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

Spring 2012 NASC Seminars Calendar


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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