**2**

votes

**0**answers

18 views

### Is there some kind of lower bound for estimation error of the estimation of (near) low-rank matrices in high-dimension?

I'm reading S.Negahban and M.J.Wainright's paper, ESTIMATION OF (NEAR) LOW-RANK MATRICES WITH NOISE AND HIGH-DIMENSIONAL SCALING. In the paper, they give a upper bound for estimation error of the ...

**6**

votes

**2**answers

203 views

### What methods do we have to understand the spectrum of matrices with restricted entries?

Consider questions of the form (or the "most probable value of" version of these questions rather than the "largest possible"),
What is the largest possible spectral radius of a $n \times n$ matrix ...

**7**

votes

**1**answer

111 views

### Determinant of some covariance matrix (Gaussian kernel process)

Let $x_1,\dots,x_p$ be $p$ points in $\mathbb{R}^n$ ($n\geq 2$) with $x_1=0$. Consider the symmetric matrix $M(x)=(m_{ij}(x))_{1\leq i,j\leq p}$ where $m_{ij}(x) = \exp(-\frac{1}{2}\Vert x_i - ...

**0**

votes

**1**answer

76 views

### Reference for measures of commutativity needed

I'm looking for an appropriate measure to quantify the extent to which two matrices commute. In other words, if A and B are two n×n Hermitian matrices, and [A,B]=C.
I'd like a function μ:Cn×n→[0,∞) ...

**6**

votes

**1**answer

210 views

### Convexity of the product of two exponential matrices

Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...

**1**

vote

**0**answers

61 views

### Smallest sum of original column entries in 2d matrix [closed]

I have an interesting optimization problem I am trying to solve now and I thought I'd share it here in order to find the best answer. The problem itself is not complicated and it is stated like this:
...

**1**

vote

**1**answer

61 views

### Given $M$, minimize $|Mx|_0$

Given a matrix $M \in \mathbb{R}^{n \times m}$, I would like to find
$\min_{x \in \mathbb{R}^m} \|Mx\|_0$ such that $x \neq 0^m$,
where the $\ell_0$ "norm" is measured by simply counting the number ...

**0**

votes

**0**answers

58 views

### Derivative of a conjugation of matrices

Let $\mathcal{M}_n$ be the space of complex $n\times n$ matrices. Let $\Phi\colon \mathbb{D}\to \mathcal{M}_n$ and $\psi \colon \mathbb{D}\to \mathcal{M}_n$ be holomorphic functions. Consider the ...

**0**

votes

**0**answers

63 views

### prove that a function is approximatively three dimensional

Let $D_n(x)$ be a diagonal matrix of size $N\times N$ where the $k$th element is $\exp(2\pi\jmath x(n+(k-1)/N)$.
Let $P_n$ be a random diagonal $N\times N$ matrix where each diagonal element is a ...

**1**

vote

**0**answers

158 views

### Is there a way to simplify this apparently huge characteristic polynomial calculation?

Say I am given the $0/1$ adjacency matrix of an undirected graph. Also I am given a representation $\rho$ of some group $G$ and an orientation has been arbitrarily chosen along each edge. Let ...

**8**

votes

**5**answers

570 views

### Analogue of Cayley Hamilton theorem for operators on Hilbert space

Is there an analogue of Cayley Hamilton theorem which holds for operators on a separable Hilbert space. Obviously the characteristic polynomial will be replaced by something else.

**8**

votes

**2**answers

381 views

### On closest unitary matrix

In this question $\|A\|_p$ is the normalized $p$-th Schatten norm which is defined to be $\left(\mathbb E_{i} \lambda_i^p\right)^{1/p}$, where $\lambda_i$ are singular values of matrix $A$.
Suppose ...

**44**

votes

**7**answers

3k views

### How to prove this determinant is positive?

Given the matrices $ A_i=
\biggl(\begin{matrix}
0 & B_i \\
B_i^T & 0
\end{matrix} \biggr)
$, where $B_i$ are real matrices and $i=1,2,\ldots,N$, how to prove that $\det(I + ...

