Tagged Questions

Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level ...

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5
votes
0answers
117 views

Product $PVPVP$ is elementwise nonnegative?

Let $P\in \mathbb{R}^{n\times n}$ be the inverse of a positive definite M-matrix and $V\in \mathbb{R}^{n\times n}$ be any diagonal matrix. Prove (or disprove) that $PVPVP$ is elementwise nonnegative. ...
0
votes
0answers
51 views

Solve quadratic with matrices? [on hold]

The question, pure curiosity, is whether you can solve a quadratic with the use of matrices? And if yes, does that method also work for higher polynomials? Say for example I have a quadratic such ...
5
votes
1answer
154 views

Anti-bidiagonal matrix with main anti-diagonal {1,2,3,…} and first sub-anti-diagonal {-1,-2,-3,…} has eigenvalues lambda={1,-2,3,-4,…}

Consider the anti-bidiagonal matrix $B_6\in\mathbb{R}^{6\times 6}$, defined along its anti-diagonals as follows $$ B_6=\begin{bmatrix} & & & & & 6\\ & & & ...
4
votes
0answers
136 views

Proving that the kernel of this matrix is of dimension 2

Using a computational software program, I found that the kernel of the following matrix is of dimension 2 but I haven't managed to prove it: \begin{equation} \text{for almost all } t_1>0,\quad ...
1
vote
1answer
48 views

Expected value of the inverse of a random, truncated Haar matrix

Let $Q$ be a (say 4x4) unitary matrix, distributed according to the Haar distribution. Denote the upper left 2x2 submatrix of $Q$ as $Q_{1:2,1:2}$. I am interested in the following expectation: $E(I ...
-1
votes
1answer
40 views

How to construct a semi-positive definite matrix in this form: (L=D-A')

As known, the graph Laplacian $L = D - A$ is semi-positive definite. What if there is a matrix $A'$ where $$ A'_{ij} = \begin{cases} A_{ij}, \quad if A_{ij} >0 \\ -\varepsilon, \quad if A_{ij} = ...
3
votes
1answer
110 views

the eigenvalues of a generalized circulant matrix

A $2k\times 2k$ circulant matrix $\ C$ takes the form \begin{align} C= \begin{bmatrix} c_0 & c_{2k-1} & \dots & c_{2} & c_{1} \\ c_{1} & c_0 & c_{2k-1} & & c_{2} ...
0
votes
0answers
76 views

Solving matrix equation (AX)^2+(BY)^2=D [closed]

Is there any method that can solve the matrix equation in such a form (AX)^2+(BY)^2=D? A and B are matrix, X, Y and D are column vectors. (Solve for X and Y) I originally have two equations such as ...
0
votes
0answers
30 views

Questions about some special tensor transformation

Suppose tensor $U_{i\alpha\beta}$ with dimension $M*N*N$ satisfy following condition: $$U_{i\beta\alpha}=W^1_{\alpha\alpha'}W^2_{\beta\beta'}U_{i\alpha'\beta'}$$ where $W^1$ and $W^2$ are $N*N$ ...
0
votes
0answers
19 views

Is there effective algorithm for finding “minimal discovery time” for large graphs?

Consider a large, probably sparse graph with Markovian random walkers on it. Define discovery time as time to first reach a vertex by random walk from uniform start. Are there effective ways to find ...
2
votes
1answer
100 views

Which nonnegative matrices have exact nonnegative matrix factors of smaller dimensionality?

The nonnegative matrix $V = \left( \begin{array}{cc} 1 & 1 \\ 1 & 1 \end{array} \right)$ has nonnegative matrix factors $W = \left( \begin{array}{c} 1 \\ 1 \end{array} \right)$ and $H = ...
1
vote
0answers
51 views

Is there an efficient way to compute the “complete subset regression”?

