相关论文: Global properties of eigenvalues of parametric ran…
Let $A$ be a fixed complex matrix and let $u,v$ be two vectors. The eigenvalues of matrices $A+\tau uv^\top $ $(\tau\in\mathbb{R})$ form a system of intersecting curves. The dependence of the intersections on the vectors $u,v$ is studied.
We present in this note a correction to Theorem 17 in our earlier paper "Global properties of eigenvalues of parametric rank one perturbations for structured and unstructured matrices" and sharpen the estimates for eigenvalues of parametric…
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We study globally defined $(\lambda,\mu)$-eigenfamilies on closed Riemannian manifolds. Among others, we provide (non-)existence results for such eigenfamilies, examine their topological properties and classify $(\lambda,\mu)$-eigenfamilies…
We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
We consider square matrices over $\mathbb{C}$ satisfying an identity relating their eigenvalues and the corresponding eigenvectors re-proved and discussed by Denton, Parker, Tao and Zhang, called the eigenvector-eigenvalue identity. We…
We introduce right eigenvalues and subeigenvalues for square dual complex matrices. An $n \times n$ dual complex Hermitian matrix has exactly $n$ right eigenvalues and subeigenvalues, which are all real. The Hermitian matrix is positive…
The relationship between the Jordan structures of two matrices sufficiently close has been largely studied in the literature, among which a square matrix $A$ and its rank one updated matrix of the form $A+xb^*$ are of special interest. The…
A generalized eigenvector of a hypermatrix, called the universal (U-) eigenvector, is proposed, which extended the notion of diagonal (D-) eigenvectors in the literature. Using the semi-tensor product, the homogeneous U-eigenequation can be…
Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…
The problem of classifying all unitary R-matrices of arbitrary finite dimension that have precisely two distinct eigenvalues is described, working up to a natural equivalence relation given by the characters of their braid group…
We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…
We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…
These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…
Based on matrix perturbation theory, closed-form analytic expansions are studied for a Laplacian eigenvalue of an undirected, possibly weighted graph, which is close to a unique degree in that graph. An approximation is presented to provide…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…