The study of real and complex matrices and their algebraic and analytical properties, including: eigenvalues and eigenvectors, positive definite matrices, matrix inequalities, invariant subspaces, perturbation analysis, matrix functions.

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2
votes
1answer
221 views

Asymptotic Behavior of Non-Analytic Function of the Eigenvalues

Hello, Let $A_n = (a_{k-j};\;k,j = 0,1,\ldots,n-1)$ be a sequence of $n\times n$ Toeplitz matrices, with eigenvalues $(\lambda_{n,i};\;i = 0,1,\ldots,n-1)$. If $A_n$ were a sequence of Hermitian ...
3
votes
1answer
256 views

Singular values of the sum of A and A^T

Dear all, As a part of my research, I need to achieve a lower bound to the smallest singular value, $\sigma_{n}\(A+A^{T}\)$ for a stochastic $A$ (as a function of the singular values of $A$), which ...
1
vote
0answers
125 views

Kernel of modified Kronecker sum

The Kronecker sum of two matrices $A \in M(n \times n, \mathbb{R})$ and $B \in M(m \times m,\mathbb{R})$ is defined by the matrix $$A \oplus B = A \otimes I_m + I_n \otimes B \in M(nm \times nm, ...
3
votes
2answers
114 views

a monotone relation for s-numbers

Assume $A, B$ are self-ajoint compact operators. Is it true that $\|A+iB\|\le \|2A+iB\|$? Do we have a stronger inequality $\prod_{k=1}^ns_k(A+iB)\le \prod_{k=1}^ns_k(2A+iB)$ or even stronger one ...
4
votes
2answers
326 views

Optimization version of the Sylvester equation

The Sylvester equation is a matrix equation of the form $AX-XB=C,$ where $A,B,C$ are given matrices of dimension $m\times m,n\times n$ and $m\times n$ and $X$ is an unknown matrix of dimension ...
2
votes
1answer
159 views

Number of matrices of a given rank satisfying this condition

Let $A_1$ and $A_2$ be two arbitrary $n\times n$ matrices with entries in $Z_p$. How many $n\times n$ matrices $B$ are there so that both $A_1-B$ and $A_2-B$ are of rank $n-1$ or less? What is the ...
3
votes
2answers
145 views

Triangularizing a function matrix with smooth eigenvlaues

Given a matrix with function entries, which are smooth and homogeneous, and having smooth eigenvalues, can we find a conjugating matrix with smooth and homogeneous entries that triangularize the given ...
5
votes
1answer
313 views

A matrix inequality involving the Hilbert-Schmidt norm

This question comes from a problem in PDEs on which I'm currently working. Let $a$ be a $3\times 3$ matrix, real symmetric and positive definite. Denote with $\|a\|^2 _ 2=\sum a_{ij}^2$ the square of ...
0
votes
1answer
213 views

Bounding a determinant ratio

Let $A=[A_{0}\ E;E^{T} \ B]$ be a real positive definite matrix and let $B$ be a principal submatrix. I am interested in tightly bounding $\frac{|B|}{|A|}$ from below in some "explicit" way that will ...
4
votes
5answers
428 views

Spectrum of transition matrix for symmetric random walk

I asked this question previously on math.stackexchange.com, where it had little traction. Consider the symmetric random walk on $\{0,1,…,n\}$ with transition probabilities $P(j→j±1)=1/2$ for $0 ...
1
vote
1answer
159 views

bounding the sum of the entries of the inverse of a 0-1 matrix away from 1?

Let $A\in\mathbb{R}^{n\times n}$ be an invertible 0-1 matrix. Is it possible that the sum $a:=\sum_{i,j}(A^{-1})_{ij}$ of entries of $A^{-1}$ is not equal to 1, but exponentially close (w.r.t. $n$) to ...
1
vote
1answer
377 views

power of a block triangular matrix

I have a matrice in the form : $$M = \begin{pmatrix} A & 0 & 0 \\\ B & A & 0 \\\ C & D & A \end{pmatrix} $$ where $A,B,C,D$ are diagonalizable square matrice and I want to ...
5
votes
2answers
257 views

Simultaneous maximization of two Generalized Rayleigh Ritz Ratios

Consider hermitian positive semi-definite matrices $A_1$ and $A_2$. Consider also positive definite matrices $B_1$ and $B_2$. I want to maximize the minimum of the two Generalized Rayleigh Ritz ratios ...
2
votes
1answer
426 views

Trace inequality for matrices with determinant 1

Let $A$ and $B$ be two matrices with $\det(A)=\det(B)=1$. Does it follow that $\sqrt{\mathrm{tr}(A^TB^TBA-I)}\le\sqrt{\mathrm{tr}(A^TA-I)}+\sqrt{\mathrm{tr}(B^TB-I)}$ I suspect that this can be ...
0
votes
1answer
289 views

Simultaneous Jordanization

Hello everyone I would like to have a detailed reference to the statement bellow: Let $A,B\in \mathbb{R}^{n\times n}$ such that $AB=BA$. Suppose $A$ has real eigenvalues only and $B$ is ...
3
votes
2answers
700 views

Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.

Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ). I have a ...
1
vote
3answers
630 views

Comparison of the L_p norm of a matrix and its entry-wise absolute value

Suppose $A_{n \times n}$ is a matrix and $A' = (|A_{ij}|)$ is its entry wise absolute form, can be give an upper bound and lower bound of the L_p norm $\|A\|_p$ using the L_p norm of the absolute ...
0
votes
2answers
237 views

a question about the Jordan form [closed]

Some reference say that if rank($A$)=rank($A^2$),then the geometric and algebraic multiplicities of the eigenvalues $\lambda=0$ are equal;that is,all the Jordan blocks correspondint to $\lambda=0$ (if ...
1
vote
3answers
399 views

Number of parameters needed to specify a Hermitian matrix of rank r.

Hi, i have two questions that seem to bother me lately. Maybe you could help me and/or point me in any related literature. 1) Assume hermitian matrix $H \in \mathcal{C}^{n \times n}$ that has rank ...
0
votes
3answers
291 views

Convex Combination of 2 hermitian matrices

Assume all the matrices I discuss about are $N \times N$. Consider any two hermitian matrices $A_1$ and $A_2$ which are indefinite. The question is, In general, for any $A_1$ and $A_2$ (both matrices ...
6
votes
4answers
2k views

Eigenvalues of infinite matrices [closed]

I am trying to find some literature on infinite matrices because I want to know how to get the eigenvalues of infinite matrices. Seriously, it seems there are very few references available. Can ...
1
vote
2answers
464 views

can eigenvector be found without computing the eigenvalue [closed]

Is there any ways to compute the eigen vector without computing explicitly the associated eigenvalue? Actually, I'd like to compute the largest eigenvalue of a positive matrix from its eigen vector, ...
1
vote
1answer
279 views

Does this sequence converge to zero?

Description Let $\{e_n\}$, $e_n\in \mathbb{R}^p$ be a sequence of vectors, $\{U_n\}$, $U_n\in\mathbb{C}^{p\times p}$ be a sequence of unitary matrices (that is $U_i^*=U_i^{-1}$, $^*$denonts conjugate ...
2
votes
4answers
184 views

Nonlinear eigenvalue problem - sorta

Suppose you have an equation of the form $Ax=f(x)$, where $A$ is a $n \times n$ matrix, $x$ is a vector of length $n$ and $f(\cdot)$ is some function. Is there a name for this sort of problem?
3
votes
1answer
479 views

norm of (sub)stochastic matrix

Is there any bounds for the norm of sub-stochastic matrix? (But it's not doubly stochastic matrix, I mean only the row sum is less than 1, while the column sum may not.
3
votes
2answers
227 views

Hadamard product and inertia

One of Schur's famous results says that if $A,B$ are positive semidefinite matrices, then the Hadamard (i.e. entrywise) product $A \circ B$ is also positive semidefinite. It's also true if "semi" is ...
1
vote
0answers
78 views

a weighted sum of Hermitian matrices and selection of weight values

We have $N$ Hermitian matrices $A_i$ and $N$ weight values $w_i$, $1\leq i\leq N$, $\sum_{i=1}^N w_i=1$. Then we can obtain a new Hermite matrices $\sum_{i=1}^N w_iA_i$. let us assume $\lambda$ is ...
12
votes
2answers
468 views

Optimizing the condition number

Suppose I have a set $S$ of $N$ vectors in $W=\mathbb{R}^m,$ with $N \gg n.$ I want to choose a subset $\{v_1, \dots, v_m\}$ of $S$ in such a way that the condition number of the matrix with columns ...
6
votes
2answers
532 views

Exponentiating 4 by 4 matrix analytically

Does there exist an analytical method by which i can exponentiate a 4 by 4 matrix, in the same way as the general 2 by 2 matrix case in pauli matrix basis. I have dirac matrices (which are composed of ...
1
vote
0answers
125 views

An $L^{\infty} Version of Principal Component Analysis?

I have a $k$ by $n$ matrix $A$, with $k \ll n$. In case it helps, the $k$ rows are orthonormal. I'm interested in finding a $k$ by $k$ orthogonal matrix $M$ so as to maximize the $L^{\infty}$ norms ...
5
votes
0answers
422 views

When is the inverse diagonally dominant?

There is a large literature devoted to studying the inverses of diagonally dominant matrices. I'd like to know if there is information about a so-to-say opposite situation: we have a matrix $A$ and ...
1
vote
0answers
147 views

What is the Birkhoff norm of a Perron vector?