Background: Let $X \in \mathbb{R}^{N\times K}$ and $y \in \mathbb{R}^{N\times 1}$ be data for a regression problem. The aim is to find $\beta \in \mathbb{R}^{K\times 1}$ such that $X\beta \approx y$ ...
1
vote
0answers
13 views

How to restructure adjacency matrix $A$ from shortest distance matrix $B$ in Network topology inference

An undirected graph with $n$ nodes could be referred to as an adjacency matrix $A$. $A=[a_{ij}]_{n×n}$ with $a_{ij}=a_{ji}=1$ standing for there being an edge between node $i$ and node $j$, and no ...
4
votes
2answers
108 views

The eigenvectors and eigenvalues of matrix geometric mean

This is a follow up question on from How to solve a non-homogeneous quadratic matrix equation?. Given the matrix $G = A(A^{-1}M)^{1/2}=A^{1/2}(A^{-1/2}MA^{-1/2})^{1/2}A^{1/2}$, where $A=-H^{-1}$, ...
4
votes
1answer
95 views

Writing a complex orthogonal matrix as a conjugation by real orthogonal matrices

Let $Q\in O(n,\mathbb C)$ be a complex orthogonal matrix. I would like to know if $Q$ can always be written as $Q = T^{-1}ST$, where $T\in O(n,\mathbb R)\subset O(n,\mathbb C)$ and $S$ belongs to some ...
1
vote
1answer
42 views

Partial Constraint of Low Rank Matrix

Suppose $X \in \mathbb{R}^{m \times n}$ is a rank $r$ matrix. Let $\Omega$ be a generic subset of $\in \{1, \ldots, m\} \times \{1, \ldots, n\}$ of cardinality $r(m + n - r)$. Denote by $X_{\Omega}$ ...
0
votes
0answers
20 views

Computing covariance matrix from patchy data

Take a linear Gaussian model given by the following normal distributions: $\mathcal{N}(z_n | z_{n-1}, A), \ \ \ \ \ \ \ \ \mathcal{N}(x_n | z_{n}, B) $ Let variable $z$ be a hidden variable and $x$ ...
1
vote
0answers
71 views

Does this permanent have a closed form?

What is the closed form of this permanent? (similar to the Cauchy determinant) \begin{aligned} f(z_1,z_2,\cdots,z_N,w_1,w_2,\cdots,w_N)=\left[ \small{\begin{matrix} \frac{1}{(z_1-w_1)^2} && ...
4
votes
1answer
212 views

Generalized Cauchy-Binet sum over a fixed subset of indices

I originally posted this on math.stackexchange, but it quickly got buried. I removed it not too long after, thinking of rewriting it for MO, but I didn’t have a chance to post it until now. Apologies ...
1
vote
1answer
55 views

Hankel matrix commuting with a Jacobi matrix

Assume the semi-infinite Hankel matrix $H$ with entries $$H_{i,j}=\alpha_{i+j-1}, \quad i,j\geq1,$$ where $\alpha_{n}\in\mathbb{R}$, is given. It turns out that in some special situations a ...
0
votes
0answers
15 views

Significance of Eigenvectors of a Covariance matrix [migrated]

In PCA and in many other problems of machine learning we use Eigenvectors of covariance matrix of the data. How do we visualize Eigenvectors of Covariance matrix? The Principal Eigenvector ...
1
vote
0answers
73 views

MInors related problem [closed]

A matrix $A$ has $m$ rows and $n$ colums, such that $m \leq n$. We know that each row of $A$ has the norm $1$ (the norm of an element $x=(x_1,x_2,...,x_n) \in \mathbb{R}^n$ is ...
2
votes
0answers
63 views

If matrices describe simplices, what do matrix operations describe?

