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Eigenvalue Distributions of Beta-Wishart Matrices
Eigenvalue distributions of beta-Wishart matrices The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Citation Edelman, Alan, and Plamen Koev. “Eigenvalue Distributions of Beta- Wishart Matrices.” Random Matrices: Theory and Applications 03, no. 02 (April 2014): 1450009. As Published http://dx.doi.org/10.1142/S2010326314500099 Publisher World Scientific Pub Co Pte Lt Version Author's final manuscript Citable link http://hdl.handle.net/1721.1/116006 Terms of Use Creative Commons Attribution-Noncommercial-Share Alike Detailed Terms http://creativecommons.org/licenses/by-nc-sa/4.0/ SIAM J. MATRIX ANAL. APPL. c 2013 Society for Industrial and Applied Mathematics Vol. XX, No. X, pp. XX{XX EIGENVALUE DISTRIBUTIONS OF BETA-WISHART MATRICES∗ ALAN EDELMANy AND PLAMEN KOEVz Abstract. We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart matrices to any β > 0. Key words. random matrix, Wishart distribution, eigenavalue, hypergeometric function of a matrix argument AMS subject classifications. 15A52, 60E05, 62H10, 65F15 DOI. XX.XXXX/SXXXXXXXXXXXXXXXX 1. Introduction. Recently, the classical real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart random matrix ensembles were generalized to any β > 0 by what is now called the Beta{Wishart ensemble [2, 9]. In this paper we derive the explicit distributions for the extreme eigenvalues and the trace of this ensemble as series of Jack functions and, in particular, in terms of the hypergeometric function of matrix argument. -
Matrix Algorithms: Fast, Stable, Communication-Optimizing—Random?!
Matrix algorithms: fast, stable, communication-optimizing—random?! Ioana Dumitriu Department of Mathematics University of Washington (Seattle) Joint work with Grey Ballard, James Demmel, Olga Holtz, Robert Kleinberg IPAM: Convex Optimization and Algebraic Geometry September 28, 2010 Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 1 / 49 1 Motivation and Background Main Concerns in Numerical Linear Algebra Size issues 2 Reducing the flops Stability of FMM Stability of FLA Why Randomize? 3 Reducing communication Why is communication bad? Randomized Spectral Divide and Conquer Communication Costs 4 Conclusions Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 2 / 49 Motivation and Background Main Concerns in Numerical Linear Algebra The big four issues in matrix algorithms. Accuracy of computation (how “far” the computed values are from the actual ones, in the presence of rounding error). Stability (how much the computed result will change if we perturb the problem a little bit). Speed/complexity (how many operations they require, e.g., multiplications). Parallelism (how to distribute the computation to multiple processors in order to optimize speed – if possible). Communication complexity (how to minimize the amount of back-and-forth between levels of memory or processors.) Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 3 / 49 Motivation and Background Main Concerns in Numerical Linear Algebra The big four issues in matrix algorithms. Accuracy of computation (how “far” the computed values are from the actual ones, in the presence of rounding error). Stability (how much the computed result will change if we perturb the problem a little bit). Speed/flops complexity (how many operations they require, e.g., multiplications). -
The Random Matrix Technique of Ghosts and Shadows
The Random Matrix Technique of Ghosts and Shadows Alan Edelman November 22, 2009 Abstract We propose to abandon the notion that a random matrix has to be sampled for it to exist. Much of today's applied nite random matrix theory concerns real or complex random matrices (β = 1; 2). The threefold way so named by Dyson in 1962 [2] adds quaternions (β = 4). While it is true there are only three real division algebras (β=dimension over the reals), this mathematical fact while critical in some ways, in other ways is irrelevant and perhaps has been over interpreted over the decades. We introduce the notion of a ghost random matrix quantity that exists for every beta, and a shadow quantity which may be real or complex which allows for computation. Any number of computations have successfully given reasonable answers to date though diculties remain in some cases. Though it may seem absurd to have a three and a quarter dimensional or pi dimensional algebra, that is exactly what we propose and what we compute with. In the end β becomes a noisiness parameter rather than a dimension. 