Forty years ago, Goethals and Seidel showed that if the adjacency algebra of a strongly regular graph X contains a Hadamard matrix then X is of Latin square type or of negative Latin square type [8]. We extend their result to complex Hadamard matrices and find only three additional families of parameters for which the strongly regular graphs have complex Hadamard matrices in their adjacency alg...

The eigenvalue densities of complex noncentral Wishart matrices are investigated to study an open problem in information theory. Specifically, the largest, smallest and joint eigenvalue densities of complex noncentral Wishart matrices are derived. These densities are expressed in terms of complex zonal polynomials and invariant polynomials. The connection between the complex Wishart matrix theo...

We present a Jacobi-like algorithm for simultaneous diagonalization of commuting pairs of complex normal matrices by unitary similarity transformations. The algorithm uses a sequence of similarity transformations by elementary complex rotations to drive the oo-diagonal entries to zero. We show that its asymptotic convergence rate is quadratic and that it is numerically stable. It preserves the ...

A procedure to obtain differentiation matrices with application to solve boundary value problems and to find limit-cycles of nonautonomous dynamical systems is extended straightforwardly to yield new differentiation matrices useful to obtain derivatives of complex rational functions. Such matrices can be used to obtain numerical solutions of some singular differential problems defined in the co...

The classic Lanczos method is an effective method for tridiagonalizing real symmetric matrices. Its block algorithm can significantly improve performance by exploiting memory hierarchies. In this paper, we present a block Lanczos method for tridiagonalizing complex symmetric matrices. Also, we propose a novel componentwise technique for detecting the loss of orthogonality to stablize the block ...

We study complex-valued symmetric matrices. A simple expression for the spectral norm of such matrices is obtained, by utilizing a unitarily congruent invariant form. Consequently, we provide a sharp criterion for identifying those symmetric matrices whose spectral norm does not exceed one: such strongly stable matrices are usually sought in connection with convergent difference approximations ...

Let X = (Xi,j)m×n,m ≥ n, be a complex Gaussian random matrix with mean zero and variance 1 n , let S = XX be a sample covariance matrix. In this paper we are mainly interested in the limiting behavior of eigenvalues when m n → γ ≥ 1 as n → ∞. Under certain conditions on k, we prove the central limit theorem holds true for the k-th largest eigenvalues λ(k) as k tends to infinity as n → ∞. The pr...

We determine all possibilities for a complex Hadamard matrix H admitting an automorphism group which permutes 2-transitively the rows of H. Our proof of this result relies on the classification theorem for finite 2-transitive permutation groups, and thereby also on the classification of finite simple groups.

The aim of this paper is to explore to which extend the theory of the Hamburger moment problem for real Jacobi matrices generalizes to the case of complex Jacobi matrices. In particular, we characterize the indeterminacy in terms of uniqueness of closed extensions of Jacobi matrices, and discuss the link to the growth of the smallest singular values of the underlying Hankel matrices. As a bypro...