**4**

votes

**2**answers

68 views

### Why is the spectrum of this matrix product invariant with respect to order of the multiplicants?

I've been chewing on the following problem for some time and I just don't have any more ideas how to tackle it. I have matrices $A_1,...,A_k \in \mathbb R^{n\times n}$ and I'm observing that the ...

**9**

votes

**1**answer

112 views

### Hlawka inequality for determinants of positive definite matrices

It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) ...

**5**

votes

**3**answers

142 views

### Norm of triangular truncation operator on rank deficient matrices

Let $T_{n\times n}$ be a triangular truncation matrix, i.e.
$$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$
It is known that for arbitrary $A_{n\times n}$
$$\|T\circ ...

**1**

vote

**1**answer

213 views

### Under what conditions there is a one-to-one mapping between a product of matrices and the sequence of matrices leading to the product?

I have a set of matrices $A_1,\ldots,A_n$. Let $\mathcal{A} = \{A_i\}$.
What are some simple conditions under which for any sequence of indices between $1$ and $n$, $a_1,\ldots,a_m$, the product
...

**0**

votes

**1**answer

200 views

### Find the following transformation $G$

I asked this question 6 days ago on math.stackexchange.com (http://math.stackexchange.com/questions/656585/find-the-following-transformation-g). I didn't get any answers yet, so I'm posting here.
I'm ...

**1**

vote

**0**answers

138 views

### Eigenvalues of this matrix

I have a linear map that is defined by $$T:\text{lin}(1,...,x^m) \rightarrow \text{lin}(1,...,x^m) \text{ with}$$ $$x^k \mapsto 2w(k-m)x^{k+1}+(k^2-k-w^2)x^k-2kwx^{k-1}+(k-k^2)x^{k-2}$$
Let me give a ...

**7**

votes

**1**answer

96 views

### Compute only selected components of an eigenvector

I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...

**4**

votes

**1**answer

152 views

### $n$ columns of a specific “infinite” Vandermonde matrix always linearly independent? [on hold]

Consider the "infinite" Vandermonde matrix
$$
V (x_1, x_2, \ldots , x_n) =
\begin{pmatrix}
1 & x_1 & x_1^2 & \cdots & x_1^{n-1} & x_1^n & x_1^{n+1} & \cdots \\
...

**0**

votes

**0**answers

28 views

### basis span of space necessary to be orthogonal? [on hold]

If a vector space V that span of {v1,v2,....,vk},can the basis vector of V are not mutually orthogonal?
For vector space V, are there exist set of orthogonal basis {o1,o2,....,ok} that can span V? ...

**0**

votes

**0**answers

53 views

### Elementary Linear Algebra Maximization Problem [on hold]

Can someone show me the proof for the following:
min $\frac{q^TLq}{q^TWq}$ where q is not 0 and subject to $qWe =0$ is solved when
q is the eigenvector corresponding to the 2nd smallest eigenvalue ...

**-1**

votes

**0**answers

60 views

### Why solving a system of linear equation produces the intersection of the equation [closed]

Let us consider two equations
1)x+y=1
2)-x+y=1
Consider the solution of the equations using Gaussian Elimination,
Geometrically I am able to understand the ...

**3**

votes

**1**answer

93 views

### Let $A\in\operatorname{M}_n(F)$ be a matrix, how to prove $\bigcap_{X\in C(A)}C(X)=F[A]=\frac{F[x]}{(m_A(x))}$

I asked the following question on Math Stack Exchange, but no people reply. I know MO is more professional and it is for mathematicians to discuss research problems. Maybe this question is unsuitable ...

**9**

votes

**2**answers

1k views

### Questions on Toeplitz Matrices

These questions are probably very basic but I'll dare to ask them anyway since I didn't have much luck in MathStackExchange.
Let $A$ be an $n\times n$ Hermitian Toeplitz matrix:
$$
A =
...

**0**

votes

**0**answers

34 views

### Derivative of softmax loss function [closed]

I am trying to wrap my head around backpropagation in a neural network with a softmax classifier, which uses the softmax function:
\begin{equation}
p_j = \frac{e^o_j}{\sum_k e^{o_k}}
\end{equation}
...

**0**

votes

**1**answer

38 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 ...

**-1**

votes

**1**answer

73 views

### Action of rotation group on Matrices [closed]

Is the following assertion true?
Suppose $p, q \geq 3$. Consider the action of $SO(p,\mathbb{R})$ on $p \times q$ matrices by left multiplication. I want to show that $MA = A$, where $M \in ...

**-3**

votes

**1**answer

117 views

### A problem that involves matrix and Lorentz Transformation [closed]

To be clear I address the question in two parts as below. All matrixes involved are real four-dimensional matrixes.
$1.$Let $G$ be the matrix $diag(1,-1,-1,-1)$. $A$ is a matrix satisfying $A G ...

**5**

votes

**1**answer

2k views

### How to calculate the inverse of the sum of an identity and a Kronecker product efficiently?

I have a matrix $K$ which is the sum of a identity and a Kronecker product of two symmetric matrices as following and I want to calculate the inverse of it $K^{-1}$.
\begin{eqnarray}
...

**-2**

votes

**0**answers

60 views

### How to plot 2-D and 3-D Joint numerical range of real symmetric matrices in mathematica? [closed]

I know this question this doesn't belong here. However, I am not getting a satisfactory reply from the mathematica forum. Consider $2\times 2$ real symmetric matrices $\mathbf{A}_1$ and ...

