Home | Introduction | Software | Examples | History | People | Bibliography | Applications | Theorems

Pseudospectra of Random Matrices:

Dense and Triangular Matrices

The spectral properties of dense nonsymmetric random matrices have been studied since the 1960s. Consider the n-dimensional matrix A whose entries are drawn from normal distribution with variance n-1.


Figure 1. Dense random matrix with real entries, dimension N=10. The values on the colorbar show log10(epsilon).



Figure 2. Dense random matrix with real entries, dimension N=100. The values on the colorbar show log10(epsilon).



Figure 3. Dense random matrix with real entries, dimension N=1000. The values on the colorbar show log10(epsilon).



Figure 4. Strictly lower triangular random matrix with real entries, dimension N=10. The values on the colorbar show log10(epsilon).



Figure 5. Strictly lower triangular random matrix with real entries, dimension N=100. The values on the colorbar show log10(epsilon).



Figure 6. Strictly lower triangular random matrix with real entries, dimension N=1000. The values on the colorbar show log10(epsilon).



Figure 7. Strictly lower triangular random matrix with complex entries, dimension N=10. The values on the colorbar show log10(epsilon).



Figure 8. Strictly lower triangular random matrix with complex entries, dimension N=100. The values on the colorbar show log10(epsilon).



Figure 9. Strictly lower triangular random matrix with complex entries, dimension N=1000. The values on the colorbar show log10(epsilon).




Bibliography

[1] A. Edelman, Eigenvalues and condition numbers of random matrices, SIAM J. Matrix Anal. Appl. 9 (1988), 543-560.
[2] D. Viswanath and L. N. Trefethen, Condition numbers of random triangular matrices, SIAM J. Matrix Anal. Appl. 19 (1998), 564-581.