The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix
Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)
Description
This comprehensive introduction to the finite Toda lattice establishes its universality as an eigenvalue algorithm on random matrices. Including a new perspective that does not use the Hamiltonian structure, this is an engaging read for researchers looking to understand the confluence of integrable systems and integrable probability.
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'The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix - Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)'.
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