BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

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


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).

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