Deift, Percy; Trogdon, Thomas Universality for the Toda algorithm to compute the largest eigenvalue of a random matrix. (English) Zbl 1454.60012 Commun. Pure Appl. Math. 71, No. 3, 505-536 (2018). Summary: We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the eigenvalues and eigenvectors of random matrices (such as delocalization, rigidity, and edge universality) in a crucial way. Cited in 11 Documents MSC: 60B20 Random matrices (probabilistic aspects) 15B52 Random matrices (algebraic aspects) 65F15 Numerical computation of eigenvalues and eigenvectors of matrices PDFBibTeX XMLCite \textit{P. Deift} and \textit{T. Trogdon}, Commun. Pure Appl. Math. 71, No. 3, 505--536 (2018; Zbl 1454.60012) Full Text: DOI arXiv