0
votes
0answers
89 views

Equivalence of Positive Matrix in Infinite Dimensional Vector Space

What is the corresponding linear operator on an infinite dimensional vector space, say a Banach space or Hilbert space, to the nonnegative matrix on a finite dimensional vector space? What is the ...
0
votes
1answer
196 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
1answer
98 views

Neighborhood overlap matrix for a bipartite graph

Let $G$ be an undirected, simple, bipartite graph with parts $V$ (having $n$ vertices) and $W$ (having $m$ vertices). Define the following $n$-by-$n$ matrix: for any $i,j \in V$, $$a_{ij} = |N_i \cap ...
1
vote
0answers
176 views

An optimization problem on the sphere

Let $S$ be a sphere centered at origin in $\Bbb R^{2n}$ of radius $\sqrt{2n}$. Let $D$ be a diagonal matrix. Let $U$ be an orthogonal matrix. Let $r\in\Bbb Z_+$ be a fixed integer. Let vector ...
1
vote
0answers
76 views

“Almost orthogonalizing” matrices using a signature matrix

Suppose $A$ and $B$ are two real symmetric $n \times n$ matrices (If simpler, consider $A$ and $B$ to be 0/1 matrices, say, adjacency matrices of d-regular graphs). Then $||AB||_{op} \leq ...
5
votes
1answer
209 views

Separating the spectrum of a Hermitian matrix

Given Hermitian matrix $A$, I would like to perturbate it so that its eigenvalues become well-separated. Specifically, let $A$ be some Hermitian matrix, and let $G$ be a Gaussian matrix, with each ...
2
votes
1answer
171 views

positive semidefinite matrix condition

There is a great work of Alizadeh that in section 4 speaks about Minimizing sum of the first few(k-largest) eigenvalues of a symmetric matrix. Instead of a symmetric model we use the weighted ...
0
votes
0answers
94 views

Perturbation of spectrum and eigenspaces

Let $A \in \mathbb{C}^{n \times n}$ be an $n \times n$ matrix. Consider the rank-$1$ perturbation $A'$ of $A$ given by replacing a column $v$ of $A$ by $\alpha \cdot v$, where $\alpha \in [0, 1)$. Can ...
3
votes
1answer
302 views

numerical range of a column-zero-sum matrix

I am trying to produce an example of a (necessarily non-normal) matrix that has only eigenvalues with positive real part, but whose numerical range contains elements with strictly negative real part. ...
1
vote
1answer
372 views

square root of a certain matrix [closed]

Hello, I'd like to know the square root of the following $n$ by $n$ matrix, for $n > 2$ and $r>0$: $R_{ii}=r+1$ for $i < n$ $R_{ij}=r$ otherwise The $2$ by $2$ case is given by ...
1
vote
0answers
65 views

Second eigenvalue of a weighted tree

Hello, I am interested in upper bounding the second largest eigenvalue of the adjacency matrix of a graph $T$ with the following property: 1. $T$ contains self loops. 2. $T$ contains multiple edges ...
1
vote
1answer
321 views

Eigenvalues of Sum of non-singular matrix and diagonal matrix

Suppose $D={\rm diag}(d_i)$ is a diagonal matrix with all diagonal entries $d_i=\pm 1$. This implies $D^2=I$. Suppose $A$ is a non-singular Hermitian matrix. If we know that $A+A^{-1}+D$ has rational ...
2
votes
0answers
110 views

Optimization over Spectral Laplacian in cycles and trees

Is there any idea on how one can deal with an optimization problem of sum of k largest eigenvalues(min) of Laplacian matrix of a simple cycle or tree? I would like to use semidefinite programming for ...
1
vote
0answers
48 views

Possible diagonal values of a product of matrices with some specific characteristics

Hello all, This is a question that might or might not be related to my previous one. Imagine you have two matrices: Matrix $\mathbf{\Phi}=[\Phi_1,\ldots,\Phi_M]\in\mathbb{R}^{L\times M}$ where ...
3
votes
1answer
192 views

