# Tagged Questions

**2**

votes

**0**answers

95 views

### Stationary Distribution for Markov-like system?

Let
\begin{equation}
A=
\begin{pmatrix}
0 & a_{1,2} & a_{1,3} \\
a_{2,1} & 0 & a_{2,3} \\
a_{3,1} & a_{3,2} & 0
\end{pmatrix},
\end{equation}
\begin{equation}
B=
...

**1**

vote

**0**answers

212 views

### Inverse Transpose of Jacobian Matrix

Let $f:\mathbb{R}^n\mapsto\mathbb{R}^n$ be a bijective function. Fixed $a\in\mathbb{R}^n$. For any $x$ closes to $a$, using Taylor's series we can approximate $f(x)$ by
\begin{equation}
f(x)\approx ...

**0**

votes

**1**answer

158 views

### Problem with understanding an equation

I have read the article Short-wavelength Spectral Properties of the Gravity Field from a Range of Regional Data Sets and I don't know how to interpret Equation (10) on
page 630, because this equation ...

**1**

vote

**2**answers

407 views

### Hessian of function of covariance matrices

Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$,
$$
\mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - ...

**3**

votes

**2**answers

463 views

### Relationship between the derivative of a matrix and its eigenvalues

Is there any relationship between the derivative of a matrix and its eigenvalues? If, for example, the derivative is strictly positive definite, can I say that the eigenvalues are strictly increasing?
...

**1**

vote

**1**answer

133 views

### Subgradient of Minimum Eigenvalue

Consider three $N \times N$ Hermitian matrices $A_0$, $A_1$, $A_2$. Consider the function
\begin{align}
f(t_1,t_2)=\lambda_{\text{min}}(A_0+t_1A_1+t_2A_2)
\end{align}
where $\lambda_{\text{min}}$ ...

**2**

votes

**1**answer

673 views

### Bochner's Theorem and Total Positivity

Bochner's Theorem for LCA groups applied to the case of $G = U(1)$ and $G^{\vee} = \mathbb{Z}$ tells us that through the Fourier transform, probability measures on the circle are in bijection with ...

**11**

votes

**2**answers

1k views

### Nonvanishing of Jacobians implies global injectivity?

I am interested in obtaining injectivity of a $C^1$ map from the nonvanishing minors of its Jacobian matrix. Here is a brief history of the topic.
In 1953, Samuelson asked the following:
If the ...

**7**

votes

**2**answers

468 views

### Asymptotic question about time ordered exponentials

Let $A(t)$ be a smooth function from $[-1,1]$ to the $n \times n$ complex matrices. Define the time ordered exponential
$$\prod_{-1}^1 \exp(A(t) dt)$$
as in this question, as the limit of Riemann ...

**2**

votes

**1**answer

388 views

### about decomposition of a non-negative definite operators

Hello,
Many years before, I had the following problem.
We first give a definition. Given a non-negative definite real-valued definite matrix $n^2\times n^2$ matrix $M$, it is called separable if it ...

**10**

votes

**5**answers

828 views

### Can always a family of symmetric real matrices depending smoothly on a real parameter be diagonalized by smooth similarity transformations?

This question is related to another question, but it is definitely not the same.
Is it always possible to diagonalize (at least locally around each point) a family of symmetric real matrices $A(t)$ ...

**9**

votes

**2**answers

1k views

### Question on eigenvalue square root subadditivity

ORIGINAL QUESTION
Let $\lambda_{1}\left(\cdot\right)$ be the larger eigenvalue of a
$2\times2$ matrix and $\lambda_{2}\left(\cdot\right)$ the smaller
eigenvalue of a $2\times2$ matrix. Is it true ...

**2**

votes

**0**answers

173 views

### Radon transform and Log-concavity

This question is related to (but different from) that of Darsh Ranjan.
Is there a characterization of the functions $f:\mathbb R^n\rightarrow\mathbb R_{\ge0}$ whose Radon transform $\hat ...

**6**

votes

**2**answers

2k views

### Conditions for smooth dependence of the eigenvalues and eigenvectors of a matrix on a set of parameters

Let $A\in\mathcal M_n$ be an $n\times n$ real [symmetric] matrix which depends smoothly on a [finite] set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb ...

**6**

votes

**3**answers

712 views

### Pinching and positive definite matrices

A pinching over $M_n({\mathbb C})$ is an endomorphism $T$ where the $(i,j)$-entry of $T(M)$ is given either by $0$ or by $m_{ij}$, depending on the pair $(i,j)$. Let us say that a pinching is ...

**0**

votes

**2**answers

284 views

### condition number

Hi
I have the following matrix
A=[a_11 a_12 a_13 1;
a_21 a_22 a_23 1;
.
.
.
a_n1 a_n2 a_n3 1]
I have seen that when some of a_ij are big for instance in the ...

**2**

votes

**4**answers

1k views

### An inequality question

Let $M$ be a $3\times2$ matrix. Is it true that for any $x\in\mathbb{R}^{2}$
with $\left\Vert x\right\Vert _{3}=1$ there is some subspace $V$
with dimension $2$ of $\mathbb{R}^{3}$, such that ...

**18**

votes

**11**answers

3k views

### When does 'positive' imply 'sum of squares'?

Does anyone have examples of when an object is positive, then it has (or does not have) a square root? Or more generally, can be written as a sum of squares?
Example. A positive integer does not ...

**13**

votes

**8**answers

2k views

### Euclidean volume of the unit ball of matrices under the matrix norm

The matrix norm for an n-by-n matrix A is defined as |A|=max(|Ax|) where x ranges over all vectors with |x|=1, and the norm on the vectors in R^n is the usual Euclidean one. This is also called the ...