Counting eigenvalues in domains of the complex field

A procedure for counting the number of eigenvalues of a matrix in a region surrounded by a closed curve is presented. It is based on the application of the residual theorem. The quadrature is performed by evaluating the principal argument of the logarithm of a function. A strategy is proposed for selecting a path length that insures that the same branch of the logarithm is followed during the integration. Numerical tests are reported for matrices obtained from conventional matrix test sets.Comment: 21 page

Divergences in the Moduli Space Integral and Accumulating Handles in the Infinite-Genus Limit

The symmetries associated with the closed bosonic string partition function are examined so that the integration region in Teichmuller space can be determined. The conditions on the period matrix defining the fundamental region can be translated to relations on the parameters of the uniformizing Schottky group. The growth of the lower bound for the regularized partition function is derived through integration over a subset of the fundamental region.Comment: 26 pages, DAMTP-R/94/1

Space-time autocoding

Prior treatments of space-time communications in Rayleigh flat fading generally assume that channel coding covers either one fading interval-in which case there is a nonzero “outage capacity”-or multiple fading intervals-in which case there is a nonzero Shannon capacity. However, we establish conditions under which channel codes span only one fading interval and yet are arbitrarily reliable. In short, space-time signals are their own channel codes. We call this phenomenon space-time autocoding, and the accompanying capacity the space-time autocapacity. Let an M-transmitter antenna, N-receiver antenna Rayleigh flat fading channel be characterized by an M×N matrix of independent propagation coefficients, distributed as zero-mean, unit-variance complex Gaussian random variables. This propagation matrix is unknown to the transmitter, it remains constant during a T-symbol coherence interval, and there is a fixed total transmit power. Let the coherence interval and number of transmitter antennas be related as T=βM for some constant β. A T×M matrix-valued signal, associated with R·T bits of information for some rate R is transmitted during the T-symbol coherence interval. Then there is a positive space-time autocapacity Ca such that for all R<Ca, the block probability of error goes to zero as the pair (T, M)→∞ such that T/M=β. The autocoding effect occurs whether or not the propagation matrix is known to the receiver, and Ca=Nlog(1+ρ) in either case, independently of β, where ρ is the expected signal-to-noise ratio (SNR) at each receiver antenna. Lower bounds on the cutoff rate derived from random unitary space-time signals suggest that the autocoding effect manifests itself for relatively small values of T and M. For example, within a single coherence interval of duration T=16, for M=7 transmitter antennas and N=4 receiver antennas, and an 18-dB expected SNR, a total of 80 bits (corresponding to rate R=5) can theoretically be transmitted with a block probability of error less than 10^-9, all without any training or knowledge of the propagation matrix

An Overview of Polynomially Computable Characteristics of Special Interval Matrices

It is well known that many problems in interval computation are intractable, which restricts our attempts to solve large problems in reasonable time. This does not mean, however, that all problems are computationally hard. Identifying polynomially solvable classes thus belongs to important current trends. The purpose of this paper is to review some of such classes. In particular, we focus on several special interval matrices and investigate their convenient properties. We consider tridiagonal matrices, {M,H,P,B}-matrices, inverse M-matrices, inverse nonnegative matrices, nonnegative matrices, totally positive matrices and some others. We focus in particular on computing the range of the determinant, eigenvalues, singular values, and selected norms. Whenever possible, we state also formulae for determining the inverse matrix and the hull of the solution set of an interval system of linear equations. We survey not only the known facts, but we present some new views as well

Random matrices: Universality of local spectral statistics of non-Hermitian matrices

It is a classical result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process on $\mathbb{C}$ with kernel $K_{\infty}(z,w):=\frac{1}{\pi}e^{-|z|^2/2-|w|^2/2+z\bar{w}}$ in the limit $n\to\infty$. In this paper, we show that this asymptotic law is universal among all random $n\times n$ matrices $M_n$ whose entries are jointly independent, exponentially decaying, have independent real and imaginary parts and whose moments match that of the complex Gaussian ensemble to fourth order. Analogous results at the edge of the spectrum are also obtained. As an application, we extend a central limit theorem for the number of eigenvalues of complex Gaussian matrices in a small disk to these more general ensembles. These results are non-Hermitian analogues of some recent universality results for Hermitian Wigner matrices. However, a key new difficulty arises in the non-Hermitian case, due to the instability of the spectrum for such matrices. To resolve this issue, we the need to work with the log-determinants $\log|\det(M_n-z_0)|$ rather than with the Stieltjes transform $\frac{1}{n}\operatorname {tr}(M_n-z_0)^{-1}$, in order to exploit Girko's Hermitization method. Our main tools are a four moment theorem for these log-determinants, together with a strong concentration result for the log-determinants in the Gaussian case. The latter is established by studying the solutions of a certain nonlinear stochastic difference equation. With some extra consideration, we can extend our arguments to the real case, proving universality for correlation functions of real matrices which match the real Gaussian ensemble to the fourth order. As an application, we show that a real $n\times n$ matrix whose entries are jointly independent, exponentially decaying and whose moments match the real Gaussian ensemble to fourth order has $\sqrt{\frac{2n}{\pi}}+o(\sqrt{n})$ real eigenvalues asymptotically almost surely.Comment: Published in at http://dx.doi.org/10.1214/13-AOP876 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Random matrices: The Universality phenomenon for Wigner ensembles

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications, including the universality of the sine kernel and the Central limit theorem of several spectral parameters. We also take the opportunity here to issue some errata for some of our previous papers in this area.Comment: 58 page

Bayesian Inference of Log Determinants

The log-determinant of a kernel matrix appears in a variety of machine learning problems, ranging from determinantal point processes and generalized Markov random fields, through to the training of Gaussian processes. Exact calculation of this term is often intractable when the size of the kernel matrix exceeds a few thousand. In the spirit of probabilistic numerics, we reinterpret the problem of computing the log-determinant as a Bayesian inference problem. In particular, we combine prior knowledge in the form of bounds from matrix theory and evidence derived from stochastic trace estimation to obtain probabilistic estimates for the log-determinant and its associated uncertainty within a given computational budget. Beyond its novelty and theoretic appeal, the performance of our proposal is competitive with state-of-the-art approaches to approximating the log-determinant, while also quantifying the uncertainty due to budget-constrained evidence.Comment: 12 pages, 3 figure