Questions tagged [matrix-analysis]
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.
719
questions
7
votes
1
answer
1k
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Operator norm of square root of matrix vs original
If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$?
More formally, I want to know whether there is always at least one square ...
- 71
3
votes
0
answers
119
views
Distance between two algebraic sets
We are in $M_n(\mathbb{R})$ equipped with the Frobenius norm $||A||^2=tr(AA^T)$.
Let $Z=\{(A,B)\in M_n(\mathbb{R})^2;A^2-AB-B^2=0\}$ and $T=O(n)^2$. It is easy to see that $Z\cap T=\emptyset$ and ...
- 3,574
7
votes
3
answers
562
views
Commutant of the conjugations by unitary matrices
Let $\mathcal{L}(\mathbb{C}^{n \times n})$ denote the algebra of all linear mappings from $\mathbb{C}^{n \times n}$ to $\mathbb{C}^{n \times n}$ and let $\mathcal{C} \subseteq \mathcal{L}(\mathbb{C}^{...
- 11.6k
0
votes
0
answers
90
views
Special kind of translation and rotational invariance of the numerical range
Let $T\in\mathscr{B(\mathcal{H})}$ and $X\in M_n(\mathbb{C})$. Is the following statement true?
If $W(B\otimes X)\subseteq W(B\otimes T)$ for any $B\in M_n$ then $W(B\otimes (X+I_n))\subseteq W(B\...
- 231
29
votes
2
answers
5k
views
Consequences of eigenvector-eigenvalue formula found by studying neutrinos
This article describes the discovery by three physicists, Stephen Parke of Fermi National Accelerator Laboratory, Xining Zhang of the University of Chicago, and Peter Denton of Brookhaven National ...
- 4,792
1
vote
0
answers
130
views
Transformations preserving the number of distinct eigenvalues
Let $A\in\mathbb{R}^{n\times n}$ be an $n\times n$ symmetric, invertible matrix with nonnegative real entries, $\mathbf{1}$ be the all one $n$-dimensional vector, and $\mathrm{diag}(v)$, $v=[v_1,v_2,\...
- 2,682
0
votes
0
answers
33
views
Condition on the point cloud matrix making the points "generic" in the uniform sense
For a matrix $X\in\mathbb{R}^{d\times n}$, what condition can I impose on $X$ to make the collection of its columns generic in the sense that they look like the result of uniformly sampling a convex ...
- 461
1
vote
0
answers
101
views
Controlling the rank of a Matrix product
Let $\bf{Q}$ be an $(m-k)\times m$ matrix satisfying $\bf{QQ}^H=\bf{I}$, $\bf{W}$ an $m\times m\ell$ matrix of the form
$$\bf{}W=\left[\begin{array}{ccccc}{\bf{w}}_1 &\bf{0} &\bf{0}&\...
7
votes
1
answer
428
views
On approximate simultaneous diagonalization
It is well known that two $n\times n$ symmetric positive semidefinite matrices $A$, $B$ such that $AB=0$ are simultaneously diagonalizable.
My question is related to the existence of a specific ...
- 1,638
35
votes
6
answers
2k
views
Trigonometry / Euclidean Geometry for natural numbers?
Let $d(a,b) = 1 - \frac{2\gcd(a,b)^3}{ab(a+b)}$ be a metric on natural numbers without $0$.
The metric space $X = \{x_0,x_1,\cdots,x_n\},n>2$ is isometric embeddable in $\mathbb{R}^n$ if and only ...
user6671
6
votes
1
answer
359
views
Can we choose smoothly the singular vectors of a matrix?
$\newcommand{\GLm}{\text{GL}_n^-}$Let $A$ be a real $n \times n$ matrix with non-positive determinant. Suppose that the smallest singular value of $A$ is strictly smaller than all the others (it has ...
- 6,621
2
votes
1
answer
482
views
Does the Perron vector maximize $x^TAx$ in the simplex?
