Universality for the Toda Algorithm to Compute the Largest Eigenvalue of a Random Matrix

Percy Deift, Thomas Trogdon

Research output: Contribution to journalArticlepeer-review

Abstract

We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the eigenvalues and eigenvectors of random matrices (such as delocalization, rigidity, and edge universality) in a crucial way.

Original languageEnglish (US)
Pages (from-to)505-536
Number of pages32
JournalCommunications on Pure and Applied Mathematics
Volume71
Issue number3
DOIs
StatePublished - Mar 2018

ASJC Scopus subject areas

  • General Mathematics
  • Applied Mathematics

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