Universality in numerical computation with random data: case studies and analytical results

DOI10.1063/1.5117151MaRDI QIDQ5205184zbMATH OpenOpenAlexWikidataFDO

Authors Thomas Trogdon, Percy A. Deift

Publication date 10 December 2019

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

Full work available at URL https://doi.org/10.1063/1.5117151

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Random matrices (probabilistic aspects) (60B20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• Universality in numerical computations with random data
• Random matrix theory, numerical computation and applications
• Random matrix theory
• Universality
• Complexity theory of numerical linear algebra

Cites work

• A neural computation model for decision-making times
• Sampling unitary ensembles
• Universal halting times in optimization and machine learning
• Universal statistics of incubation periods and other detection times via diffusion models
• Universality for Eigenvalue Algorithms on Sample Covariance Matrices
• Universality for the Toda algorithm to compute the largest eigenvalue of a random matrix
• Universality in numerical computations with random data

Cited in

(3)

• Halting time is predictable for large models: a universality property and average-case analysis
• Universality in numerical computations with random data
• High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance

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Uses Software

• numericaluniversality

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