# Tagged Questions

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### 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 ...

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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 ...

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**1**answer

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

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**1**answer

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 $V$ ...

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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) ...

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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, ...

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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 $\lambda$. ...

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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
...

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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 ...

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788 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 ...

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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 ...

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

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**1**answer

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 \\\
...

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**1**answer

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 ...

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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 ...

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108 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 ...

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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)}; ...

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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 ...

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241 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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**1**answer

206 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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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 ...

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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 ...

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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 ...

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983 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 ...

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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 ...

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387 views

### How many iterations are required for the Lanczos algorithm to converge?

I am trying to find the n smallest eigenvalues and eigenvectors of a NxN SPD matrix using Lanczos method. What is the number of iterations usually required? I mean, does it scale as $O(N)$ or ...

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339 views

### What is the minimum of the Frobenius norm in the intersection of positive semidefinite cones?

For scalar variables $x$, we have a simple solution for the following problem.
\begin{eqnarray}
\min_x&&\alpha(x-a)^2+\beta(x-b)^2 \\\
\mathrm{s.t. }&&x\leq a\\\
...

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683 views

### Eigenvalues of sum of an adjacent matrix and a constant

$A$ is an adjacent matrix of a network. $la$ is the largest eigenvalue of $A$ and $Va$ is its corresponding eigenvector.
I am interested in the following martix: $bA+c-dI$ ($b$, $c$, and $d$ are all ...

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473 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 ...

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862 views

### When can an eigenvector be chosen uniquely which is invariant to permutation?

Suppose $A\in\Re^{n\times n}_{sym}$ is a symmetric matrix with eigenvalues $\lambda_1,\dotsc,\lambda_n$ in decreasing order. What I seek is a way to choose an eigenvector that is invariant to ...

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**3**answers

924 views

### Generalization of eigenvalues/vectors to modules?

What is the generalization of eigenvalues/vectors to modules?
To be specific, given a "vector" v in a module over some ring, and a linear "operator" O from the module to itself (please feel free to ...

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205 views

### Operator eigenvalues and eigenvalues of pointwise evaluation matrix

Let $D\subset\mathbb{R}$ be a bounded interval and $f: D\times D \rightarrow \mathbb{R}$ a real-valued analytic function of two variables such that $f\in L_2(D\times D)$. Suppose we have upper bounds ...

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942 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?

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839 views

### rank-one perturbation of a matrix corresponding to a specific spectrum

Let $A$ be a real symmetric matrix whose spectrum is $\lambda_1,\lambda_2,...,\lambda_n$
Let $A'$ be the matrix obtained by adding a perturbation to $A$. The requirement is that only the second ...

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233 views

### Eigenvectors of convolution with a normal distribution over a restricted interval

Suppose I have a random variable $X_0$ with a p.d.f $f_0$ supported on the real interval $[a_0, b_0]$. $X_1$ is the restriction to $[a_1, b_1]$ of the sum $X_0 + g$, where $g$ is normally distributed ...

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885 views

### dominant eigenvector

Hi, everyone! Is there any efficient way to simplify the following tensor product
$X \otimes X + X^T \otimes X^T$, where $X$ is a square $n \times n$ matrix.
My goal is to efficiently compute the ...

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**1**answer

142 views

### Statistical estimation of singular values and vectors

Hi All
My question is about the well known and well studied singular value decomposition (SVD). What I am working on right now requires performing an SVD repeatedly on a slowly varying matrix. Since ...

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**3**answers

995 views

### Intuitions/connections/examples for “eigen-*”

There are many concepts in mathematics that begin with the German word "eigen": eigenvector, eigenvalue, eigenspace, eigenstate, eigenfunction, eigensystem etc. (to name just the most important (?) ...