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 ...

learn more… | top users | synonyms

0
votes
0answers
91 views

Non-asymptotic ratio of singular values for random matrices

Suppose we have two independent Gaussian random vectors $\mathbf{X}\in \mathbb{R}^{p\times 1}, \mathbf{X}\sim \mathcal{N}(\mathbf{0}, \Sigma_x)$ and $\mathbf{Y}\in \mathbb{R}^{q\times 1}, ...
0
votes
2answers
339 views

Reference (or proof) for the following identity in Linear Algebra

Suppose both $A$ and $B$ are matrices with dimensions $n \times m$ and $n \times p$ respectively. Assume $m + p < n $ and $A \neq 0$ and $B \neq 0$. Further, assume Im($B$) $\cap$ Im($A$) = {0}. ...
0
votes
0answers
45 views

Dense Matrix Estimation

I have a matrix $X \in \mathbb{R}^{m\times n}$ and I want to estimate it with a dense matrix $Y^{m\times n}$ such that $Y$ is still close to $X$ in some distance measure. Is this doable in a ...
5
votes
2answers
416 views

Determinant of non-symmetric sum of matrices

Given three real, symmetric matrices $A\succ0$ and $B$, $C⪰ 0$. How can it be shown that: $$\det(A^2+AB+AC) \leq \det(A^2 +BA +AC+BC) ? \qquad (\star)$$ Where $A^2$ is symmetric and positive ...
8
votes
0answers
238 views

Eigenvalues of permutations of a real matrix: how complex can they be?

This is sort of complementary to this thread. I’ll repeat the definitions here: For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...
20
votes
4answers
999 views

Eigenvalues of permutations of a real matrix: can they all be real?

For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and define the total spectrum $TS(M)$ as the union of all their spectra (counting ...
6
votes
1answer
282 views

Almost orthogonal vectors in subsets of euclidean space

Given the vector space $\mathbb{R}^n$, endowed with the standard inner (dot) product $\langle\cdot,\cdot\rangle:\mathbb{R}^n\times \mathbb{R}^n\to\mathbb{R}$, the problem of almost-orthogonal sets ...
1
vote
2answers
1k views

Eigenvalues of Symmetric Tridiagonal Matrices

Suppose I have the symmetric tridiagonal matrix: $ \begin{pmatrix} a & b_{1} & 0 & ... & 0 \\\ b_{1} & a & b_{2} & & ... \\\ 0 & b_{2} & a & ... & 0 ...
3
votes
1answer
188 views

Matrix norms / eigenvalues / singular values / another thing

OK, here is what is probably a stupid question. Let $M$ be a non-symmetric real matrix: for example, the shear matrix $\left( \begin{array}{cc} 1 & 1 \\\ 0 & 1 \end{array} \right)$. There ...
3
votes
1answer
147 views

What is the name of this measure of matrix “degenerateness”

Given a spanning set, consider the minimum number of vectors that you must remove in order to make it no longer span. What is this number called? If the vectors are columns in a matrix $\Phi$, then ...
0
votes
0answers
115 views

Recognize this matrix norm?

I stumbled on the following simple matrix norm, which I haven't seen elsewhere. I wonder if it is well known, has a name, and has been studied elsewhere. The definition of this norm for a matrix A ...
0
votes
0answers
53 views

Gershgorin interval of an eigenvalue and the largest coordinate of the corresponding eigenvector

Let $A=(a_{ij})$ be a $n\times n$ -- symmetric matrix with positive diagonal entries. The smallest eigenvalue, $\lambda_1$, is simple, and the corresponding unit eigenvector has all coordinates, ...
4
votes
2answers
291 views

spectral radius monotonicity

I encountered an inequality when reading a paper. Can someone help to show how to prove it? Let be the spectral radius of matrix $A$ or $\rho(A)=\max\{|\lambda|, \lambda \text{ are eigenvalues of ...
6
votes
2answers
317 views

Dimension of incomplete matrix over finite fields.

Hi, Suppose one has an incompletely specified $2^n \times 2^n$ matrix over some fixed finite field $\mathbb{F}_{p^k}$. In fact, one knows that the diagonal entries are zero and all other entries are ...
2
votes
1answer
151 views

On solution of a class of discrete-time Lyapunov equation

Hello members, let's consider the following equation $$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$ where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. If we augment ...
2
votes
1answer
106 views

On solution of a discrete-time equation

Hello, members. I have a problem for the following problem when I derive an optimization algorithm for stochastic singular systems $$S(k+1)=A(k)S(k)A^{T}(k)+R(k)+F(k)S(k+1)F^{T}(k)$$ where ...
4
votes
2answers
258 views

tracial triples

Say that a triple of real numbers $(a,b,c)$ is a realizable triple if there are matrices $A,B\in SL_2(\mathbb{R})$ such that $tr (A)=a$, $tr (B)=b$, and $tr (AB)=c$. Question: what is the shape of the ...
2
votes
1answer
161 views

