Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix. Issue 3 (24th August 2017)
- Record Type:
- Journal Article
- Title:
- Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix. Issue 3 (24th August 2017)
- Main Title:
- Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix
- Authors:
- Deift, Percy
Trogdon, Thomas - Abstract:
- Abstract: We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the eigenvalues and eigenvectors of random matrices (such as delocalization, rigidity, and edge universality) in a crucial way.© 2017 Wiley Periodicals, Inc.
- Is Part Of:
- Communications on pure and applied mathematics. Volume 71:Issue 3(2018:Mar.)
- Journal:
- Communications on pure and applied mathematics
- Issue:
- Volume 71:Issue 3(2018:Mar.)
- Issue Display:
- Volume 71, Issue 3 (2018)
- Year:
- 2018
- Volume:
- 71
- Issue:
- 3
- Issue Sort Value:
- 2018-0071-0003-0000
- Page Start:
- 505
- Page End:
- 536
- Publication Date:
- 2017-08-24
- Subjects:
- Mathematics -- Periodicals
Mechanics -- Periodicals
Mathématiques -- Périodiques
Mécanique -- Périodiques
510.5 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1097-0312 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1002/cpa.21715 ↗
- Languages:
- English
- ISSNs:
- 0010-3640
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.000000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 5674.xml