Written by leaders in the field, this text showcases some of the remarkable properties of the finite Toda lattice and applies this theory to establish universality for the associated Toda eigenvalue algorithm for random Hermitian matrices. The authors expand on a 2019 course at the Courant Institute to provide a comprehensive introduction to the area, including previously unpublished results. They begin with a brief overview of Hamiltonian mechanics and symplectic manifolds, then derive the action-angle variables for the Toda lattice on symmetric matrices. This text is one of the first to feature a new perspective on the Toda lattice that does not use the Hamiltonian structure to analyze its dynamics. Finally, portions of the above theory are combined with random matrix theory to establish universality for the runtime of the associated Toda algorithm for eigenvalue computation.
Les mer
1. Introduction; 2. Hamiltonian mechanics and integrable systems; 3. The Toda lattice; 4. Toda without Hamiltonian structure; 5. Random matrix ensembles; 6. Universality for the Toda algorithm; References; Notation and Abbreviations; Index.
Les mer
A comprehensive introduction to the finite Toda lattice and its universality as an eigenvalue algorithm on random matrices.

Produktdetaljer

ISBN
9781009664356
Publisert
2025-11-13
Utgiver
Cambridge University Press
Vekt
258 gr
Aldersnivå
G, 01
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
172