An Interesting variant of Rayleigh Quotient

Let $A$ and $B$ be two given hermitian positive semi-definite matrices, then what is the solution for $$\max_{x\neq 0}\frac{x^HAx}{x^HBx+1}.$$ I am looking for closed form solutions. If the ...
4
votes
0answers
134 views

Examples of functions from matrices to real numbers with certain properties

Let $M(\mathbb{R})$ be the set of all matrices (of any size) over $\mathbb{R}$. Let $v : M(\mathbb{R}) \rightarrow \mathbb{R}$ be a function which satisfies the following 5 properties: If ...
1
vote
1answer
86 views

On solution of a recursion with rectangular matrices

Greetings to members here. The question is how to calculate the solution $S(k)$ of the following recursive equation $$J(k)S(k+1)J^{T}(k)=A(k)S(k)A^{T}(k)+R(k)$$ where $J$ and $A$ are rectangular not ...
3
votes
1answer
154 views

Schur product, partial order

Let $A, B$ be positive definite matrices. Then $A^r\circ B^r \le (A\circ B)^r$ for $0\le r\le 1$, where $\circ$ is Schur product. Here the inequality is in the sense of Loewner partial order. How to ...
2
votes
0answers
114 views

Products of matrices of a certain form

Are $n \times n$ matrices of the form $$\pmatrix{1&1&1&1 \cr x&1&1&1 \cr x&x&1&1 \cr x&x&x&1}$$ studied anywhere? I am interested in the structure of ...
1
vote
2answers
137 views

Strictly positive definite autocovariance function of fGn

Hi, let $\gamma(k) = 1/2 (|k+1|^{2H} + |k-1|^{2H}-2|k|^{2H}),k\in\mathbb{Z},$ be autocovariance function of fractional Gaussian noise where $H\in(0,1)$ is parameter. I want to show that $\gamma$ is ...
0
votes
2answers
87 views

Feasibility of a given set of homogenuous nonconvex quadratic inequality constraints

Let $C_1$,$C_2$,...$C_N$ be $M \times M$ indefinite hermitian matrices. What can we say about the following quadratic constriants \begin{align} w^{H}C_1w>0 \\\ w^{H}C_2w>0 \\\ ...~~~~~~~~~~ \\\ ...
4
votes
1answer
592 views

Efficient computation of Markov chain transition probability matrix

Consider a continuous Markov chain $X = (X_t)$ on a finite state space and let $Q$ be the (given) transition rate matrix. This matrix is very sparse, with non-zero values on 3 diagonals only (so from ...
1
vote
0answers
79 views

Matrices with a common fischer basis

Let $A$ be a real symmetric $n\times n$ matrix normalised such that $Tr[A]=1$. Define 'fischer basis' as the basis in which all diagonal elements are equal to $\frac{1}{n}$. The motivation for this ...
12
votes
0answers
318 views

Noncommutative arithmetic mean geometric mean inequality and symmetric polynomials

While analyzing convergence speed of stochastic-gradient methods for convex optimization problems, Recht et al (2011) posed a tantalizing conjecture. It seems quite tricky, so after having struggled a ...
3
votes
0answers
160 views

Matrix where every subset of rows has maximal rank

I am looking for a class of matrices $M(n(m), m, k(m), \phi)$ with the following properties: M is $n \times m$ where $n(m) > m$. Every subset of rows of size $k$ has (maximal) rank $m$. $n(m)$ ...
2
votes
1answer
99 views

Increasing sequence of normal magic squares

The questions below are motivated by pure curiosity. I heard of the first question from my former advisor. I have no idea how difficult they are, since I have no experience with magic squares. By a ...
1
vote
5answers
630 views

Does this matrix shape have a name?

I'm using a lot of matrices that look like this: $$A_3 = \begin{bmatrix} a & b & b\\ b & a & b\\ b & b & a \end{bmatrix} $$ i.e. the diagonal entries are all the same, and all ...
3
votes
4answers
880 views

Diagonalizing a Complex Symmetric Matrix

For a symmetric matrix M with complex entries, I want to diagonalize it using a matrix A, such that $AMA^T = D$, where D is a diagonal matrix with real-positive entries. Question 1: When can this ...
0
votes
1answer
450 views

How to compute difference between 2 similarity matrices?

Hello, I have two n*n correlation matrices with values ranging between -1,1. (2 correlation matrix because I have the same n terms under 2 different conditions) I then transformed the correlation into ...
2
votes
1answer
532 views

Inversion of complex matrix

Hello all, Assume matrix of complex numbers described as a sum of real matrices $A$ which is diagonal and $B$ which is symmetric (and block symmetric if the term is correct): $A+ Bi$ I want to ...
5
votes
1answer
232 views

The minimal norm of a shifted stochastic matrix

Hello, Given a row-stochastic matrix $M$ with singular values $\sigma_{1}\geq\ldots\geq\sigma_{n}$, I am looking for an upper bound on the expression: $\min_{\alpha}\parallel M- ...
9
votes
0answers
443 views

Is “being a full ring of quotients” a Morita invariant property?

