**4**

votes

**0**answers

308 views

### A stronger Cauchy-Schwarz inequality for traces of compression matrices

Assume that $A$ and $B$ are contractions, so
$I-AA^T$ and $I-BB^T$ are positive-definite matrices. Let
$C=(I-AB^T)^{-1}(I-AA^{T})(I-BA^{T})^{-1}$, and show that:
...

**0**

votes

**1**answer

63 views

### Reference request for: inverse of a non-singular M-matrix has all elements non-negative?

Does anyone know the best (earliest?) reference please for the proof that the inverse of a non-singular M-matrix has all elements non-negative?

**0**

votes

**0**answers

34 views

### Nonlinear matrix equation (transpose) [duplicate]

Let $H$, $M$ and $N$ be 10 by 10 matrices over the integers. If $M$ and $N$ are known, how do you solve for $H$ from the following equation?
$M = H N H^T$
where $H^T$ is the transpose of H.

**2**

votes

**1**answer

81 views

### Approximation with a rank-$1$ matrix

Given a matrix $A$ (generally speaking, complex and non-square), I want to find an identically-sized matrix $D$ with ${\rm rk} D\le 1$ to minimize the induced operator norm $\|A-D\|_2$. From the ...

**5**

votes

**7**answers

477 views

### Source for roots of matrix polynomials?

A
matrix polynomial
is a polynomial whose variables are square $n \times n$ matrices,
let's say with entries in $\mathbb{C}$, and with coefficients in $\mathbb{C}$.
I am seeking a source of results on ...

**3**

votes

**0**answers

130 views

### Method to Generate Random Mutually Orthogonal Unitary Matrices

The title says it all, I'd like to know if such a method exists to generate random mutually orthogonal unitary matrices. If so, any supplementary references would be very much obliged. Thanks again!

**8**

votes

**1**answer

123 views

### A variant of Cholesky decomposition involving binary matrices

Studying a problem that is not directly related to linear algebra I came across the following problem.
Let $B$ be $n \times n$ symmetric matrix whose entries are non-negative integers. I would like ...

**2**

votes

**0**answers

142 views

### Cavalieri's principle and inversion of the Vandermonde matrix

There are many examples on the Web of the use of Cavalieri's principle in determining areas and volumes of 2-D and 3-D geometrical figures. The Wikipedia link uses the principle as both a proof and ...

**8**

votes

**2**answers

474 views

### Elements of finite order of $\mathrm{PGL}(n,\mathbb{Q})$

For some research work, I need to know the classification of elements of finite order of $\mathrm{PGL}(n,\mathbb{Q})$, up to conjugation.
Since I essentially need $n\le 4$, I think that I can show it ...

**3**

votes

**0**answers

97 views

### Rank 1 Approximation of Elementwise Inverse Matrix

I'm wondering whether there is a good way to solve the following optimisation problem.
Given a strictly positive quadratic matrix $A$, find two diagonal matrices $D_1$ and $D_2$ so that
$$ \| D_1 A ...

**2**

votes

**1**answer

87 views

### dimensions of strata of Pfaffian varieties

Let $V$ a complex vector space of dimension $2n$. Let us consider $W=\wedge^2V$ and the Pfaffian variety $Pf\subset \mathbb{P}W$ that parametrize degenerate skew-symmetric matrices. $Pf$ is naturally ...

**0**

votes

**0**answers

28 views

### represent hankel matrix by low rank tensorial approximation

suppose that we have given following matrix
\begin{matrix}
x_1 & x_2 & ..x_p \\
x_2 & x_3 & ...x_{p+1} \\
. & .& . & \\
x_{N-p+1} & x_{n-p+2} &... x_n
...

**0**

votes

**1**answer

196 views

### Existence of a real eigenvalue

I have a matrix $M \in \mathbb{R}^{(n+1) \times (n+1)}$ that is tridiagonal.
In numerical computations I found out that I always find a real eigenvalue. My question is: Is there a theorem that ...

**0**

votes

**0**answers

107 views

### A matrix rank problem over finite fields: Is that a known problem?

I have already asked the same question on cstheory.SE, but I haven't got an acceptable answer. So, I decided to ask it here.
It might be a known problem, however.
Let $A \odot B$ denote elementwise ...

**1**

vote

**0**answers

69 views

### spectrum of a special class of tridiagonal matrices

Consider a real and symmetric tridiagonal matrix with zero diagonals and where subdiagonals and superdiagonals are equal to 1 except the (1,2)-th component being equal to $a$, i.e.,
...

**0**

votes

**1**answer

95 views

### Simultaneous triangularizability over a commutative ring

Let $R$ be a commutative ring with unity and $A,B\in M_n(R)$ satisfying the property
(*) All elements of the two-side ideal, in $M_n(R)$, generated by $AB-BA$, are nilpotent.
McCoy showed that, if ...

**4**

votes

**2**answers

202 views

### is 1/max(i,j) a bounded matrix on hilbert spaces?

I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$.
It would be sufficient to know if the Lehmer matrix ...

