The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.

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-2
votes
0answers
22 views

Find the number of connected components in pseudospectra [on hold]

Suppose: $B_i \in \mathbb{C}^{n \times n}$, $0<w_i\in \mathbb{R}$ $(i = 0,1,2,\ldots,m)$ ${\rm P}(x) ={\rm{B}_m} x ^m + \cdots + B_1 x + B_0$ is a matrix polynomial, and $x $ is a complex ...
1
vote
0answers
57 views

Boundary of pseudospectra

Suppose: $B_i \in \mathbb{C}^{n \times n}$, $0<w_i\in \mathbb{R}$ $(i = 0,1,2,\ldots,m)$ ${\rm P}(x) ={\rm{B}_m} x ^m + \cdots + B_1 x + B_0$ is a matrix polynomial, and $x $ is a complex ...
2
votes
0answers
54 views

Weyl-type inequality for non-Hermitian matrices?

What is the weakest known condition under which a Weyl-type eigenvalue perturbation inequality holds? Does some analogue hold for normal matrices, for example?
-3
votes
1answer
55 views

A question on matrix polynomial [closed]

Suppose ${P_\Delta }(\lambda ) = ({A_m} + {\Delta _m}){\lambda ^m} + ....... + ({A_1} + {\Delta _1}){\lambda ^1} + ({A_0} + {\Delta _0})$ is a matrix polynomial, and $\lambda $ is a complex ...
1
vote
0answers
33 views

Limits on a parameter $\alpha$ to get positive definite matrix

Given positive semi-definite $n\times n$ matrices $B_k$, how would I go about getting the limits on $\alpha_k$ such that the expression \begin{equation} \mathbb{I}-\sum_{k=1}^{m-1}\alpha_kB_k ...
0
votes
0answers
26 views

Uniqueness and invariance of the LDLT decomposition

A real symmetric positive semi-definite matrix $A$ can be decomposed in the form $A = P^TLDL^TP$, where $P$ is a permutation matrix, $L$ is a lower unit triangular matrix and $D$ is a diagonal ...
5
votes
2answers
113 views

Induced matrix norm less than one for matrices with spectral radius less than one

Let $A$ be a square matrix with elements in $\mathbb{R}$ or $\mathbb{C}$, $\rho\left(A\right)$ stands for the spectral radius of $A$, i.e., the maximum absolute eigenvalue of $A$; $A^{*}$ is the ...
0
votes
0answers
33 views

If $A$ is doubly stochastic and reducible. Why is $A$ permutation similar to a matrix of the form $A_1 ⊕ A_2$

If $A \in M_n$ is doubly stochastic and reducible. Why is $A$ permutation similar to a matrix of the form $A_1 ⊕ A_2$, in which both $A_1$ and $A_2$ are doubly stochastic?
1
vote
0answers
64 views

Let $M = \frac{1}{2}(A + {A^T})$ be real symmetric nonnegative matrix. Why does $\rho (A) \le {\lambda _{\max }}(M)$?

Let $A \in M_n$ be nonnegative, and consider the real symmetric nonnegative matrix $M = \frac{1}{2}(A + {A^T})$. Why does $\rho (A) \le {\lambda _{\max }}(M)$?
1
vote
0answers
68 views

A question on Perron–Frobenius theorem [closed]

Let $A \in M_n$ is nonnegative(all $a_{ij}\ge0$). Suppose $A$ has a nonnegative eigenvector(all entries$\ge0$ ) with $r ≥ 1$ positive entries and $n − r$ zero entries. Why is there a permutation ...
0
votes
0answers
41 views

On the positive definiteness of RBF kernel with DTW distance

Consider an RBF kernel that is defined as $K(\mathbf{x},\mathbf{y}) = \exp\left(-\dfrac{d^2(\mathbf{x},\mathbf{y})}{2\sigma^2}\right)$, where $d(\mathbf{x},\mathbf{y})$ is usually chosen as the ...
6
votes
2answers
323 views

