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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
5
votes
1
answer
3k
views
Eigenvalues and eigenvectors of Gaussian random matrices
Let us assume we have a square matrix $A$ whose entries are sampled from a standard Gaussian distribution of mean $0$. Do we have any information about the distribution of its eigenvalues?
Particula …
2
votes
1
answer
213
views
Are Linear Maps resistant to Noise?
Let's assume I have a $m \times m$ matrix $M$ with Frobenius norm $1$ and a unit vector $x \in S^{m-1}$. I also have a second $m \times m$ matrix $M^*$ which is obtained from the first one plus some i …
1
vote
1
answer
168
views
Expected norm of linear maps
I want to compute the expected norm of a vector-matrix multiplication. I have a vector $x \in \mathbb{R}^n$ with norm one and a matrix $M \in \mathbb{R}^{n \times n}$, whose entries are iid taken from …