Smallest eigenvalue distributions for two classes of {}-Jacobi ensembles

DOI10.1063/1.4748969MaRDI QIDQ2872303zbMATH OpenOpenAlexFDO

Authors Ioana Dumitriu

Publication date 14 January 2014

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.4677

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) Randomized algorithms (68W20)

Abstract: We compute the exact and limiting smallest eigenvalue distributions for two classes of $$-Jacobi ensembles not covered by previous studies. In the general $$ case, these distributions are given by multivariate hypergeometric $$ functions, whose behavior can be analyzed asymptotically for special values of $$ which include $$ as well as for $$. Interest in these objects stems from their connections (in the $$ cases) to principal submatrices of Haar-distributed (orthogonal, unitary) matrices appearing in randomized, communication-optimal, fast, and stable algorithms for eigenvalue computations cite{DDH07}, cite{BDD10}.

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Cited in

(11)

• Fast sampling from \(\beta \)-ensembles
• Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble
• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• The smallest eigenvalue distribution of the Jacobi unitary ensembles
• Robust Recovery of Low-Rank Matrices and Low-Tubal-Rank Tensors from Noisy Sketches
• An Improved Analysis and Unified Perspective on Deterministic and Randomized Low-Rank Matrix Approximation
• Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time
• Computable structural formulas for the distribution of the -Jacobi edge eigenvalues
• Extreme eigenvalues of random matrices from Jacobi ensembles
• The smallest eigenvalue of -Laguerre and -Jacobi ensembles and multivariate orthogonal polynomials
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems

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