The space of positive definite orthogonal matrices

The matrix $\begin{bmatrix}1 & 0 \\ 0 & -1\end{bmatrix}$ is orthogonal and indefinite. $\begin{bmatrix}1 & 0 \\ 0 & 2\end{bmatrix}$ is positive definite and not orthonormal. and the ...
5
votes
1answer
111 views

On proof of the conditionally negative definiteness of a kernel

Let the kernel be $f(\mathbf{x},\mathbf{y}) = \arccos(\mathbf{x}^T \mathbf{y})$, where $\mathbf{x}$ and $\mathbf{y}$ are $\ell_2$ normalized vectors of the same dimensionality, and $\arccos(\cdot): ...
4
votes
3answers
119 views

Fast Upper Triangular Matrix Exponentiation

Let $Q_n$ be a $n\times n$ matrix with $Q_n=\begin{pmatrix} -\lambda_1-\mu_1 & \lambda_1 & 0 & \cdots\\ 0 & -\lambda_2-\mu_2 & \lambda_2 & \cdots\\ \vdots & \vdots & ...
7
votes
1answer
140 views

approximate stationary distributions of a doubly stochastic matrix and its supports

Given a doubly stochastic matrix $M$ and a distribution $v$,let $M=\sum_{\sigma\in S_n}p_{\sigma}M_{\sigma}$ be any Birkhoff decomposition of $M$, where $M_{\sigma}$ is the permutation matrix induced ...
4
votes
2answers
149 views

Non-asympototic version of Gelfand's formula

Let $A$ be a $n\times n$ matrix. Let $\|A\|$ be the spectral norm of $A$, and $\rho(A)$ be the spectral radius. I am wondering whether the following statement is true. There exists universal ...
3
votes
1answer
92 views

Horn's spectrum problem with random Hermitian matrices

An important problem in matrix analysis, completely solved in the early 2000's by A. Knutson & T. Tao (The honeycomb model of GLn(C) tensor products. I. Proof of the saturation conjecture. J. ...
0
votes
0answers
24 views

Reducing the degrees of freedom in unitary columns

Let $U = diag([U_1, U_2, ..., U_N])$ be a block-diagonal $NM \times NM$ unitary matrix, where each $U_j$ is a unitary $M \times M$ matrix. Furthermore, let $Q_e = kron(I_M, Q)$ be the Kronecker ...
8
votes
0answers
74 views

Which ordering of factors is needed to obtain this kind of determinantal inequalities?

Let $A$ and $B$ be $n\times n$ Hermitian positive definite matrices. The curious determinantal inequality given here, which can be stated as $$\det (A^{4}+ ABBA+BAAB+B^{4})\ge\det(A^{4}+ ...
6
votes
1answer
100 views

Efficient SVD of a matrix without some of the columns

I have a matrix $A \in \mathbb{R}^{p \times q}$ of rank $r$ and its SVD decomposition, i.e, $$ A = U S V^\top, $$ where $U \in \mathbb{R}^{p \times r}$ and $V \in \mathbb{R}^{q \times r}$ are ...
17
votes
1answer
399 views

Almost commuting unitary matrices

Suppose that $A_1,\dots, A_k$ are unitary matrices such that any two of them can be approximated by commuting unitary matrices. i.e. for any $i$ and $j$, there are unitary matrices $A_i'$ and $A_j'$ ...
-1
votes
1answer
40 views

finding a unitary submatrix inside a random matrix

Let $\mathbf{R} \in \mathbb{C}^{~m \times n} $ with $m \leq n $ be a random matrix, whose entries are i.i.d zero mean random variables with circularly symmetric Normal distribution. Let where $r$ be ...
0
votes
0answers
34 views

Triangle inequality for nonconvex functions of singular value vector

For a nonconvex function $p_\lambda(\cdot)$, with hyper-parameter $\lambda$, it can be decomposed into two parts that $p_\lambda(t) = \lambda |t| + q_\lambda(t)$, where $q_\lambda(t)$ is the concave ...
-1
votes
1answer
183 views

How bad could $\|A^k\|$ be when $\rho(A) < 1-\delta$ [closed]

