Lanczos Meets Orthogonal Polynomials
- URL: http://arxiv.org/abs/2512.15857v1
- Date: Wed, 17 Dec 2025 19:00:02 GMT
- Title: Lanczos Meets Orthogonal Polynomials
- Authors: Le-Chen Qu,
- Abstract summary: In large-$N$ and continuum limits, the average Lanczos coefficients and the recursion coefficients become equivalent.<n>We show that the two formalisms yield identical expressions for the leading density states.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We establish a direct correspondence between the Lanczos approach and the orthogonal polynomials approach in random matrix theory. In the large-$N$ and continuum limits, the average Lanczos coefficients and the recursion coefficients become equivalent, with the precise mapping $\sqrt{R(x)} = b(1-x)$ and $S(x) = a(1-x)$. As a result, the two formalisms yield identical expressions for the leading density of states. We further analyze the Krylov dynamics associated with the recursion coefficients and show that the orthogonal polynomials admit a natural interpretation as Krylov polynomials. This picture is realized explicitly in the Gaussian Unitary Ensemble, where all quantities can be computed analytically.
Related papers
- On Uniform Weighted Deep Polynomial approximation [0.0]
We introduce and analyze a class of weighted deep approximants tailored for functions with asymmetric behavior-growing on one side and decaying on the other.<n>We show numerically that this framework outperforms Taylor, Chebyshev, and standard deep approximants, even when all use the same number of parameters.
arXiv Detail & Related papers (2025-06-26T14:25:32Z) - Entropic Mirror Descent for Linear Systems: Polyak's Stepsize and Implicit Bias [55.72269695392027]
This paper focuses on applying entropic mirror descent to solve linear systems.<n>The main challenge for the convergence analysis stems from the unboundedness of the domain.<n>To overcome this without imposing restrictive assumptions, we introduce a variant of Polyak-type stepsizes.
arXiv Detail & Related papers (2025-05-05T12:33:18Z) - Spectral quantization of discrete random walks on half-line, and orthogonal polynomials on the unit circle [0.0]
We represent unitary evolution operator of the quantum walk in terms of Verbs on the unit circle.
We show that the both Markovs systems and their measures are connected by the classical SzegHo map.
arXiv Detail & Related papers (2023-06-21T13:41:51Z) - Dynamical chaos in nonlinear Schr\"odinger models with subquadratic
power nonlinearity [137.6408511310322]
We deal with a class of nonlinear Schr"odinger lattices with random potential and subquadratic power nonlinearity.
We show that the spreading process is subdiffusive and has complex microscopic organization.
The limit of quadratic power nonlinearity is also discussed and shown to result in a delocalization border.
arXiv Detail & Related papers (2023-01-20T16:45:36Z) - Grothendieck inequalities characterize converses to the polynomial method [1.137457877869062]
A surprising 'converse to the method' of Aaronson et al.
(CCC16) shows that any bounded quadratic can be computed exactly by a 1-query up to a universal multiplicative factor related to the Grothendieck constant.
arXiv Detail & Related papers (2022-12-16T16:26:04Z) - Learning Graphical Factor Models with Riemannian Optimization [70.13748170371889]
This paper proposes a flexible algorithmic framework for graph learning under low-rank structural constraints.
The problem is expressed as penalized maximum likelihood estimation of an elliptical distribution.
We leverage geometries of positive definite matrices and positive semi-definite matrices of fixed rank that are well suited to elliptical models.
arXiv Detail & Related papers (2022-10-21T13:19:45Z) - Krylov complexity and orthogonal polynomials [30.445201832698192]
Krylov complexity measures operator growth with respect to a basis, which is adapted to the Heisenberg time evolution.
The construction of that basis relies on the Lanczos method of recursion.
arXiv Detail & Related papers (2022-05-25T14:40:54Z) - An Equivalence Principle for the Spectrum of Random Inner-Product Kernel
Matrices with Polynomial Scalings [21.727073594338297]
This study is motivated by applications in machine learning and statistics.
We establish the weak limit of the empirical distribution of these random matrices in a scaling regime.
Our results can be characterized as the free additive convolution between a Marchenko-Pastur law and a semicircle law.
arXiv Detail & Related papers (2022-05-12T18:50:21Z) - Partial Counterfactual Identification from Observational and
Experimental Data [83.798237968683]
We develop effective Monte Carlo algorithms to approximate the optimal bounds from an arbitrary combination of observational and experimental data.
Our algorithms are validated extensively on synthetic and real-world datasets.
arXiv Detail & Related papers (2021-10-12T02:21:30Z) - Joint Network Topology Inference via Structured Fusion Regularization [70.30364652829164]
Joint network topology inference represents a canonical problem of learning multiple graph Laplacian matrices from heterogeneous graph signals.
We propose a general graph estimator based on a novel structured fusion regularization.
We show that the proposed graph estimator enjoys both high computational efficiency and rigorous theoretical guarantee.
arXiv Detail & Related papers (2021-03-05T04:42:32Z) - On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and
Non-Asymptotic Concentration [115.1954841020189]
We study the inequality and non-asymptotic properties of approximation procedures with Polyak-Ruppert averaging.
We prove a central limit theorem (CLT) for the averaged iterates with fixed step size and number of iterations going to infinity.
arXiv Detail & Related papers (2020-04-09T17:54:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.