-1
votes
0answers
20 views

force singular value decomposition to use the solution with the biggest absolute value [on hold]

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
109 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
119 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 ...
-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 ...
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 ...
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 ...
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
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 ...
1
vote
0answers
80 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, ...
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
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
167 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?
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 ...
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 ...
0
votes
0answers
63 views

Bounding multiplications of PSD random matrices

Consider the following setup, $(X, \hat{X}, Y, \hat{Y})$ are four $n \times n$ real, symmetric, full-rank, positive-definite matrices with entries between zero and one and operator norm $O(n)$. The ...
3
votes
1answer
93 views

Smith Normal Form for block matrix

are there any known results on the smith normal form for block matrices over the integers? In particular I am interested in matrices of size (kr)x(ks) made of square blocks of size k such that each ...
0
votes
1answer
75 views

Dimension of a similarity class

Let $K$ be an algebraically closed field with characteristic $0$. I consider the Jordan decomposition of a NILPOTENT matrix: $A=diag(J_{r_1},\cdots,J_{r_s})\in M_n(K)$ where $J_k$ is the nilpotent ...
2
votes
1answer
375 views

An inequality involving traces and matrix inversions

The following question kept me wondering for some time: Given the symmetric matrices $A,B,C\in\mathbb{R}^{n×n}$ where $A$ and $C$ are positive definite (hence invertible), and $B$ is positive ...
3
votes
1answer
121 views

Alike looking matrices imply convergence of eigenvalues?

This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators. We want to look at matrices that agree in most of their entries and ...
3
votes
1answer
71 views

On the solution of a generalized Lyapunov equation

We shall reconsider the following equation $$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$ where $p$ is a positive integer and $C$ is a known symmetric positive semidefinite matrix. I met with this ...
4
votes
1answer
425 views

Die hard nilpotent spaces

Let $V\subset\mathbb{C}^{n\times n}$ be a linear space consisting of $n\times n$ complex matrices. Say that $V$ is nilpotent if every matrix $v\in V$ is nilpotent; denote by $V^k$ the subspace spanned ...
10
votes
1answer
201 views

Factor a sum of products of cofactors

Let $M$ be any $n\times n$ matrix. We define the usual cofactors: $C_{i,j}$ is $(-1)^{i+j}$ times the determinant of the submatrix obtained by deleting row $i$ and column $j$ of $M$. We can write ...
2
votes
0answers
44 views

Reducing $\ell_1$ norm of non-full-rank matrices

I have two matrices ${\bf{X}}_{p\times r}$ and ${\bf{Y}}_{r\times q}$ with $r<\min(p,q)$. Matrix ${\bf Y}$ does not have full row rank (i.e., rank$({\bf Y})<r$). Can I build two new matrices ...
8
votes
1answer
266 views

Why does this antisymmetric product factor out a determinant?

Consider a generic $n \times n$ matrix $M$. Define the $(n-1) \times n$ matrix $M_q$ to be $M$ with the $q$th row omitted, and assume that $M_q$ possesses a right inverse, $R_q$: $$R_q = M_q^T (M_q ...
5
votes
3answers
143 views

Norm of triangular truncation operator on rank deficient matrices

Let $T_{n\times n}$ be a triangular truncation matrix, i.e. $$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$ It is known that for arbitrary $A_{n\times n}$ $$\|T\circ ...
3
votes
1answer
252 views

Number of Matrices with bounded determinant

Here's my question: Let $k,B,C$ be positive integers such that $B<C$. Can you give an upper bound for the number of $k\times k$ integer matrices having entries bounded in modulus by $B$ having ...
4
votes
3answers
215 views

Is this function well studied?

Let $A_1,\dots,A_L$ be $N\times N$ hermitian matrices. Define the simplex \begin{align} \mathcal{S}=\left\{[x_1,\dots,x_L]\mid x_i\geq 0,~\sum_{i=1}^{L}x_i=1 \right\} \end{align} and consider the ...
1
vote
1answer
157 views

Solving a matrix equation $X=c \cdot AXA' +I$ with a diagonal corrections

I am now struggling to solve the matrix $X \in R^{n \times n}$ in the following equation: $X=c \cdot AXA' - diag(c \cdot AXA')+ I$, where (1) $A \in R^{n \times n}$ is a given matrix whose element ...
2
votes
1answer
91 views

Comparison of the smallest eigenvalues of two tridiagonal matrices

Let $n\geq2$ be an integer and $E_{ii}$ for an integer $2\leq i\leq n$ be the $n\times n$-matrix with its $ii$-entry equal to 1 and remaining entries equal zero. Furthermore, let ...
0
votes
1answer
75 views

Solution of infinite dimension linear system

Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$. For fix n, we can construct n dimension linear equation ...
1
vote
0answers
18 views

the 3th and 4th order statistics of Circularly Symmetric Complex Normal random vector?

Assume that ${\bf{z}} \in {\mathbb{C}}^{n \times 1}$ is a CSCG random vector denoted with $\mathcal{C} ~ (\bf{\mu} _0,\bf \Sigma _0)$ where $\mu _0$ and $\bf \Sigma _0$ are mean and contrivance ...
15
votes
1answer
262 views

A possible extension of a determinant inequality

It is well known that if $A, B$ are positive semidefinite matrices, then $$\det (A+B)\ge \det A+\det B.$$ I am considering a possible extension of this result. Let $\mathbb{M}_m(\mathbb{M}_n)$ ...
1
vote
1answer
213 views

Under what conditions there is a one-to-one mapping between a product of matrices and the sequence of matrices leading to the product?

