相关论文: Overlaps, Eigenvalue Gaps, and Pseudospectrum unde…

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Eigenvalue and eigenvector perturbation theory is a fundamental topic in several disciplines, including numerical linear algebra, quantum physics, and related fields. The central problem is to understand how the eigenvalues and eigenvectors…

We consider an $n\times n$ matrix of independent real Gaussian random variables and determine the asymptotic distribution of the smallest gaps between complex eigenvalues.

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…

We bound the second eigenvalue of random $d$-regular graphs, for a wide range of degrees $d$, using a novel approach based on Fourier analysis. Let $G_{n, d}$ be a uniform random $d$-regular graph on $n$ vertices, and let $\lambda (G_{n,…

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. We prove that microscopic statistics for the mean diagonal overlap,…

Let $\mathcal A$ be the adjacency matrix of a random $d$-regular graph on $N$ vertices, and we denote its eigenvalues by $\lambda_1\geq \lambda_2\cdots \geq \lambda_{N}$. For $N^{2/3}\ll d\leq N/2$, we prove optimal rigidity estimates of…

We provide faster algorithms and improved sample complexities for approximating the top eigenvector of a matrix. Offline Setting: Given an $n \times d$ matrix $A$, we show how to compute an $\epsilon$ approximate top eigenvector in time…

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

A matrix is well separated if all its Gershgorin circles are away from the unit circle and they are separated from each other. In this article, the region of relative errors in the eigenvalues is obtained as a quadratic oval for non…

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…

We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

We compute some exact results for the gap-ratio of mixed Wigner surmises for up to four eigenvalues and $0\leq\beta\leq4$. The main results concern equal mixtures of the GOE, GUE, and GSE random matrix classes. These give rise to…

For a graph $G$ of order $n$, let $$ \lambda_1(G)\ge \cdots \ge \lambda_n(G) $$ be the eigenvalues of its adjacency matrix. We prove that every graph $G$ on $n\ge 3$ vertices satisfies $$ \lambda_3(G)\le \frac{n}{3}-1, $$ thereby solving a…

Let A(x) be a holomorphic family of bounded self-adjoint operators on a separable Hilbert space H and let A(x)_n be the orthogonal compressions of A(x) to the span of first n elements of an orthonormal basis of H. The problem considered…

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…