Skip to main content

All Questions

Filter by
Sorted by
Tagged with
1 vote
0 answers
223 views

L2 norm of the diagonal entries of a random rotation of a fixed matrix?

Let $X\in\mathbb{R}^{d\times d}$ be the diagonal matrix with $d/2$ entries equal to $1$ and $d/2$ entries equal to $-1$. Let $F_U \triangleq \frac{1}{d}\|\operatorname{diag}(U^{\dagger}XU)\|^2_F$ ...
36 votes
0 answers
2k views

Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices

In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...