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Eigenvalue distributions of random unitary matrices

✍ Scribed by K. Wieand


Publisher
Springer
Year
2002
Tongue
English
Weight
180 KB
Volume
123
Category
Article
ISSN
1432-2064

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Eigenvalue computation for unitary rank
✍ Steven Delvaux; Marc Van Barel πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 286 KB

In this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps. First we perform a reduction of the given matrix into Hessenberg form, next we compute the eigenvalues of this resulting Hessenberg matrix via an implicit QR-algorithm. Along the way, we explai