**1**

vote

**0**answers

35 views

### Products of random permutations with fixed matrix

This question originates from an engineering problem, which I am solving. Any related references are highly appreciated.
Let $M_k(T)=\prod_{t=1}^T P_t S_k$ over some field (finite or reals), where ...

**2**

votes

**1**answer

89 views

### Determinant of a Certain Positive-Definite Block Matrix

Is there a lower bound for the determinant or minimum eigenvalue of the following $d$ by $d$ matrix in terms of $d$?
$$\Gamma=\left( {\begin{array}{cc}
I & B \\
B^{*} & I \\
\end{array} ...

**2**

votes

**0**answers

107 views

### Determinant Evaluation

Is there a closed form (something involving a ratio of products) for:
$$\det\left[\binom{a_i+c}{a_i-i+j}\right]_{1\leq i,j\leq t},$$
where $a_i,c$ are positive integers? I think with $c=0$ this is ...

**2**

votes

**1**answer

190 views

### Classes of finite resoluble groups which are (faithfully) representable by triangular matrices?

Let $G$ be a group, $k$ a field and $T(n,k)\subset Gl(n,k)$,
the group of invertible upper triangular $n\times n$ matrices.
I know that if $\rho : G\rightarrow T(n,k)$ is faithful
(i.e. into) then ...

**6**

votes

**1**answer

117 views

### Monte-Carlo computation of the Smith normal form

Quite some time ago I saw an article where a Monte-Carlo algorithm for computing the Smith normal form of an integer matrix was described. In this article the following problem was posed:
Suppose $P, ...

**3**

votes

**1**answer

253 views

### simultaneous action of GL(n) on the matrices

Consider the action of GL(n,k) on the set MxM where M is the set of all n-by-n matrices over k given by $g.(h,l) \mapsto (ghg^{-1}, glg^t)$. Individually these actions are well studied and good ...

**3**

votes

**1**answer

135 views

### minimal polynomial of unipotents in orthogonal group

Consider split orthogonal group O(2l) over a field of characteristic zero. We may assume the matrix of bilinear form to be $\begin{pmatrix} O&I\\ I&0\end{pmatrix}$. Let u be a unipotent in ...

**0**

votes

**0**answers

39 views

### Bounds on the smallest eigenvalue of a Hankel matrix

Let $H=H_n$ be a positive definite Hankel matrix of size $n$ with $\lambda_n$ is it's smallest eigenvalue.
What bounds are known on $\lambda_n$ in terms of the entries on $H$.
I can see some results ...

**5**

votes

**1**answer

160 views

### Under what conditions a linear automorphism is an isometry of some norm?

Assume $V$ is a finite-dimensional vector space over $\mathbb{R}$, and $T: V \to V$ is a (linear) isomorphism.
When is it possible to construct a norm on $V$
making $T$ an isometry?
...

**27**

votes

**4**answers

899 views

### Why there is a relation among the second-order minors of a symmetric $4\times 4$ matrix?

A $4\times 4$ symmetric matrix
$$
\left(
\begin{array}{cccc}
a_{11} & a_{12} & a_{13} & a_{14} \\
a_{12} & a_{22} & a_{23} & a_{24} \\
a_{13} & a_{23} & a_{33} & ...

**-1**

votes

**1**answer

125 views

### Orthogonal decomposition of conditional expectations

Suppose I have a random variable $x$ and a set of conditional distributions on $x$. Here is an example where the conditionals are nested:
$$q_1 := E(x|y_1), \quad q_2 := E(x|y_1,y_2),\quad q_3 := ...

**0**

votes

**1**answer

48 views

### Do the support sets of subspaces give the representable matroids?

Fact: Start with $V$ a subspace of $\mathbb R^n$. Take the set of all supports of vectors in $V$. Throw out $\emptyset$. You now have the dependent sets of some matroid.
Not sure you ...

