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0
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0answers
49 views

Relation between eigendecomposition of matrix sum and sum of squared matrices [closed]

I would like to ask if there is (generally) a relation between the eigenvalues and eigenvectors of a matrix sum $\sum_i A_i$ and a sum of the squared matrices $\sum_i A_i A_i$ ? If this thread ...
0
votes
0answers
38 views

eigenfunctions for integral operator with difference domains

I have a continuous kernel $k(x,y)>0$ and a given positive number $\lambda$, now I define different integral operators $T(f(x))=\int _{y_1}^{y_2}k(x,y)f(y)dy$ by varying $y_1$ and $y_2$ and keep ...
0
votes
0answers
15 views

Significance of Eigenvectors of a Covariance matrix [migrated]

In PCA and in many other problems of machine learning we use Eigenvectors of covariance matrix of the data. How do we visualize Eigenvectors of Covariance matrix? The Principal Eigenvector ...
7
votes
1answer
111 views

Compute only selected components of an eigenvector

I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...
3
votes
1answer
355 views

Helmholtz equation Poynting vector integral

The Maxwell's equation for harmonic time dependent field in vacuum is \begin{align} \nabla \times B + i\omega E &= 0\\ \nabla \times E - i\omega B &= 0 \\ \nabla \cdot B &= 0 \\ \nabla ...
1
vote
1answer
142 views

Linear map with two “incompatible” representations

Let $K$ be a field and let $V$ be the set of sequences $\{v_1,v_2,\dots\}$ of elements of $K$. If $A=\{a_1,a_2,\dots\}$ is also a sequence of elements of $K$, then it defines an endomorphism of $V$ ...
1
vote
1answer
153 views

True or false: if a set of 2D points has valid symmetry axes, then at least one of them is equal to a principal component vector

I posted this question on math.stackexchange but got no answer, so I decided to post it here instead. Sorry about the impreciness, not professional mathematician here. Let's assume we have a set of ...
0
votes
1answer
157 views

Kneser graphs eigenvalues

Basically, I want to prove that, in the Kneser graph (wikipedia has a good definition),$K_{n, m}$, if $n_{-}(A(G)) $ and $n_{+}(A(G))$ denote the number of negative and positive eigenvalues of A(G) ...
1
vote
0answers
114 views

Relationship betwen eigenvectors

Suppose that we have two matrices A and B. Matrix B is taken from A with one row and one column deleted. On the other hand A is n*n matrix and B is (n-1)*(n-1) matrix and is created by deleting last ...
0
votes
1answer
81 views

Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...
1
vote
0answers
46 views

Bounding Rayleigh quotioent for stochastic matrix

Suppose you have an irreducible, stochastic matrix $A$ with left Perron-Frobenius eigenvector $v$ (corresponding to the eigenvalue $1$), and suppose the next largest eigenvalue for $A$ is $\lambda$. ...
0
votes
0answers
29 views

Maximizing the product of projections of a vector on another vectors

I want to get the $N\times1$ complex vector $\mathbf{x}$ which maximizes this real valued function $f=\mathbf{x}^{H}\left (\mathbf{a}_{1} \mathbf{a}_{1}^{H}\mathbf{x}\mathbf{x}^{H}\mathbf{a}_{2} ...
1
vote
0answers
64 views

Recovering Spherical Harmonics from Discrete Samples

Consider a collection of $N$ points on the 2-sphere chosen uniformly at random. Let's say that there's an edge between two such vertices if their geodesic distance is less than $r_N$. The resulting ...
1
vote
0answers
64 views

interpretation of generalized eigenvalue/vectors in spectral graph theory

Let us say I have a symmetric graph adjacency matrix A, a degree matrix D, a laplacian L (D-A). I have a generalized eigenvalue equation $Av=\lambda Lv$. Does the eigenvalue/vectors produced in this ...
3
votes
0answers
80 views

What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$. Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem ...
-3
votes
1answer
97 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 ...
3
votes
1answer
119 views

Is this function of a matrix convex?

Let $\mathcal{N}_{n}$ be the set of symmetric nonnegative irreducible matrices. For a matrix $A \in \mathcal{N}_{n}$ let $v^{A}$ be its Perron vector, normalized so that $||v^{A}||_{2}=1$. Define the ...
3
votes
1answer
192 views

When is this matrix singular?

