Questions about the properties of vector spaces and linear transformations, including linear systems in general.

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4
votes
1answer
364 views

Checking irreducibility

This is related to this question. Suppose I have an $n$-dimensional representation of a finitely generated group, and I want to know whether it is absolutely irreducible. This can, of course, be done ...
2
votes
1answer
161 views

Graph of Grassmannian

Let p be an integer, and let G be the graph $(V=Gr(k,\mathbb{F}_q ^n),E)$ where: $Gr(k,\mathbb{F}_q ^n)$ is the set of all subspace of $\mathbb{F}_q$ of dimension k, and $E=\{ W_1,W_2 \in V | ...
0
votes
0answers
43 views

Distinguishing two different matrix distributions in polynomial time

I have two distributions: $\{ (f^TA + e_1, f^T(As+e) \}$ and $\{ (f^TA, f^T(As+e) + s_i \}$ where $A$ is a randomly generated $m \times n$ binary matrix $A, A_{ij} \in \{0,1\}$, $f$ and $e$ are a ...
2
votes
2answers
153 views

The derivative of the Cholesky Factor

Let $A$ be a symmetric, positive definite $p\times p$ matrix, and let $f(A)$ be it's Cholesky factor. That is, $f(A)$ is a lower triangular $p\times p$ matrix such that $A = f(A) f(A)^{\top}$. I am ...
3
votes
0answers
87 views

Inverting a matrix with entries equal to positive or negative infinity

I would like to define an inverse on matrices whose entries may be positive or negative infinity. To formulate my problem precisely, suppose that I have a matrix $A$ and another matrix $B$. How do I ...
4
votes
1answer
177 views

Full-rank rectangular matrices over GF(2)

Given positive integers $k$, $m$, $n$, let $A$ be an $m \times n$ matrix over $GF(2)$ constructed as follows. Let $X_1, \ldots, X_m$ be independent random subsets of $\{1,\ldots,n\}$ with cardinality ...
2
votes
2answers
217 views

Are the finite dimensional von Neumann algebras, singly generated?

Let $\mathcal{M}$ be a finite dimensional von Neumann algebra, then : $$\mathcal{M} \simeq \bigoplus_i M_{n_i}(\mathbb{C})$$ Question : Is it singly generated (as von Neumann algebra)? how ? ...
7
votes
0answers
179 views

Coherence between different ranking methods of a graph's vertices

Given a (connected) graph $G$ it is natural to want to rank its vertices, with the more "central" vertices ranked higher. Two natural ways of doing it are: By the degrees. By the entries in a ...
4
votes
1answer
462 views

A question on Grassmannian

Let $V$ be the space of $4$ by $4$ Hermitian matrices, that is a vector space of dimension $16$ over $\mathbb{R}$. Is the uniform measure of $$ \left\{ W\in Gr\left(5,V\right):W \text{contains no ...
2
votes
1answer
268 views

A submanifold of the space positive definite matrices

Consider the space of $n \times n$ positive definite symmetric matrices and let $\Sigma$ be one such matrix. We make this space into a Riemannian manifold $M$ by means of the metric ...
7
votes
1answer
469 views

A question on eigenvalues

Let $A_{1}$, $A_{2}$, $A_{3}$, $A_{4}$, $A_{5}$ be linearly independent Hermitian matrices in the the space of $6$ by $6$ Hermitian matrices as a vector space over $\mathbb{R}$. Does there always ...
2
votes
1answer
66 views

Rings in which every J-matrix is non-singular

Let $R$ be a ring with identity. A matrix $A=[a_{ij}] \in M_n(R)$ is called a J-matrix if for any $i$, $a_{ii} \not \in J(R)$ but for any $i \not = j$, $a_{ij} \in J(R)$. Now suppose that every ...
2
votes
0answers
93 views

Variant of orthogonal Procrustes problem

The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...
5
votes
1answer
171 views

Characteristic polynomial of exterior power

Suppose $f$ is a linear map, and consider $\Lambda^k f$ as the usual exterior power of $f$ (if you prefer matrices, it is a matrix whose entries are the $k\times k$ minors of $f.$) The coefficients of ...
5
votes
1answer
179 views

Which positive definite symmetric matrices have solvable characteristic polynomial?

I am interested in the structure of the space of $n \times n$ positive definite symmetric matrices with rational entries whose characteristic polynomials are solvable (i.e. the Galois group is ...
26
votes
2answers
819 views

Continuous functions $f$ with $f(A)$ linearly independent when $A$ is independent

Is there any characterization of continuous functions $f : \Bbb{R}\longrightarrow \Bbb{R}$ such that for any linearly independent set $A$ (over the rationals) $f(A)$ is also linearly independent ?
4
votes
0answers
202 views

Does the product of principal sines between subspaces satisfy the triangle inequalilty?

