Questions about the properties of vector spaces and linear transformations, including linear systems in general.

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0
votes
0answers
8 views

force singular value decomposition to use the solution with the biggest absolute value

Well I'm writing a code to solve a positioning problem. given arrival times from multiple sources I want to invert and get the receiver position. obviously I have the xyz of each receiver. so I ...
4
votes
2answers
77 views

Why is the spectrum of this matrix product invariant with respect to order of the multiplicants?

I've been chewing on the following problem for some time and I just don't have any more ideas how to tackle it. I have matrices $A_1,...,A_k \in \mathbb R^{n\times n}$ and I'm observing that the ...
9
votes
1answer
116 views

Hlawka inequality for determinants of positive definite matrices

It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) ...
1
vote
0answers
139 views

Eigenvalues of this matrix

I have a linear map that is defined by $$T:\text{lin}(1,...,x^m) \rightarrow \text{lin}(1,...,x^m) \text{ with}$$ $$x^k \mapsto 2w(k-m)x^{k+1}+(k^2-k-w^2)x^k-2kwx^{k-1}+(k-k^2)x^{k-2}$$ Let me give a ...
7
votes
1answer
96 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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
4
votes
1answer
153 views

$n$ columns of a specific “infinite” Vandermonde matrix always linearly independent? [on hold]

Consider the "infinite" Vandermonde matrix $$ V (x_1, x_2, \ldots , x_n) = \begin{pmatrix} 1 & x_1 & x_1^2 & \cdots & x_1^{n-1} & x_1^n & x_1^{n+1} & \cdots \\ ...
0
votes
0answers
28 views

basis span of space necessary to be orthogonal? [on hold]

If a vector space V that span of {v1,v2,....,vk},can the basis vector of V are not mutually orthogonal? For vector space V, are there exist set of orthogonal basis {o1,o2,....,ok} that can span V? ...
0
votes
0answers
53 views

Elementary Linear Algebra Maximization Problem [on hold]

Can someone show me the proof for the following: min $\frac{q^TLq}{q^TWq}$ where q is not 0 and subject to $qWe =0$ is solved when q is the eigenvector corresponding to the 2nd smallest eigenvalue ...
-1
votes
0answers
60 views

Why solving a system of linear equation produces the intersection of the equation [closed]

Let us consider two equations 1)x+y=1 2)-x+y=1 Consider the solution of the equations using Gaussian Elimination, Geometrically I am able to understand the ...
3
votes
1answer
93 views

Let $A\in\operatorname{M}_n(F)$ be a matrix, how to prove $\bigcap_{X\in C(A)}C(X)=F[A]=\frac{F[x]}{(m_A(x))}$

I asked the following question on Math Stack Exchange, but no people reply. I know MO is more professional and it is for mathematicians to discuss research problems. Maybe this question is unsuitable ...
0
votes
0answers
34 views

Derivative of softmax loss function [closed]

I am trying to wrap my head around backpropagation in a neural network with a softmax classifier, which uses the softmax function: \begin{equation} p_j = \frac{e^o_j}{\sum_k e^{o_k}} \end{equation} ...
-1
votes
1answer
73 views

Action of rotation group on Matrices [closed]

Is the following assertion true? Suppose $p, q \geq 3$. Consider the action of $SO(p,\mathbb{R})$ on $p \times q$ matrices by left multiplication. I want to show that $MA = A$, where $M \in ...
-3
votes
1answer
117 views

A problem that involves matrix and Lorentz Transformation [closed]

To be clear I address the question in two parts as below. All matrixes involved are real four-dimensional matrixes. $1.$Let $G$ be the matrix $diag(1,-1,-1,-1)$. $A$ is a matrix satisfying $A G ...
-2
votes
0answers
60 views

How to plot 2-D and 3-D Joint numerical range of real symmetric matrices in mathematica? [closed]

I know this question this doesn't belong here. However, I am not getting a satisfactory reply from the mathematica forum. Consider $2\times 2$ real symmetric matrices $\mathbf{A}_1$ and ...
1
vote
0answers
40 views

Convergence to Eigenvalue gap of Gaussian Orthogonal Ensemble

Let $M_n$ come from the Gaussian Orthogonal Ensemble of size $n\times n$. Let $E_1(0; I)$ be the probability that $M_n$ has no eigenvalues in an interval $I$. The bulk scaling limit of this is defined ...
1
vote
1answer
67 views

Connection between eigenvalues of A and its LDL decomposition

Consider an undirected graph $G$ with $N$ vertices and its adjacency matrix $n_{ij}$: $n_{ij} = 1$ if vertices $i$ and $j$ are connected by an edge and $n_{ij} = 0$ otherwise. Consider $A_{ij} \equiv ...
0
votes
0answers
110 views

Is $Rank(A)=Rank(A^{T})$ where $A$ has inifinite rows and columns and its given that $A$ has finite rank [closed]

