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- W2964214311 abstract "We compute the exact and limiting smallest eigenvalue distributions for two classes of β-Jacobi ensembles not covered by previous studies. In the general β case, these distributions are given by multivariate hypergeometric 2F12/β functions, whose behavior can be analyzed asymptotically for special values of β which include β∈2N+ as well as for β = 1. Interest in these objects stems from their connections (in the β = 1, 2 cases) to principal submatrices of Haar-distributed (orthogonal, unitary) matrices appearing in randomized, communication-optimal, fast, and stable algorithms for eigenvalue computations [J. Demmel, I. Dumitriu, and O. Holtz, “Fast linear algebra is stable,” Numer. Math. 108, 59–91 (2007)10.1007/s00211-007-0114-x; G. Ballard, J. Demmel, and I. Dumitriu, “Minimizing communication for eigenproblems and the singular value decomposition,” 2010. Preprint]." @default.
- W2964214311 created "2019-07-30" @default.
- W2964214311 creator A5031997473 @default.
- W2964214311 date "2012-10-01" @default.
- W2964214311 modified "2023-09-27" @default.
- W2964214311 title "Smallest eigenvalue distributions for two classes of β-Jacobi ensembles" @default.
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- W2964214311 doi "https://doi.org/10.1063/1.4748969" @default.
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