Spectral properties of random non-self-adjoint matrices and operators

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Abstract: We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically uncomputable for similar matrices of a larger size. We also describe a stochastic family of bounded operators in infinite dimensions for almost all of which the eigenvectors generate a dense linear subspace, but the eigenvalues do not determine the spectrum. Our results imply that the spectrum of the non-self-adjoint Anderson model changes suddenly as one passes to the infinite volume limit.


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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