Spectral properties of random non-self-adjoint matrices and operators
Investigations on the spectral properties of non-self-adjoint matrices and operators show that many are highly unstable under small perturbations of the coefficients. In the paper under review, the author reports on numerical experiments where he randomly generated matrices and measured the instability using the instability index, which for an \(N\times N\) matrix \(A\) with distinct eigenvalues \(\lambda_1,\dots,\lambda_N\) is defined as NEWLINE\[NEWLINEi(A)=\max\{\|P_n\|:n=1,\dots,N\}NEWLINE\]NEWLINE where \(P_n\) is the spectral projection associated to \(\lambda_n\), which is given by \(P_nf=(\psi_n^*\phi_n)^{-1}(\psi_n^*f)\phi_n\), where \(\phi_n,\psi_n\) are eigenvectors of \(A\) and \(A^*\) respectively, corresponding to the eigenvalues \(\lambda_n,\overline{\lambda_n}\). The conclusion is that the eigenvalues are likely to be intrinsically uncomputable for large matrices. In infinite dimension, the author studies a random family of operators on \(\ell^2({\mathbb Z})\), which is shown to have the property that for almost all of them the eigenvectors generate a dense subspace, but almost surely they do not form a basis, and the eigenvalues do not generate the whole spectrum.
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