activity
20122026
most citedUniversality in Numerical Computations with Random Data. Case Studies

33 citations · 164 across the 51 of their papers we have counts for

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Showing 2021Show all

5 papers · 1 filter

math.PR2021★ 1 cited

A Riemann--Hilbert approach to the perturbation theory for orthogonal polynomials: Applications to numerical linear algebra and random matrix theory

Xiucai Ding, Thomas Trogdon

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory.…

math.NA2021

The conjugate gradient algorithm on a general class of spiked covariance matrices

Xiucai Ding, Thomas Trogdon

We consider the conjugate gradient algorithm applied to a general class of spiked sample covariance matrices. The main result of the paper is that the norms of the error and residu…

math.NA2021

The Numerical Unified Transform Method for the Nonlinear Schrödinger equation on the half-line

Xin Yang, Bernard Deconinck, Thomas Trogdon

We implement the Numerical Unified Transform Method to solve the Nonlinear Schrödinger equation on the half-line. For so-called linearizable boundary conditions, the method solves…

cs.DS2021★ 7 cited

Analysis of stochastic Lanczos quadrature for spectrum approximation

Tyler Chen, Thomas Trogdon, Shashanka Ubaru

The cumulative empirical spectral measure (CESM) of a symmetric matrix is defined as the fraction of eigenvalues of…

math.NA2021

Scattering and inverse scattering for the AKNS system: A rational function approach

Thomas Trogdon

We consider the use of rational basis functions to compute the scattering and inverse scattering transforms associated with the AKNS system. The proposed numerical forward scatteri…