1 Introduction This conference article contains an idea which has become a technique. Perhaps it might be labeled a conjecture, but I think idea is the better label right now. The idea was discussed informally to a number of researchers and students at MIT for a number of years now, probably dating back to 2003 or so. It was also presented at a number of conferences [3] . As slides do not quite capture a talk, this seemed a good place to write down the ideas. -
Mathematics of Data Science
SIAM JOURNAL ON Mathematics of Data Science Volume 2 • 2020 Editor-in-Chief Tamara G. Kolda, Sandia National Laboratories Section Editors Mark Girolami, University of Cambridge, UK Alfred Hero, University of Michigan, USA Robert D. Nowak, University of Wisconsin, Madison, USA Joel A. Tropp, California Institute of Technology, USA Associate Editors Maria-Florina Balcan, Carnegie Mellon University, USA Vianney Perchet, ENSAE, CRITEO, France Rina Foygel Barber, University of Chicago, USA Jonas Peters, University of Copenhagen, Denmark Mikhail Belkin, University of California, San Diego, USA Natesh Pillai, Harvard University, USA Robert Calderbank, Duke University, USA Ali Pinar, Sandia National Laboratories, USA Coralia Cartis, University of Oxford, UK Mason Porter, University of Califrornia, Los Angeles, USA Venkat Chandrasekaran, California Institute of Technology, Maxim Raginsky, University of Illinois, USA Urbana-Champaign, USA Patrick L. Combettes, North Carolina State University, USA Bala Rajaratnam, University of California, Davis, USA Alexandre d’Aspremont, CRNS, Ecole Normale Superieure, Philippe Rigollet, MIT, USA France Justin Romberg, Georgia Tech, USA Ioana Dumitriu, University of California, San Diego, USA C. Seshadhri, University of California, Santa Cruz, USA Maryam Fazel, University of Washington, USA Amit Singer, Princeton University, USA David F. Gleich, Purdue University, USA Marc Teboulle, Tel Aviv University, Israel Wouter Koolen, CWI, the Netherlands Caroline Uhler, MIT, USA Gitta Kutyniok, University of Munich, Germany -
Nominations for President
ISSN 0002-9920 (print) ISSN 1088-9477 (online) of the American Mathematical Society September 2013 Volume 60, Number 8 The Calculus Concept Inventory— Measurement of the Effect of Teaching Methodology in Mathematics page 1018 DML-CZ: The Experience of a Medium- Sized Digital Mathematics Library page 1028 Fingerprint Databases for Theorems page 1034 A History of the Arf-Kervaire Invariant Problem page 1040 About the cover: 63 years since ENIAC broke the ice (see page 1113) Solve the differential equation. Solve the differential equation. t ln t dr + r = 7tet dt t ln t dr + r = 7tet dt 7et + C r = 7et + C ln t ✓r = ln t ✓ WHO HAS THE #1 HOMEWORK SYSTEM FOR CALCULUS? THE ANSWER IS IN THE QUESTIONS. When it comes to online calculus, you need a solution that can grade the toughest open-ended questions. And for that there is one answer: WebAssign. WebAssign’s patent pending grading engine can recognize multiple correct answers to the same complex question. Competitive systems, on the other hand, are forced to use multiple choice answers because, well they have no choice. And speaking of choice, only WebAssign supports every major textbook from every major publisher. With new interactive tutorials and videos offered to every student, it’s not hard to see why WebAssign is the perfect answer to your online homework needs. It’s all part of the WebAssign commitment to excellence in education. Learn all about it now at webassign.net/math. 800.955.8275 webassign.net/math WA Calculus Question ad Notices.indd 1 11/29/12 1:06 PM Notices 1051 of the American Mathematical Society September 2013 Communications 1048 WHAT IS…the p-adic Mandelbrot Set? Joseph H. -