**0**

votes

**1**answer

39 views

### Lower bound on Spectral Gap of Rank one + Diagonal

For some $x\in\mathbb{R}^n, \|x\|_2^2=1$ and $\alpha\geq 0$, consider the positive semi-definite matrix
$$
X_\alpha := xx^T + \alpha\sum_{k=1}^nx_k^2e_ke_k^T.
$$
Suppose for simplicity that the ...

**1**

vote

**1**answer

88 views

### Conditions for the consistency of a system of affine polynomials

Let $f_1, f_2,\ldots,f_N$ be some affine polynomials. We consider the question if these polynomials have a common (affine) root. By homogenizing these polynomials, we can associate a projective ...

**0**

votes

**0**answers

29 views

### Stochastic independence of columns of projection matrix to the rest of the columns of a random matrix

First let me describe the setting of the problem.
I have a random matrix $A\in \mathbb{R}^{m\times n},\ (m<n)$ with $a_{ij}\sim \mathcal{N}(0,I)$ i.i.d. Let there be a given set of $K (K<m)$ ...

**0**

votes

**1**answer

138 views

### Prove that the following two optimization problems are equivalent

I am trying to solve the following optimization problem for the vector $ y $, where $ A_i $ are some given matrix (maybe low rank) and $ x_i $ are unconstrained
$$ \min_{y, x_i} \sum_{i=1}^J || y - ...

**1**

vote

**1**answer

195 views

### A $d$-form on ${\mathbb R}^n$ that vanishes on $\binom{d+n-1}{n-1}$ general points, vanishes identically

I'm looking for a reference for the fact that a $d$-form on ${\mathbb R}^n$ that vanishes on $p_1,..,p_{\binom{d+n-1}{n-1}}$ general points, vanishes identically.
A specific construction of a set of ...

**1**

vote

**1**answer

67 views

### arg min_X ||A X B - C||^2, with X diagonal [closed]

Let $A, B, C$ be known matrices, and let $X$ be an unknown matrix.
Given that $C = AXB \Leftrightarrow \text{vec}(C) = K \text{vec}(X)$, where $\text{vec}(\cdot)$ denotes the vectorization of a ...

**0**

votes

**1**answer

30 views

### Solving sparse linear least squares or a positive definite 5-band matrix system fast

I want to quickly solve linear least squares problem for $x \in \mathbb{R}^n$
$$min_x \left\| A x - b \right\|_2^2$$
with a special sparse structure where each row in $A$ has only up to 4 ...

**9**

votes

**3**answers

289 views

### Real and Quaternionic Representations according to Weights

According to this question, it is easy to know whether a representation is self dual or not: just check if the weight distribution in space is symmetric about the origin.
Now, for self dual ...

**0**

votes

**0**answers

51 views

### Partial Vandermonde Circulant Determinant Expression

Consider following partial Vandermonde type, circulant matrix
$\begin{bmatrix}
x_1 & x_2 & 0 & \dots & 0 & x_n\\
x_1^2 & x_2^2 & x_3^2 & \dots & 0 & 0\\
\vdots ...

**1**

vote

**0**answers

58 views

### Perturbation of eigenvalues of some special matrices

In perturbation theory of linear operators, one major question is how the eigenvalues of a linear operator $A$ change under a small perturbation, $A(x) = A + xP$, with $x\in\mathbb{R}$. For instance, ...

**1**

vote

**0**answers

47 views

### Analogs of the paralleloram identity in higher degrees

I asked this two months ago in MSE, but nobody answered, so I hope it will be suitable here.
A homogenious polynomial of degree $k\in{\Bbb N}$ on a finite dimensional vector space $X$ over $\Bbb R$ ...

**7**

votes

**1**answer

244 views

### For a ring $k$ and a set $X$, what are the $k$-algebra homomorphisms $k^X \to k$?

Let $k$ be a commutative ring. Feel free to assume it's a field.
Let $X$ be a set. This question is only interesting when $X$ is infinite.
Write $k^X$ for the $k$-algebra of functions $X \to k$, ...