(Sorry, I do hate editing this many many times but let me try the last time) Gelfand's formula says that $$\lim_{k\rightarrow \infty} \|A^k\|^{1/k} = \rho(A)$$ I am wondering whether there is any ...
1
vote
0answers
30 views

connected stable rank

There is a beautiful formula by Leonid Vaserstein relating the Bass and topological stable rank of a commutative unital Banach algebra A to that of the matrix algebra M_n(A). Is there something ...
0
votes
0answers
42 views

log convexity for the norm of vector-valued function

Log convexity of various functions defined on the space of Hermitian matrices plays an important role in matrix analysis and probability theory. Given $v \in \mathbb{C}^n$, $D$ a diagonal matrix with ...
2
votes
0answers
83 views

What does similar eigenvectors and eigenvalues of two matrices really mean? [closed]

Empirically I've noticed that diagonally dominant matrix G and it's diagonal version D (diagonal elements of G on the diagonal and all other elements are set to zero) produce similar eigenvalues and ...
3
votes
0answers
42 views

Isometric domain of a unital completely positive map with respect to $L_p$-norms

This question can be formulated for general ($\sigma$-finite) von Neumann algebras, but for me it is enough to consider matrix algebras. So let $M$ be a matrix algebra and $\rho$ a faithful state ...
2
votes
1answer
55 views

Regularity of decomposition of matrix-valued function

Here is the problem. Suppose I have a positive definite matrix-valued function $A\colon \mathbb{R}^n\to \mathbb{R}^{n\times n}$. Then we know that there is a matrix-valued function $B\colon ...
1
vote
1answer
81 views

Is this matrix positive semi-definite? [closed]

Consider $K$ vectors $x_1,\dots,x_K$ in $\mathbb{R}^N$. Define the $K\times K$ matrix $A$ whose $(i,j)$ entry is given as $$A_{ij}=\exp(-\frac{||x_i-x_j||^2}{2})$$ Is this matrix Positive ...
0
votes
0answers
48 views

Composition of upper semi-continuous real valued function with upper semi-continuous matrix valued function

Say that a matrix valued function $A: \mathbb{R} \rightarrow \mathbb{R}^{n \times n}$ is upper semi-continuous at $x_0$ if $$ \limsup_{x \rightarrow x_0} A(x) \preceq A(x_0), $$ where $\preceq$ ...
1
vote
0answers
136 views

3-regular (cubic) graph with adjacency eigenvalue 1

Suppose $A\in\{0,1\}^{n\times n}$ is the adjacency matrix of a 3-regular (cubic) graph $G=(V,E)$; that is, all $n$ vertices $v\in V$ in the graph have three neighbors. Is there a nice necessary ...
5
votes
1answer
75 views

when does elementwise-log preserve positive-semidefiniteness?

Let $Z$ be a positive semidefinite matrix with nonnegative entries, and define $X=\log(1+Z)$, where the $\log$ is taken entrywise, i.e., $X_{ij}=\log(1+Z_{ij})$. Are there some simple sufficient ...
4
votes
2answers
85 views

Integral roots of circulant matrix

When does the circulant matrix have only integral roots? For example: all roots of the adjacency matrix of the complete graph $K_n$ are integer, which its adjacency matrix is circulant, but in case ...
2
votes
2answers
1k views

Proof for the derivative of the determinant of a matrix [closed]

I was looking for theorems that might be helpful in order for some proofs that I have and I came across the following one: $$\frac{d}{dt} [detA(t)]=detA(t) \cdot tr[A^{-1}(t)\cdot \frac{d}{dt} ...
2
votes
1answer
121 views

Any interesting properties of the matrix $M:=(m_{ij})$ with $m_{ij}=min(i,j)$? [closed]

Do you know any interesting properties on the matrix $M(n):=(m_{ij})$ of size $n \times n,$ where $m_{ij}= \text{min}(i,j)$ ? The matrix $M$ enumerates certain combinatorial objects.
6
votes
2answers
139 views

Existence and characterization of transitive matrices?

