Eigenvalue attraction (Q267728)

The conventional wisdom from random matrix theory is that eigenvalues repel one another. This stems from the fact that the degeneracy of an eigenvalue is a codimension two phenomenon for real symmetric matrices and a codimension-three phenomenon for complex Hermitian matrices. For reasonable distributions on the entries of the matrix, the probability that two eigenvalues are close is small for real symmetric matrices and yet smaller for complex Hermitian matrices. Something particularly relevant to this paper is that if the entries of the matrix \(M_0\) evolve under symmetric (or Hermitian) Brownian motion, \(t \mapsto M(t)\), \(M(0) = M_0\) a.s., then the eigenvalues evolve according to Dyson Brownian motion -- with each eigenvalue exerting a repulsive force on the others. A fact discussed in this paper is that this repulsion is a consequence of the symmetry conditions, not Brownian motion. The main result of the paper is that for a smooth flow on real matrices \(t \mapsto M(t)\), with no symmetry conditions, complex conjugate pairs of eigenvalues (non-zero imaginary part) exert a (possibly zero) attractive force on one another. The force is inversely proportional to the magnitude of the imaginary part of the eigenvalue. Thus, in the absence of forces from other eigenvalues, the acceleration vector of the eigenvalues in a complex conjugate pair will be directed toward the real axis (assuming \(\ddot M(t) = 0\)). As evidenced by the simple matrix \[ M(t) = \begin{pmatrix} 1 & 1 \\ -1 & 0 \end{pmatrix} + t \begin{pmatrix} 0 & 1 \\ -1 & 0\end{pmatrix}, \] the attraction property does not mean the eigenvalues will collide as \(t \to \infty\). Assume \(\lambda(t)\) is a complex eigenvalue, \(\lambda(0) > 0\) with \(\dot \lambda(0) = v_0 > 0\). Generally, if \(\ddot \lambda(t) = -i a(t)\) where \(a(t) \geq 0\) is integrable and if \(v_0\) is sufficiently large, then \(\dot \lambda(t) > 0\) for all \(t\) -- there is no collision on the real axis. Nonetheless, with appropriately unbiased random dynamics it is conceivable that some eigenvalues will experience forces that drive them to collide on the real axis. This paper clearly drives this intuition. The paper specializes the results to normal and circulant matrices. The results are further specialized to some examples, including the Hatano-Nelson model. \texttt{MATLAB(R)} code is included.