4 citations · 4 across the 6 of their papers we have counts for
6 papers
Sampling Pfaffian point processes and the symplectic Arnoldi method
Alan Edelman, Sungwoo Jeong, Simeon Schaub
We present an exact sampling algorithm for Pfaffian point processes based on a skew-symmetric analogue of the Cholesky factorization. This algorithm enables efficient sampling of a…
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…
The conditional DPP approach to random matrix distributions
Alan Edelman, Sungwoo Jeong
We present the conditional determinantal point process (DPP) approach to obtain new (mostly Fredholm determinantal) expressions for various eigenvalue statistics in random matrix t…
On the structure of the solutions to the matrix equation
Alan Edelman, Sungwoo Jeong
We study the mathematical structure of the solution set (and its tangent space) to the matrix equation for a given square matrix . In the language of pure mathematics,…
Fifty Three Matrix Factorizations: A systematic approach
Alan Edelman, Sungwoo Jeong
The success of matrix factorizations such as the singular value decomposition (SVD) has motivated the search for even more factorizations. We catalog 53 matrix factorizations, most…
On the Cartan Decomposition for Classical Random Matrix Ensembles
Alan Edelman, Sungwoo Jeong
We complete Dyson's dream by cementing the links between symmetric spaces and classical random matrix ensembles. Previous work has focused on a one-to-one correspondence between sy…