Random Perturbation of Toeplitz Matrices

Charles Bordenave revisits von Neumann and Goldstine's proposal to model numerical computing errors as probabilistic noise. This perspective helps explain large errors in computed eigenvalues of badly conditioned matrices. Toeplitz matrices provide a case study: they occur throughout mathematics, physics, and engineering, are highly sensitive to small perturbations, and possess a rich spectral theory that supports precise descriptions under random perturbations. The talk is based on joint work with Mireille Capitaine and François Chapon.