**6**

votes

**1**answer

210 views

### Diagonalization of the matrix $(1/(i+j+\rm{const}))_{i,j}$

Consider the following infinite matrix: $A_{i,j}=\frac1{i+j+\gamma}$, $0\leq i,j<\infty$, $\gamma>0$ is a constant. Is it known how to diagonalize $A$, or, say, calculate $(I+tA)^{-1}$ for ...

**5**

votes

**0**answers

175 views

### Operator arithmetic-harmonic mean inequality with operator-valued weights

Let $\Lambda_1,\dots,\Lambda_n$ be strictly positive definite operators in the Euclidean space $\mathbb{R}^d$. By an operator arithmetic-harmonic mean inequality with weights $\Lambda_i$ I mean the ...

**0**

votes

**0**answers

28 views

### Exact diagonalization of tridiagonal centrosymmetric matrices

It is said that one can diagonalize a tridiagonal matrix using the analytical Lanczos method http://arxiv.org/abs/cond-mat/9712283v1. In some references in it, they always say that the starting point ...

**0**

votes

**0**answers

48 views

### Random Matrix Theory: question on a quantity on page 87 in book of Bai and Silverstein 2010

Anyone else is reading carefully the book of Bai and Silverstein 2010, titled "Spectral Analysis of Large Dimensional Random Matrices"?
On page 87 of this book, when they state the final step in the ...

**2**

votes

**0**answers

167 views

### Can anyone help me deduce a matrix inequality?

The following lemma is taken from references firstly.
Lemma 1 [1-2] Given matrices $Q=Q^{T} , F, M$ and $N$ of appropriate dimensions, then $$Q+MFN+N^{T}F^{T}M^{T}<0$$
for all $F$ satisfying ...

**7**

votes

**2**answers

562 views

### About Sylvester's determinant

If $A$ is any $n \times m$ matrix and $B$ is any $m \times n$ matrix then one familiar form of the Sylvester's identity is $\det(I + AB) = \det(I + BA)$.
Now somehow curiously this above identity ...

**11**

votes

**0**answers

243 views

### Ratio of entries of A and log A where A is a triangular matrix

Consider triangular matrices $A = \left( {a(n,k)} \right)$ of arbitrary order with $a(n,k) = 0$ if $n + k$ is odd and $a(n,n - 2k) = \frac{{n!}}{{k!(n - 2k)!}}\frac{{(m + n - k - 1)!}}{{(m + n - ...

**0**

votes

**3**answers

122 views

### Maximizing/Minimizing the Operator norms of 0-1 matrices subject to a constraint

Fix $n$ and let $B, C$ be two $n \times n$ 0-1 matrices of full rank such that $\sum_{i,j} b_{i,j}^2 = \sum_{i,j} c_{i,j}^2$, in other words they have the same number of $0$ entries and the same ...

**4**

votes

**1**answer

117 views

### Counting Boolean Normal Matrices of size $2n \times 2n$

Fix $n$ a natural number. Consider the set of all $2n \times 2n$ matrices with entries from {0,1}. This is clearly a finite set. I would like to count the number of such normal matrices for fixed ...

**6**

votes

**0**answers

197 views

### Product $PVPVP$ is elementwise nonnegative?

Let $P\in \mathbb{R}^{n\times n}$ be the inverse of a positive definite M-matrix and $V\in \mathbb{R}^{n\times n}$ be any diagonal matrix. Prove (or disprove) that $PVPVP$ is elementwise nonnegative.
...

**4**

votes

**2**answers

221 views

### Do singular values dominate eigenvalues?

Suppose $A$ is an $n \times n$ complex matrix with singular values $s_1 \ge s_2 \ge \cdots \ge s_n$ and eigenvalues $(\lambda_i)_{i=1}^{n}$ arranged so that $|\lambda_1| \ge |\lambda_2| \ge \cdots ...

**2**

votes

**1**answer

153 views

### lower bound of a trace quadratic form [closed]

i want to find a lower bound on the following expression:
$tr(AXA^T)$ in terms of $tr(X)$
where A is real $n\times n$ matrix and $X>0$ is positive symmetric. It seems that the following bound is ...

**2**

votes

**0**answers

84 views

### What is the significance of the median eigenvalue?

When I look at the spectral density plots of my (usual) laplacian graphs, they spike at the median eigenvalue. But what significance for the graph/matrix (which originates from a network) does the ...

