Condition number of a matrix factorization - PowerPoint PPT Presentation

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Condition number of a matrix factorization

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Riemann Zeta Zeros. Stochastic Operator. Free Probability vs Classical Probability ... All matrices generated by the calculator and more! ... – PowerPoint PPT presentation

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Title: Condition number of a matrix factorization


1
Condition number of a matrix factorization
2
Haar or not Haar?
3
Level Density of complex Hermite
4
Smallest eigenvalue of Laguerre (Multivariate
Hypergeometric)
5
Tracy-Widom Distributions
6
Largest Eigenvalue of Hermite
7
Spacings of GUE
8
Riemann Zeta Zeros
9
Stochastic Operator
10
Free Probability vs Classical Probability
11
Finite Free Probability
12
Random Matrix Calculator
13
Characterizable Random Matrix
  • A random matrix whose level density and moments
    can be compute analytically?
  • What matrices are characterizable?
  • All matrices generated by the calculator and
    more!
  • Sum/Product/AntiCommutator/Grammian of two
    characterizable matrices is also characterizable

14
How to use calculator
15
Steps 1 and 2
16
Steps 3 and 4
17
Steps 5 and 6
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