The eigenvector tag has no wiki summary.

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### Derivative of an eigenvector with respect to his own 3x3 real symmetric matrix

$\mathbf{C}$ is a real, positive-definitive 3x3 symmetric matrix (I am thinking about the right Cauchy-Green tensor in solid mechanics). We perform eigendecomposition and get:
$$\mathbf{C} = ...

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**1**answer

50 views

### Reducing eigenvalues of symmetric PSD matrix towards 0: effect on ratios of original matrix elements?

Let $\boldsymbol{S}$ be $k \times k$ positive semi-definite real symmetric matrix with eigen decomposition $\boldsymbol{S} = \boldsymbol{X} \boldsymbol{\Lambda} \boldsymbol{X}'$ ...

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**1**answer

497 views

### Why are 1 and -1 eigenvalues of this matrix?

This is a subject I've been working on for a very long time now, but still did not manage to fully understand the interesting properties of this matrix $\mathbf{A}$.
First, let's define two matrices:
...

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98 views

### Reference: Continuity of Eigenvectors [closed]

I am looking for an appropriate reference for the following fact. I already posted on math.stackexchange, but got no answer.
For each $X \in \mathbb{R}^{n \times n}_{\text{sym}}$ (symmetric ...

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107 views

### Eigenvalue of product of self adjoint compact operators

Suppose A is a self adjoint $m \times m$ real matrix with eigenpairs $\{e_j, \lambda_j\}$ such that $\lambda_j > \lambda_{j + 1}$. Let $B$ be another self adjoint real $m \times m$ matrix such that ...

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38 views

### Separating Two Groups of Data using Fisher's Linear Discriminant

I found an article (starting on page 8) that gives a neat method for finding the line/plane/hyperplane that maximizes the separation between two groups of data points in n-dimensions. It uses Fisher's ...

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97 views

### Simple Spectrum of Jacobi matrices

I want to call a matrix a Jacobi matrix (cause there may be different notions of Jacobi matrices) if it is a tridiagonal matrix with positive off-diagonal entries. Now, I read that the spectrum of ...

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104 views

### when can I say that $UV^T$ is a permutation matrix? [closed]

suppose we have two p.s.d matrices A and B: so we can diagonalize them like this:
A= $UΛU^T$ and $B=VΣV^T$
1: on what condition for $A$ and $B$ I can say that $UV^T$ is a permutation matrix?
2: how ...

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105 views

### Eigenvalue problem

I am studying torsional Alfven waves in spicules.
In this concern I have encountered the following equation:
$
\left(1-m^2 e^{-αz}\right)y''(z)+\left(4π i m ...

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**1**answer

156 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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...

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440 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 ...

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**1**answer

145 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 $V$ ...

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**1**answer

161 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 ...

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**1**answer

184 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) ...

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118 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 ...

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85 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, ...

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51 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 $\lambda$. ...

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72 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 ...

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74 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 ...

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81 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
...

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126 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 ...

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127 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 ...

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196 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 ...

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230 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 ...

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116 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 ...

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96 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 $B = A + \alpha \textbf{z}\textbf{z}^H$, ...

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### 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 ...

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158 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 ...

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140 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 ...

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456 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 ...

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### 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 ...

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113 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
$\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...

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249 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 \\\
...

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291 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 ...

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201 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 ...

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### 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 ...

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### 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 ...

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76 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)}; ...

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157 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 ...

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294 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 ...

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234 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 ...

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552 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 ...

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### 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 ...

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407 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 $T$-invariant complement(for algebraically ...

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### 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 ...

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1k 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 ...

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### 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 $\phi_0$ ...

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129 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 ...

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221 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!) ...

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864 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 & ...