Cavity approach to the spectral density of non-Hermitian sparse matrices

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Abstract

The spectral densities of ensembles of non-Hermitian sparse random matrices are analyzed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated. Within this approach, the generalized Girko's law is recovered easily. We compare our results with direct diagonalisation for a number of random matrix ensembles, finding excellent agreement.
Original languageEnglish
Article number012101
JournalPHYSICAL REVIEW E
Volume79
Issue number1
Publication statusPublished - 5 Jan 2009

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