Probability that product of real random matrices have all eigenvalues real tend to 1

Concise Probability Distributions of Eigenvalues of Real-Valued Wishart Matrices

— In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of skew symmetric matrices. In particular, we relate the multiple integrals of a determinant, which arises while finding the eigenvalue distributions, in terms ...

Real symmetric matrices 1 Eigenvalues and eigenvectors

A matrix D is diagonal if all its off-diagonal entries are zero. If D is diagonal, then its eigenvalues are the diagonal entries, and the characteristic polynomial of D is fD(x) = ∏i=1(x−dii), where dii is the (i, i) diagonal entry of D. A matrix A is diagonalisable if there is an invertible matrix Q such that QAQ−1 is diagonal. Note that A and QAQ−1 always have the same eigenvalues and the sam...

Statistics of real eigenvalues in Ginibre's ensemble of random real matrices.

The integrable structure of Ginibre's orthogonal ensemble of random matrices is looked at through the prism of the probability p(n,k) to find exactly k real eigenvalues in the spectrum of an n x n real asymmetric Gaussian random matrix. The exact solution for the probability function p(n,k) is presented, and its remarkable connection to the theory of symmetric functions is revealed. An extensio...

Involution Matrices of Real Quaternions

An involution or anti-involution is a self-inverse linear mapping. In this paper, we will present two real quaternion matrices, one corresponding to a real quaternion involution and one corresponding to a real quaternion anti-involution. Moreover, properties and geometrical meanings of these matrices will be given as reflections in R^3.

Parallel Computation of Eigenvalues of Real Matrices