Let $A$ be a positive matrix. What is known about the Birkhoff norm of its Perron vector? By the Birkhoff norm of a vector $x$ I refer to the quantity $\frac{\max{x}}{\min{x}}$. P.S. This is ...
3
votes
2answers
568 views

Woodbury formula

I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything? It might be a useful computational ...
1
vote
0answers
235 views

Diagonalizing matrix with a special conjugate transpose property

Hi all, I'm looking for the minimum criterion on $A\in M_{3x3}(\mathbb{C})$ (a $3x3$ complex matrix) such that: 1) $A$ is diagonalizable by a matrix $T\in M_{3x3}(\mathbb{C})$ 2) $T$ is such that ...
0
votes
0answers
150 views

vector equation

Suppose you have an equation of the form $Hx=Ky$, where $x,y$ are vectors of length $n,m$ respectively ($m>n$) and $H,K$ are matrices of orders $n \times n,n \times m$ respectively. Is there some ...
2
votes
2answers
379 views

A sum of eigenvalues

Let $X$ be an $n\times n$ symmetric matrix. Suppose $\lambda_1(X)\geq \lambda_2(X) \geq \cdots \geq \lambda_n(X)$ are eigenvalues of $X$. Let $r$ be any integer with $1\leq r\leq n$. It is well-known ...
2
votes
1answer
174 views

Simultaneous decomposition of three projectors

A projector $P$ is a Hermitian matrix satisfying $P^2=P$. For any two projectors, it is easy to show that there exists a unitary matrix $U$ such that both $U^*PU$ and $U^*QU$ are block-diagonal ...
1
vote
1answer
305 views

sign-flipping inverse

Consider this matrix: $Z=\begin{bmatrix}23.9 & -7 & -17 \\\\ -7 & 23.9 & -17 \\\\ -17 & -17 & 33.9 \end{bmatrix}$ Its inverse is entrywise negative (you can check...) and ...
3
votes
3answers
764 views

upper bounds on a certain matrix norm

Is there some simple upper bound on $||(B^{-1}+A^{-1})^{-1}||$, where $A,B$ are $n \times n$ symmetric matrices?
6
votes
2answers
341 views

Triangularizing a matrix with function entries

Hi Everybody! Given a matrix, with smooth functions as arguments is there any result which say about its triangularization? I know that, the question is in affirmative for diagonalizing a matrix ...
2
votes
1answer
175 views

Eigenvalue estimation by Lyapunov's method

I have seen somewhere the following results related to Lyapunov equation: Let $A\in \mathbb{R}^n$ be a stable matrix in the sense of having negative real part eigenvalues. Let $\Re\lambda()$ denote ...
1
vote
2answers
294 views

matrix stability criterion

I have a $5 \times 5$ parametric nonnegative matrix and want to show that it's stable (in the sense that all eigenvalues are positive). It is not symmetric, but I do know in advance that it has 5 real ...
1
vote
2answers
316 views

Sufficient conditions for inverse-positivity

I am trying to determine when a certain parametric matrix is inverse-positive (it's actually the one about which I asked in Explicit formula for Cholesky factorization in a special case, but the ...
2
votes
1answer
608 views

Explicit formula for Cholesky factorization in a special case

I have a positive definite matrix of the form $Q+sI-\alpha J$ ($s>2, 0 < \alpha <1$ and $J$ is the all-ones matrix), where $Q$ is "nice", nonnegative and known. I'd like to know if there is a ...
1
vote
0answers
174 views

matrix-theoretic terminology query

Is there an accepted term for the following property? Let $A$ be a real matrix such that all entries of the eigenvector corresponding to the least eigenvalue have the same sign. NOTES: (1) The case ...
2
votes
1answer
146 views

Generalizing the spectral radius of a unistochastic matrix

Consider a square matrix $A$, and from it construct $B$ whose entries are the squared magnitudes of those in $A$. What can we say about the spectral radius of $B$? I know that for a unitary matrix ...
2
votes
1answer
302 views

Null Space Perturbations

Hi, I face a problem some time now (not a homework problem) and I believe it is related to matrix perturbations and how the null space behaves in these cases. The distilled version of the ...
1
vote
1answer
204 views

Bandwidth reduction of multiple matrices

Suppose I have a symmetric matrix A, and several diagonal matrices $D_1,D_2,...$ Are there any matrix transformations, such as $P^\top A P$ so that $P^\top AP$, $P^\top D_1 P$, $P^\top D_2 P$, etc ...
4
votes
2answers
344 views

Perron Frobenius with one negative pair of entries

Suppose you have a real symmetric matrix $A$ which is positive except for $a_{ij},a_{ji}$, who are negative. While it is not generally true that the eigenvector of the dominant eigenvalue of $A$ is ...
1
vote
4answers
623 views

A matrix diagonalization problem

For matrices $X,Y\in [0,1]^{n\times m}$, for n > m, is there a square matrix $W\in R^{n\times n}$ so that $X^TWY$ is diagonal if and only if $Y = X$? Furthermore, $X$ and $Y$ are column normalized so ...