[HTML][HTML] Sampling the eigenvalues of random orthogonal and unitary matrices

M Fasi, L Robol - Linear Algebra and its Applications, 2021 - Elsevier
We develop an efficient algorithm for sampling the eigenvalues of random matrices
distributed according to the Haar measure over the orthogonal or unitary group. Our …

A real QZ algorithm for structured companion pencils

P Boito, Y Eidelman, L Gemignani - Calcolo, 2017 - Springer
We design a fast implicit real QZ algorithm for eigenvalue computation of structured
companion pencils arising from linearizations of polynomial rootfinding problems. The …

Event-driven Brownian dynamics simulations of two-dimensional fluids far from equilibrium

S Fritschi - 2018 - kops.uni-konstanz.de
The nature of the glass is a fascinating and intensely debated field in Statistical Physics and
Materials Science. While a glass former structurally resembles a liquid, the slow dynamics …