**11**

votes

**2**answers

412 views

### which norms can be realized as operator norms?

Assume $(V,∥∥_V),(W,∥∥_W)$ are both finite dimensional normed spaces. We have the induced operator norm on ${\rm Hom}(V,W)$.
It turns out that the operator norm is induced by an inner product iff ...

**2**

votes

**1**answer

97 views

### Computation Time of Smith Normal Form in Maple

I am using maple to compute the Smith Normal Form of a matrix of size 120*120 and it seems that I will never get an answer back. I have checked my code for small cases and I believe that it is ...

**1**

vote

**1**answer

38 views

### rank minimization over vector subsets

Let $S$ be a set of $n$ vectors from $\mathbb{Q}^d$. For every $k=1,2,\dots,n$, define
$$r_k = \min_{T\subset S, |T|=k} \mathrm{rank}(T),$$
where $\mathrm{rank}(T)$ is the rank of a matrix formed by ...

**2**

votes

**1**answer

126 views

### Is there some quantitative version of interlacing of eigenvalues of a matrix under rank-1 update?

Given a real symmetric matrix $A$ and a vector $v$ of the same dimension we know that the eigenvalues of $A + vv^T$ are left interlaced by the eigenvalues of $A$.
But do we have any quantitative ...

**3**

votes

**1**answer

119 views

### Condition number after preconditioning

Suppose $A$ and $P$ are symmetric, positive definite matrices and that we factor $P^{-1}=EE^\top.$ Is it true that the condition number of $PA$ is upper-bounded by the condition number of ...

**0**

votes

**1**answer

89 views

### Hadamard Product and Eigendecomposition

I just found this related question in here Q1.
Given a positive definite matrix $\mathbf{A}$, consider its eigendecomposition $(\mathbf{A}\mathbf{V} = \mathbf{V}\mathbf{D})$. Consider an arbitrary ...

**1**

vote

**0**answers

51 views

### Epsilon-net of operator norm ball around Identity

Suppose I look at the set of matrices which are invertible and satisfy
$$
\left\|A-Id\right\|_{op}<r
$$
for some $r<1$, where $Id$ is the $n\times n$ identity matrix. An $\epsilon$-net of such ...

**3**

votes

**1**answer

63 views

### Spectral theorem from Jordan decomposition in infinite dimensions

The finite-dimensional spectral theorem is a simple special case of the finite-dimensional Jordan decomposition. We also have various infinite-dimensional generalizations of the spectral theorem; can ...

**3**

votes

**1**answer

147 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 ...

**0**

votes

**0**answers

30 views

### On the induced norms of stochastic operator and its adjoint operator

The background: when studying the paper published in Automatica named '$H_{\infty}$ control and filtering of discrete-time stochastic systems with multiplicative noise' (volume 37, pp. 409-417), I ...

**6**

votes

**2**answers

203 views

### What methods do we have to understand the spectrum of matrices with restricted entries?

Consider questions of the form (or the "most probable value of" version of these questions rather than the "largest possible"),
What is the largest possible spectral radius of a $n \times n$ matrix ...

**0**

votes

**0**answers

46 views

### Completing Karlin's proof of variation diminishing transformation theorem

In S Karlin's book total positivity there's a theorem
that says if $K(x,y)$ is $TP_r$ (totally positive with degree $r$) and the sign change count of function $h$, $S(h) = n\leq r-1$,
then ...

**0**

votes

**1**answer

76 views

### Reference for measures of commutativity needed

I'm looking for an appropriate measure to quantify the extent to which two matrices commute. In other words, if A and B are two n×n Hermitian matrices, and [A,B]=C.
I'd like a function μ:Cn×n→[0,∞) ...

**1**

vote

**1**answer

42 views

### Splines linearly independent

Let $N_1:=\chi_{[0,1]}$ be defined as this characteristic function and $N_n:=N_{n-1}*N_1$ then this leads to polynomials with support $[0,n]$. These splines are well-studied click for wikipedia My ...

