enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Random matrix - Wikipedia

    en.wikipedia.org/wiki/Random_matrix

    In nuclear physics, random matrices were introduced by Eugene Wigner to model the nuclei of heavy atoms. [1] [2] Wigner postulated that the spacings between the lines in the spectrum of a heavy atom nucleus should resemble the spacings between the eigenvalues of a random matrix, and should depend only on the symmetry class of the underlying evolution. [4]

  3. Circular law - Wikipedia

    en.wikipedia.org/wiki/Circular_law

    In probability theory, more specifically the study of random matrices, the circular law concerns the distribution of eigenvalues of an n × n random matrix with independent and identically distributed entries in the limit n → ∞.

  4. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The eigenvalue and eigenvector problem can also be defined for row vectors that left multiply matrix . In this formulation, the defining equation is. where is a scalar and is a matrix. Any row vector satisfying this equation is called a left eigenvector of and is its associated eigenvalue.

  5. Marchenko–Pastur distribution - Wikipedia

    en.wikipedia.org/wiki/Marchenko–Pastur...

    For the special case of correlation matrices, we know that = and = /.This bounds the probability mass over the interval defined by = (). Since this distribution describes the spectrum of random matrices with mean 0, the eigenvalues of correlation matrices that fall inside of the aforementioned interval could be considered spurious or noise.

  6. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    Let = be an positive matrix: > for ,.Then the following statements hold. There is a positive real number r, called the Perron root or the Perron–Frobenius eigenvalue (also called the leading eigenvalue, principal eigenvalue or dominant eigenvalue), such that r is an eigenvalue of A and any other eigenvalue λ (possibly complex) in absolute value is strictly smaller than r, |λ| < r.

  7. Euclidean random matrix - Wikipedia

    en.wikipedia.org/wiki/Euclidean_random_matrix

    Euclidean random matrix. Within mathematics, an N × N Euclidean random matrix  is defined with the help of an arbitrary deterministic function f ( r, r ′) and of N points { ri } randomly distributed in a region V of d -dimensional Euclidean space. The element A ij of the matrix is equal to f ( ri, rj ): A ij = f ( ri, rj ).

  8. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Eigendecomposition of a matrix. In linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal or real symmetric matrix, the ...

  9. Wishart distribution - Wikipedia

    en.wikipedia.org/wiki/Wishart_distribution

    Other names include Wishart ensemble (in random matrix theory, probability distributions over matrices are usually called "ensembles"), or Wishart–Laguerre ensemble (since its eigenvalue distribution involve Laguerre polynomials), or LOE, LUE, LSE (in analogy with GOE, GUE, GSE). [2]