**1**

vote

**1**answer

708 views

### Reachability in graphs using adjacent matrix

Assuming a graph $G$ with $N$ nodes distributed in a $\mathcal{L}\times\mathcal{L}$ area randomly. There is an edge between two nodes if and only if the Euler distance between them is equal or less ...

**2**

votes

**0**answers

123 views

### Row subset selection of matrix to optimize condition number

Given a matrix $\mathbf{A} \in \mathbb{C}^{N\times M}$ with $N \gg M$. This matrix results from a linear equation system and has a certain structure (however, I do not think that details provide any ...

**6**

votes

**1**answer

307 views

### Best rank one approximation

Assume $u,v\in\mathbb{C}^n$ are complex vectors. I was wondering if there is a closed form expression for the following problem in terms of $u$ and $v$
\begin{equation*}
\arg\min_{x\in\mathbb{C}^n} ...

**-3**

votes

**1**answer

179 views

### adjacency matrix of random geometric graphs [closed]

Consider a graph with N nodes. All nodes are distributed as a Poisson point process with density of λ in a L*L area. There is an edge between two nodes if and only if the distance between them is less ...

**6**

votes

**1**answer

399 views

### The singular values of the Hilbert matrix

The $n\times n$ Hilbert matrix $H$ is defined as
$H_{ij} = \frac{1}{i+j-1}, \qquad 1\leq i,j\leq n$
What is known about the singular values $\sigma_1\geq\ldots\geq \sigma_n$ of $H$?
For example, ...

**4**

votes

**1**answer

451 views

### An inequality involving operator and trace norms

Consider two square matrices $A, B \in \mathbb{R}^{n \times n}$ and let $\| \cdot\|_1$ and $\|\cdot\|$ be, respectively, the trace norm (the sum of singular values) and the usual operator norm (the ...

**3**

votes

**0**answers

101 views

### Copositivity in matrix pencils

Given two square symmetric matrices $A,B$ of the same order, the matrix pencil $P(A,B)$ is the set of linear combinations of $A$ and $B$. Finsler's theorem gives an elegant criterion for $P(A,B)$ to ...

**0**

votes

**2**answers

165 views

### Matrix-Norm aquivalence with p-Norm [closed]

Let $A$ be a square Matrix and $||\cdot ||_p$ the induced Matrixnorm for $1 \leq p \leq \infty$. Is it true that
$$||A||_p\leq \max(||A||_1,||A||_{\infty})?$$
For $p=2$ the answer is yes because ...

**8**

votes

**1**answer

261 views

### Inequalities for Hadamard products of complex symmetric matrices

Consider a complex symmetric matrix $$ C= C_R + i C_I $$ with $C_R,C_I \in \text{Mat}_{n\times n}(\mathbb R)$ symmetric, and assume that the eigenvalues of $C_R$ are all strictly positive. Then, $C$ ...

**1**

vote

**0**answers

141 views

### Estimate the diagonal of a Cholesky factor…?

I'm computing several hundred Cholesky factorizations of large, sparse matrices, and I'm really only doing Cholesky factorization because I need to know the diagonal elements of the Cholesky factor L. ...

**0**

votes

**2**answers

176 views

### positive semidefiniteness: a psd matrix substracted by another rank 1 psd matrix

Given that $A$ is a positive semidefinite matrix, $x$ is a vector, $\lambda_0 \in [0, +\infty) $ is a real non-negative number. I want to know the answer to the following optimization problem.
$$
...

**0**

votes

**0**answers

417 views

### Diagonal of the inverse of a 6x6 symmetric partitioned matrix

Let
$$M = \begin{bmatrix}
A & B \\
B & C
\end{bmatrix}$$
in which $A$, $B$ and $C$ are $3 \times 3$ matrices being also symmetric. In fact, they are quite similar, just differing on a single ...

**4**

votes

**2**answers

166 views

### Maximal norm-1 projection

Suppose I have a real unitary matrix $U$ and a unit vector $\mathbf{x}, \|\mathbf{x}\|_2 = 1$. What is the solution to the following problem?
$$
\widehat{\mathbf{x}} = \arg\max_{\mathbf{x}, ...

