Computer Science NASC Seminar

How Long Does it Take to Compute the Eigenvalues of a Random Symmetric Matrix?

Christian Pfrang, Brown University

March 09, 2012 10:00AM
Warren Weaver Hall, Room 1302
251 Mercer Street
New York, NY, 10012-1110
(Directions)

Spring 2012 NASC Seminars Calendar

Synopsis

We present the results of an empirical study of the performance of the QR and Toda eigenvalue algorithms on random symmetric matrices and observe a form of universality for the deflation time statistics for random matrices within the Wigner class. We also provide a quantitative statistical picture of the known fact that the shifted QR algorithm typically deflates at the lower-right corner of the matrix and present how certain divide and conquer algorithms for eigenvalue problems are related to the Hamiltonian point of view.


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