A spectral radius inequality

Define $\rho(A)$ to be the spectral radius of a square matrix $A$. Let $S$ and $T$ be two non-negative square matrices and $h$ a real number such that $\rho(S+T) < h$. Show that $\rho((hI-S)^{-1}T) ...
4
votes
2answers
311 views

spectral radius monotonicity

I encountered an inequality when reading a paper. Can someone help to show how to prove it? Let be the spectral radius of matrix $A$ or $\rho(A)=\max\{|\lambda|, \lambda \text{ are eigenvalues of ...
0
votes
0answers
87 views

Global solution for spectral clustering

I used spectral clustering for directed graphs suggested by Dengyong Zhou paper to partition the graph.I selected the eigen vectors corresponding to k largest eigen values and then I use kmeans or FCM ...
0
votes
2answers
351 views

Eigenvalues of principle minors Vs. eigenvalues of the matrix

Say I have a positive semi-definite matrix with least positive eigenvalue x. Are there always principal minors of this matrix with eigenvalue less than x? (Here "semidefinite" can not be taken to ...
25
votes
10answers
3k views

real symmetric matrix has real eigenvalues - elementary proof

Every real symmetric matrix has at least one real eigenvalue. Does anyone know how to prove this elementary, that is without the notion of complex numbers?
10
votes
1answer
337 views

relationship between eigenvalues of (A-B) and eigenvalues of (A^2-B^2)

Let us suppose that $A_{n}$ and $B_n$ are sequences of positive definite matrices satisfying $c\leq \lambda_{\min}(A_n)\leq \lambda_{\max}(A_n)\leq C$ and $c\leq \lambda_{\min}(B_n)\leq ...
1
vote
1answer
245 views

A is a nonnegative matrix; the only principal submatrix having spectral radius above 1 is A itself

Let $\rho(M)$ denote the spectral radius (modulus of the largest eigenvalue) of a square matrix $M$. I am looking for a characterization or anything else interesting about the set of matrices $A$ ...
3
votes
1answer
156 views

Effects of unitarian multiplication into the spectrum of a finite matrix.

I am interested in the following problem: Let $P$ be a $n\times n$ complex finite matrix such as $PP^\dagger =W$. Given $W$, what can I say about the spectrum of $P$? This matrix "square-root" has ...
1
vote
1answer
108 views

Morse index and permutation of diagonal entries of a symmetric matrix

Do there exist results concerning preservation or not of the Morse index of a symmetric matrix $A$, after permuting its diagonal entries, and keeping fixed the off--diagonal ones? Thanks!
5
votes
3answers
418 views

Has the largest-to-rest eigenvalue ratio of real symmetric matrices been researched before?

I'm investigating the eigenvalue ratios $$ \frac{\lambda_1}{\sum_{j=2}^N\lambda_j} \quad\mbox{and}\quad \frac{\sum_{j=1}^N\lambda_j}{\sum_{j=2}^N\lambda_j} $$ of the NxN matrix $B=AA^T$. $\lambda_1$ ...
2
votes
0answers
228 views

Eigen-decomposition perturbation

Let $A$, $B$ and $A_k + B$ be symmetric matrices with eigenvalues $\sigma_1 \geq \sigma_2 \ldots \geq \sigma_n$, $\rho_1 \geq \rho_2 \ldots \geq \rho_n$ and $\lambda_1 \geq \lambda_2 \ldots \geq ...
13
votes
2answers
921 views

Minimum off-diagonal elements of a matrix with fixed eigenvalues

Hello, I am en engineer working in radar research. I came accross a problem I cannot seem to find math literature on it. I can ask it in two different ways. Perhaps depending on the reader, the ...
2
votes
1answer
145 views

Generalizing the spectral radius of a unistochastic matrix

Consider a square matrix $A$, and from it construct $B$ whose entries are the squared magnitudes of those in $A$. What can we say about the spectral radius of $B$? I know that for a unitary matrix ...
4
votes
2answers
2k views