**1**

vote

**1**answer

45 views

### Maximising a Rayleigh quotient over a subspace II

Let $M$ be an SPD matrix and let $\Pi=QQ^T$ be the orthogonal projection onto the range of $Q$ (a "tall" matrix with orthonormal columns). I have an expression in the form
$$\tag{1}
...

**1**

vote

**1**answer

66 views

### Maximising a Rayleigh quotient over a subspace

Let $M\in\mathbb{R}^{n\times n}$ be symmetric positive definite and consider a matrix $Q\in\mathbb{R}^{n\times m}$ ($m<n$) with orthonormal columns ($Q^TQ=I$). I'm interested in finding an exact ...

**4**

votes

**1**answer

164 views

### Vector Spaces of Symmetric Matrices of Low Rank

Let $K$ be a field, if necessary algebraic closed or of characteristic zero. Let $k$ be a positive integer. I am interested in linear subspaces $M \subseteq \textrm{Sym}_n(K)$, where ...

**5**

votes

**1**answer

245 views

### Is the p-norm of a matrix strictly log-convex?

Let $A$ be a $n\times n$-matrix. We let $\|A\|_p$ denote the norm of $A$ when considered as a linear operator on $\ell^p(\{1,2,\ldots,n\})$, that is,
$$
\|A\|_p = \sup_{x\neq ...

**0**

votes

**1**answer

87 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

41 views

### Spanning Hadamard product powers (Schur products) in Euclidean space

This is a question I asked last year over at stackexchange. Got no answer, it might be sufficiently non-trivial to justify bringing it into here.
Fix two $k$-vectors $\mathbf u$ and $\mathbf v$, and ...

**1**

vote

**0**answers

68 views

### Inverse of matrix of generalised harmonic numbers

For $s=0,1,\dots$ and $n=1,2,\dots$, denote $r_{n,s}=\sum_{k=1}^n k^s$. It is well-known that $r_{n,s}$ are polynomials in $n$ with leading term $\frac{1}{s+1}n^{s+1}$. Let $R_{n,s}$ be the ...

**10**

votes

**1**answer

257 views

### doubly-stochastic isomorphisms of graphs

A doubly stochastic matrix that commutes with the adjacency matrix of a graph is a doubly-stochastic automorphism of that graph (definition by Tinhofer 1986). Each (classical) automorphism of a graph ...

**6**

votes

**2**answers

254 views

### Does small Perron-Frobenius eigenvalue imply small entries for integral matrices?

Suppose that $M$ is an $n \times n$ matrix where each entry is a positive integer. Then $M$ is Perron-Frobenius and so has unique largest real eigenvalue $\lambda_{\textrm{PF}}$.
Does an upper ...

**1**

vote

**1**answer

77 views

### Bound on the 2-norm of a “special” matrix

Let $S\in\mathbb{R}^{n\times n}$ be such that $\|S\|_2\leq 1$, $P\in\mathbb{R}^{n\times m}$, $m<n$, with orthogonal columns ($P^TP=I$) so that $PP^T$ and $I-PP^T$ are orthogonal projectors, and ...

**1**

vote

**2**answers

254 views

### when will the surfficient large power of a rational matrix be a integer matrix?

$A$ is a $n\times n$ matrix whose elements are all non-negative rational numbers and $Det(A)$ is a non-zero integer.Under what condition the following is true?(0) There exist a positive integer $M$ ...

**2**

votes

**1**answer

83 views

### General method for under and over determined systems?

Suppose I have a system:
$$
Ax = b
$$
where $A$ is a $m$ by $n$ matrix which is less than full rank (neither full column nor row rank). In my particular case $m<n$.
I'd like a combination of a ...

**0**

votes

**1**answer

96 views

### Parametrization of real diagonalizable matrices with given eigenvalues

Complex diagonalizable matrices with given eigenvalues can be conveniently parametrized as $A=T^{-1} \Lambda T$, where $T$ is any invertible matrix, and $\Lambda=diag(\lambda_1,...,\lambda_N)$ with ...

**12**

votes

**2**answers

208 views

### Order-preserving operator norms

Let us regard the $n\times n$ matrices as operators on the $n$-dimensional $\ell_p$ space; that is, we consider them as linear operators $\ell_p^n\to \ell_p^n$. When $p=2$, $M_n$ is a C*-algebra and ...

**3**

votes

**1**answer

144 views

### Derivative of trace of pseudo inverse

Given three matrices $A$ (broad), $B$ and $C$, I'd like to find the derivative of
\begin{align}
f = \textrm{tr} \{BA^+\} + \textrm{tr} \{B(A^+)^TCA^+B^T\}
\end{align}
with respect to $A$, where ...

**-2**

votes

**1**answer

90 views

### Is dual cone unique? [closed]

Suppose we have the following relationship, note that $A,B,C$ are closed convex matrix cones,
$A^\ast=C,$
$B^\ast=C,$
can we state that $A=B$? Is the dual cone of a cone is unique?
the definition ...

**5**

votes

**1**answer

248 views

### Grassmann-Plücker relations for permanents

Let $K$ be a field, $1 \leq d \leq n$ integers and $V$ an $n$-dimensional vector space. The Grassmann-Plücker relations are quadratic forms on $\wedge^d V$ whose zero set is exactly the set of ...