**6**

votes

**2**answers

360 views

### Is there a nice “synthetic” way for doing differential geometry on infinite dimensional vector spaces?

If $V$ is an infinite dimensional vector space, for example the space of smooth functions on $\mathbb{R}$, we can introduce some differential geometry concepts by choosing a topology on $V$ and doing ...

**0**

votes

**0**answers

14 views

### How to treat non-identifiable states in Kalman filtering/dynamic linear models?

Let $x_t = G_tx_{t-1}+\omega_t$ with $\omega_t \sim \mathrm{N}(\mathbf{0}, \mathbf{W}_t)$ be a state equation and $y_t = F_tx_t+\nu_t$ with $\nu_t \sim \mathrm{N}(\mathbf{0}, \mathbf{V}_t)$ be a ...

**4**

votes

**2**answers

290 views

### “Typical” convergence rate for the von Neumann mean ergodic theorem

The von-Neumann theorem states that for a unitary operator $U: {\cal H} \mapsto {\cal H}$,
where ${\cal H}$ is a Hilbert space, the following holds:
$$
\lim_{N\to \infty} \frac{1}{N} \sum_{n=1}^N U^n ...

**5**

votes

**2**answers

272 views

### Minimum of squared sum minus sum of squares

I know that
$$
\min_{\|x\|_2=1=\|y\|_2} \left(\sum_{k=1}^nx_ky_k\right)^2-\sum_{k=1}^nx_k^2y_k^2 \geq -1/2
$$
with equality whenever $|x_k|=\frac{1}{\sqrt{2}}=|y_k|$ for two coordinates.
I'm ...

**1**

vote

**0**answers

49 views

### non-intersecting families of subspaces

Given $V$, a vector space over a finite field $F$ of size $k$, if $\dim(V)=m$, and $r$ divides $m$, there exists a family of $r$-dimensional subspaces, whose size is equal to $(k^m-1)/(k^r-1)$ and ...

**6**

votes

**1**answer

210 views

### Convexity of the product of two exponential matrices

Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...

**1**

vote

**2**answers

101 views

### Nonlinear matrix differential equation

I want to solve the equilibrium of the following differential equation:
$\dot{x_i} = \sum_j A_{ij} x_j + x_i \sum_j B_{ij}x_j$
which is essentiall in matrix notation:
$\dot{\mathbf{x}} = ...

**0**

votes

**0**answers

77 views

### Existing complete function space under suitable norm

This question was asked in math.stackexchange.com but no suitable answer was received, so I am posting it here.
This is a question which came to me due to several previous question: sorry for the all ...

**1**

vote

**0**answers

92 views

### What is the trace of this operator in $L^\infty$ (if this question make sense)?

Let $\Omega$ be a closed domain in $\mathbb{R}^N$, and $\lambda$ the corresponding Lebesgue measure. We define in $(L^\infty(\Omega), \Vert \cdot \Vert_\infty)$ the following operator :
...

**1**

vote

**0**answers

61 views

### Smallest sum of original column entries in 2d matrix [closed]

I have an interesting optimization problem I am trying to solve now and I thought I'd share it here in order to find the best answer. The problem itself is not complicated and it is stated like this:
...

**2**

votes

**1**answer

76 views

### Dimension of a certain subspace of univariate polynomials

Let $\mathbb{F}$ be an arbitrary field. For a polynomial $f\in\mathbb{F}[x]$,
we use $Z(f)$ to denote set of roots of $f$ in $\mathbb{F}$. Let $S$
and $T$ be sets of elements of $\mathbb{F}$ of size ...

**1**

vote

**1**answer

61 views

### Given $M$, minimize $|Mx|_0$

Given a matrix $M \in \mathbb{R}^{n \times m}$, I would like to find
$\min_{x \in \mathbb{R}^m} \|Mx\|_0$ such that $x \neq 0^m$,
where the $\ell_0$ "norm" is measured by simply counting the number ...