spectral radius computation

Estimating or bounding the largest-magnitude eigenvalue of matrices or operators (via direct computation, approximations, or finite-grid bounds) to assess stability, convergence guarantees, and whether aggregate or node-level representations suffice.

spectralradiuscomputation

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This work addresses the problem of locally approximating the leading eigenvector of a symmetric bounded matrix while querying only a small number of its entries. It proposes the first local computation algorithm for this task, operating in a preprocessing-and-query model and achieving a preprocessing complexity of Õ(1/ε⁴) and a per-coordinate query complexity of Õ(1/ε²), under the condition that |λ_min(A)| = O(λ_max(A)). The study establishes the first tight, error-dependent upper and lower bounds on query complexity for this problem. Furthermore, it demonstrates the practical impact of the proposed method by applying it to sparsest cut and max-cut problems in dense graph models, significantly enhancing the efficiency of local spectral methods.

bounded entry matriceseigenvector approximationlocal computation

Perturbation Analysis of Singular Values in Concatenated Matrices

Mar 11, 2025
MS
Maksym Shamrai
🏛️ Institute of Mathematics of NAS of Ukraine

This work investigates the impact of matrix concatenation operations on singular value spectra, aiming to bridge a theoretical gap in the structural stability of SVDs under concatenation. Addressing the central question—“How are the singular values of a concatenated matrix determined by those of its constituent submatrices?”—we extend Weyl’s inequality to block-wise concatenation for the first time, establishing a quantitative analytical framework grounded in matrix perturbation theory and norm inequalities. We derive computable upper bounds on singular value deviations and rigorously prove that dominant singular values remain stable when the operator norms of the submatrices are comparable. This result provides theoretical guarantees and principled design guidance for low-rank approximation, robust matrix clustering, and compression algorithms.

Analyzes singular value spectrum in concatenated matricesDevelops perturbation bounds for singular value stabilityImproves matrix clustering and compression strategies

This work addresses the challenge of efficiently computing leading eigenvectors in dynamic graphs, where frequent updates to the adjacency or Laplacian matrix render traditional eigendecomposition methods computationally prohibitive. To overcome this limitation, the authors propose a fast spectral embedding update framework based on Rayleigh-Ritz projection. By leveraging eigenvector perturbation analysis, the method constructs a low-dimensional approximate invariant subspace that preserves high approximation accuracy while substantially reducing computational and memory costs. Experimental results demonstrate that the proposed approach outperforms existing techniques in both the quality of leading eigenvector approximation and performance on downstream tasks—such as influential node identification and node clustering—offering a compelling balance between efficiency and accuracy.

dynamic graphseigenvector updategraph evolution

A hierarchy of eigencomputations for polynomial optimization on the sphere

Oct 27, 2023
NJ
Nathaniel Johnston
🏛️ Mount Allison University | Northeastern University | Northwestern University

To address the poor scalability of conventional real sum-of-squares (RSOS) methods—which rely on large-scale semidefinite programming (SDP) for computing lower bounds on the minimum of real homogeneous polynomials over the unit sphere—this paper proposes a purely spectral (non-SDP) convergent hierarchy. The key innovation is the first rigorous reduction of real spherical optimization to Hermitian optimization, enabling the construction of a sequence of lower bounds via minimal eigenvalue computations alone, within the Hermitian sum-of-squares (HSOS) framework. This approach naturally extends to estimating the spectral norm of real tensors, thereby opening a new pathway for spectral methods in general constrained real optimization. Numerical experiments and asymptotic analysis demonstrate substantial improvements over RSOS and other baseline methods; moreover, the framework yields a computable, convergent hierarchy for the spectral norm.

Extending spectral hierarchies to constrained real optimizationOptimizing real forms on the unit sphere efficientlyReducing computational complexity compared to RSOS hierarchy

New Tools for Smoothed Analysis: Least Singular Value Bounds for Random Matrices with Dependent Entries

May 02, 2024
AB
Aditya Bhaskara
🏛️ University of Utah | Northwestern University

This work addresses the problem of establishing lower bounds on the smallest singular value of random matrices whose entries are low-degree polynomials of a small number of base random variables—bypassing fundamental limitations of classical smoothed analysis under strong anti-concentration assumptions. The method introduces a novel anti-concentration framework grounded in the well-conditionedness of polynomial mappings’ Jacobians, integrating hierarchical ε-nets, higher-order matrix lifting, and spectral analysis of linear operators. This yields the first singular-value criterion applicable to matrices with strong algebraic dependencies. The contribution resolves long-standing open problems—including power-sum decomposition and robust subspace entanglement certification—by providing the first smoothed-analysis guarantees for such settings. Crucially, it extends the scope of smoothed analysis from fully independent random matrices to non-robust, algebraically dependent ensembles, thereby furnishing new theoretical tools and foundations for algorithmic smoothed analysis.

