Questions tagged [eigenvector]

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21 votes
4 answers
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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 $...
sasquires's user avatar
  • 403
19 votes
2 answers
8k 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 R^k\...
Cristi Stoica's user avatar
17 votes
5 answers
2k 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 $A(t)$ ...
Cristi Stoica's user avatar
17 votes
2 answers
1k views

Constructive proof of a rational version of Perron-Frobenius?

In the following, we work with vectors and matrices whose entries are rational numbers. Inequalities between such vectors are understood to be coordinatewise: e.g., two vectors $a = \left(a_1,a_2,\...
darij grinberg's user avatar
14 votes
4 answers
7k views

Eigenvectors and eigenvalues of a tridiagonal Toeplitz matrix

Is it possible to analytically evaluate the eigenvectors and eigenvalues of the following $n \times n$ tridiagonal matrix $$ \mathcal{T}^{a}_n(p,q) = \begin{pmatrix} 0 & q & 0 & 0 &...
user22127's user avatar
  • 143
13 votes
3 answers
3k views

Differentiability of Eigenvalues - Perturbation Theory

first, I have a general question. In perturbation theory, I saw perturbations in eigenvalues and eigenvectors of square, non-symmetric matrices and the calculations were all right but no one ever ...
xmonetx's user avatar
  • 138
13 votes
2 answers
697 views

'Eigenvectors' of evolute operation

The evolute of a curve is the locus of its centers of curvature. The evolute of some plane curves is a scaled, or scaled and reflected/rotated, version of that curve. For example, the evolute of a ...
Joseph O'Rourke's user avatar
13 votes
1 answer
647 views

$\ell^1$-norm of eigenvectors of Erdős-Renyi Graphs

Setting. Let $G(n,p)$ denote the usual Erdős-Renyi (random) graphs. For each such graph there is an associated Laplacian matrix $L = D - A$ where $D$ collects the degrees on the diagonal and $A$ is ...
Stefan Steinerberger's user avatar
12 votes
2 answers
2k views

What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?

What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
MCH's user avatar
  • 1,304
11 votes
1 answer
2k views

Eigenvalues of the complement of a graph

Let $A$ and $\widetilde A$ be the adjacency matrices of a graph $G$ and of its complement, respectively. Is there any relation between the eigenvalues of $A + \widetilde A$ and the eigenvalues of $A$ ...
GA316's user avatar
  • 1,219
11 votes
1 answer
800 views

Algebraicity of Eigenvectors in a Hilbert space

Let $(e_j)_{j\in\mathbb N}$ be an orthonormal basis of a Hilbert space $V$. Let $T:V\to V$ be continuous, selfadjoint linear operator. Assume that for all $i,j\in\mathbb N$ the number $\langle Te_i,...
user avatar
11 votes
1 answer
2k 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 ...
Sh.M1972's user avatar
  • 2,183
11 votes
1 answer
865 views

Exact eigenvalues of a specific tridiagonal matrix

I'm studying the following tri-diagonal matrix $$ X = \begin{pmatrix} 0 & x_0 & 0 & 0 &\cdots & 0 & 0 & 0 \\\ x_0 & 0 & x_1 & 0 &\cdots & 0 & ...
Kasper's user avatar
  • 161
11 votes
3 answers
8k views

Eigenvectors of a symmetric positive definite Toeplitz matrix

I wish to efficiently compute the eigenvectors of an n x n symmetric positive definite Toeplitz matrix K. A full eigendecomposition would be even better. Although I assumed this would be a well ...
Sodalite's user avatar
  • 111
10 votes
2 answers
9k views

Derivative of eigenvectors of a matrix with respect to its components

Suppose that $B$ is a real, positive-definitive symmetric ($3\times3$) matrix (more accurately, $B$ is a tensor) with distinct eigenvalues, and that we can write it as $$ B= \sum_{i=1}^3 \lambda_{i}(...
Jeff Tehrani's user avatar
10 votes
2 answers
580 views

Lower eigenvectors of nonnegative matrices with zero trace

Let $A$ be an $N\times N$ nonnegative matrix with all diagonal entries equal to zero and such that there is $n_0$ such that all entries of $A^{n_0}$ are strictly positive. Let $\lambda_1,\ldots, \...
Serguei Popov's user avatar
10 votes
2 answers
329 views

Can a vector-function $v:\mathbb{R}^n\to \mathbb{R}^n$ be an eigenvector of its own Jacobian matrix?