Consider matrix $A$ with $(j,k)$′th entry $A_{j,k}=\sin(\omega_j t_k+\phi_j),\,\forall j,k\in\{1,2,...,n\}$, where $\omega_j,t_k,\phi_j\in \mathbf R$. 1) For $t_k=k$, what is the condition on ...
2
votes
2answers
192 views

Linear dynamical systems: interpretation of Frobenius eigenvector

Consider a positive linear dynamical system. $\frac{dx}{dt}=Ax$, where $A$ is a quasipositive/Metzler/essentially nonnegative matrix. By its properties, the vector $x$ will remain positive for all ...
1
vote
2answers
104 views

Is Rellich's function valued theorem valid for a rank defficient function valued matrix?

Theorem (Rellich). Let $\boldsymbol{A}(t) : \mathbb{R}\rightarrow\mathbb{C}^{n \times n}$ be a Hermitian matrix function that depends on $t$ analytically. (i) The $n$ roots of the characteristic ...
0
votes
1answer
92 views

Norm bound on eigen-vector change caused by rank-one update

Suppose $A$ is a positive semi-definite, Hermitian matrix with a unit-norm eigen vector $\textbf{v}$ corresponding to its largest eigen value $\lambda$. Let $B = A + \alpha \textbf{z}\textbf{z}^H$, ...
8
votes
1answer
787 views

Frobenius-Perron eigenvalue and eigenvector of sum of two matrices

Suppose that I have two positive matrices, $A$, and $B$, and I know their Frobenius-Perron eigenvalues ($\lambda_A$, $\lambda_B$) and eigenvectors ($v_A$, $v_B$). I'm interested in what I can say ...
6
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0answers
148 views

Density of odd and even eigenstates of an integral operator

Consider an integral operator $(Kf)(x)=\int_{-1}^{1}K(x-y)f(y)dy$, where the kernel $K(-x)=K(x)$ is an even function. Let $\lambda_n$ be the ordered eigenvalues of $K$ and $f_n(x)$ the ...
1
vote
1answer
136 views

Optimum control of a probabilistic automaton

Suppose we have a probabilistic automaton and we assign a weight to each state. An "interaction strategy" would be a fixed map from states to inputs. Any interaction strategy could be used to ...
2
votes
3answers
340 views

Analytic perturbation of the eigenvalues/eigenvectors of non-Hermitian matrix

Consider a matrix function $A(x)$, analytically depending on single parameter $x$. Consider the eigenvalue/eigenvector pair of $A(0)$, namely $\lambda(0)$ and $w(0)$. The question is whether we can ...
2
votes
2answers
114 views

Given a subdomain of GL(n), when is the map from matrices to their matrices of eigenvectors a diffeomorphism?

I'm wondering if there are any general conditions on a subdomain of $GL(n)$, which would guarantee that the map from a matrix to its matrix of eigenvectors is a diffeomorphism. For example, given a ...
4
votes
0answers
107 views

Concept of eigenvector restricted to nonnegative entries

Let $X\in \mathbb{R}^{n\times n}$ be a positive semidefinite matrix. The leading eigenvector $v\in \mathbb{R}^n$ of $X$ is the solution to the problem $\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...
3
votes
1answer
185 views

Fast algorithm for maximizing smallest eigenvalue of linear combination of hermitian matrices

I have an engineering back ground. Due to work, I came across this problem \begin{align} &\max_{\lambda,y_i\in \mathbb{R}}~\lambda \\\ ...
3
votes
2answers
268 views

Eigenvectors and eigenvalues of Tridiagonal matrix with varying diagonal elements

is it possible to analytically evaluate the eigenvectors and the eigenvalues of a tridiagonal $n\times n$ matrix of the form : \begin{pmatrix} 1 & b & 0 & ... & 0 \\\ b & 2 ...
2
votes
1answer
161 views

When is there a solution to these coupled eigenvalue equations?

I am trying to find the fixed point of a dynamical system, which requires solving two coupled eigenvalue-like equations. These equations are, in general, overconstrained. I'd like to have a simple ...
15
votes
4answers
1k views

Condition for two matrices to share at least one eigenvector?

Suppose that I have two matrices $A$ and $B$, and I want them to share a common eigenvector $x$. For simplicity let's just assume that the eigenvalue associated with $x$ is $1$ for both matrices, so ...
4
votes
0answers
107 views

Preconditioner for finding the smallest eigenpairs of a large, but structured, matrix

I'm trying to find the eigenvector corresponding to the second smallest eigenvalue of a large $(4,000,000 \times 4,000,000)$ matrix $L$. $L$ is a graph Laplacian, with the following structure: $L = D ...
0
votes
1answer
73 views

The influence of eigendecomposition on the periodicity of a (rank 2) Hermitian matrix (of functions)

Let $\boldsymbol{R}(u,v);~u,v\in\mathbb{R}$ be a Hermitian matrix (of Hermitian functions) with entries \begin{equation} r_{ij}(u,v) = 1 + Ae^{-2\pi i \phi_{ij}(ul_0 + vm_0)}; ...
2
votes
2answers
151 views

Is my use of the eigendecomposition correct here?

