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We give upper and lower bounds for the spectral radius of a nonnegative matrix by using its average 2-row sums, and characterize the equality cases if the matrix is irreducible. We also apply these bounds to various nonnegative matrices…

组合数学 · 数学 2014-05-30 Rundan Xing , Bo Zhou

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and…

数值分析 · 数学 2016-11-16 Silvia Noschese , Lothar Reichel

Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…

统计力学 · 物理学 2009-11-10 Giovanni M. Cicuta

We rigorously investigate the convergence of a new numerical method, recently proposed by the authors, to approximate the reproduction numbers of a large class of age-structured population models with finite age span. The method consists in…

数值分析 · 数学 2024-09-04 Simone De Reggi , Francesca Scarabel , Rossana Vermiglio

The invariant polytope algorithm was a breakthrough in the joint spectral radius computation, allowing to find the exact value of the joint spectral radius for most matrix families~\cite{GP2013,GP2016}. This algorithm found many…

数值分析 · 数学 2025-05-16 Thomas Mejstrik

In this article we consider the maximum possible growth rate of sequences of long products of $d \times d$ matrices all of which are drawn from some specified compact set which has been normalised so as to have joint spectral radius equal…

最优化与控制 · 数学 2022-09-02 Jonah Varney , Ian D. Morris

We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanczos quadrature, two widely used methods for these tasks. Our…

数值分析 · 数学 2024-12-13 Tyler Chen , Thomas Trogdon , Shashanka Ubaru

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…

谱理论 · 数学 2007-05-23 E B Davies , Mildred Hager

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

概率论 · 数学 2021-02-25 Johannes Alt , Torben Krüger

A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…

信号处理 · 电气工程与系统科学 2023-05-23 Jeongmin Chae , Praneeth Narayanamurthy , Selin Bac , Shaama Mallikarjun Sharada , Urbashi Mitra

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

概率论 · 数学 2017-11-01 Elizabeth S. Meckes , Mark W. Meckes

Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…

数值分析 · 计算机科学 2016-09-09 Haishan Ye , Qiaoming Ye , Zhihua Zhang

The joint spectral radius of a bounded set of d times d real or complex matrices is defined to be the maximum exponential rate of growth of products of matrices drawn from that set. Under quite mild conditions such a set of matrices admits…

谱理论 · 数学 2011-09-23 Ian D. Morris

The spread of a matrix is defined as the maximum of distances between any two eigenvalues of that matrix. In this paper we investigate spread maximization as a function on compact convex subset of the set of real symmetric matrices. We…

最优化与控制 · 数学 2021-03-17 Iwo Biborski

The objective of the paper is to establish a computable upper bound for the almost sure convergence rate for a class of ratio consensus algorithms defined via column-stochastic matrices. Our result extends the works of Iutzeler et al.…

最优化与控制 · 数学 2022-04-06 Balázs Gerencsér

Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…

数据结构与算法 · 计算机科学 2017-03-10 Insu Han , Dmitry Malioutov , Haim Avron , Jinwoo Shin

We define the co-spectral radius of inclusions $\mathcal{S}\leq \mathcal{R}$ of discrete, probability measure-preserving equivalence relations, as the sampling exponent of a generating random walk on the ambient relation. The co-spectral…

概率论 · 数学 2024-05-07 Miklós Abert , Mikolaj Fraczyk , Ben Hayes

In the analysis and control of discrete-time linear time-invariant systems, the spectral radius of the system state matrix plays an essential role. Usually, it is assumed that system matrices are known, from which the spectral radius can be…

最优化与控制 · 数学 2022-03-24 Liang Xu , Baiwei Guo , Giancarlo Ferrari-Trecate

We show a simple method for constructing larger matrices but preserving the spectral radius. This yields a sufficient criteria for two square matrices of arbitrary dimension have the same spectral radius, a way to compare spectral radii of…

谱理论 · 数学 2022-03-01 Joseph P Stover

Line-by-line calculations are becoming the standard procedure for carrying spectral simulations. However, it is important to insure the accuracy of such spectral simulations through the choice of adapted models for the simulation of key…

光学 · 物理学 2007-05-23 M. Lino da Silva