As we know that the volume of a matrix $X$ is defined as $\sqrt{\det(X^TX)}$, if we consider the volume of two matrices $X$ and $Y$, with $X,Y \in \mathbb{R}^{N\times d},d<N,\dim(X)=\dim(Y)=d$, ...
3
votes
1answer
192 views

Spatial and temporal covariance matrices

Suppose $(x_i(t))$ is a $n$-dimensional time-series, where $t$ is an integer between $1$ and $T$ (time is discrete) and $i$ an integer between $1$ and $n$, and I assume $n<T$. From this ...
-1
votes
1answer
185 views

Rank of a random matrix

Let $x$ a random Gaussian vector of size $n$ with i.i.d coefficients $N(0,1)$. Let $J$ a random matrix with i.i.d coefficients $N(0,\sigma^2/n)$ where $\sigma \in [0,1]$. For any integer T>n, define: ...
3
votes
2answers
231 views

Variety determined by interior product of the determinant?

Let $\Lambda^k(V)$ be the space of alternating $k$-linear tensors on $V$. Consider the map $f: \left(\mathbb{R}^n\right)^{n-k} \to \Lambda^k(\mathbb{R}^n)$ given by $\left(v_1,v_2, ..., ...
3
votes
2answers
193 views

Why eigenvectors optimize this orthogonally constrained nonlinear minimization problem?

Given a $p \times p$ positive definite matrix $\Sigma$, why eigenvectors of $\Sigma$, stacked as columns of a matrix $R \equiv [r_1 \, r_2 \, \ldots \, r_p]$, optimize the following orthogonally ...
7
votes
1answer
579 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 ...
1
vote
0answers
40 views

Nontrivial Matrix-estimate

I try to proof the following estimate: \begin{align} h' W^{-1} H W^{-1} h \geq c h' H h \qquad c>0, \qquad\qquad (1) \end{align} where $h\in\mathbb{R}^{K-1}$ and ...
4
votes
0answers
84 views

Fully Homomorphic Error Correction?

Consider a field $F$. Suppose we have two vectors $a,b\in F^n$, and an invertible matrix $G\in F^{n\times n}$. Let $c\in F^n$ be the point-wise product of $a$ and $b$, that is, $c_i=a_ib_i$. Let ...
1
vote
3answers
2k views

Multiplicative functions $\phi : M_n(F) \longrightarrow F$ with $\phi(I) = 1$

Let $F$ be an infinite field and let $f \in F[x_{11},x_{12},...,x_{nn}]$ be an arbitrary polynomial in $n^2$ variables. Consider the function $\phi : M_n(F)\longrightarrow F$ defined by ...
1
vote
0answers
71 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 ...
8
votes
1answer
456 views

How to check whether a positive integer can be written as linear combination of given others, where all coefficients are positive?

Let $n$, $k$ and $m_1, \dots, m_k$ be positive integers. Which is the most efficient algorithm to find out whether there are positive integers $a_1, \dots, a_k$ such that $n = \sum_{i=1}^k a_i m_i$? ...
0
votes
1answer
106 views

On separable field extensions [closed]

Let $F\subseteq K$ be a finite separable field extension with $a_1,..., a_n$ an $F$-basis for $K$. Is it true that the matrix $A := [\mbox{tr}(a_ia_j)]$ is non-singular ?
1
vote
1answer
121 views

Eigenvalue problem with quadratic constraints

$\circ$ Consider the following eigenvalue problem : $$Ax=\lambda x \hspace{0.5cm} (1)$$ where matrice $A \in \mathbb{R}_{n \times n}$ is a positive semi-definite with eigenvectors $x = ...
3
votes
1answer
73 views

Decomposition of a semi-definite matrix into sums of sparse semi-definite matrices

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
5
votes
1answer
156 views

For a set of matrices $S$, find $X$ such that the elements of $SX$ commute

Let $S := \{A_0, A_1, \dots, A_d\}$, where $A_k \in \mathbb{C}^{n \times n}$, be a set of (generally noncommuting) matrices. I am interested in finding a nonsingular $X \in \mathbb{C}^{n \times n}$ ...
2
votes
0answers
40 views

Moments of matrix multiplied with diagonal matrix with Gaussians

I have a circulant Toeplitz matrix $T$ and a diagonal matrix $D$ with IID zero mean complex Gaussians with circular symmetry along its main diagonal. How do I compute the moments $E[(D^HTD)^n]$? The ...
7
votes
1answer
765 views

A Problem on Linear Algebra

I'm trying to calculate an integral over the generalized Poincare upper half plane, then I find that I need to show the following identity: Let $X=(X_{i,j})\in\mathrm{GL}(n,\mathbb R)(n\geq 3)$ ...
5
votes
3answers
520 views