We call a matrix $M \in \mathbb{R}^{d \times d}$ transitive if it satisfies the following: For any three vectors $u, v, w$ in $\mathbb{R}^d$. If $u^T M v > 0$ and $v^T M w > 0$ then $u^TMw ...
3
votes
1answer
177 views

Eigenvalues of the sum of two matrices, where one is $B=\operatorname{diag}(1, 0,\dots,0)$

I know that given two matrices $A$ and $B$, estimating the eigenvalues of $A + B$ by the eigenvalues of $A$ and $B$ is generally a non-easy problem. In particular, there are some results for matrices ...
3
votes
1answer
432 views

Comparing norms on tensor products of matrices

Given a Hilbert space $H$, let $S_1(H)$ denote the space of trace-class operators on $H$, with the trace-class norm or Schatten 1-norm. That is $$ \Vert T \Vert_1 = \sum_{j\geq 1} |s_j| $$ where ...
0
votes
0answers
52 views

Can we increase spectral norms of All maximum size square submatrices by orthogonal perturbation?

Let the matrix $A$ consist of $k$ columns from some $n \times n$ orthogonal (unitary) matrix. It is obvious that there is no perturbation of $A$ which leaves its columns orthonormal, increases ...
2
votes
1answer
136 views

Finding matrices $A$ such that the entries of $A^n$ have specified signs

What techniques are there for ensuring nonnegativity of various entries of matrix powers? Specific Question: Consider a matrix $A\in SL_2(\mathbb R)$. Let $(A^n)_{i,j}$ denote the $(i,j)$ entry of ...
0
votes
0answers
42 views

Column Inner Products vs. Row Inner Products

Given two matrices $A,B\in\mathbb{R}^{n\times r}$ where $A$ has orthogonal columns and $A^TB$ is symmetric, are there any non-trivial interesting relationships / inequalities between the following ...
1
vote
1answer
57 views

How to determine an unitary operator involved in an unitary transformation?

Let two real matrices $A$ and $B$ be unitarily equivalent. How to determine (computationally or theoretically) the unitary operator $U$ s.t. $A = UBU^\dagger$? Is it possible for some special class of ...
30
votes
3answers
2k views

A curious determinantal inequality

In my study, I come across the following curious inequality, which I do not know a proof yet (so I am asking it here). Let $A, B$ be $n\times n$ (Hermitian) positive definite matrices. It is very ...
3
votes
0answers
94 views

Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, ...
0
votes
0answers
71 views

The 2-norm of a positive circulant matrix

Define a circulant matrix $A$ for complex numbers $a_1, a_2, ..., a_n$ as follows: $$ \text{circ}(a_1,\ldots,a_n)= \left[ \begin{matrix} a_1& a_2 & \cdots & a_{n-1} & a_n \\ a_n& ...
2
votes
2answers
211 views

If $A>B>0$, can we always find a positive real number $\alpha$, $0<\alpha < 1$ such that $\alpha A \geq B $?

Suppose we have positive-definite matrices $A$, $B$, if $A>B>0$, can we always find a positive real number $\alpha$, $0<\alpha < 1$ such that $ \alpha A \geq B $? If it has, then what ...
1
vote
0answers
77 views

Perturbation of eigenvalues of some special matrices

In perturbation theory of linear operators, one major question is how the eigenvalues of a linear operator $A$ change under a small perturbation, $A(x) = A + xP$, with $x\in\mathbb{R}$. For instance, ...
19
votes
4answers
733 views

How much redundancy resides in an $n \times n$ orthogonal matrix?

Suppose one has an $n \times n$ orthogonal matrix $M$: $$ \left( \begin{array}{ccc} 0.239326 & 0.846726 & 0.475161 \\ 0.768893 & 0.13356 & -0.625272 \\ 0.592897 & ...
7
votes
5answers
341 views

Packing obtuse vectors in $\mathbb{R}^d$

I came across this attractive theorem: Theorem. In $\mathbb{R}^d$, there can be at most $d+1$ vectors that form an obtuse angle with one another. This was proved1 as a corollary of a lemma about ...