Count Down: Six Kids Vie for Glory at the World's Toughest Math
Count Down Six Kids Vie for Glory | at the World's TOUGHEST MATH COMPETITION STEVE OLSON author of MAPPING HUMAN HISTORY, National Book Award finalist $Z4- 00 ACH SUMMER SIX MATH WHIZZES selected from nearly a half million EAmerican teens compete against the world's best problem solvers at the Interna• tional Mathematical Olympiad. Steve Olson, whose Mapping Human History was a Na• tional Book Award finalist, follows the members of a U.S. team from their intense tryouts to the Olympiad's nail-biting final rounds to discover not only what drives these extraordinary kids but what makes them both unique and typical. In the process he provides fascinating insights into the creative process, human intelligence and learning, and the nature of genius. Brilliant, but defying all the math-nerd stereotypes, these athletes of the mind want to excel at whatever piques their cu• riosity, and they are curious about almost everything — music, games, politics, sports, literature. One team member is ardent about water polo and creative writing. An• other plays four musical instruments. For fun and entertainment during breaks, the Olympians invent games of mind-boggling difficulty. Though driven by the glory of winning this ultimate math contest, in many ways these kids are not so different from other teenagers, finding pure joy in indulging their personal passions. Beyond the Olympiad, Steve Olson sheds light on such questions as why Americans feel so queasy about math, why so few girls compete in the subject, and whether or not talent is innate. Inside the cavernous gym where the competition takes place, Count Down reveals a fascinating subculture and its engaging, driven inhabitants. -
2017-2018 Annual Report
Institute for Computational and Experimental Research in Mathematics Annual Report May 1, 2017 – April 30, 2018 Brendan Hassett, Director Mathew Borton, IT Director Jeff Brock, Associate Director Ruth Crane, Assistant Director Sigal Gottlieb, Deputy Director Elisenda Grigsby, Deputy Director Jeffrey Hoffstein, Consulting Associate Director Caroline Klivans, Associate Director Jill Pipher, Consulting Associate Director Bjorn Sandstede, Associate Director Homer Walker, Consulting Associate Director Ulrica Wilson, Associate Director for Diversity and Outreach Table of Contents Mission ....................................................................................................................................... 6 Core Programs and Events ......................................................................................................... 6 Participant Summaries by Program Type ................................................................................... 9 ICERM Funded Participants ................................................................................................................. 9 All Participants (ICERM funded and Non-ICERM funded) .................................................................. 10 ICERM Funded Speakers ................................................................................................................... 11 All Speakers (ICERM funded and Non-ICERM funded) ...................................................................... 12 ICERM Funded Postdocs .................................................................................................................. -
Spring 2019 Fine Letters
