Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...

Aim of this post is to show some simple and educational examples how to calculate singular value decomposition using simple methods. If you are interested in industry strength implementations, you ...

We show that, for an n × n random matrix A with independent uniformly anticoncentrated entries such that E ‖ A ‖ HS 2 ≤k n 2 , the smallest singular value σn(A) of A satisfies ℙ{ σ n ( A )≤ ε n }≤Cε+2 ...

Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...