Smallest Eigenvalue
The smallest eigenvalue of a matrix is a crucial parameter with broad applications across diverse fields, driving research focused on efficient computation and understanding its implications for various models and algorithms. Current research emphasizes developing distributed and parallel algorithms, particularly for large-scale matrices arising in machine learning (e.g., neural tangent kernels, graph Laplacians) and signal processing, as well as exploring the role of smallest eigenvalues in characterizing model performance and convergence rates. Understanding the distribution and behavior of smallest eigenvalues is vital for improving the accuracy, efficiency, and interpretability of numerous methods in areas ranging from spectral clustering to neural network optimization and physics-informed machine learning.