A randomized homotopy for the Hermitian eigenpair problem
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Publication:2340509
DOI10.1007/s10208-014-9217-9zbMath1317.65096OpenAlexW2038332805WikidataQ57733083 ScholiaQ57733083MaRDI QIDQ2340509
Diego Armentano, Felipe Cucker
Publication date: 20 April 2015
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-014-9217-9
Gaussian unitary ensemblecomplexity analysisHermitian eigenvalue problemrandomized homotopy algorithm
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (algebraic aspects) (15B52) Complexity and performance of numerical algorithms (65Y20)
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