I have a set of matrices $A_1,\ldots,A_n$. Let $\mathcal{A} = \{A_i\}$. What are some simple conditions under which for any sequence of indices between $1$ and $n$, $a_1,\ldots,a_m$, the product ...
0
votes
1answer
145 views

Positive Semidefinite matrix [closed]

Let $A$ be an $n\times n$ symmetrix matrix, if $\forall i$, $a_{ii}\geq |a_{ij}|,\forall j$ satisfies, can we say that $A$ is a positive semidefinite matrix? I tried to find a counter example, but ...
6
votes
1answer
198 views

On an inequality among determinants

For Hermitian matrices $X, Y$, I write $X\ge Y\ge 0$ to mean $X-Y$ and $Y$ are positive semidefinite. In Lemma 2.5 of [Linear Algebra Appl. 452 (2014) 1-6] I proved that if $X + Y\ge W + Z$, $X\ge ...
2
votes
1answer
84 views

Space of matrices B for which there is a solution to Bx=c for a given c

Let $F$ be a field, $k$ and $m$ natural numbers with $k \leq m$, and $c \in F^m$. Is there some name for the set $\mathcal{B}_c = \{ B \in F^{m \times k}\, | \,\, \exists x \in F^k $s.t. $ Bx = c\}$ ...
3
votes
0answers
64 views

the annihilator of cokernel in a particular case

Let $A\in Mat(m,n;R)$ for $m\le n$ and $R$ a local ring. Consider the $mn\times(m^2+n^2)$ matrix $A\otimes 1_{nn}\oplus 1_{mm}\otimes A^T$, here $1_{mm}$, $1_{nn}$ are identity matrices. I'd like to ...
1
vote
1answer
156 views

Diagonalization of 4th order tensors

I have been wondering about the following problem... Let $n$ be a positive integer and denote by $M_n^s$ the space of symmetric $n\times n$ real matrices. Now, we look at the space $\mathcal ...
4
votes
0answers
350 views

A stronger Cauchy-Schwarz inequality for traces of compression matrices

Assume that $A$ and $B$ are contractions, so $I-AA^T$ and $I-BB^T$ are positive-definite matrices. Let $C=(I-AB^T)^{-1}(I-AA^{T})(I-BA^{T})^{-1}$, and show that: ...
0
votes
1answer
65 views

Reference request for: inverse of a non-singular M-matrix has all elements non-negative?

Does anyone know the best (earliest?) reference please for the proof that the inverse of a non-singular M-matrix has all elements non-negative?
0
votes
0answers
34 views

Nonlinear matrix equation (transpose) [duplicate]

Let $H$, $M$ and $N$ be 10 by 10 matrices over the integers. If $M$ and $N$ are known, how do you solve for $H$ from the following equation? $M = H N H^T$ where $H^T$ is the transpose of H.
2
votes
1answer
83 views

Approximation with a rank-$1$ matrix

Given a matrix $A$ (generally speaking, complex and non-square), I want to find an identically-sized matrix $D$ with ${\rm rk} D\le 1$ to minimize the induced operator norm $\|A-D\|_2$. From the ...
3
votes
0answers
131 views

Method to Generate Random Mutually Orthogonal Unitary Matrices

The title says it all, I'd like to know if such a method exists to generate random mutually orthogonal unitary matrices. If so, any supplementary references would be very much obliged. Thanks again!
8
votes
1answer
124 views

A variant of Cholesky decomposition involving binary matrices

Studying a problem that is not directly related to linear algebra I came across the following problem. Let $B$ be $n \times n$ symmetric matrix whose entries are non-negative integers. I would like ...
2
votes
0answers
151 views

Cavalieri's principle and inversion of the Vandermonde matrix

There are many examples on the Web of the use of Cavalieri's principle in determining areas and volumes of 2-D and 3-D geometrical figures. The Wikipedia link uses the principle as both a proof and ...
9
votes
4answers
778 views

Elements of finite order of $\mathrm{PGL}(n,\mathbb{Q})$

For some research work, I need to know the classification of elements of finite order of $\mathrm{PGL}(n,\mathbb{Q})$, up to conjugation. Since I essentially need $n\le 4$, I think that I can show it ...
4
votes
0answers
102 views

Rank 1 Approximation of Elementwise Inverse Matrix

I'm wondering whether there is a good way to solve the following optimisation problem. Given a strictly positive quadratic matrix $A$, find two diagonal matrices $D_1$ and $D_2$ so that $$ \| D_1 A ...
1
vote
1answer
199 views

Existence of a real eigenvalue

I have a matrix $M \in \mathbb{R}^{(n+1) \times (n+1)}$ that is tridiagonal. In numerical computations I found out that I always find a real eigenvalue. My question is: Is there a theorem that ...
1
vote
0answers
71 views

spectrum of a special class of tridiagonal matrices

Consider a real and symmetric tridiagonal matrix with zero diagonals and where subdiagonals and superdiagonals are equal to 1 except the (1,2)-th component being equal to $a$, i.e., ...