**1**

vote

**0**answers

52 views

### Optimization with random matrix

Consider $J$ a random matrix of size $n\times n$ with i.i.d. Gaussian entries $J_{ij} \sim \mathcal{N}(0,\sigma^2/n)$. Let $f(x)=tanh(x)$, and for $x\in\mathbb{R}^n$, $f(x)$ denotes the vector where ...

**2**

votes

**2**answers

262 views

### Is anything known about the eigenspectrum of the regular representation of the permutation group?

I am looking for information like upper bounds on how many times any eigenvalue can occur or something like how many eigenvalues can be there in some given range. Is anything like this known?
The ...

**0**

votes

**0**answers

52 views

### Centralizer of a non-regular Lie algebra element

It is well understood that the centralizer of a regular element $A$ of a Lie algebra of complex (square, diagonalizable) matrices consists of polynomials $p(A)$ in that element of degree less than $n$ ...

**1**

vote

**0**answers

33 views

### LU growth factor applied to LDL of a Positive Semidefinite matrix [closed]

For a Positive Semidefinite matrix $A$, which we can decompose through $LDL$ decomposition as follows: $A=LDL^\text{T}$; how can we prove that for a decomposition $A=LU=L(DL^\text{T})$, the growth ...

**1**

vote

**0**answers

80 views

### Is my particular finite dimension Toeplitz matrix always strictly positive?

Let $H(\omega), \; -\pi \leq \omega \leq \pi$ be a real-valued function with a continuous band of zeros, that is (for simplicity) $H(\omega)=0, \; |\omega|\geq \beta \pi$.
Define a sequence of banded ...

**2**

votes

**0**answers

180 views

### An (open?) problem about a sequence of nested principal sub-matrices and their determinants

Problem: Let $A$ be a $n \times n$ integer matrix, $\det(A) = \pm 1$. Under which conditions there exist a nested sequence of principal submatrices of size $n$ such that they all have determinant $\pm ...

**5**

votes

**0**answers

102 views

### Geometric interpretation of the Desnanot-Jacobi Identity

Given a square $n\times n$ matrix $M$, let $M_i^j$ denote the $(n-1)\times(n-1)$ matrix obtained from M by omitting the i-th row and j-th column of $M$.
The Desnanot-Jacobi Identity states
...

**2**

votes

**1**answer

232 views

### Lebesgue measure of set of $y\in\mathbb{R}^n$ such that $x,y,Ay$ are linearly dependent

I've asked this question here on math.stackexchange, but I have been unable to solve this yet, so I'm hoping I can get some advice here.
Consider a vector $x\in \mathbb{R}^n$ and a real $n\times n$ ...

**2**

votes

**1**answer

91 views

### Does Schatten-p (quasi-)norm satisfy the norm inequality for 0<p<1?

I'm reading the paper by ANGELIKA ROHDE AND ALEXANDRE B. TSYBAKOV, ESTIMATION OF HIGH-DIMENSIONAL LOW-RANK MATRICES.
And in the paper, they provide an inequation of the Schatten-p (quasi-)norm, ...

**8**

votes

**0**answers

88 views

### What is the symmetry group fixing norms of elements of a unitary matrix?

Let $N\geq1$ be an integer and let us say that two matrices $U,V\in U(N)$ are related if $|U_{ij}|=|V_{ij}|$ for all indices $1\leq i,j\leq N$.
When exactly are two unitary matrices related in this ...

**0**

votes

**2**answers

70 views

### Symmetric matrix from a nonsymmetricc matrix

Basically this is a part of a long algorithm to calculate some matrix properties.
Given an upper triangular square matrix R, how can I find an orthonormal matrix W (possibly iteratively) such that WR ...

**1**

vote

**2**answers

130 views

### Norm of a matrix operator with a special structure

Let $\{\alpha_{n}\}_{n\in\mathbb{N}}$ be positive sequence such that
$$\sum_{n=1}^{\infty}\alpha_n<\infty.$$
Question: Is there any chance to evaluate the operator norm of the matrix operator
...

