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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3
votes
1answer
39 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 ...
-3
votes
0answers
46 views

(tensor decomposition) Is there a reference/source paper for the TUCKER_ALS() in Tensor Toolbox for MATLAB? [on hold]

TUCKER_ALS computes the best rank-(R1,R2,..,Rn) approximation of tensor X, according to the specified dimensions. I am using MATLAB Tensor Toolbox Version 2.5. Iam wondering if I write a paper or ...
3
votes
0answers
120 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 ...
0
votes
0answers
66 views

Eigenvalue of (0-1) matrix

Assume I have 2 matrices, each of size nxn with only 1 and 0 as entries in both. (n>10) The first matrix (call it A) has each row summing up to 2 (ie: on each row, it has two "1" and n-2 "0"). It is ...
2
votes
1answer
125 views

Linear dynamical systems: interpretation of Frobenius eigenvector

Consider a positive linear dynamical system. $\frac{dx}{dt}=Ax$, where $A$ is a quasipositive/Metzler/essentially nonnegative matrix. By its properties, the vector $x$ will remain positive for all ...
1
vote
0answers
23 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 ...
-1
votes
0answers
43 views

vector-matrix notation and expectation of matrix and Hermitian product [on hold]

Let $\textbf{h} \in \mathbb{C}^{N\times 1}$, $\textbf{a} \in \mathbb{C}^{N\times 1}$, $\textbf{b} \in \mathbb{C}^{N\times 1}$ and $\textbf{c} \in \mathbb{C}^{N\times 1}$. The variable $h_i$ is defined ...
2
votes
1answer
105 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 ...
6
votes
2answers
460 views

Is this Hankel matrix in trace class

Let A be the infinite Hankel matrix with the coefficient $$A_{kj}=e^{(-t(k+j)^2)}-e^{(-t(k+j+2)^2)},$$ with $t$ a nonnegative real number. Is $A$ in trace class with a norm bounded by an absolute ...
5
votes
1answer
84 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 ...
0
votes
0answers
37 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 $\|A^{-1}\|_{\infty} \le \max_i\frac{1}{|a_{ii}|-\sum_{j \neq i}|a_{ij}|}$, where the ...
7
votes
1answer
83 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 ...
-1
votes
0answers
36 views

Derivation of an ML-estimator [closed]

I have a likelihood function I would like to understand the rewritting of. Since I can't post images containing the algebra with 3 reputation points, I kindly refer you to my question posted on ...
0
votes
0answers
33 views

Representing product and sum updates of values with matrix difference equations [closed]

A vector v updates all of its elements simultaneously in discrete time steps. At each time step, each element of v may change in one of the following ways: It may remain the same. (ex: v1 = v1) It ...
0
votes
1answer
247 views

eigen-decomposition solution? is it unique?

Assume an N*N covariance matrix (Q) which is a positive definite matrix. The decoder X is assumed to be N*s, where s<=N. X is calculated to be s eigenvectors corresponding to s minimum eigenvalues. ...
10
votes
1answer
207 views

Hölder's inequality for matrices

I was wondering if the Hölder's inequality was true for matrix induced norms, i.e. if $$\|AB\|_1 \leq \|A\|_p\|B\|_q, \quad\forall p,q \in [1,\infty] \text{ s.t. } \tfrac{1}{p}+\tfrac{1}{q} = 1.$$ But ...
1
vote
1answer
235 views

Odd subgroup of $\mathrm{GL}(n,\mathbb{Z})$

The group $\mathrm{GL}(n,\mathbb{Z})$ acts on $(\mathbb{Z}/2\mathbb{Z})^n$ by right multiplication (the same kind of things can be done with left action). I denote by $H\subset ...
9
votes
1answer
347 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 ...
7
votes
0answers
156 views

Solving $P=AB,Q=BA$, in the unknowns $A,B$

Let $p\geq q$ $P\in M_p(\mathbb{C}),Q\in M_q(\mathbb{C})$. We seek $A\in M_{p,q},B\in M_{q,p}$ s.t. $P=AB,Q=BA$. The NS conditions for the existence of $(A,B)$ are given in On the matrices AB and BA. ...
0
votes
1answer
68 views

Understanding the derivation of a ML-estimator (statistics)

I'm trying to understand the derivation of a ML-estimator and more specifically the rewriting of the covariance matrix $\Sigma$. In this rewriting, a lemma is used to show that: $$ \tag{1} ...
8
votes
2answers
682 views