Spring 2019 • Issue 8 Department of MATHEMATICS Princeton University From the Chair Professor Allan Sly Receives MacArthur Fellowship Congratulations to Sly works on an area of probability retical computer science, where a key the Class of 2019 theory with applications from the goal often is to understand whether and all the finishing physics of magnetic materials to it is likely or unlikely that a large set graduate students. computer science and information of randomly imposed constraints on a Congratulations theory. His work investigates thresh- system can be satisfied. Sly has shown to the members of olds at which complex networks mathematically how such systems of- class of 2018 and suddenly change from having one ten reach a threshold at which solving new Ph. D.s who set of properties to another. Such a particular problem shifts from likely are reading Fine Letters for the first questions originally arose in phys- or unlikely. Sly has used a party invi- time as alumni. As we all know, the ics, where scientists observed such tation list as an analogy for the work: Math major is a great foundation for shifts in the magnetism of certain As you add interpersonal conflicts a diverse range of endeavors. This metal alloys. Sly provided a rigorous among a group of potential guests, it is exemplified by seventeen '18's who mathematical proof of the shift and can suddenly become effectively im- have gone to industry and seventeen a framework for identifying when possible to create a workable party. to grad school; ten to advanced study such shifts occur. -
President's Report
Volume 38, Number 4 NEWSLETTER July–August 2008 President’s Report Dear Colleagues: I am delighted to announce that our new executive director is Maeve Lewis McCarthy. I am very excited about what AWM will be able to accomplish now that she is in place. (For more about Maeve, see the press release on page 7.) Welcome, Maeve! Thanks are due to the search committee for its thought and energy. These were definitely required because we had some fabulous candidates. Thanks also to Murray State University, Professor McCarthy’s home institution, for its coopera- tion as we worked out the details of her employment with AWM. The AWM Executive Committee has voted to give honorary lifetime mem- IN THIS ISSUE berships to our founding presidents, Mary Gray and Alice T. Schafer. In my role as president, I am continually discovering just how extraordinary AWM is 7 McCarthy Named as an organization. Looking back at its early history, I find it hard to imagine AWM Executive Director how AWM could have come into existence without the vision, work, and persist- ence of these two women. 10 AWM Essay Contest Among newly elected members of the National Academy of Sciences in the physical and mathematical sciences are: 12 AWM Teacher Partnerships 16 MIT woMen In maTH Emily Ann Carter Department of Mechanical and Aerospace Engineering and the Program in 19 Girls’ Angle Applied and Computational Mathematics, Princeton University Lisa Randal Professor of theoretical physics, Department of Physics, Harvard University Elizabeth Thompson Department of Statistics, University of Washington, Seattle A W M The American Academy of Arts and Sciences has also announced its new members. -
ANNOUNCEMENT of WINNERS of the Seventy-Ninth Competition Held on December 1, 2018
ANNOUNCEMENT OF WINNERS of the seventy-ninth competition held on December 1, 2018 WINNING TEAMS Rank School Team Members (in alphabetical order) 1 HARVARD UNIVERSITY Dongryul Kim, Shyam Narayanan, David Stoner 2 MASSACHUSETTS INSTITUTE OF TECHNOLOGY Junyao Peng, Ashwin Sah, Yunkun Zhou 3 UNIVERSITY OF CALIFORNIA, LOS ANGELES Ciprian Mircea Bonciocat, Xiaoyu Huang, Konstantin Miagkov 4 COLUMBIA UNIVERSITY Quang Dao, Myeonhu Kim, Matthew Lerner-Brecher 5 STANFORD UNIVERSITY David Kewei Lin, Hanzhi Zheng, Yifan Zhu The institution with the first-place team receives an award of $25,000, and each member of the team receives $1,000. The awards for second place are $20,000 and $800; for third place, $15,000 and $600; for fourth place, $10,000 and $400; and for fifth place, $5,000 and $200. In each of the following categories, the listing is in alphabetical order. THE PUTNAM FELLOWS — THE FIVE HIGHEST RANKING INDIVIDUALS Each receives an award of $2,500. DONGRYUL KIM Harvard University SHYAM NARAYANAN Harvard University DAVID STONER Harvard University YUAN YAO Massachusetts Institute of Technology SHENGTONG ZHANG Massachusetts Institute of Technology THE NEXT TEN HIGHEST RANKING INDIVIDUALS Each receives an award of $1,000. MURILO CORATO ZANARELLA Princeton University JIYANG GAO Massachusetts Institute of Technology ANDREW GU Massachusetts Institute of Technology JAMES LIN Massachusetts Institute of Technology MICHAEL MA Massachusetts Institute of Technology ASHWIN SAH Massachusetts Institute of Technology KEVIN SUN Massachusetts Institute of Technology DANIELLE WANG Massachusetts Institute of Technology HUNG-HSUN YU Massachusetts Institute of Technology YUNKUN ZHOU Massachusetts Institute of Technology THE WILLIAM LOWELL PUTNAM MATHEMATICAL COMPETITION ELIZABETH LOWELL PUTNAM PRIZE The winner receives an award of $1,000. -
