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$l_{\infty}$ norms of matrix perturbations
Say $B$ is a real symmetric matrix of dimension $n$ and $A$ is another real symmetric matrix of the same dimension.
What needs to be the bounds on (which?) norm of $B$ to ensure that $\lambda_{max}(...
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Largest eigenvalues distribution of tridiagonal symmetric random matrix
I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way.
All the ${\lambda}_i$ are distributed the same way with chi-square (...