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math.PR2024
On the Limit of the Tridiagonal Model for -Dyson Brownian Motion
Alan Edelman, Sungwoo Jeong, Ron Nissim
In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a GE random matrix is provided by Edelman and Dumitriu. The resulting t…
math.NA2024
On a perturbation analysis of Higham squared maximum Gaussian elimination growth matrices
Alan Edelman, John Urschel, Bowen Zhu
Gaussian elimination is the most popular technique for solving a dense linear system. Large errors in this procedure can occur in floating point arithmetic when the matrix's growth…