2009 Mathematics Newsletter
AUTUMN 2009 NEWSLETTER OF THE DEPARTMENT OF MATHEMATICS AT THE UNIVERSITY OF WASHINGTON Mathematics NEWS 1 DEPARTMENT OF MATHEMATICS NEWS MESSAGE FROM THE CHAIR As you might imagine, 2009 brought Department’s work continued unabated. We have a string of unusual challenges to our department. good news to share with you in this newsletter, such as the There were uncertainties well into the UW Sophomore Medal awarded to Chad Klumb, the new- spring regarding our 2009-10 aca- found success of our students in the Putnam Competition, demic year budget. Graduate student the election of Gunther Uhlmann to the American Academy recruitment, which takes place across of Arts and Sciences, and the NSF CAREER award to Ioana the nation during the winter, was Dumitriu. Our undergraduate degree programs set new highs conducted without knowing the level at the end of the 2008-09 academic year with 368 Math of our TA funding. Similar scenarios majors, and with a total of 537 majors in Math and ACMS. played out nationally as few educational institutions were Thirteen graduate students completed the PhD, continuing spared by the financial crisis. In a survey conducted by the our recent trend of awarding significantly more PhDs than American Mathematical Society, mathematics departments the Department’s historical annual average of 6.5. reported about 900 expected faculty openings nationally, During the spring and summer, we received a boost of down from about 1,500 in a typical year, despite expecting federal funding, thanks to the excellent research projects to award 1,300 PhDs in 2009 as in recent years. -
January 2002 Prizes and Awards
January 2002 Prizes and Awards 4:25 p.m., Monday, January 7, 2002 PROGRAM OPENING REMARKS Ann E. Watkins, President Mathematical Association of America BECKENBACH BOOK PRIZE Mathematical Association of America BÔCHER MEMORIAL PRIZE American Mathematical Society LEVI L. CONANT PRIZE American Mathematical Society LOUISE HAY AWARD FOR CONTRIBUTIONS TO MATHEMATICS EDUCATION Association for Women in Mathematics ALICE T. S CHAFER PRIZE FOR EXCELLENCE IN MATHEMATICS BY AN UNDERGRADUATE WOMAN Association for Women in Mathematics CHAUVENET PRIZE Mathematical Association of America FRANK NELSON COLE PRIZE IN NUMBER THEORY American Mathematical Society AWARD FOR DISTINGUISHED PUBLIC SERVICE American Mathematical Society CERTIFICATES OF MERITORIOUS SERVICE Mathematical Association of America LEROY P. S TEELE PRIZE FOR MATHEMATICAL EXPOSITION American Mathematical Society LEROY P. S TEELE PRIZE FOR SEMINAL CONTRIBUTION TO RESEARCH American Mathematical Society LEROY P. S TEELE PRIZE FOR LIFETIME ACHIEVEMENT American Mathematical Society DEBORAH AND FRANKLIN TEPPER HAIMO AWARDS FOR DISTINGUISHED COLLEGE OR UNIVERSITY TEACHING OF MATHEMATICS Mathematical Association of America CLOSING REMARKS Hyman Bass, President American Mathematical Society MATHEMATICAL ASSOCIATION OF AMERICA BECKENBACH BOOK PRIZE The Beckenbach Book Prize, established in 1986, is the successor to the MAA Book Prize. It is named for the late Edwin Beckenbach, a long-time leader in the publica- tions program of the Association and a well-known professor of mathematics at the University of California at Los Angeles. The prize is awarded for distinguished, innov- ative books published by the Association. Citation Joseph Kirtland Identification Numbers and Check Digit Schemes MAA Classroom Resource Materials Series This book exploits a ubiquitous feature of daily life, identification numbers, to develop a variety of mathematical ideas, such as modular arithmetic, functions, permutations, groups, and symmetries.