Good morning, I've came across this question, which has been puzzling me for some days. Suppose we are given a vector-valued function $v:\mathbb{R}^n\to \mathbb{R}^n$, $v(x)=\left( v_1(x),\dots, v_n(...
Gil Sanders's user avatar
10 votes
1 answer
4k views

Eigendecomposition after multiplying by diagonal matrix

Hello, If we possess the eigendecomposition of a positive definite matrix: $X = U \Sigma U^T$, is there an efficient way to compute the eigendecomposition of $D X D$ where $D$ is a diagonal matrix?
Martin McCormick's user avatar
10 votes
2 answers
452 views

Support of eigenvectors

Consider the $N$ by $N$ matrix $$M_N= \begin{pmatrix} 1+3\lambda & -1-2\lambda & - \lambda & 0 & 0 &0 &0\\ -1-2\lambda & 2+3\lambda & -1 & -\lambda & 0 & 0 &...
Kung Yao's user avatar
  • 192
10 votes
0 answers
572 views

Eigenfunctions of the integral kernel $1/(x^2 + x'^2)$

My question seems elementary, yet I could not find the solution after working on and searching for several days... I'd like to find the eigenfunctions of a simple integral kernel: \begin{equation} \...
Yuli Nazarov's user avatar
9 votes
2 answers
4k 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 A_1)...
user142's user avatar
  • 1,173
9 votes
1 answer
3k 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 ...
sasquires's user avatar
  • 403
9 votes
1 answer
387 views

Eigenvalues of a matrix with binomial entries

I am trying to determine the eigenvalues and eigenvectors of the following matrix: $$M_{ij} = 4^{-j}\binom{2j}{i}$$ where it is understood that the binomial coefficient $\binom{m}{k}$ is zero if $k&...
valle's user avatar
  • 864
8 votes
2 answers
573 views

Efficiently computing a few localized eigenvectors

Let $H = \triangle + V(x) : \mathbb{R}^2 \rightarrow \mathbb{R}^2$. I am interested in domain decomposition for an eigenproblem involving $H$. The lowest 1000 eigenfunctions of $H$, $ \psi_i $, can ...
dranxo's user avatar
  • 807
8 votes
3 answers
522 views

Why $M_1 \subset M_2 \not \Rightarrow N_{M_1} (\lambda) \leq N_{M_2} (\lambda)$ for eigenvalue problem? (EDIT)

We know that for a direct problem with Dirichlet Boundary Condition (with Laplacian operator) that if two domains $M_1$ and $M_2$ are such that $M_1 \subset M_2$, then $\lambda(M_2) \leq \lambda(M_1)$,...
Sharpie's user avatar
  • 183
8 votes
1 answer
5k views

Eigenvectors of Kronecker Product [closed]

Conjecture If $A$ and $B$ are two complex square matrices, then every eigenvector of $A\otimes B$ is of the form $x\otimes y$, where $x$ is an eigenvector of $A$ and $y$ is an eigenvector of $B$. ...
Henrique de Oliveira's user avatar
8 votes
2 answers
704 views

Lower bound on the entries of the Perron vector

Let $A$ be a matrix that satisfies all the conditions of Perron- Frobenius theorem. From the theorem it is known that the entries of the eigenvector corresponding to the largest eigenvalue will be ...
biryani's user avatar
  • 183
8 votes
0 answers
220 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 ...
Alex's user avatar
  • 81
7 votes
3 answers
6k views

Minimize trace of inverse of convex combination of matrices.

Hello! (First question--please forgive me if its unclear.) I am interested in efficient/approximate optimization techniques for minimizing a norm of a convex combination of symmetric, positive semi-...
jvdillon's user avatar
  • 181
7 votes
3 answers
2k views

What is the right citation for the power iteration method to find eigenvalues?

What is the right citation for the power iteration method to find eigenvalues, if I want to cite the method in a paper? I've seen some Google PageRank references in this context. But Brin and Page ...
user9162's user avatar
  • 171
7 votes
1 answer
402 views

Sum of the absolute eigenvalues of A>=B

Kindly help me to prove/disprove the following statement. Let $A$ be a symmetric matrix of order $n \times n$ with all the diagonal entry equal to $0$, and other non-diagonal entry equal to $k$ (...
L S B. user255259's user avatar
7 votes
2 answers
5k views

the complexity of Lanczos method

Hi, all I am working on an algorithm which uses Lanczos method to compute K smallest eigenvalue(and their eigenvectos) of a sparse matrix, just want some information or links about the complexity of ...
rechardchen's user avatar
7 votes
1 answer
6k views

The difference between Principal Components Analysis (PCA) and Factor Analysis (FA)

