Title	How long does it take to compute the eigenvalues of a random, symmetric matrix?
Creator	Menon, Govind
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-04-11T16:38
Description	Certain iterative numerical algorithms for computing eigenvalues have an unexpected connection to completely integrable Hamiltonian systems. Thus, the algorithm may be thought of as a particularly nice dynamical system on the space of symmetric matrices. A few years ago, we investigated the behavior of these dynamical systems on random matrices and found an intriguing form of universality for the fluctuations in "halting times". I'll present a tentative explanation for this universality and its connection to beta ensembles. This is joint work with several people: Percy Deift and Tom Trogdon (Courant), Enrique Pujals (IMPA) and Christian Pfrang (JP Morgan).
Extent	49 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistical mechanics, structure of matter
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Brown University
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2017-02-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0319078
URI	http://hdl.handle.net/2429/59414
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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How long does it take to compute the eigenvalues of a random, symmetric matrix? Menon, Govind

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