# Tagged Questions

**1**

vote

**2**answers

114 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

**0**answers

65 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

**1**answer

271 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

**1**answer

86 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

**0**answers

83 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

**1**answer

101 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 ...

**1**

vote

**1**answer

89 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

**0**answers

26 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

**1**answer

100 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

**0**answers

44 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**

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**0**answers

57 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 ...

**1**

vote

**0**answers

119 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

**0**answers

200 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

**0**answers

215 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

**1**answer

87 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

**0**answers

87 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

**1**answer

119 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

**1**answer

821 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

**2**answers

163 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 ...

**0**

votes

**1**answer

229 views

### Largest eigenvalue of the sum of hermitian matricies [closed]

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

**1**answer

64 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

**1**answer

58 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

**0**answers

93 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

**1**answer

121 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

**1**answer

142 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

**0**answers

71 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

**1**answer

60 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

**1**answer

262 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

**1**answer

100 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

**1**answer

121 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

**0**answers

75 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 ?
...

**0**

votes

**0**answers

65 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 ...

**9**

votes

**2**answers

358 views

### Is there a hyperplane avoiding two independent sets?

Let $V$ be a vector space over a field with $5$ elements, $A,B \subseteq V$ independent subsets. Must there be a subspace of $V$ of codimension 1 disjoint from $A \cup B$?

**3**

votes

**1**answer

357 views

### Who defined and who coined “module”?

The title of my Q. says it all:
QUESTION: Who defined and who coined: module?
Would it be Emmy Noether?
EDIT In view of @anon's and KConrad's answers, and as it could have been ...

**4**

votes

**1**answer

51 views

### Eigendecomposition of analytic Hermitian matrix-valued functions of several variables

If $A(t)$ is an analytic, Hermitian matrix-valued function of a real variable $t$, then it is known that there are analytic functions $\lambda_i(t)$ and $x_i(t)$ corresponding to the eigenvalues and ...

**2**

votes

**1**answer

325 views

### Operator norm vs spectral radius for positive matrices

I believe the following statement should be true but somehow I don't see an argument:
For every integer $d>1$ there exists a constant $C=C(d)>1$ such that whenever $A$ is a $d \times d$ matrix ...

**2**

votes

**1**answer

73 views

### Find base of kernel with as many 0 as possible

I have a 400x132 rectangular matrix with only 0 and 1.
I am looking for the linear combinations of the columns of the matrix that sum to 0.
For example C1 + C2 - C3 = 0.
I want to find the linear ...

**2**

votes

**0**answers

69 views

### Linear transformation of a polyhedral cone

Let $C$ be a polyhedral cone in $\mathbb{R}^m$ with H- and V-representations
$C = \{x : A x \le 0 \} = \{R y : y \ge 0\}.$
The pair $(A,R)$ is referred to as a double description (DD) pair of the ...

**3**

votes

**1**answer

109 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 ...

**4**

votes

**2**answers

213 views

### Is there an easy way to tell if all eigenvalues of a unitary or self-adjoint matrix only have eigenvalues of multiplicity two?

I am interested in a class of $2n\times 2n$ unitary matrices with complex entries (if you prefer, we can replace "unitary" with "self-adjoint").
I know that all the eigenvalues of matrices in this ...

**0**

votes

**0**answers

8 views

### Complex parameters in the Ritz procedure

I am using the Ritz procedure to write a trial function as the superposition of other admissible functions, with the coefficients being unknown variational parameters to be determined. The variational ...

**0**

votes

**1**answer

77 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 ...

**8**

votes

**1**answer

447 views

### Reference request: Book of Linear algebra from categorical point of view

Is there any book of Linear algebra in the modern language of Category theory?
I refer to the (systematic, formalist) study of the category whose objects are vector spaces and whose morphisms are ...

**4**

votes

**2**answers

122 views

### When does a cone contain its dual cone?

Let $V$ be a finite-dimensional vector space with an inner-product $(,)$ and let $C\subset V$ be a cone in $V$. Let $C^\vee$ denote the dual of $C$ with respect to $(,)$, i.e., the set of vector $v\in ...

**0**

votes

**1**answer

68 views

### Efficient way to find SVD of sum of projection matrices?

Lets say that we have n matrices of data $X_i : i \in [1, n]$. All $X_i$ have the same number of rows.
Their associated projection matrices are $P_i = X_i(X_i^T X_i)^{-1}X_i^T$
Also say that we have ...

**4**

votes

**1**answer

360 views

### Are constant connection coefficients uniquely determined by the (1,3) curvature coefficients?

Suppose that on a certain coordinate system the coefficients $\Gamma^i_{jk}$, $i,j,k=1,\cdots, n$, of a linear connection are constant. We do not require compatibility with a metric, however I am ...

**2**

votes

**1**answer

443 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 ...

**1**

vote

**1**answer

109 views

### Invertibility of random Vandermonde matrix

Let $\kappa, d \in\mathbb{N}$ and $f$ is a uniform probability measure on $\mathcal{D} = \left[-1,1\right]^{\kappa}$. In addition, let
\begin{equation*}
p = p\left(\kappa,d\right) := ...

**6**

votes

**2**answers

229 views

### Approximating the action of the U(N) exponential map

Let's say that I have a curve in $\mathbb{C}^N$ given by the action of the unitary group:
$$x(t) = e^{Ht}x_0,~ H \in \mathfrak{u}(N),~ ||x_0||=1$$
Here, $H$ is an NxN skew-Hermitian matrix (for very ...

**1**

vote

**0**answers

30 views

### Changing a nonlinear equality constraint into some conic inequality plus rank constraint

If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...