I am trying to understand the difference between PCA and FA. Through google research, I have come to understand that PCA accounts for all variance, while FA accounts for only common variance and ...
Spencer_K's user avatar
7 votes
1 answer
251 views

Eigenvectors of a matrix with entries involving combinatorics

In the question Eigenvalues of a matrix with entries involving combinatorics No_way asked about eigenvectors of $n\times n$ matrix $M$ with entries \begin{eqnarray*} M_{ij}=(-1)^{i+j}F(n, l, i, j), \...
Alexey Ustinov's user avatar
7 votes
1 answer
196 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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
gboukensha's user avatar
7 votes
1 answer
439 views

"Unimodality" of the positive eigenvector of a non-negative irreducible matrix?

Consider an eigenvalue / eigenvector problem for a matrix $A$ that is known to be non-negative and irreducible (so the Perron-Frobenius theorem applies): $$\sum_j A_{ij} x_j = \lambda x_i$$ Here $\...
valle's user avatar
  • 864
7 votes
0 answers
381 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 $\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...
Abhishek Kumar's user avatar
6 votes
3 answers
1k views

Analytical solution to a Linear advection-reaction PDE

I am looking for an analytical solution for the linear PDE $(1)\qquad\qquad \qquad f_t+ A f_x + B f = 0, $ Where $A$ and $B$ are constant matrices and $f=f(x,t)$ is a vector. Clearly each one of $...
Yossi Farjoun's user avatar
6 votes
1 answer
484 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 ...
Evan Jenkins's user avatar
  • 7,107
6 votes
1 answer
284 views

Continuity of eigenvectors

Let $\mathbb{C} \ni z \mapsto M(z)$ be a square matrix depending holomorphically on a parameter $z$ with the property that $\operatorname{dim}\ker(M(z)))=1$ for $z $ away from a discrete set $D \...
Sascha's user avatar
  • 506
6 votes
1 answer
943 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 \...
Eric Naslund's user avatar
  • 11.3k
6 votes
1 answer
3k views

Stochastic Matrix: Second largest eigenvalue and second largest absolute value of eigen value

Setup Let $A$ be a stochastic matrix. Let the eigenvalues of $A$ be $1 = \lambda_1 \geq \lambda_2 \geq \lambda_3 ... \geq -1$. Let $\lambda = \max_{x: x \perp 1} \frac{||Ax||}{|| x ||}$ Question: ...
anonymous coward's user avatar
6 votes
1 answer
6k views

SOLVED: How to retrieve Eigenvectors from QR algorithm that applies shifts and deflation

After having googled for several days without locating a definitive answer, I will try my luck here! I have implemented a version of the QR algorithm to calculate Eigenvalues and hopefully ...
Rasmus's user avatar
  • 63
6 votes
1 answer
6k views

Eigenvectors as continuous functions of matrix - diagonal perturbations

The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
Beni Bogosel's user avatar
  • 2,102
6 votes
1 answer
822 views

Dominant eigenvector of a real symmetric tridiagonal matrix

What is the most efficient way to calculate the dominant eigenvector of a real symmetric tridiagonal matrix? What's the corresponding time complexity bound? Could someone give me a reference for ...
tom's user avatar
  • 61
6 votes
2 answers
3k 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 ...
Amin's user avatar
  • 59
6 votes
0 answers
170 views

Measurability of eigenvalues-eigenvectors of a positive compact operator

Let $H$ be a separable Hilbert space over $\mathbb{R}$. Let ${A} = \{a\colon H\to H\,|\,a\text{ is a positive, compact linear operator}\}$. By the spectral theorem, given $a \in A$, there are scalars $...
user127022's user avatar
6 votes
0 answers
93 views

Finding the maximal component of a vector in sublinear time

Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
M. Winter's user avatar
  • 12.5k
6 votes
0 answers
88 views

Density of squares of radial eigenfunctions

The eigenfunctions of the Laplace operator on the disc can be written in polar coordinates as $f(r,\theta)=R_{nk}(r)e^{ik\theta}$, where $k\in\mathbb Z$ and $n\in\mathbb N$ and the radial function is $...
Joonas Ilmavirta's user avatar
6 votes
0 answers
549 views

What are the eigenvectors of the Lagrange interpolation matrix?

Let $F$ be a field. Let $x_1,\ldots,x_k,y_1,\ldots,y_k\in F$ be distinct elements in the field. Consider the $k\times k$ matrix that in position $i$, $j$ has the element $\frac{\prod_{l\neq i}(y_i - ...
user17119's user avatar
  • 179

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