Eigenvalues and singular values of certain random matrices

DOI10.1016/0377-0427(90)90025-UzbMath0699.65027MaRDI QIDQ913451

Alan L. Andrew

Publication date: 1990

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesrandom matricessingular valuestest matrices for numerical algorithms

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

The Dirichlet Markov ensemble, Henrici's transformation and its application to the computation of derivatives of eigensystems, Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations, Circular law for noncentral random matrices, Around the circular law, Spectrum of Markov Generators on Sparse Random Graphs

Uses Software

• Matlab

Cites Work

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• The 2-norm of random matrices
• A limit theorem for the norm of random matrices
• The behavior of eigenvalues and singular values under perturbations of restricted rank
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• Expected Conditioning
• Computing Derivatives of Eigenvalues and Elgenvectors by Simultaneous Iteration
• Eigenvalues and Condition Numbers of Random Matrices
• Inequalities between the Two Kinds of Eigenvalues of a Linear Transformation