Definition and context: An (associative, unital, not necessarily commutative) ring $R$ is called classical if every regular element of $R$ is a unit. Equivalently, $R$ is its own classical ring of ...
1
vote
1answer
154 views

integral basis of orthogonal complement

Suppose there are $r$ linearly independent vectors $v_1,\dots,v_r\in \mathbb{R}^n$, all of them have integer-valued entries and $\|v_i\|_\infty\leq m$ for some integer $m$. My goal is to find an ...
2
votes
0answers
192 views

eigenvalues of the sum of a stochastic matrix and a diagonal matrix

Let $D$ be a real diagonal matrix $D=diag(a_1,a_2,\ldots,a_n)$ with $a_1\le a_2\le\ldots\le a_n$. Assume that at least one of the $a_i$ is positive. Let $P$ be an irreducible, real, row-stochastic ...
2
votes
1answer
483 views

Non symmetric matrices with real eigenvalues

Consider the following block matrix $A=\pmatrix{A_1 & A_2\cr kA_2^\top & A_3}$ where $A_1$ is a symmetric matrix, $A_3$ is diagonal matrix and all entries of $A$ are real and non-negative. ...
3
votes
2answers
339 views

Square submatrix

We have $2n\times 2n$ binary matrix with $k$ of its elements are $1$. We are searching for an $n\times n$ submatrix full of $1$s. What is the least $k$ such that we can always find one? What is ...
3
votes
1answer
387 views

Symplectic block-diagonalization of a real symmetric Hamiltonian matrix

Given a $2n\times 2n$ real, symmetric, Hamiltonian matrix $W$ (anticommutes with the symplectic metric), is there an orthogonal, symplectic matrix $R$ such that $R^\top WR$ is block-diagonal? Being ...
12
votes
6answers
520 views

Invertibility of a certain matrix indexed by the Hamming cube

For reasons which the margin of this page is too small to hold, I have been reading parts of a recent paper by O. Selim On submeasures on Boolean algebras, arXiv 1212.6822v3 and in Section 7 the ...
2
votes
1answer
156 views

How to find the nilpotent submatrices of a symmetric, real matrix?

Given a symmetric, real $n \times n$-matrix $M$, is there a way to find all $m \times m$-submatrices ($1 < m < n$) that are nilpotent? By the Cauchy interlacing theorem, I know that $M$ must ...
9
votes
1answer
349 views

Probability that a random distance function is metric

Take a random $n \times n$ nonnegative symmetric matrix $D$ with zero diagonal. What is the probability that it is an abstract distance matrix, i.e. satisfies $D_{xy}+D_{yz} \geq D_{xz}$ for all index ...
2
votes
1answer
398 views

Eigenvalues of directed Laplacian matrix $L$ and $DL$, where $D$ is a diagonal matrix with positive entries

I have a weighted Laplacian matrix $L$ of a strongly connected directed graph and a diagonal matrix $D$ with positive entries. Since the graph is directed, $L$ is non-symmetric real. Further, since ...
2
votes
2answers
175 views

Primitive orthogonal vectors/Unimodular matrices

Primitive sets of vectors are very important in the theory of point lattices, since they constitute the sets of vectors that are part of a basis for the lattice. A set of integer vectors ...
1
vote
0answers
68 views

Characterizing the singular values of a matrix with structure

Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$, $$f(x,y) = e^{\imath\pi x g(y)}$$ where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$ ...
2
votes
1answer
184 views

Multiple eigenvalues over imperfect fields

Let $K$ be a field. For a matrix $A\in GL_n(K)$ we can find the Jordan normal form $A'$ in $GL_n(\overline{K})$, where $\overline{K}$ is the algebraic closure of $K$. We write $j_\alpha(A)$ for the ...
0
votes
1answer
186 views

Covering the cone of positive semidefinite matrices by intervals

Is it possible to cover the cone of positive semidefinite matrices by a finite/countable/interesting family of closed intervals of matrices? How about a general convex cone? For the finite case the ...
2
votes
4answers
369 views

Nth root of a matrix as an analytic function?

Let $A$ be a $k \times k$ invertible matrix over complex numbers. If it possible to write its nth root as an analytic function (i.e. power series in $A$)? EDIT: Complex coefficients can be functions ...
5
votes
0answers
159 views

Largest entry of the inverse matrix?

I wonder if there is a "qualitative way" of predicting from the structure ix of the matrix $A$ which entry of $A^{-1}$ will be the largest. I am specially interested in the case that $A$ is a ...