**1**

vote

**1**answer

67 views

### Connection between eigenvalues of A and its LDL decomposition

Consider an undirected graph $G$ with $N$ vertices and its adjacency matrix $n_{ij}$: $n_{ij} = 1$ if vertices $i$ and $j$ are connected by an edge and $n_{ij} = 0$ otherwise. Consider $A_{ij} \equiv ...

**1**

vote

**0**answers

40 views

### Convergence to Eigenvalue gap of Gaussian Orthogonal Ensemble

Let $M_n$ come from the Gaussian Orthogonal Ensemble of size $n\times n$. Let $E_1(0; I)$ be the probability that $M_n$ has no eigenvalues in an interval $I$. The bulk scaling limit of this is defined ...

**3**

votes

**1**answer

252 views

### Number of Matrices with bounded determinant

Here's my question:
Let $k,B,C$ be positive integers such that $B<C$. Can you give an upper bound for the number of $k\times k$ integer matrices having entries bounded in modulus by $B$ having ...

**0**

votes

**0**answers

110 views

### Is $Rank(A)=Rank(A^{T})$ where $A$ has inifinite rows and columns and its given that $A$ has finite rank [closed]

Is $Rank(A)=Rank(A^{T})$ where $A$ has inifinite rows and columns and its given that $A$ has finite rank.
Is it a sub-case of finite rank operators which maps finite dimensional compact sets(which ...

**1**

vote

**1**answer

156 views

### Diagonalization of 4th order tensors

I have been wondering about the following problem...
Let $n$ be a positive integer and denote by $M_n^s$ the space of symmetric $n\times n$ real matrices. Now, we look at the space $\mathcal ...

**10**

votes

**2**answers

377 views

### Codimension of the range of certain linear operators

Assume that $P(x,y), Q(x,y) \in \mathbb{R}[x,y]$ are two polynomials. We define a linear map
$D$ on $\mathbb{R}[x,y]$ with $D(U)=PU_{x}+QU_{y}$. In fact $D$ is the derivational operator correspond ...

**1**

vote

**2**answers

100 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

52 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 ...

**19**

votes

**0**answers

616 views

### conjectures regarding a new Renyi information quantity

In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...

**9**

votes

**1**answer

211 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 ...

**4**

votes

**2**answers

275 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, ..., ...

**2**

votes

**1**answer

56 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 ...

**8**

votes

**2**answers

763 views

### How to transform matrix to this form by unitary transformation?

Without loss of gernerality, we can only consider $n$-dimensional diagonal matrix $M$ whose elements are all nonnegative, i.e.
$$M=\operatorname{diag}(m_1,m_2,\cdots,m_n)\ (m_i \geq 0).$$
Then is ...

**0**

votes

**2**answers

111 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 ...

**5**

votes

**0**answers

187 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 ...

**1**

vote

**0**answers

76 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
...

**1**

vote

**1**answer

157 views

### Solving a matrix equation $X=c \cdot AXA' +I$ with a diagonal corrections

I am now struggling to solve the matrix $X \in R^{n \times n}$ in the following equation:
$X=c \cdot AXA' - diag(c \cdot AXA')+ I$,
where
(1) $A \in R^{n \times n}$ is a given matrix whose element ...

**0**

votes

**1**answer

89 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 ...

**0**

votes

**1**answer

95 views

### Bounded domain matrix factorization

Assume we're trying to find $A\in [-1,1]^{n\times d}, B\in [-1,1]^{m\times d}$, from an observed matrix $C\in [-d,d]^{n\times m}$, where $C=AB^T$.
The goal is to return $\widehat A, \widehat B$ such ...

**0**

votes

**0**answers

56 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 ...

**4**

votes

**1**answer

118 views

### standard practice for large dense truncated svd computations?

What are the standard methods of computing the rank-k truncated SVD of large dense matrices? My literature search yields results only for large sparse matrices.
I assume for k small that you use a ...

**1**

vote

**1**answer

94 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

25 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

**0**answers

73 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,
...

**4**

votes

**1**answer

160 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 ...

**0**

votes

**0**answers

34 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**

votes

**0**answers

45 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

64 views

### A criteria for a subalgebra of M(n,C) being M(n,C) [migrated]

Suppose $S$ is a subalgebra of the matrix algebra $M_n(\mathbb{C})$. If for any vector $v$ and $w$ in $\mathbb{C}$, there always exists a matrix $A$ in $S$, depending on $v$ and $w$ of course, which ...

**-2**

votes

**0**answers

26 views

### non-negativity of cost function

For which set of real parameters $\alpha $ and $\beta$ the following
expression is negative and for which positive
$\frac{1}{\alpha \beta} \sum_{i=1}^n \log \frac{\alpha \lambda_i^{\beta}+\beta ...

**9**

votes

**0**answers

189 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 ...

**9**

votes

**1**answer

251 views

### Trouble with Jordan form of the truncated Carleman-matrix for $\sin(x)$ as size $n$ goes to infinity

I'm currently trying to get familiar with the Jordan normal form for matrices; and after some example I ask for the possible Jordan-form for the Carleman matrix for the function $f(x) = \sin(x)$ when ...