I'm exploring different techniques to efficiently solve some matrix equations. My situation is that I have a matrix $\textbf{H} = \textbf{J}^T \textbf{J}$, where $\textbf{J}$ is a matrix with no ...
0
votes
2answers
240 views

Eigenvalues of an amplification matrix

Let $A$ and $B$ square real matrices. I know that the matrix $A+B$ has 1 as eigenvalue of multiplicity 1 and the others eigenvalues have their modulus <1. Can we say something about the eigenvalues ...
2
votes
1answer
205 views

Coercive Symmetric Bilinear form on a Hilbert space

I need to show one of the two following equivalent results. If true, it must be a simple proof but I do not seem to be able to make it work. Thank you in advance. 1) Consider a continuous symmetric ...
2
votes
0answers
393 views

Relation between the eigenspace of a covariance matrix and eigenspace of correlation matrix

I was discussing applying Principal Component Analysis to a covariance matrix versus applying PCA to the corresponding correlation matrix with a collegue. This led me to think about the following ...
1
vote
0answers
65 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 ...
5
votes
1answer
272 views

Sum of commuting semisimple operators

Let $V$ be a finite dimensional vector space over a field $K$. An operator $T:V\to V$ is called semi-simple if every $T$-invariant subspace of $V$ has a complement(for algebraically closed fields ...
2
votes
2answers
737 views

Singular Value Decomposition of Noisy Matrices

I am an engineer who makes measurements of a variable over a grid of, say, $m\times n$. Since these are actual measurements, the true values are always corrupted by noise, and what I measure is a ...
4
votes
2answers
818 views

Eigenvalues of a Symmetric Positive Semi-Definite (PSD) matrix after rank one update

I have a Symmetric Positive Semi-Definite matrix $A$ which i know its eigenvalue and eigenvectors. let $v$ and $u$ be a random column vector. i want to know if it is possible to have eigenvalues of ...
1
vote
0answers
78 views

Decay rate of Discrete Prolate Spheroidal Sequences in frequency

What is the decay rate of DPSS sequences in frequency? Consider an interval $T\subset\mathbb{Z}$ of length N in time. Consider another interval $[-W,W]$ in frequency with $W<1/2$. Let $\phi_0$ ...
0
votes
1answer
112 views

Eigenvector localizaiton

I have raised this sort of question before but I think that now I've found a better term for the subject, one which might ring more bells for people - hence the repost. Hope you won't be too angry ...
2
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0answers
217 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!) ...
2
votes
3answers
716 views

Eigenvectors and eigenvalues of nonsymmetric Tridiagonal matrix

Hi, the question is following: We have one matrix $$\begin{pmatrix} -\beta & \Delta & 0 & 0 &\cdots & 0 & 0 & 0 \newline \beta & -(\beta+\Delta) & \Delta & ...
3
votes
1answer
140 views

Analytic continuation of instantaneous eigenstates of a time-dependent hamiltonian

We are considering the instantaneous eigenstates of an analytically time-dependent hamiltonian and I would like to know how legitimate it is to extend them to the complex plane. Specifically, our ...
3
votes
1answer
246 views

Eigenvectors of asymmetric graphs

Let $G$ be an asymmetric connected graph. Then is it always the case that at least one of the eigenvectors of its adjacency matrix $A$ consists entirely of distinct entries? Thanks!
5
votes
1answer
362 views

Repeated Second Eigenvalue of the Adjacency Matrix of a Graph

This question is motivated by a talk I went to earlier today. Suppose we have a $d$-regular graph $G$ with $n$ vertices, with adjacency matrix $A$. Let $$\lambda_1\geq \lambda_2 \geq\dots \geq ...
6
votes
2answers
980 views

Perturbation theory for the generalized eigenvalue problem

Is there a standard reference for the perturbation theory of the generalized eigenvalue problem? More specifically, I would like to get a systematic expansion for the problem $(A_0 + \epsilon ...
1
vote
0answers
164 views

componentwise eigenvector perturbation

Does the sin-theta theorem imply a componentwise nonasymptotic bound for eigenvectors? Assume, for the purpose of this question, that the eigenvalues concerned are simple. If this is trivial, I ...