**0**

votes

**2**answers

275 views

### Eigenvalues of an amplification matrix

Let $A$ and $B$ square real matrices.
I know that the matrix $A+B$ has 1 as eigenvalue of multiplicity 1 and the others eigenvalues have their modulus <1.
Can we say something about the eigenvalues ...

**0**

votes

**0**answers

70 views

### Big eigenvalues of a special stochastic matrix

Given a matrix $M$ of size $n\times n,$ we write its different eigenvalues by $x_1,x_2,\ldots,x_m$ with $m\leq n$ such that $|x_1|>|x_2|>|x_3|>\cdots|x_m|,$ and call $x_2\doteq ...

**1**

vote

**0**answers

60 views

### Which matrix/operator in a cone has the largest negative spectral part?

Background:
Let $\mathcal{K}$ be set (convex cone, if you like) of symmetric matrices of order $n$. Each matrix $A \in \mathcal{K}$ can be decomposed in a unique way as $A=A_{+}-A_{-}$, where ...

**9**

votes

**1**answer

454 views

### M-matrix plus S-matrix is P-matrix?

I am trying to prove that a mapping has a unique fixed-point by showing that its Jacobian is a P-matrix. In this particular case the Jacobian can be decomposed as the sum of two matrices and I would ...

**11**

votes

**2**answers

429 views

### Computing a large permanent

Is there a practical way to compute the permanent of a large ($91 \times 91$) $(0,1)$ matrix?
I have tried to use the matlab function written by Luke Winslow which works great for smaller matrices ...

**1**

vote

**0**answers

98 views

### Matrices with a common Fischer basis

Let $A$ be a real symmetric $n\times n$ matrix, normalized such that $Tr[A]=1$. Define a 'Fischer basis' as the basis in which all diagonal elements are equal to $\frac{1}{n}$. The motivation for ...

**0**

votes

**1**answer

729 views

### How to compute difference between 2 similarity matrices?

Hello,
I have two n*n correlation matrices with values ranging between -1,1. (2 correlation matrix because I have the same n terms under 2 different conditions)
I then transformed the correlation into ...

**3**

votes

**2**answers

278 views

### A short question about the DFT matrix

Is the DFT matrix the unique* unitary matrix with all entries of same magnitude?
(*up to some trivial transformations)

**4**

votes

**1**answer

241 views

### Rank of a matrix with missing entries

Let $M$ be a $2^n \times 2^n$ matrix over real number field, where the rows and columns are indexed by subsets of $[n] := \{1,2,\ldots,n\}$, and defined as follows,
$
M_{A, B} = 1
$
if $A \subseteq ...

**4**

votes

**2**answers

254 views

### system of homogeneous matrix equations

Edit: Maybe I should make it clear that by a solution I mean a pair of matrices $(A,B)$ such that the identity below holds for any complex numbers $x,y$.
One of my friend asked me the following ...

**17**

votes

**1**answer

759 views

### 2x2 subdeterminants of a matrix

If N>2, it is well known that if two invertible NxN matrices A and B have the same determinants of any 2x2 corresponding submatrices, then A=B or A=-B.
Given then all these 2x2 determinants of an ...

**9**

votes

**2**answers

943 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, ...

**2**

votes

**1**answer

223 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

**1**answer

267 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

**0**answers

132 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

**2**answers

115 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

**2**answers

349 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

**1**answer

196 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

**2**answers

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

**1**answer

335 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

**1**answer

245 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

**5**answers

485 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

**1**answer

161 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

**1**answer

446 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

**2**answers

267 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

**1**answer

474 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

**1**answer

320 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

**2**answers

783 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

**3**answers

746 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

**2**answers

258 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

**3**answers

442 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

**3**answers

333 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 ...

**5**

votes

**4**answers

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

**2**answers

488 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

**1**answer

280 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

**4**answers

186 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

**1**answer

572 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.