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Mathematics > Optimization and Control

Title: Cavity approach to the first eigenvalue problem in a family of symmetric random sparse matrices

Abstract: A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is plausible for infinitely large systems, in conjunction with the introduction of a Lagrange multiplier for constraining the length of the eigenvector, the eigenvalue problem is reduced to a bunch of optimization problems of a quadratic function of a single variable, and the coefficients of the first and the second order terms of the functions act as cavity fields that are handled in cavity analysis. We show that the first eigenvalue is determined in such a way that the distribution of the cavity fields has a finite value for the second order moment with respect to the cavity fields of the first order coefficient. The validity and utility of the developed methodology are examined by applying it to two analytically solvable and one simple but non-trivial examples in conjunction with numerical justification.
Comments: 11 pages, 4 figures, to be presented at IW-SMI2010, Kyoto, March 7-10, 2010
Subjects: Optimization and Control (math.OC); Disordered Systems and Neural Networks (cond-mat.dis-nn)
Cite as: arXiv:1001.3935 [math.OC]
  (or arXiv:1001.3935v1 [math.OC] for this version)

Submission history

From: Yoshiyuki Kabashima [view email]
[v1] Fri, 22 Jan 2010 08:06:52 GMT (494kb)