Eigenvalues and singular values of certain random matrices

DOI10.1016/0377-0427(90)90025-UMaRDI QIDQ913451zbMATH OpenFDO

Authors Alan L. Andrew

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

eigenvaluessingular valuesrandom matricestest matrices for numerical algorithms

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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• Strong Law for the singular values and eigenvectors of random matrices I
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• On the Eigenvalues of Random Matrices

Cites work

• scientific article; zbMATH DE number 3904630 (Why is no real title available?)
• scientific article; zbMATH DE number 4078640 (Why is no real title available?)
• scientific article; zbMATH DE number 4084174 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• A limit theorem for the norm of random matrices
• Computing Derivatives of Eigenvalues and Elgenvectors by Simultaneous Iteration
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• Eigenvalues and Condition Numbers of Random Matrices
• Expected Conditioning
• Inequalities between the Two Kinds of Eigenvalues of a Linear Transformation
• The 2-norm of random matrices
• The behavior of eigenvalues and singular values under perturbations of restricted rank

Cited in

(15)

• The Dirichlet Markov ensemble
• A universal expectation bound on empirical projections of deformed random matrices
• Circular law for noncentral random matrices
• On the singular values of random matrices
• Around the circular law
• Henrici's transformation and its application to the computation of derivatives of eigensystems
• scientific article; zbMATH DE number 1242982 (Why is no real title available?)
• Exact relation between singular value and eigenvalue statistics
• Linear functionals of eigenvalues of random matrices
• Eigenvectors of a matrix under random perturbation
• Singular values of large non-central random matrices
• scientific article; zbMATH DE number 6671920 (Why is no real title available?)
• Identities and inequalities for the expected values of random matrices and loewner's theory
• Spectrum of Markov generators on sparse random graphs
• On the singular values of Gaussian random matrices

Describes a project that uses

Uses Software

• Matlab

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