Cavity approach to the spectral density of sparse symmetric random matrices
- 10 September 2008
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 78 (3) , 031116
Abstract
The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally treelike, and sparse covariance matrices. We derive a closed set of equations from which the density of eigenvalues can be efficiently calculated. Within this approach, the Wigner semicircle law for Gaussian matrices and the Marčenko-Pastur law for covariance matrices are recovered easily. Our results are compared with numerical diagonalization, showing excellent agreement.Keywords
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