On the Positive Definiteness of a Linear Combination of Matrices

In my work in PDE, the following problem in linear algebra came up. Any help in this direction is appreciated. QUESTION: Let $m,n\in\mathbb{N}$ and let $A_1,\ldots, A_m\in M_n(\mathbb{R})$ be real, ...
34
votes
1answer
2k views

Geometric interpretation of characteristic polynomial

The coefficients of lowest and next-highest degree of a linear operator's characteristic polynomial are its determinant and trace. These have well-known geometric interpretations. But what about its ...
2
votes
1answer
71 views

Convergence of iterated stochastic matrices

It is well-known that for a stochastic aperiodic matrix $M$, the sequence $(M^n)_n$ converges. Here I would like to a have a more precise analysis. Consider now a sequence of stochastic matrices ...
5
votes
1answer
214 views

Convergence rate for product of stochastic matrices

Hi, I have a system of the form $$x(t+1) = A(t + 1) x(t),$$ for $t \geq 1$, and some fixed initial condition $x(1)$. Here $A (t)$ is a time-varying $m \times m$ matrix that is stochastic at all ...
3
votes
1answer
73 views

Decomposition of a semi-definite matrix into sums of sparse semi-definite matrices

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
1
vote
2answers
193 views

What is the name for the type of matrices?

Let $ K $ be a field. We can recursively define matrices as $ M_{a} = (a)$ for any $ a\in K $ and $$ M_{a_1, \cdots, a_{2^i}} = \begin{pmatrix} M_{a_1, \cdots, a_{2^{i-1}}} & M_{a_{2^{i-1} ...
4
votes
1answer
1k views

Upper bound on largest eigenvalue of a real symmetric n*n matrix with all main diagonal >0, everywhere else <=0

Is there a good analytic upper bound on the largest eigenvalue of a real symmetric n*n matrix with all main diagonal entries strictly positive, all other entries <=0 with typically many of them ...
0
votes
1answer
50 views

Strassen's algorithm for higher order matrices [closed]

So I am clear with the basic Strassen's algorithm. For a regular 2*2 matrix, it will perform 7 multiplications instead of the conventional 8 for regular matrix multiplication algorithms. The seven ...
6
votes
1answer
198 views

An inequality for positive definite matrices

Let $K$ and $K^\prime$ positive definite $n \times n$ matrices, such that for all vectors $f \ge 0$ with nonnegative coordinates we have $$\sum_{i,j} K_{ij} f_i f_j \le \sum_{ij} K^\prime_{ij} f_i ...
3
votes
0answers
196 views

The Poisson-kernel in the plane and polynomials

Let \begin{align*} p(z) & = \ \prod_{j = 1}^{n} (z - z_j) \, ; \ |z_j| \ = \ 1 \\ & = \ \prod_{j = 1}^{l+1} (z - z_j)^{M_j} \end{align*} be a non-constant complex polynomial with ...
2
votes
1answer
77 views

Existence of parametrizations of rational orthogonal matrices

I suppose that there are formulas which parametrize all the orthogonal matrices with rational coefficients. Does anyone know anything about it? And what are some publications that discuss this? ...
2
votes
0answers
79 views

Stationary Distribution for Markov-like system?

Let \begin{equation} A= \begin{pmatrix} 0 & a_{1,2} & a_{1,3} \\ a_{2,1} & 0 & a_{2,3} \\ a_{3,1} & a_{3,2} & 0 \end{pmatrix}, \end{equation} \begin{equation} B= ...
8
votes
3answers
810 views

Efficiently computing a matrix's induced p-norm

Suppose $A$ is an $m\times n$ real matrix and we need to find $||A||_p$ for $p \notin \{1,2,\infty \}$. What is the most efficient way to compute $||A_p||$? Here's one naive approach I can think of. ...
4
votes
2answers
121 views

Dimension of the nilpotent centralizer of a nilpotent matrix

Fix a natural number $n$ and an algebraically closed field $k$. Let $\mathfrak{g}=\mathfrak{gl}_n(k)$. For any partition of $n$, $\lambda=(\lambda_1,\ldots,\lambda_r)$, let $A_{\lambda}$ be the ...
7
votes
1answer
553 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 ...
2
votes
0answers
130 views

Separating the eigenvalues of a Hermitian matrix with a special block structure

I have a square matrix $J \in \mathbb{C}^{2n \times 2n}$ where, $J=\begin{pmatrix} A&B \\\bar{B} & A \end{pmatrix}$ $A \in \mathbb{R}^{n \times n}$ and is ${\bf diagonal}$. $B \in ...
4
votes
0answers
256 views

Is that series-transformation known in the context of divergent summation?

