The smallest eigenvalue of large Hankel matrices

DOI10.1016/J.AMC.2018.04.012MaRDI QIDQ2335544zbMATH OpenOpenAlexFDO

Authors Mengkun Zhu, Yang Chen, Niall Emmart, Charles C. Weems

Publication date 14 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.11324

zbMATH Keywords

asymptoticsparallel algorithmorthogonal polynomialssmallest eigenvalueHankel matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Moment problems (44A60)

Abstract: We investigate the large $N$ behavior of the smallest eigenvalue, $lambd{a}_N$, of an $left(N+1ight)imesleft(N+1ight)$ Hankel (or moments) matrix $mathcal{H}_N$, generated by the weight $$. By applying the arguments of Szeg"{o}, Widom and Wilf, we establish the asymptotic formula for the orthonormal polynomials $P_n(z),zinmathbbCsetminus[0,1]$, associated with $w(x)$, which are required in the determination of $lambd{a}_N$. Based on this formula, we produce the expressions for $lambd{a}_N$, for large $N$. Using the parallel algorithm presented by Emmart, Chen and Weems, we show that the theoretical results are in close proximity to the numerical results for sufficiently large $N$.

Recommendations

• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
• Small eigenvalues of large Hankel matrices
• The smallest eigenvalue of Hankel matrices
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Smallest eigenvalues of Hankel matrices for exponential weights

Cites work

• scientific article; zbMATH DE number 3528170 (Why is no real title available?)
• scientific article; zbMATH DE number 3317936 (Why is no real title available?)
• Computing the smallest eigenvalue of large ill-conditioned Hankel matrices
• Coulumb Fluid, Painlevé Transcendents, and the Information Theory of MIMO Systems
• Small Eigenvalues of Large Hankel Matrices
• Small eigenvalues of large Hankel matrices
• Small eigenvalues of large Hankel matrices: The indeterminate case
• Smallest eigenvalues of Hankel matrices for exponential weights
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The smallest eigenvalue of Hankel matrices
• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight

Cited in

(18)

• Asymptotic structure of eigenvalues and eigenvectors of certain triangular Hankel matrices
• Asymptotic structure of eigenvalues and eigenvectors of certain triangular Hankel matrices
• Smallest and largest generalized eigenvalues of large moment matrices and some applications
• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
• Small eigenvalues of large Hankel matrices: The indeterminate case
• Discrete, Continuous and Asymptotic for a Modified Singularly Gaussian Unitary Ensemble and the Smallest Eigenvalue of Its Large Hankel Matrices
• The smallest eigenvalue of a large dimensional Wishart matrix
• The smallest eigenvalue of Hankel matrices
• The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight
• The smallest eigenvalue of large Hankel matrices associated with a semiclassical Laguerre weight
• Asymptotic behaviour of the smallest eigenvalue of matrices associated with completely even functions
• Small eigenvalues of large Hermitian moment matrices
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Smallest eigenvalues of Hankel matrices for exponential weights
• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
• Small eigenvalues of large Hankel matrices
• The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight
• Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation

This page was built for publication: The smallest eigenvalue of large Hankel matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2335544)