SMS scnews item created by Zhou Zhang at Thu 12 Apr 2012 1402
Type: Seminar
Distribution: World
Expiry: 3 May 2012
Calendar1: 20 Apr 2012 1400-1500
CalLoc1: RC-4082, (UNSW)
Auth: zhangou@bari.maths.usyd.edu.au

# SYD-UNSW Joint Colloquium: Olver -- Numerical Free Probability: Computing Eigenvalue Distributions of Large Random Matrices

Speaker: Dr. Sheehan Olver (Sydney)

Time: Friday, April 20, 2--3PM

Room: RC-4082, East Wing of the Red Centre Building (UNSW)

Joint Colloquium web site:

http://www.maths.usyd.edu.au/u/SemConf/JointColloquium/index.html

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Title: Numerical Free Probability: Computing Eigenvalue
Distributions of Large Random Matrices

Abstract: suppose that the global eigenvalue distribution
of two large random matrices A and B are known. It is a
remarkable fact that, generically, the eigenvalue distribution
of A + B and (if A and B are positive definite) A*B are
uniquely determined from only the eigenvalue distributions
of A and B; i.e., no information about eigenvectors are
required. These operations on eigenvalue distributions
are described by free probability theory. We construct a
numerical toolbox which can efficiently and reliably
calculate these operations with spectral accuracy, by
exploiting the complex analytical framework that underlies
free probability theory.

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Lunch with speaker: we meet at 12:30PM at the entrance
to the East Wing of Red Centre Building.

One choice of commuting from Sydney: meet at Carslaw
620 around 12NOON and we share a taxi to UNSW. The
round trip is covered by department colloquium fund.


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