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fabricebaudoin.blog | ||
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nhigham.com
The spectral radius $latex \rho(A)$ of a square matrix $latex A\in\mathbb{C}^{n\times n}$ is the largest absolute value of any eigenvalue of $LATEX A$: $latex \notag \rho(A) = \max\{\, |\lambda|: \lambda~ \mbox{is an eigenvalue of}~ A\,\}. $ For Hermitian matrices (or more generally normal matrices, those satisfying $LATEX AA^* = A^*A$) the spectral radius is just... |
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djalil.chafai.net
The logarithmic potential is a classical object of potential theory intimately connected with the two dimensional Laplacian. It appears also in free probability theory via the free entropy, and in partial differential equations e.g. Patlak-Keller-Segel models. This post concerns only it usage for the spectra of non Hermitian random matrices. Let \( {\mathcal{P}(\mathbb{C})} \) be the set of probability measures... |
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nhigham.com
A norm on $latex \mathbb{C}^{m \times n}$ is unitarily invariant if $LATEX \|UAV\| = \|A\|$ for all unitary $latex U\in\mathbb{C}^{m \times m}$ and $latex V\in\mathbb{C}^{n\times n}$ and for all $latex A\in\mathbb{C}^{m \times n}$. One can restrict the definition to real matrices, though the term unitarily invariant is still typically used. Two widely used matrix norms... |
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