**1**

vote

**0**answers

64 views

### Dominant eigenvalue of sum of tridiagonal and diagonal matrices

Suppose I have a tridiagonal square matrix $A$ of some nice form, for which I know the eigenvalues $\lambda_1<\dots<\lambda_n$. $A$ is also essentially nonnegative (nonnegative everywhere except ...

**5**

votes

**1**answer

242 views

### What it is the volume of the unit ball section of the cone of positive definite matrices?

Let $PD_{n}$ be the cone of positive definite $n \times n$ real matrices and let $B$ be the unit sphere in $n \times n$ dimensions. What is the volume of $PD_{n} \cap B$?
EDIT: Let's assume that $B$ ...

**0**

votes

**1**answer

69 views

### Eigendecomposition of a summation of matrices [duplicate]

Can anyone tell me if there's a way to relate the eigendecomposition of the result of a summation of matrices with the eigendecomposition of those matrices?
More specifically:
If I have a matrix $K = ...

**6**

votes

**1**answer

269 views

### Diagonalization for sums of Hermitian matrices

I found an interesting question about diagonalizable matrices,
Let $A,B\in \mathcal{M}_n(\mathbb{C})$ Hermitian, such that $AB\neq BA$.
Do there exist complex numbers $u\neq v$, such that $A+uB$ and ...

**2**

votes

**1**answer

116 views

### Symplectic block-diagonalization of a complex symmetric matrix

This is a follow-up question to the one asked here:
Given a complex symmetric $2n\times2n$-matrix $A$, i.e., $A\in \mathbb{C}^{2n\times2n}$ with $A = A^T$. Is it possible, to block-diagonalize $A$ ...

**4**

votes

**2**answers

234 views

### Lie's Theorem in characteristic $p$

Let $K$ be an algebraically closed field with characteristic $0$ and $V$ be a Lie sub-algebra of $M_n(K)$, the $n\times n$ matrices over $K$. If $V$ is solvable, then, according to Lie's theorem, $V$ ...

**3**

votes

**2**answers

191 views

### Stabilization of the pencil of skew symmetric matrices by the orthogonal group

Good morning everybody.
During my researches I've come across the following question.
Let $A$ and $B$ be a couple of square $k\times k$ skew symmetric matrices on $\mathbb R$. Let us consider the ...

**23**

votes

**1**answer

613 views

### Properties to have matrices that commute in $\mathrm{GL}_n(\mathbb C)$

Let $G$ be a finite subgroup of $\mathrm{GL}_n(\mathbb C)$, $A,B \in G$ whose eigenvalues are thus in the unit circle.
Assume that the eigenvalues of $A$ are included in a circle arc of ...

**0**

votes

**0**answers

37 views

### Multiplicity of Minimum Eigenvalue of a Convex Combination of Hermitian matrices?

Let $A_1,\dots,A_L$ be $N\times N$ hermitian matrices. Consider the problem
\begin{align}
\lambda^{\star}=\max_{}&\lambda_{min}\left(\sum_{i=1}^{L}r_iA_i\right) \\
&r_i\geq ...

**4**

votes

**1**answer

123 views

### Characterization(?) of coersive(?) elements in the special linear group

Take your favorite matrix norm $\|\bullet\|$ (my favorite is the Frobenius norm $\|A\| = \sqrt{\operatorname{tr} A A^t}$). Now consider the set $S_x$ of matrices $A,$ such that
$\|A\| < x$ and ...

**1**

vote

**0**answers

85 views

### Trace of Inverse matrix from Cholesky

This question was somewhat answered here: Fast trace of inverse of a square matrix. However, I feel like there was no complete answer wrt the Cholesky case.
I have the matrix $\Sigma=LL^T$. Is there ...

**3**

votes

**1**answer

137 views

### About partial uniqueness of SVD

In order to prove non-uniqueness of singular vectors when a repeated singular value is present, the book (Trefethen-Bau, considered the most authotitative book on the subject), argues as follows: Let ...

**5**

votes

**0**answers

246 views

### Symmetric matrices with $\rho(A)\gg\|A\|_\infty$

For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...

**2**

votes

**0**answers

150 views

### Norm bound of a complex resolvent

A well known result by Varah states that if $A$ is a strictly diagonally dominant matrix of dimension $n$, then
$\|A^{-1}\|_{\infty} \le \max_i\frac{1}{|a_{kk}|-\sum_{j \neq k}|a_{kj}|}$, where the ...

**3**

votes

**1**answer

92 views

### submatrix of a given size with maximum frobenius norm

Let $I\subset \{1,2,\ldots,n\}$, and let $|I|$ denote its cardinality. Now given a Hermitian matrix $\mathbf{A}\in\mathbf{C}^{n\times n}$. I am interested in finding the subset $I$ that maximizes the ...

**5**

votes

**1**answer

117 views

### An inequality involving the spectral norm of a complex matrix

Let $A,B \in {M_n}(R)$ be real $n \times n$ matrices and let matrices $|A|$ and $|B|$ contain the absolute values of the elements of $A$ and $B$ respectively. Construct the complex matrices $C = A + j ...