Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix
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Publication:4604585
DOI10.1002/cpa.21715zbMath1454.60012arXiv1604.07384OpenAlexW2605491513MaRDI QIDQ4604585
Thomas Trogdon, Percy A. Deift
Publication date: 2 March 2018
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.07384
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
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