Interesting relationships between Cholesky decomposition and diagonalization

Let $\Sigma$ be a hermitian positive definite matrix and $L$ be it's Cholesky decomposition so that $LL^\ast=\Sigma$. Furthermore, let's diagonalize $\Sigma$ as $\Sigma = P\Lambda P^\ast$. $\Lambda$ ...
8
votes
0answers
450 views

Bounding sum of first singular values squared for Kronecker sum of traceless matrices

Let $A$ and $B$ be $4\times4$ traceless matrices with Hilbert-Schmidt norms summing up to $1/4$, i.e. $$\text{Tr}\left[ A\right]=\text{Tr}\left[ B\right] = 0,\qquad\text{Tr}\left[ A^\dagger A + ...
6
votes
1answer
573 views

0 eigenvalue for a symmetric tridiagonal matrix

Let $T\in \mathbb{R}^{n\times n}$ be a symmetric tridiagonal matrix having the off--diagonal entries equal to -1. The diagonal entries are all positive, $a_i>0$, $i=\overline{1,n}$, and there ...
4
votes
1answer
255 views

Spectral Properties of $A(I-A)^{-1}$

I am working with a class of matrices $A$ which are non-negative-definite, not symmetric, and have maximum eigenvalue less than 1. I am interested in the spectral properties of the matrix $H = A(I - ...
8
votes
2answers
470 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 ...
1
vote
3answers
918 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 ...
4
votes
1answer
549 views

Tridiagonal Matrix

What is the most efficient way to calucate the dominant eigenvector of a real symmetric tridiagonal matrix, and what's the corresponding time complexity bound? Could someone give me a reference for ...
2
votes
1answer
216 views

Singular values of differences of square matrices

Suppose $A, B \in \mathbb{R}^{n \times n}$. Let $\sigma_1(A),\ldots,\sigma_n(A)$ be the singular values of $A$, and let $\sigma_1(B),\ldots,\sigma_n(B)$ be the singular values of $B$. If I know these ...
4
votes
1answer
876 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 ...
14
votes
2answers
582 views

Eigenvalues of an “oblique diagonal” matrix

I am looking for guidance about the behavior of powers of a particular matrix (call it $A_n$ for $n\ge2$), which has come up in a counting problem about quantum knot mosaics (a good reference for ...
27
votes
3answers
2k views

Perron-Frobenius “inverse eigenvalue problem”

The Perron-Frobenius theorem says that the largest eigenvalue of a positive real matrix (all entries positive) is real. Moreover, that eigenvalue has a positive eigenvector, and it is the only ...
11
votes
2answers
956 views

Combinatorial proof of (a special case of) the spectral theorem?

The spectral theorem for a real $n \times n$ symmetric matrix $A$ says that $A$ is diagonalizable with all eigenvalues real. If $A$ happens to have non-negative integer entries, it can be interpreted ...
15
votes
1answer
2k views

Fast Fourier Transform for Graph Laplacian?

In the case of a regularly-sampled scalar-valued signal $f$ on the real line, we can construct a discrete linear operator $A$ such that $A(f)$ approximates $\partial^2 f / \partial x^2$. One way to ...
2
votes
2answers
385 views

Matrix Logarithms are Not Unique

In my ODE class, we proved that if exp(L) = exp(L') then the eigenvalues are congruent mod 2πi. Here L, L' are two nxn matrices. I wanted to know if something more precise was true. In a way, we ...
0
votes
0answers
358 views

iterated characteristic polynomials

If I have $N$ $M\times M$ symmetric positive definite matrices $A_i$ and an $N\times N$ positive semi-definite symmetric matrix B, let the $N\times N$ matrix $C_{ij}(\lambda)=B_{ij}$ for $i\ne j$ and ...
2
votes
3answers
1k views

spectral radius of a matrix as one element changes

Here's my question -- Let $A$ be an $n \times n$ real matrix, and suppose that the spectral radius $\rho(A)$ is less than one (spectral radius = max eigenvalue). Let's choose some $1 \leq i \leq N$ ...