**7**

votes

**1**answer

95 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 - ...

**2**

votes

**0**answers

52 views

### Eigenvectors as continuous functions of matrix - diagonal perturbations

The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...

**-4**

votes

**0**answers

31 views

### Large Matrix problem [on hold]

I have been searching the internet for a large matrix problem but didn't find any problem.
I am searching for a problem like for example Kirchhoff's Rules Problems where you have I1, I2...etc ...

**2**

votes

**0**answers

12 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 ...

**-2**

votes

**0**answers

24 views

### Matrix decomposition ( Kronecker product decomposition) [on hold]

How to solve the following matrix equation: $Q = A \bigotimes B$ (Given $Q$)?
Can we prove that if $Q \in \mathbb{R}^{n^2\times n^2}$ and $Q$ is symmetric, there always exist $A,B$ such that $Q = A ...

**6**

votes

**2**answers

189 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 ...

**0**

votes

**1**answer

64 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,∞) ...

**-2**

votes

**0**answers

54 views

### Rotation Matrices [closed]

I am not a mathematician strictly speaking I am in fact a computer science PhD student but my problem couldn't be solved by computer scientist I'm sure.
I am actually programming in Android. An ...

**2**

votes

**1**answer

362 views

### Diagonalization of 4th order tensors

I have been wondering about the following problem...
Let $n$ be a positive integer and denote by $M_n^s$ the space of symmetric $n\times n$ real matrices. Now, we look at the space $\mathcal ...

**5**

votes

**2**answers

842 views

### Matrix derivative with respect to the pseudo-inverse

I'm trying to find a expression for the matrix derivative with respect to the pseudo-inverse of a matrix. So, i have some function $f(A)$ of a matrix $A$, which is singular. If it weren't I could use ...

**-4**

votes

**0**answers

44 views

### How to solve Ax=b using matlab [closed]

What is the best way to solve XA=B in matlab, where A and B are 3*4 matrices and X is 3*3 matrix.

**16**

votes

**3**answers

2k views

### Alternate and symmetric matrices

Greetings to all !
Let me first confess that this question was mentionned to me by Bernard Dacorogna, who doesn't sail on MO.
Let $A\in M_{2n}(k)$ be an alternate matrix. Say that $A$ is ...

**0**

votes

**4**answers

145 views

### About adding a negative definite rank-1 matrix to a symmetric matrix

If $B$ is a symmetric matrix then how do its eigenvalues compare to the eigenvalues of $B - vv^T$? ( where $v$ is a vector of the same dimension as $B$)
I guess that the eigenvalues of $B - vv^T$ ...

**6**

votes

**1**answer

187 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 ...

**0**

votes

**0**answers

21 views

### Orthogonal matrices [migrated]

I've always been told that special orthogonal group (matrices M such as M$M^T$=I and detM=1) represents the rotation. But how do you prove it? I thought it was easy until i tried to do it for ...

**1**

vote

**0**answers

52 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

53 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 ...

**2**

votes

**1**answer

170 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 ...

**3**

votes

**2**answers

414 views

### S-matrix conjecture: status?

Is the $S$-matrix conjecture still open? I mean the one listed as Problem 7 in this survey.

**8**

votes

**2**answers

326 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 ...

**2**

votes

**0**answers

295 views

### How to prove the following determinant identity? [migrated]

This problem is relevant to the spin operator matrix elements in the quantum 1D XY model.
For any even integer $N$, define two sets ...

**0**

votes

**0**answers

54 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 ...

**1**

vote

**0**answers

153 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 ...

**-1**

votes

**0**answers

19 views

### Matrix Calculus and Dot Products [migrated]

I'm a beginner at matrix calculus and I've been using the Wikipedia page for my rules. I'm having some trouble with this problem that I've faced. I know the solution, but I'm wondering why my strict ...

**-1**

votes

**0**answers

29 views

### Generating pairs of $\mathfrak{su}(N)$ and $\mathfrak{so}(N)$ Lie algebras - characterization

It is known that any simple Lie algebra can be generated by two elements (Kuranishi paper). Is it know how to characterize ALL generating pairs for $\mathfrak{su}(N)$ and $\mathfrak{so}(N)$ algebras?

**6**

votes

**4**answers

425 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.

**0**

votes

**0**answers

61 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

**1**answer

838 views

### Conjugate Matrix

Let $A$ be a nilpotent square matrix, $J$ be the antidiagonal matrix with 1's on the secondary diagonal (i.e. $J^{2}=E$) and let $B=J A J.$ Suppose we conjugate the matrices $A,B$ by a matrix ...

**4**

votes

**1**answer

140 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 ...

**41**

votes

**7**answers

2k 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 + ...

**2**

votes

**1**answer

145 views

### Rank changes with matrix edits

Assume we have rank $r$ real matrix $M\in\{0,1\}^{n\times n}$ (not constrained to symmetric).
Assume $W\in\{0,1\}^{n\times n}$ is rank $1$ real matrix.
Case $1$: $M+W\in\{0,1\}^{n\times n}$.
Could ...

**5**

votes

**0**answers

163 views

### Characterizing matrices with rank constraint

Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...

**1**

vote

**0**answers

44 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 ...

**6**

votes

**7**answers

667 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 ...

**4**

votes

**2**answers

988 views

### rank-one perturbation of a matrix corresponding to a specific spectrum

Let $A$ be a real symmetric matrix whose spectrum is $\lambda_1,\lambda_2,\ldots,\lambda_n$.
Let $A'$ be the matrix obtained by adding a perturbation to $A$. The requirement is that only the second ...

**2**

votes

**2**answers

245 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

40 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 $n$ ...

**6**

votes

**1**answer

7k views

### vector to diagonal matrix [closed]

For any column vector we can easily create a corresponding diagonal matrix, whose elements along the diagonal are the elements of the column vector.
Is there a simple way to write this transformation ...

**1**

vote

**0**answers

24 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 ...

**0**

votes

**0**answers

22 views

### Degree $2$ nilpotent matrices with non-zero product [migrated]

Let $n$ be sufficiently large positive integer.
Let $M_i$ be $n$ matrices with entries in either $\mathbb{C}$
or $\mathbb{Z}/n \mathbb{Z}$.
Is it possible, (1) for $1 \le i \le n, M_i^2=0$ and
...

**1**

vote

**0**answers

72 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 ...

**21**

votes

**4**answers

24k views

### Eigenvalues of Matrix Sums

Is there a relationship between the eigenvalues of individual matrices and the eigenvalues of their sum?
What about the special case when they are Hermitian and positive-definite?
I am investigating ...

**2**

votes

**0**answers

175 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 ...

**2**

votes

**1**answer

223 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 $n\times n$ ...

**4**

votes

**0**answers

89 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

69 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, ...

**7**

votes

**0**answers

79 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 ...

**1**

vote

**2**answers

126 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
...

**25**

votes

**1**answer

760 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 ...

**6**

votes

**3**answers

302 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 ...