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

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Publication:1733951
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DOI10.1007/978-3-030-01593-0_8OpenAlexW2963899313MaRDI QIDQ1733951

Thomas Trogdon, Percy A. Deift

Publication date: 22 March 2019

Full work available at URL: https://arxiv.org/abs/1703.08092


Mathematics Subject Classification ID

Numerical analysis (65-XX)


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Extreme gaps between eigenvalues of Wigner matrices, Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices, Halting time is predictable for large models: a universality property and average-case analysis



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