Let $\mathbf{A}$ be any $n\times n$ symmetric positive matrix ($A_{ij}>0$). It is easy to show that the solution to the following optimization problem
\begin{align}
\max_{\mathbf{x}}~~\mathbf{x^...
- 1,371
6
votes
1
answer
838
views
Quantum inspired matrix inequality
While mimicking the union bound in quantum systems, we land on the following conjecture but don't know how to prove this. Given any complex-valued $n\times m$ matrix $A$. A sub-matrix of $A$ is ...
- 181
3
votes
1
answer
538
views
Differentiability of operator norm [closed]
Is there any known results about differentiability properties of the function $\mathbb f:\mathbb R \to\mathbb R,$ $f(t):=\|A+tB\|_{op}$ where $\|.\|_{op}$ denotes the usual operator norm of the ...
- 1,765
8
votes
2
answers
817
views
$2$-norm distance between square roots of matrices
Suppose two square real matrices $A$ and $B$ are close in the Schatten 1-norm, i.e. $\|A-B\|_1=\varepsilon$. Can this be used to put a bound on the Schatten 2-norm distance between their square roots. ...
- 181
1
vote
1
answer
137
views
A matrix derivative
Suppose that $G$ is a connected Lie group of unitary matrices and $U(t)\in G$ depends continuously differentiable on a real parameter $t$ and has no real eigenvalue -1. Then the principal value of ...
- 3,771
-1
votes
1
answer
113
views
Construct a probability function on the operator monotone functions, $g(t)=t g(t^{-1})$, fitting certain values
To immediately pose the question of interest to us, without first expanding upon its (quantum-information-theoretic) origin—we seek a univariate function $f$, for which we have the ("two-qubit ...
- 723
4
votes
0
answers
57
views
Matrix series with Hadamard products
Let $A$ and $B$ be hermitian matrices (a special case that would already help would be $A^{-1} = B^T$). I'm looking for a closed form of the series
$$X := \sum_{n=0}^\infty A^n \circ B^n$$
where $\...
0
votes
1
answer
125
views
Hadamard $\ell_2$ sum of two symmetric positive semidefinite matrices
This is a follow-up question to this and this.
Let $A=(a_{ij})$ and $B=(b_{ij})$ be symmetric positive semidefinite $n\times n$ matrices such that all $a_{ij}\geq 0$, $b_{ij}\geq 0$ and $a_{ii}=b_{ii}...
- 175
2
votes
0
answers
91
views
Hadamard $\ell_p$ sum of two symmetric positive semidefinite matrices: follow-up
I asked the following question here: "Does there exist $p>1$ such that for all $n\geq 2$, if $(a_{ij})$ and $(b_{ij})$ are symmetric positive semidefinite $n\times n$ matrices and $a_{ij}, b_{ij}\...
- 175
3
votes
1
answer
379
views
Hadamard $\ell_p$ sum of two symmetric positive semidefinite matrices
Does there exist $p>1$ such that for all $n\geq 2$, if $(a_{ij})$ and $(b_{ij})$ are symmetric positive semidefinite $n\times n$ matrices and $a_{ij}, b_{ij}\geq 0$ then $\bigl(\|(a_{ij},b_{ij})\|...
- 175
2
votes
1
answer
72
views
Additivity of the Field of Values
If $A \in M_n(\mathbb{C})$, then the field (of values), or numerical range of A, is the compact, convex subset of the complex-plane defined by
$$
F(A)= \{z^* A z \mid z^*z = 1 \}.
$$
It is well-...
- 1,711
4
votes
0
answers
116
views
Bound on difference of log of unitary matrices
Suppose I have two unitary matrices $u, v$ such that $\|u-v\|<\epsilon$ in the operator norm. Is there a way to bound the quantity $\|\log u-\log v\|$? We can assume that $\epsilon$ is sufficiently ...