**1**

vote

**1**answer

162 views

### Homotopy type of certain maps on complex grassmanian

$G(k,n)$ is the complex grassmanian which is homeomorphic to the space of projections in $M_{n}(\mathbb{C})$ with trace $k$. So we can Identify $G(k,n)$ with $$\{A\in M_{n}(\mathbb{C})\mid ...

**1**

vote

**1**answer

74 views

### On the least singular values

Let $A$ be a square matrix of size $n \times n$ ($n>2$) and let $B$ be $A$ if we delete the last row and column (size $(n-1) \times (n-1)$). Let $\sigma (A)$ be the least singular value of $A$ and ...

**2**

votes

**4**answers

322 views

### Finding commuting matrices

Is there a procedure for finding all matrices which commute with two given square and complex matrices?
For example, given two elements $A,B \in$ $\mathfrak{su}(4)$ is it possible to find all ...

**2**

votes

**1**answer

108 views

### Equivalence of entrywise 1-norm and Schatten-1 norm

Let $A \in \mathbb{R}^{m\times n}$ and $\|A\| = \sum_{i, j} |A_{i,j}|$.
I am looking for constants $\alpha, \beta \in \mathbb{R}$ such that
$\alpha \|A\| \leq \|A\|_* \leq \beta \|A\|$
The function ...

**1**

vote

**2**answers

140 views

### A certain matrix associated to graphs

I am not very familiar with graph theory, but I need some results for my work. Thus, the question is, whether the following has already been studied and where I can find it. Let $G=(V,E)$ be an graph ...

**2**

votes

**1**answer

74 views

### Decomposing large symmetric banded sparse matrices

I'm investigating 3D image deblurring and one of the approaches I'm interested in is applying spatial regularisation. To do this I have generated a matrix $A$ which encodes the 6-connectivity of each ...

**0**

votes

**1**answer

107 views

### Minimal dimension of a Lie algebra of matrices, with a restrictive property

Let $\mathfrak{g}$ be a sub-Lie-algebra of $\mathfrak{gl}_n(\mathbb{C})$, the Lie algebra of complex $n\times n$ square matrices.
Let us call $(H)$ the hypothesis: for all $x, y\in\mathbb{C}^n$, ...

**0**

votes

**0**answers

30 views

### Is there a term for “ranked distance” matrices?

In a n by n "ranked distance matrix" each element has a rank $r_{ij}$ between 1 and n that indicates it is the $r_{ij}$th smallest element in column $i$ of a corresponding Euclidean distance matrix. ...

**1**

vote

**1**answer

109 views

### Dense symmetric unitary integer matrix?

Can someone give me a nontrivial example of a symmetric unitary integer matrix? I'm looking for something as dense as possible (i.e., not too many 0's); 5 <= size <= 8 would be ideal.

**12**

votes

**1**answer

401 views

### How can we interpret the eigenvalues and eigenvectors of Euclidean Distance Matrices?

I asked this question in Math Stack Exchange earlier here: http://math.stackexchange.com/questions/1199380/what-is-the-intuition-behind-how-can-we-interpret-the-eigenvalues-and-eigenvec and since I ...

**6**

votes

**5**answers

383 views

### The maximal eigenvalue of a symmetric Toeplitz matrix

Let $0\le x\le 1$ be a real number. Denote by $A_n(x)=(a_{ij})$ the $n$ by $n$ matrix such that $a_{ij}=x^{|i-j|}$ and let $\lambda_n(x)$ be the maximal eigenvalue of $A_n(x)$.
Is there any ...

**0**

votes

**0**answers

90 views

### What is wrong with the argument that zero permanent is polynomial?

This Lecture summarizes some well known facts about $\#P$ completeness of permanent.
Given a CNF formula $\phi$ on $n$ variables, they construct
matrix $A$ such that:
$$perm(A)=4^{3m} \#SAT(\phi)$$
...

**4**

votes

**1**answer

187 views

### Represent matrix immanants using Schur functions

For each irreducible character $\chi^\lambda$ of the symmetric group $S_n$, the immanant of an $n\times n$ square matrix $A$ is defined as
\begin{equation*}
d_\lambda(A) := \sum_{\sigma \in S_n} ...

