# Tagged Questions

The tag has no wiki summary.

72 views

### Relationship of eigenvalue/eigenvector of hermitian matrix R and QRQ (Q is diagonal)

For a hermitian matrix R and a diagonal one Q, is there any relationship between eigenvalues/eigenvectors of R and QRQ? To be specific, assuming the eigenvalue decomposition of R is R=VDV*, then can ...
238 views

### Eigenvalues of permutations of a real matrix: how complex can they be?

This is sort of complementary to this thread. I’ll repeat the definitions here: For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...
136 views

### Eigenvalues vs.matrix sparsity

For an n X n matrix whose entries are constrained to be in some [x,y], is the maximum absolute eigenvalue of the matrix a function of its sparsity? Is there a closed-form expression that states this ...
101 views

### Distributions of eigenvalues for matrix normal distribution: related references

I am interested in the distribution of the eigenvalues of matrices that are sampled from the matrix normal distribution. I am sampling from $p(X \mid M,U,V)$ and let's assume that I know the ...
210 views

### Common eigenvector

I have little experience with functional analysis beyond an undergraduate basic course, and I'm dealing with the following problem: let $V$ be an infinite-dimensional locally convex (but not normed!) ...
42 views

### Lanczos algorithm with thick restart on a dynamic matrix

currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries from time to time. The problem should be solved using an ...
66 views

58 views

### Which matrix/operator in a cone has the largest negative spectral part?

Background: Let $\mathcal{K}$ be set (convex cone, if you like) of symmetric matrices of order $n$. Each matrix $A \in \mathcal{K}$ can be decomposed in a unique way as $A=A_{+}-A_{-}$, where ...
61 views

### On generalization of Wigner semi circle

I want to analyse noise model for a matrix M whose entries are not real numbers. The matrix is a collection of N permutation matrices of size nxn i.e, M is NnxNn. Because its a collection of ...
107 views

### nodal lines in the dirichlet problem

In the Dirichlet problem if nodal lines do not touch $\partial\Omega$ (unit disk), what happens to the eigenvalues? Thanks for help.
68 views

### Characterizing the singular values of a matrix with structure

Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$, $$f(x,y) = e^{\imath\pi x g(y)}$$ where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$ ...
63 views

### Eigenvectors of contraction times projection

Suppose $A$ is a real $n\times n$ matrix with real eigenvalues: $$1=\lambda_1>|\lambda_2|\ge \ldots\ge |\lambda_n|>0.$$ Suppose $B$ is an involution, for simplicity let us assume that $B$ is ...
45 views

### Eigenvalues of a “Half-Kronecker ” Product

The Problem: Given a 2 by 2 matrix $C$(the matrix elements of C are given), and two other 2 by 2 matrices $A$ and $B$(the matrix elements of A and B are given). Now we can construct a new matrix ...
149 views

### Summation of eigenvalues of tri-diagonal matrix smaller than specific value

Is there any analytic expression for summation of eigen-values of a tri-diagonal matrix which are smaller than a constant value? Or even a rough approximation for it. How about case of a general ...
65 views

### Laplacian using SDP

Is there any suggestion about how could one construct a model that uses semidefinite programming that minimizes sum of k smallest eigenvalues of Laplacian matrix? I found two papers that have done ...
Given a matrix $X$. Calculating the Eigen values of $XX^T$ and using the ratio of maximum and minimum eigen values normally gives the condition number of the matrix. If $X$ contains $M$ observations ...
It may be better to post this question here. Assume that $M$ is an $m$ by $m$ ($m$ is an even number) symmetric positive-semi-definite matrix with exactly $m/2$ positive eigenvalues and every entry of ...