We study the energy minima of the fully-connected $m$-components vector spin glass model at zero temperature in an external magnetic field for $mge 3$. The model has a zero temperature transition from a paramagnetic phase at high field to a spin glass phase at low field. We study the eigenvalues and eigenvectors of the Hessian in the minima of the Hamiltonian. The spectrum is gapless both in the paramagnetic and in the spin glass phase, with a pseudo-gap behaving as $lambda^{m-1}$ in the paramagnetic phase and as $sqrt{lambda}$ in the spin glass phase. Despite the long-range nature of the model, the eigenstates close to the edge of the spectrum display quasi-localization properties. We show that the paramagnetic to spin glass transition corresponds to delocalization of the edge eigenvectors. We solve the model by the cavity method in the thermodynamic limit. We also perform numerical minimization of the Hamiltonian for $Nle 2048$ and compute the spectral properties, that show very strong corrections to the asymptotic scaling approaching the critical point.
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