**4**

votes

**1**answer

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

**1**answer

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

**0**answers

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

**2**answers

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

**0**answers

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

**1**answer

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

**2**answers

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

**0**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**1**answer

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

**0**answers

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

**1**answer

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

**1**answer

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

**2**answers

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

**0**answers

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

**1**answer

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

**1**answer

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

**2**answers

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

**2**answers

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

**1**answer

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

**0**answers

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

**0**answers

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

**3**answers

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

**0**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**1**answer

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

**1**answer

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

**0**answers

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

**1**answer

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

**3**answers

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

**1**answer

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

**2**answers

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

**0**answers

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

**0**answers

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

**3**answers

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

**0**answers

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

**3**answers

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

**1**answer

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

**0**answers

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

**1**answer

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

**0**answers

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

**0**answers

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

**1**answer

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

**0**answers

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

**1**answer

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

**0**answers

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, ...