Develop techniques for least singular value boundsEstablish smoothed analysis guarantees for open algorithmic settingsHandle random matrices with dependent polynomial entries

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Perturbation Bounds for Low-Rank Inverse Approximations under Noise

Oct 29, 2025
PT
Phuc Tran
🏛️ Yale University

This work addresses the spectral-norm robustness of low-rank pseudoinverse approximations to matrix inversion under observational noise. To handle noisy perturbations, we introduce, for the first time, a compact non-asymptotic perturbation bound based on contour integral techniques applied to the non-holomorphic function $f(z) = 1/z$, overcoming the asymptotic and loose nature of classical bounds—achieving up to $sqrt{n}$-fold improvement in theoretical accuracy. The bound explicitly characterizes error dependence on eigenvalue gaps, spectral decay, and alignment between noise and low-curvature directions. By integrating matrix perturbation theory with spectral analysis, our framework enables quantifiable robustness modeling. Experiments demonstrate that the derived bound tightly tracks empirical errors and significantly outperforms existing estimates across diverse synthetic and real-world datasets. This provides a new theoretical guarantee for efficient, spectrum-aware matrix computation in noisy environments.

Analyzing spectral-norm robustness of low-rank pseudoinverses under noise perturbationsDeriving sharp perturbation bounds for low-rank inverse approximations with noiseEstablishing spectrum-aware guarantees for noisy low-rank matrix inversions

Conventional trigonometric closed-form methods for computing eigenvalues of 3×3 real symmetric matrices suffer from numerical instability in the presence of multiple eigenvalues. Method: This paper proposes a robust closed-form solution leveraging the trace, deviatoric invariants, and discriminant—integrating Cardano–Viète algebraic principles, invariant analysis, and error propagation theory. We derive, for the first time, a tight forward error bound for closed-form eigenvalue computation of 3×3 matrices and design a high-precision J₂ algorithm that ensures controllable error under well-conditioned eigenvector bases. Contribution/Results: Experimental evaluation demonstrates accuracy comparable to LAPACK, with approximately 10× speedup; observed errors strictly satisfy the theoretical forward error bound. The method significantly enhances computational efficiency and robustness in high-reliability applications requiring guaranteed numerical stability.

Developing fast closed-form solutions with tight error boundsNumerically stable eigenvalue evaluation for 3×3 matricesOvercoming instability in trigonometric formulas for repeated eigenvalues

This study addresses a fundamental challenge in system identification: distinguishing spurious eigenvalues arising from limited data from those genuinely reflecting the underlying system dynamics. To this end, the paper introduces—for the first time—the probabilistic sampling pseudospectrum \( P(\lambda) \) and its computationally efficient estimator \( \hat{P}(\lambda) \). By leveraging resampling and statistical inference, this framework quantifies the uncertainty of eigenvalues across the complex plane. The proposed approach provides a general and rigorous statistical criterion for data-driven methods such as Dynamic Mode Decomposition and subspace identification, substantially enhancing the reliability of identifying true dynamical modes from noisy, finite-length observations.

data-driven matriceseigenvalue artifactsfinite data error

This work addresses the lack of theoretical characterization in existing kernel methods for machine learning regarding the residual structure and energy stability of multichannel signals in complex systems. The authors propose an analytical framework grounded in operator defect identities, introducing the novel concept of “telescopic energy residuals.” By integrating iterative products with a λₙ-relaxed Kaczmarz scheme, they establish admissibility conditions for residuals and derive prior energy bounds. For the first time, this framework incorporates operator defect theory into kernel methods and kernel principal component analysis (KPCA), rigorously proving explicit convergence of generalized algorithms, a residual energy decomposition theorem, and stability criteria under noise. The approach significantly extends infinite-dimensional Kaczmarz theory to broader applications in machine learning.

kernel methodsoperator defect identitiesresidual analysis

Structured Approximation of Toeplitz Matrices and Subspaces

Nov 21, 2025
AF
Albert Fannjiang
🏛️ University of California, Davis | City University of New York

This paper addresses two structured matrix recovery problems: (1) recovering a low-rank Toeplitz matrix from noisy observations, and (2) reconstructing the column space of a Fourier matrix from a single observation. Both problems are challenging due to the incompatibility of jointly optimizing structural constraints—Toeplitz (or Hankel), low-rankness, and subspace structure. To overcome this, we introduce Gradient-MUSIC—a novel unifying framework integrating spectral estimation with constrained optimization—into structured matrix recovery for the first time. We establish a minimax-optimal error bound under noise: ‖T − T̂‖₂ ≤ C√r ‖E‖₂. Moreover, we provide the first quantitative characterization linking spectral estimation accuracy to structured matrix recovery performance. The method naturally extends to Hankel matrices and exhibits both computational efficiency and strong robustness to noise.

Determining Fourier matrix range from single observationRecovering corrupted low-rank Toeplitz matrices efficientlySolving structured approximation problems using Gradient-MUSIC

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