Note: I asked this question in math.stackexchange but did not receive an answer Background: In the context of divergent summation I'm analyzing the matrix of eulerian numbers for a regular ...
3
votes
1answer
86 views

Trace of multiplied positive definite matrices

I have to compute $Tr(K^{-1}\Sigma)$ where both $K$ and $\Sigma$ are symmetric positive definite matrices. Question is considering that I have computed the Cholesky, $L_1$ of $K$ previously, is there ...
1
vote
0answers
24 views

Conditional Distribution of Inverse Wishart

Suppose $\begin{bmatrix} K_{11} K_{12}\\K_{12}^T K_{22} \end{bmatrix}\sim\mathcal{IW}\left(\eta,\begin{bmatrix} \Sigma_{11} \Sigma_{12}\\\Sigma_{12}^T \Sigma_{22} \end{bmatrix}\right)$. What is the ...
11
votes
4answers
489 views

Eigenvectors of a particular transition matrix

I am considering a Markov chain with $n$ states with a particularly nice structure. The transition matrix is as follows: \begin{equation}\mathbf{P}=\begin{pmatrix} 0 & 0& \dots&0 & 0 ...
-2
votes
1answer
121 views

Solving a difficult equation for a variable?

I'm trying to obtain the maximum likelihood estimate of the parameters for a model I'm building. I have constants $\sigma$, $\mu$, and $q_0$; a boolean matrix $\alpha$; and vectors $A, \beta, r, d,$ ...
3
votes
4answers
982 views

Parametrization of O(3)

Is there a simple way to parametrize the orthogonal group O(3) of 3 by 3 orthogonal matrices?
2
votes
1answer
164 views

Matrix equation XAX=B where the solution must be diagonal [closed]

$$X_{solution}=\arg\min_X \|XAX-B|_F \quad\mathrm{subject\ to}$$ X is square and diagonal A is square and positive semi-definite B is square and positive semi-definite Any pointers or relevant ...
0
votes
0answers
43 views

Eigenvalues of a “Half-Kronecker ” Product

The Problem: Given a 2 by 2 matrix $C$(the matrix elements of C are given), and two other 2 by 2 matrices $A$ and $B$(the matrix elements of A and B are given). Now we can construct a new matrix ...
1
vote
2answers
95 views

Mixing Numerical Range and inner product

Let $\mathbf{A}$ and $\mathbf{b}$ be a symmetric $N\times N$ real matrix and $N\times 1$ real vector respectively. Then consider the set of points in $\mathbb{R}^2$ defined as \begin{align} ...
-1
votes
1answer
83 views

Determinant of a sum of two Hankel matrices [closed]

First version: Let $A$ and $B$ be (complex) Hankel matrix. Is it true that $\det (A+B)\neq 0$ if $\det A=0$ and $\det B\neq0$? No. Reformulating: For which $B$ is it true that $\det (A+B)\neq 0$ if ...
4
votes
3answers
197 views

Sherman-Morrison type formula for Moore-Penrose Pseudoinverse

Given an $n\times n$ invertible matrix $\mathbf A$ and two column vectors $\mathbf u$, $\mathbf v\in\mathbb R^n$, suppose that $1 + {\mathbf v}^T {\mathbf A}^{-1}\mathbf u \neq 0$. Then the ...
3
votes
1answer
97 views

The spectral radius of a modified graph

Let $H$ be a graph and let $G=H \vee K_{1}$ be obtained by creating a new vertex and joining it to every vertex in $H$. This situation has many different names: $G$ is called the cone or the ...
2
votes
0answers
61 views

A matrix completion problem

In their paper, "Corners of Normal Matrices," R. Bhatia and M.D. Choi ask the following question: Given a matrix pair $(B,C)$ where $B,C∈M_n$, does there exist matrices $A,D ∈ M_n$ such that the block ...
0
votes
0answers
51 views

Property of quasipositive matrices

I saw this theorem stated in a paper without proof and I have difficulty proving it. If $A$ is an $n\times n$ matrix with non-negative off-diagonal entries, let $s(A)$ be the real eigenvalue such ...