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arXiv 0803.1553cond-mat.dis-nn
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稀疏对称随机矩阵谱密度的腔方法

Cavity Approach to the Spectral Density of Sparse Symmetric Random Matrices

Tim Rogers, Koujin Takeda, Isaac Pérez Castillo, Reimer Kühn

摘要:

利用腔方法分析了稀疏对称随机矩阵的谱密度。我们考虑两种情况:矩阵的相关图是局部树,稀疏协方差矩阵。我们推导出一个封闭的方程组,从该方程组可以有效地计算本征值的密度。在这种方法中,很容易恢复高斯矩阵的维格纳循环定律和协方差矩阵的Marcenko-Pastur定律。我们的结果进行了比较,数值对角化,发现很好的协议。

英文摘要:

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a closed set of equations from which the density of eigenvalues can be efficiently calculated. Within this approach, the Wigner semicircle law for Gaussian matrices and the Marcenko-Pastur law for covariance matrices are recovered easily. Our results are compared with numerical diagonalization, finding excellent agreement.

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