Is $Rank(A)=Rank(A^{T})$ where $A$ has inifinite rows and columns and its given that $A$ has finite rank. Is it a sub-case of finite rank operators which maps finite dimensional compact sets(which ...
1
vote
2answers
100 views

The set of matrices with same spectral radius

I am working on an optimization problem over the set of positive matrices (that is, matrices where all entries are positive numbers) that have the same spectral radius. My main problem is how to ...
3
votes
0answers
52 views

Dimension of the sum of images of transpose

$\newcommand{\rank}{\operatorname{rank}}\newcommand{\im}{\operatorname{im}}$ Given $A,B\in M_{n\times n}(k)$, define $\rank(A,B):=\dim(\im A+\im B)$. I'm looking for results regarding relationships ...
9
votes
1answer
211 views

What is known about the distribution of eigenvectors of random matrices?

Let $A$ be a real asymmetric $n \times n$ matrix with i.i.d. random, zero-mean elements. What results, if any, are there for the eigenvectors of $A$? In particular: How are individual eigenvectors ...
2
votes
1answer
56 views

Solution to generalized Sylvester equation

I am interested in solving generalized Sylvester equations (for $X$) of the form: $$ \sum_{j=1}^k A_j X B_j^T = F, $$ where $A_j,B_j,X,F\in\mathbb{C}^{n\times n}$ and $k$, $n$ are integers. I will ...
1
vote
0answers
76 views

Reference request on operator matrices [closed]

I'm looking for a reference on linear, bounded, self-adjoint operators defined on the product space, $T:E\times F\to E\times F$ such that $$Tx = \begin{pmatrix}A & B \\ C & D ...
0
votes
1answer
89 views

Symmetric Zero-Diagonal Matrices

Consider matrices with entries in a field $F$ of characteristic $2$. Let $\Omega$ denote the $2n\times2n$ matrix $\left[\begin{array}{ll}0&1_n\\1_n&0\end{array}\right]$. Then $X^t\Omega X$ is ...
0
votes
0answers
56 views

Speed up Linear programming

I have a linear programming problem like this: minimize $c^t X$ under the constraint that $AX \ge b$. I will need to solve this linear programming problem online many times. I need it to be as fast ...
0
votes
0answers
25 views

Find relationships between events

I have a set of Events $(E_i)_i$ which have a probability $(P_i)_i$. I am able to write each event as a sum of distinct events that form a partition of the space. My goal is to find all the ...
1
vote
1answer
94 views

Checking the intersection of two sets

Let $E\subset{\mathbb R}^n$ be a set of the type $I_1\times \dots \times I_n$, where $I_k$ are real intervals, and $X$ be and $n\times p$ real matrix. Suppose also that $rank(X)=p$ and $n>p$. Is ...
0
votes
0answers
34 views

Multiplicative Symmetrization of Bilinear Forms

Let $F$ be a field of characteristic $2$, let $V$ be an even dimensional $F$-vector space, let $B$ be a non-degenerate symplectic bilinear form on $V$ and let $^*$ be the adjoint of $B$ on ${\rm ...
0
votes
0answers
45 views

Applying a linear operator to a basis set following SVD orthonormalization

Define $\Phi$ as an $N$x$N$ dense, symmetric matrix, who's columns represent a set of $N$ non-orthogonal bases. My intention is to: decompose $\Phi$ via SVD: $U \Lambda V^T = \Phi$ to create it's ...
-2
votes
0answers
26 views

non-negativity of cost function

For which set of real parameters $\alpha $ and $\beta$ the following expression is negative and for which positive $\frac{1}{\alpha \beta} \sum_{i=1}^n \log \frac{\alpha \lambda_i^{\beta}+\beta ...
1
vote
0answers
64 views

A criteria for a subalgebra of M(n,C) being M(n,C) [migrated]

Suppose $S$ is a subalgebra of the matrix algebra $M_n(\mathbb{C})$. If for any vector $v$ and $w$ in $\mathbb{C}$, there always exists a matrix $A$ in $S$, depending on $v$ and $w$ of course, which ...
1
vote
0answers
73 views

Bounds on the effect of a matrix product on the Frobenius norm

I was wondering if there was a way to put upper and lower bounds on the Frobenius norm of a matrix product in relation to the Frobenios norm of one of the individual matrices, i.e, ...
5
votes
0answers
187 views

Weyl's construction for symplectic groups--an exercise in Fulton and Harris's book

This is an exercise in section 17.3 in Fulton and Harris's book:Representation theory-a first course. Let $V=\mathbb{C}^{2n}$ and $Sp(2n)$ be the symplectic group w.r.t the nondegenerate bilinear ...
9
votes
0answers
189 views

Determinant inequality involving Hermitian, positive definite matrices

Question: Let $A,B,C\in M_{n}(C)$ be Hermitian and positive definite matrices such that:$$A+B+C=I_{n}$$ Show that: $$\det\left(6(A^3+B^3+C^3)+I_{n}\right)\ge 5^n\det(A^2+B^2+C^2)$$ This question ...
0
votes
1answer
83 views

