# Tagged Questions

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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### 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 ...
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### 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 ...
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### 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)
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### 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 $A \subseteq B$;...
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### 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 ...
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### 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 ...
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### 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, ...
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### 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 ...
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### Singular values of the sum of A and A^T

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 is generally ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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?
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### 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 ...
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### 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 ...
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 ...