**7**

votes

**0**answers

274 views

### Does this inequality always hold?

Denote the adjacency matrix of a given undirected graph by $g$. It is an $n$-by-$n$ symmetric Boolean matrix with elements on the diagonal to be zero ($n\geq 3$). Let $g_{12}=g_{21}=g_{13}=g_{31}=1$ ...

**2**

votes

**1**answer

69 views

### Are there non-isomorphic graphs with rationally orthogonal similar adjacency matrices?

Let $A_G,A_H$ be the adjacency matrices of two non-isomorphic graphs.
Let $P$ be orthogonal matrix with rational entries.
Is it possible $A_G = P^{-1}A_H P$?
Paper
gives algorithm for ...

**5**

votes

**2**answers

337 views

### When are the adjacency matrices of non-isomorphic graphs similar?

From Wikipedia.
In linear algebra, two n-by-n matrices A and B are called similar if
$$ B = P^{-1} A P$$
for some invertible n-by-n matrix $P$.
If $P$ is a permutation matrix, $A$ and $B$ are ...

**13**

votes

**1**answer

471 views

### Enumeration of $0-1$ matrices with determinant $1$

Has the number $f(n)$ of $n \times n$, $0{-}1$ matrices whose determinant is $+1$
been enumerated?
E.g., for $n{=}2$, there are $f(2)=3$ such matrices:
$$
\left(
\begin{array}{cc}
1 & 0 \\
0 ...

**0**

votes

**0**answers

99 views

### Changes in singular Values of matrix when adding row

I know that if a column is added to a matrix then the matrix largest signular value increases and the smallest singular value decreases. That is:
Given matrix $A \in R^{m \text{x} n}$, $m>n$, and ...

**2**

votes

**2**answers

211 views

### quadratic matrix equation

Find all symmetric matrices $X=X^{T}$ such that
\begin{align}
XDX^{T}=-D \quad (1)
\end{align}
where $D\ne 0$ is a real diagonal matrix.
For example, $X=iI$ satisfies $(1)$. Can you get a ...

**3**

votes

**0**answers

94 views

### Bound on the ratio of top 2 eigenvalues

Let $P$ be a $(n+1) \times (n+1)$ stochastic matrix such that $P_{ij}=\tau$ if $i \neq j$ and $P_{ii} = (1 - n\tau)$ where $0<\tau < \frac{1}{n+1}$. It is clear that the largest eigenvalue of ...

**3**

votes

**2**answers

167 views

### What are interesting heuristics of determining how far given matrix is from a singular one?

The condition number and volume of matrix (defined as absolute value of its determinant) are things which come to mind. Is there more?
I think that over the years numerical folks (who are faced with ...

**5**

votes

**0**answers

97 views

### A weak Perron-Frobenius property for sets of positive matrices

A popular form of the Perron-Frobenius theorem states the following result: if $A$ is a $d \times d$ real matrix all of whose entries are positive, then the spectral radius of $A$ is a simple ...

**0**

votes

**0**answers

55 views

### Is the function below convex?

I have the following function $f(X)=(\sum(gmm^2(AX)-2gmm(AX)gmm(B)))||CX-D||^2$
where gmm is Gussian mixtures defined as $gmm(x)=\sum_{i=1}^{K}\omega_{i}\phi(x|\mu_{i},\Sigma_{i})$, $\omega$ is the ...

**0**

votes

**0**answers

123 views

### Range of a trace preserving completely positive projection

I'm working in $M_n(\mathbb{C})$, the algebra of complex $n\times n$ matrices. I managed to build a completely positive, trace preserving, star preserving, projection $P$. That is
$$\text{Tr}(P(A)) = ...

**2**

votes

**2**answers

156 views

### How to calculate one Cauchy type determinant

As we know, a Cauchy determinant of size n admits the following explicit formula:
$$\det \left(\frac{1}{x _i+y _j}\right) _{1\le i,j \le n}=\frac{\prod _{1\le i < j\le n} (x _j-x _i)(y _j-y ...