Suppose we are given a $d \times d$ matrix $M$ with rows $m_1, \dots, m_d$. This matrix describes a simplex, namely the convex closure of the origin with the vectors $m_1, \dots, m_d$. Now, scaling ...
5
votes
3answers
199 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 ...
11
votes
1answer
180 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 ($C=\bf 0$) ...
2
votes
0answers
152 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 ...
0
votes
0answers
38 views

a generalization of the annihilator of cokernel ideal

Let $R$ be a (commutative, associative, unital) ring, consider a homomorphism of some (finitely generated) free $R$-modules $F\stackrel{A}{\rightarrow}G$. Its basic invariants are the Fitting ideals, ...
2
votes
1answer
87 views

Handelman's positivstellensatz for symmetric matrix-valued polynomials

For certain classes of sets $S \subseteq \mathbb{R}^n$, there exist algebraic characterizations of real valued polynomials $p: \mathbb{R}^n \rightarrow \mathbb{R}$ that are positive on $S$. Several ...
-1
votes
1answer
81 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 ...
9
votes
1answer
237 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 ...
0
votes
1answer
63 views

Eigenvalues of product of diagonal positive matrix and symmetric matrix [closed]

Assume that we have two real symmetric matrices A and B, where A is a positive diagonal matrix, and B is a symmetric matrix with one eigenvalue λ = 0. Assume that H= AB; is it possible to proof that ...
10
votes
3answers
621 views

A class of matrix determinants between Wronskians and Vandermondes

Update: see below Let $M$ be an $n\times n$ matrix that's constructed as follows. Construct the right-most column of $M$ as $[\alpha_1(x_1),\cdots,\alpha_n(x_n)]^T$ for some class of fixed functions ...
4
votes
1answer
185 views

Another kind of the positivity of matrices

For given $n$, the following $n\times n$ complex matrix $M=M^{\dagger}$ is called positive, if $x^{\dagger}M x\geq 0$ holds for all complex vector $x=(z,z^2,\cdots,z^n)^T$ with arbitrary complex ...
0
votes
1answer
95 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 ...
9
votes
2answers
375 views

Are bounds known for the maximum determinant of a (0,1)-matrix of specified size and with a specifed number of 1s?

The problems of determining the maximum determinant of an $n \times n$ $(0,1)$-matrix and the spectral problem of determining exactly which other determinants can possibly occur are both reasonably ...
0
votes
0answers
37 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 ...
1
vote
0answers
112 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, ...
9
votes
0answers
199 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 ...
1
vote
0answers
88 views

$\epsilon$-covering number of a set of rank-2 matrices

Suppose that two unit-norm vectors $\boldsymbol{a}\in \mathbb{R}^m$ and $\boldsymbol{b}\in\mathbb{R}^n$ are given with $m\leq n$. Furthermore, let $\boldsymbol{F}_{m,n}$ denote the first $m$ rows of ...
0
votes
2answers
123 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
1answer
194 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?
4
votes
0answers
86 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 ...
6
votes
2answers
299 views

Do compact groups acting irreducibly have finite subgroups which do the same?

Let $G$ be a closed subgroup of $U(n,{\bf C})$, not necessarily connected. Regard ${\bf C}^n$ as a complex $G$-module $M$. Q. Suppose $M$ is irreducible as a $G$-module (equivalent, I think, to ...
1
vote
0answers
46 views

“embedding” various matrix equivalences into the equivalence of particular linear map

Consider the square matrices over a (local) ring $R$, up to conjugation, $A\rightarrow UAU^{-1}$, where $U$ is an invertible matrix over $R$. Such an equivalence embeds into the "left-right" ...
2
votes
1answer
96 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 ...
0
votes
0answers
64 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 ...
3
votes
1answer
96 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 ...
2
votes
1answer
72 views

The convergence of Matrix factorization

I'm trying to prove the convergence of Matrix factorization. The problem is described below. $|X-WH|^2 + |H|_2^2 +|W|_2^2$. My optimization steps are using Alternating least squares which update H ...
2
votes
2answers
220 views

Gaussian expectation of an exponentiated outer product

Given a normal random column vector $\mathbf{x} \sim N(\mu, \Sigma)$, I need the expectation, $$ E\left[ \exp(\mathbf{xx}^\top)\right]$$ where $\exp(\cdot)$ is element-wise exponential function (not ...
0
votes
1answer
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 ...