Speaker:
T. Trogdon
Institution:
UCI
Time:
Thursday, March 16, 2017 - 2:00pm
Location:
RH 340P
Abstract: The Toda lattice, beyond being a completely integrable dynamical system, has many important properties. Classically, the Toda flow is seen as acting on a specific class of bi-infinite Jacobi matrices. Depending on the boundary conditions imposed for finite matrices, it is well known that the flow can be used as an eigenvalue algorithm. It was noticed by P. Deift, G. Menon and C. Pfrang that the fluctuations in the time it takes to compute eigenvalues of a random symmetric matrix with the Toda, QR and matrix sign algorithms are universal. In this talk, I will present a proof of such universality for the Toda and QR algorithms and the power method. This is joint work with P. Deift.