-03-24 Aalok Gangopadhyay , Hariharan Narayanan

The problem of determining the set of possible eigenvalues of 3 Hermitian matrices that sum up to zero is known as the Horn problem. The answer is a polyhedral cone, which, following Knutson and Tao, can be described as the projection of a…

组合数学 · 数学 2012-07-04 Anton Alekseev , Masha Podkopaeva , Andras Szenes

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

数学物理 · 物理学 2016-08-15 L. Pastur , V. Vasilchuk

The Schur-Horn theorem is a well-known result that characterizes the relationship between the diagonal elements and eigenvalues of a symmetric (Hermitian) matrix. In this paper, we extend this theorem by exploring the eigenvalue…

数值分析 · 数学 2026-01-06 Hengzhun Chen , Yingzhou Li

Let $\hat{\boldsymbol x}$ be a normalised standard complex Gaussian vector, and project an Hermitian matrix $A$ onto the hyperplane orthogonal to $\hat{\boldsymbol x}$. In a recent paper Faraut [Tunisian J. Math. \textbf{1} (2019),…

数学物理 · 物理学 2020-06-03 Peter J. Forrester , Jiyuan Zhang

In this paper, we present a general framework to solve a fundamental problem in Random Matrix Theory (RMT), i.e., the problem of describing the joint distribution of eigenvalues of the sum $\bsA+\bsB$ of two independent random Hermitian…

量子物理 · 物理学 2019-11-14 Lin Zhang , Yixin Jiang , Junde Wu

I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…

无序系统与神经网络 · 物理学 2014-11-17 Joshua Feinberg

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…

概率论 · 数学 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

概率论 · 数学 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

The multiplicative multiple Horn problem is asking to determine possible singular values of the combinations $AB, BC$ and $ABC$ for a triple of invertible matrices $A,B,C$ with given singular values. There are similar problems for…

表示论 · 数学 2025-03-10 Anton Alekseev , Arkady Berenstein , Anfisa Gurenkova , Yanpeng Li

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

数学物理 · 物理学 2022-02-03 Joshua Feinberg , Roman Riser

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

量子物理 · 物理学 2014-10-21 Matthias Christandl , Brent Doran , Stavros Kousidis , Michael Walter

The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…

数学物理 · 物理学 2023-04-18 Sho Matsumoto , Colin McSwiggen
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