2
votes
0answers
99 views

Distributions of eigenvalues for matrix normal distribution: related references

I am interested in the distribution of the eigenvalues of matrices that are sampled from the matrix normal distribution. I am sampling from $p(X \mid M,U,V)$ and let's assume that I know the ...
2
votes
3answers
200 views

Analytic perturbation of the eigenvalues/eigenvectors of non-Hermitian matrix

Consider a matrix function $A(x)$, analytically depending on single parameter $x$. Consider the eigenvalue/eigenvector pair of $A(0)$, namely $\lambda(0)$ and $w(0)$. The question is whether we can ...
1
vote
0answers
61 views

On generalization of Wigner semi circle

I want to analyse noise model for a matrix M whose entries are not real numbers. The matrix is a collection of N permutation matrices of size nxn i.e, M is NnxNn. Because its a collection of ...