Action of $(\mathbb{Z}/2g\mathbb{Z})$ on quadratic forms on $\mathbb{Z}/2\mathbb{Z}$-vector space

Let $\mathbb{Z}/2\mathbb{Z}$ the 2 elements field, with additive notation. I need some clarifications on the relation between quadratic forms on a $\mathbb{Z}/2\mathbb{Z}$-vector space (say, of ...
0
votes
0answers
67 views

determinant inequality for symmetric positive definite matrices

Assume that A and B are symmetric, positive definite matrices of the same size. For which set of real parameters $\alpha $ and $\beta$ the following relation holds ...
3
votes
1answer
111 views

Two matrix Fisher distributions on SO(3)?

After the uniform distribution (normalized Haar measure), the matrix Fisher distribution seems to be the most popular probability distribution on the Lie group SO(3). The density is proportional to ...
19
votes
1answer
792 views

Recognize this strange expression from linear algebra?

I've come across an odd-looking expression and oh how I wish I had a more elegant description of it. Maybe someone who enjoys symmetric bilinear forms in characteristic two will recognize it? Or ...
0
votes
2answers
111 views

Proof for a Rank-One Decomposition Theorem of Positive (semi) Definite Matrices

Consider the following result which I recently came across in a research paper in my area (Signal Processing) Let $X$ be a $N\times N$ positive semidefinite (psd) matrix whose rank is $r$. Let ...
1
vote
1answer
166 views

Largest eigenvalue of the sum of hermitian matricies

Is there an expression for the largest eigenvalue of the sum of two hermitian matricies in terms of the spectrum of the same matricies?
0
votes
1answer
57 views

Schur norm for self-adjoint operators

If $A$ is a $n \times n$ complex matrix then the Schur norm of $A$ is given by $$ || A||_S := \max_{||B||=1} ||A*B||,$$ where $||. ||$ is the operator norm and $*$ is the Hadamard (entry-wise) ...
4
votes
1answer
45 views

What are the upper bound and stability conditions for the following simple linear system?

Consider the following linear system $$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1) $$ where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, ...
4
votes
0answers
76 views

Strong convexity of the trace of the square root of a matrix function

Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...
0
votes
1answer
110 views

Dimension of Commutator Space [closed]

For each $n\times n$ matrix $A$ with real entries the set $$C(A)=\{X\in M_n(\mathbb{R}): AX=XA\}$$ is obviously a linear subspace of $M_n(\mathbb{R})$. Can we recognize the dimension of this ...
0
votes
1answer
125 views

Proving that the eigenvalues of a certain matrix product are positive

Let $A$ be an $m \times n$ matrix, and define: \begin{align*} U &= {\rm diag} \{ \frac{1}{\beta_j} \}, \beta_j = \sum_{k=1}^m |a_{kj}|, j = 1 \dots n \\ V &= {\rm diag} \{ \frac{1}{\alpha_i} ...
2
votes
0answers
54 views

Multi-dimensional permanent of structured tensor

I am facing the multidimensional permanent \begin{equation} \text{perm}(W) = \sum_{\sigma, \rho \in S_n} \prod_{j=1}^n W_{j, \sigma_j, \rho_j } \end{equation} of a 3-tensor $W_{j,k,l}$ of ...
0
votes
1answer
38 views

Adjusting matrix in generalized eigenvalue problem for the design of eigenfunctions

Take two matrices $A,B \in \mathbb{R}^{n\times n}$. I am considering the generalized eigenvalue problem ($\gamma \in \mathbb{R}, \phi \in \mathbb{R}^n$) $$A\phi = \gamma B\phi.$$ Is there a ...
7
votes
1answer
191 views

Block Matrix determinant

Consider the $k \times k$ block matrix: $ C = \left(\begin{array}{ccccc} A & B & B & \cdots & B \\ B & A & B &\cdots & B \\ \vdots & \vdots & \ddots & ...
2
votes
1answer
93 views

How can I prove that the negative biased triangular kernel is positive semidefinite

How can I prove that the following triangular kernel function defined in $[0, 1] \subset R^1$ $k(x, x') = (1 - 2|x-x'|)$ is a positive semidefinite function? It turns out to be psd function when ...
3
votes
1answer
98 views

$\mathcal{H}$-polyhedron under a linear map

Let $P = \{ x \in \mathbb{R}^n \mid Ax \leq b \}$ be a (bounded) polyhedron for $A \in \mathbb{R}^{m \times n}$ and $b \in \mathbb{R}^m$, $n,m > 0$. Moreover, let $M \colon \mathbb{R}^n \to ...
2
votes
0answers
70 views

Separating duality for TVS?

What is the modern concept (term) for "separating duality" (dualité séparante in french) in the sense of Bourbaki (TVS Ch II § 6) as explained in the following ? ...