**4**

votes

**2**answers

215 views

### The eigenvectors and eigenvalues of matrix geometric mean

This is a follow up question on from How to solve a non-homogeneous quadratic matrix equation?.
Given the matrix $G = A(A^{-1}M)^{1/2}=A^{1/2}(A^{-1/2}MA^{-1/2})^{1/2}A^{1/2}$, where $A=-H^{-1}$, ...

**3**

votes

**2**answers

314 views

### How to solve a non-homogeneous quadratic matrix equation?

I am looking to solve the following matrix equation for $G$
$$GHG + M = 0$$
where $G$, $H$, and $M$ are square, symmetric, real matrices. $H$ is negative-definite and $M$ is positive-definite. $G$ ...

**1**

vote

**1**answer

47 views

### Partial Constraint of Low Rank Matrix

Suppose $X \in \mathbb{R}^{m \times n}$ is a rank $r$ matrix. Let $\Omega$ be a generic subset of $\in \{1, \ldots, m\} \times \{1, \ldots, n\}$ of cardinality $r(m + n - r)$. Denote by $X_{\Omega}$ ...

**1**

vote

**0**answers

75 views

### Does this permanent have a closed form?

What is the closed form of this permanent? (similar to the Cauchy determinant)
\begin{aligned}
f(z_1,z_2,\cdots,z_N,w_1,w_2,\cdots,w_N)=\left[
\small{\begin{matrix}
\frac{1}{(z_1-w_1)^2} && ...

**0**

votes

**0**answers

69 views

### Eigenvalue bounds for covariance matrix

If if have a random vector $\mathbf{a}\in \mathbb{R}^n$, and I form the covariance matrix of its elements $C=\mathbb{E}[\mathbf{a}\mathbf{a}^T ]-\mathbb{E}[\mathbf{a}]\mathbb{E}[\mathbf{a}]^T$, can I ...

**11**

votes

**1**answer

294 views

### Hlawka inequality for determinants of positive definite matrices

It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) ...

**1**

vote

**1**answer

110 views

### Connection between eigenvalues of A and its LDL decomposition

Consider an undirected graph $G$ with $N$ vertices and its adjacency matrix $n_{ij}$: $n_{ij} = 1$ if vertices $i$ and $j$ are connected by an edge and $n_{ij} = 0$ otherwise. Consider $A_{ij} \equiv ...

**0**

votes

**0**answers

42 views

### Distribution of Wishart Sample Eigenvalues for Multiple Roots

I am interested in finding an asymptotic approximation to the latent roots $l_1>\dots>l_p$ of a white noise Wishart matrix $nS\sim W_p(n,I)$ as $n\rightarrow\infty$ (where $p$ is fixed). In ...

**10**

votes

**2**answers

434 views

### Nearby matrices have nearby leading eigenvectors?

Suppose I have a symmetric positive semidefinite matrix $A$ with leading eigenvalue $1$ of multiplicity $1$ and remaining eigenvalues $\leq\epsilon$. I am told that another symmetric positive ...

**0**

votes

**0**answers

69 views

### Rational matrix functions theory and the state space method for the case of two variables

I know there is a well-developed theory of rational matrix functions. It can be found in a number of books by Israel Gohberg et al.:
"Factorization of Matrix and Operator Functions: The State Space ...

**1**

vote

**2**answers

722 views

### Taking matrix derivative with MATLAB or Wolfram Alpha [closed]

I want to take the derivate of a rather complicated matrix expression. Is it possible to do this in MATLAB or Wolfram Alpha? Here is what I am trying to calculate:
\begin{equation}
\frac{\partial}{ ...

**6**

votes

**1**answer

324 views

### On the positivity of matrices

For given $n$, the following $n\times n$ real matrix $M=M^{T}$ is called positive, if
$x^{T}M x\geq 0$
holds for all non-negative real $x_1,x_2,\cdots,x_n$,
where $x=(x_1,x_2,\cdots,x_n)^T$.
...

**4**

votes

**1**answer

80 views

### What are the upper bound and stability conditions for the following simple linear system?

Consider the following linear system
$$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1)
$$
where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, ...

**7**

votes

**1**answer

371 views

### Block Matrix determinant

Consider the $k \times k$ block matrix:
$ C = \left(\begin{array}{ccccc} A & B & B & \cdots & B \\ B & A & B &\cdots & B \\ \vdots & \vdots & \ddots & ...

**4**

votes

**2**answers

225 views

### Is there an easy way to tell if all eigenvalues of a unitary or self-adjoint matrix only have eigenvalues of multiplicity two?

