**2**

votes

**2**answers

299 views

### Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?

Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$
Is there any information ...

**1**

vote

**2**answers

597 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 - ...

**1**

vote

**1**answer

183 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 $\lambda_{\text{min}}$ ...

**5**

votes

**2**answers

288 views

### Minimum of squared sum minus sum of squares

I know that
$$
\min_{\|x\|_2=1=\|y\|_2} \left(\sum_{k=1}^nx_ky_k\right)^2-\sum_{k=1}^nx_k^2y_k^2 \geq -1/2
$$
with equality whenever $|x_k|=\frac{1}{\sqrt{2}}=|y_k|$ for two coordinates.
I'm ...

**3**

votes

**1**answer

179 views

### Linear dependency of real numbers with integer coefficients adding up to zero [closed]

Let $x = (x_1, \dots, x_n)$ be a vector of real number. I was asking myself if there was an efficient way of telling whether there exists a non-zero vector of integers $z \in \mathbb Z$ such that both
...

**3**

votes

**1**answer

297 views

### SDP formulation of noisy low rank matrix completion

Exact low rank matrix completion using nuclear norm minimization can be formulated as a semidefinite program (SDP). Following the notation in the paper, a convex problem for noisy matrix completion ...

**2**

votes

**1**answer

136 views

### Is there some quantitative version of interlacing of eigenvalues of a matrix under rank-1 update?

Given a real symmetric matrix $A$ and a vector $v$ of the same dimension we know that the eigenvalues of $A + vv^T$ are left interlaced by the eigenvalues of $A$.
But do we have any quantitative ...

**2**

votes

**1**answer

217 views

### Homotopy with non piece-wise linear boundary

in the middle of a long proof I encounter the following problem.
Let $E$ be a closed and convex set in $\mathbb R^n$ such that for all $\vec x\in E$ it holds that $\sum_ix_i=1$. (We can understand ...

**1**

vote

**1**answer

276 views

### optimization of inverse matrix with constraint on matrix elements

everyone! I have this optimization problem with constraint.
$D$ and $T$ are symmetric matrices, where T is known and D is the unknown parameter.
$x$ and $v$ are two known p-dimensional vectors.
The ...