Set of Positive Definite matrices with determinant > 1 forms a convex set

While reading a paper An Arithmetic Proof of John’s Ellipsoid Theorem by Gruber and Schuster, I have a question on their proof. Consider an $n\times n$ real symmetric and positive definite matrix ...
2
votes
1answer
78 views

Updating $LU$ decomposition after adding a sparse matrix

How many elements of $LU$ decomposition of a symmetric matrix change after adding a sparse symmetric matrix? Is it more efficient to recompute $LU$ decomposition after adding a sparse matrix comparing ...
4
votes
2answers
223 views

Diagonalization of quaternion matrices

I would like to diagonalize a very large matrix that has the same property as quaternion matrices (in a sense that the matrix can be written as a linear combination of quaternions): $$ H = ...
2
votes
0answers
100 views

A - B is semidefinite, what the relationship about their eigenvalues? [closed]

$A, B$ are two symmetric matrices, if $ A-B $ is semidefinite (i.e.$ A - B \geq 0$), if we rearrange the eigenvalues of two matrices, $\lambda_1 (A) \geq \lambda_2 (A) \geq ... \geq \lambda_n (A)$, ...
0
votes
0answers
207 views

Matrix inversion lemma and pseudoinverse?

Starting with this form of the matrix inversion lemma $$ (A^T B^{-1} A + D^{-1})^{-1} A^T B^{-1} = D A^T (B + A D A^T)^{-1} $$ substitute $B \rightarrow I$, $D \rightarrow \alpha^{-1} I$, $$ ...
4
votes
3answers
197 views

Sherman-Morrison type formula for Moore-Penrose Pseudoinverse

Given an $n\times n$ invertible matrix $\mathbf A$ and two column vectors $\mathbf u$, $\mathbf v\in\mathbb R^n$, suppose that $1 + {\mathbf v}^T {\mathbf A}^{-1}\mathbf u \neq 0$. Then the ...
0
votes
0answers
190 views

expected matrix inverse of circulant plus diagonal matrix with chi-square variables

Let $R$ be a semi-definite $N\times N$ circulant Toeplitz matrix and let $N\to \infty$. Let $D$ be an $N\times N$ diagonal matrix where the elements on the main diagonal are independent chi-square ...
5
votes
3answers
285 views

Optimization problem on trace of rotated positive definite matrices

Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$: $$ \mathrm{arg}\max_R ...
2
votes
1answer
81 views

Dimension independent computational complexity of singular value decomposition

Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$). Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time which is ...
2
votes
0answers
103 views

Kullback-Leibler Divergence of Stationary Distributions of Markov chains

Consider two finite Markov chains on the same state space, both assumed to be irreducible, with transition matrices $P$ and $Q$ and associated stationary distributions $\pi$ and $\tilde \pi$. Is it ...
0
votes
1answer
64 views

Is the Hodge Map Unitary?

Let $(V,< \cdot, \cdot >)$ be an inner product space over a field ${K}$. As usual, we can extend $< \cdot, \cdot >$ to a mapping on the exterior algebra of $V$ using the usual matrix ...
4
votes
0answers
183 views

Probability distribution function for singular value sum of Gaussian random matrix

Let $\mathbf{X}$ be an $N \times N$ random matrix with IID Gaussian entries. They can be standard normal, but $N$ is not large: that is $N$ $<$ 6, typically. Call its singular value decomposition ...
0
votes
0answers
59 views

Constructing a digraph from its spectrum

This is related to the following question from cs theory stack exchange: http://cstheory.stackexchange.com/questions/3742/reverse-graph-spectra-problem So it seems as if given a sequence of real ...
5
votes
1answer
201 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
0answers
130 views

Expected mean square error of an estimation problem

Let R be an $(N+1)\times (N+1)$ Toeplitz matrix. I would be mostly interested in the case of $N\to \infty$. Let $x$ be a complex Gaussian random $N\times 1$ vector with mean zero and covariance matrix ...
3
votes
1answer
134 views

Maps between general linear group that can be extended to functor

this is just a basic linear algebra question, which I do not have a idea. Suppose that we have a group homomorphism $\phi:GL_n(\mathbb{R})\rightarrow GL_m(\mathbb{R})$. Is there always a functor ...
2
votes
0answers
120 views

equalizing diagonals of a matrix inverse

Let $Z$ be a square matrix; denote by $\text{diag}_k(Z)$ the matrix containing the center $2k+1$ diagonals of $Z$; i.e., if $T=\text{diag}_k(Z)$, then $$T_{ij}=Z_{ij}, \;\mathrm{if}\; |i-j|\leq k, ...