I am interested in a class of $2n\times 2n$ unitary matrices with complex entries (if you prefer, we can replace "unitary" with "self-adjoint").
I know that all the eigenvalues of matrices in this ...

**0**

votes

**1**answer

93 views

### Efficient way to find SVD of sum of projection matrices?

Lets say that we have n matrices of data $X_i : i \in [1, n]$. All $X_i$ have the same number of rows.
Their associated projection matrices are $P_i = X_i(X_i^T X_i)^{-1}X_i^T$
Also say that we have ...

**0**

votes

**1**answer

102 views

### Relation between the subordinate norm and the spectral radius of a matrix

Let's define the following subordinate norm of a $(NM \times NM)$ matrix A norm as follows
\begin{eqnarray*}
||A||_{2,b} = \mathrm{max}_{x \in \mathbb{C}^{NM}} \left \{ \frac{||A x||_b}{||x||_2} ...

**2**

votes

**1**answer

164 views

### Alike looking matrices imply convergence of eigenvalues?

This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators.
We want to look at matrices that agree in most of their entries and ...

**11**

votes

**2**answers

559 views

### Multiplicative Identity for all elements in SU(n)

Let $\{P_i\}$ be a subset of $SU(n)$ such that for any $U$ in another subset (or perhaps subgroup) $H$ of $SU(n)$: $$P_1UP_2U\cdots P_mU=I$$ where $I$ is the identity element. Is there a sequence ...

**5**

votes

**3**answers

204 views

### Norm of triangular truncation operator on rank deficient matrices

Let $T_{n\times n}$ be a triangular truncation matrix, i.e.
$$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$
It is known that for arbitrary $A_{n\times n}$
$$\|T\circ ...

**0**

votes

**1**answer

94 views

### Solution of infinite dimension linear system

Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...

**0**

votes

**0**answers

244 views

### Cholesky decomposition of a large covariance matrix

I have a tricky problem concerning a covariance matrix cholesky decomposition.
What I need is to obtain the cholesky decomposition of the estimated variance matrix of the set of samples stored in a ...

**13**

votes

**2**answers

709 views

### Does the matrix exponential preserve the positive-semi-definite ordering?

Suppose $A$, $B$, are symmetric, real valued matrices and $B-A$ is positive-semidefinite, i.e. $A≼B$. Does that imply $e^A ≼ e^B$? Would love some intuition here.
I know for instance that $A≼cI \iff ...

**4**

votes

**1**answer

74 views

### An extension of the Golden Thompson inequality

For three symmetric positive-semidefinite matrices $A,B,C$ I am trying to figure out if the following inequality holds, at least in some cases:
$$tr(Ae^{B+C})≤tr(Ae^Be^C)$$
Note that if $A=I$ then ...

**19**

votes

**0**answers

715 views

### conjectures regarding a new Renyi information quantity

In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...

**6**

votes

**7**answers

736 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 ...

**2**

votes

**0**answers

145 views

### proving quasi convexity of multivariable function

Given
an arbitrary $(N \times N)$ square matrix ${\bf X}$
a positive definite $(M\times M)$ matrix ${\bf T}$
a $(Q\times MN), Q< MN$ matrix ${\bf Z}$ consisting of only 1s and 0s where there is
...

**3**

votes

**0**answers

144 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!

**-1**

votes

**1**answer

163 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.,
...

**6**

votes

**3**answers

311 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

167 views

### Matrix Generator for M/M/1 Queue Waiting Time Distribution

I "believe" that generator, $\bf W$, of the waiting time distribution for the M/M/1 queue is given by the following (I'm not sure if this is even correct):
${\bf W} =\left( \begin{array}{ccccc}
0 ...

**13**

votes

**1**answer

401 views

### Operator norms of circulant matrices

The definition and basic properties of circulant matrices can be found here: http://en.wikipedia.org/wiki/Circulant_matrix.
For complex numbers $a_1,\ldots,a_n$, I will use the notation
$$
...

**6**

votes

**1**answer

345 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 ...

**1**

vote

**0**answers

80 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 ...

**4**

votes

**1**answer

132 views

### variation of the Lieb concavity theorem

A special case of the well known Lieb concavity theorem states that the following function is concave on positive operators A and B:
$$
(A,B) \to \text{Tr} \{A^s X B^{1-s} X^\dagger \}
$$
for $s \in ...

**0**

votes

**1**answer

91 views

### Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...

**5**

votes

**0**answers

277 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 ...