# Entrywise application of non-linear functions on orthogonally invariant matrices

arXiv: https://arxiv.org/abs/2412.06943 · HTML: https://mlsanity.com/paper/2412.06943/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 2 of its 25 references that are in the map.
- First posted on arXiv 9 Dec 2024.

## Builds on (most cited first, 2 of 2)

- [The Gaussian equivalence of generative models for learning with shallow neural networks](https://mlsanity.com/paper/2006.14709/) (2020)
- [Spectra of the Conjugate Kernel and Neural Tangent Kernel for linear-width neural networks](https://mlsanity.com/paper/2005.11879/) (2020)

## Built on by (most cited first, 2 of 2)

- [Global law of conjugate kernel random matrices with heavy-tailed weights](https://mlsanity.com/paper/2502.18428/) (2025)
- [Gaussian Equivalence for Self-Attention: Asymptotic Spectral Analysis of Attention Matrix](https://mlsanity.com/paper/2510.06685/) (2025)

## Abstract (arXiv)

In this article, we investigate how the entrywise application of a non-linear function to symmetric orthogonally invariant random matrix ensembles alters the spectral distribution. We treat also the multivariate case where we apply multivariate functions to entries of several orthogonally invariant matrices; where even correlations between the matrices are allowed. We find that in all those cases a Gaussian equivalence principle holds, that is, the asymptotic effect of the non-linear function is the same as taking a linear combination of the involved matrices and an additional independent GOE. The ReLU-function in the case of one matrix and the max-function in the case of two matrices provide illustrative examples.