- 41
0
votes
0
answers
131
views
Jordan Decomposition of Sparse matrix
Suppose we are given $n \times n$ rational matrix, $A$ with at most $k$ nonzero elements in each row and each column with $k \ll n$.
What is the best algorithm to compute its Jordan decomposition? ...
- 1,493
5
votes
1
answer
375
views
Best orthogonal approximation of rank 1 matrix
Let $X=\lambda_0u_0v_0^T\in\mathbb{R}^{n\times n}$ be a rank 1 matrix where $\lambda_0\in\mathbb{R}$, $u_0,v_0$ are of unit Euclidean norm. What is the solution of the following problem?
$$\hat{X}=\...
- 1,475
5
votes
0
answers
89
views
Schur norm of weighted Cauchy matrix
The Schur norm of a matrix $A$ is defined to be $\|A\|_S=\max\{\|A\circ X\|: \|X\|\leq 1\}$, where $\|\cdot \|$ is the operator norm of a matrix, i.e., the largest singular value.
Let $a_1,\ldots, ...
- 81
0
votes
0
answers
52
views
How do I test two square matrices are transpose to each other if only the column vector summations are known?
Given two secret square matrices, say $\left( {\begin{array}{*{20}{c}}
{{a_{11}}}&{{a_{12}}}&{{a_{13}}}\\
{{a_{21}}}&{{a_{22}}}&{{a_{23}}}\\
{{a_{31}}}&{{a_{32}}}&{{a_{33}}}
\...
- 33
4
votes
1
answer
401
views
Lipschitz property of matrix function only depending on singular values
Let $f$ be a function from $\mathbb{R}^{n\times n}$ to $\mathbb{R}$ such that there exists another symmetric function $g$ (invariant under permutation of coordinates) from $\mathbb{R}^{n}$ to $\mathbb{...
- 1,475
3
votes
1
answer
171
views
Representation of $4\times4$ matrices in the form of $\sum B_i\otimes C_i$
Every matrix $A\in M_4(\mathbb{R})$
can be represented in the form of $$A=\sum_{i=1}^{n(A)} B_i\otimes C_i$$ for $B_i,C_i\in M_2(\mathbb{R})$.
What is the least uniform upper bound $M$ for such $n(A)$...
- 312
1
vote
1
answer
137
views
Solve a linear matrix ODE involving symmetric blocks
Let $P \in \mathbb R^{n \times n}$ be a symmetric positive definite matrix with eigenvalues denoted by $\lambda_i$ and corresponding eigenvectors denoted by $v_i$. For each $j \in \{1, 2, 3, 4\}$, let ...
- 113
1
vote
0
answers
50
views
Perturbations of the eigen/singular directions
Let $A = U_A \Sigma_A V_A^\top$ and $B = U_B \Sigma_B V_B^\top$, and $A+B = U \Sigma V^\top$ be the respective singular vector decompositions.
Is there some known relationship of the form
$$\| U_A ...
- 21
2
votes
2
answers
174
views
Comparison of methods to define a matrix function (Jordan canonical form, Hermite interpolation and Cauchy integral)? [closed]
There are many equivalent ways of defining a function $f(A)$ of a matrix $A$. We focus on Jordan canonical form, Hermite interpolation and Cauchy integral.
What is the difference between methods for ...
- 21
0
votes
1
answer
286
views
Algorithm for checking positive definite matrix over a subspace
There is an algorithm that for any input matrix $A \in \mathbb{R}^n$ satisfies $x^\top A x>0$ for all $x \in \mathbb{R}^n$, e.g. by using Cholesky algorithm. Is there an algorithm that, for matrix $...
- 11
3
votes
1
answer
2k
views
Relation between Frobenius norm, infinity norm and sum of maxima
Let $A$ be a sequence of $n \times n$ matrices so that the Frobenius norm squared satisfies $\|A\|_F^2 \simeq n$ and the infinity norm squared is $\|A\|_{\infty}^2 = 1$. Is the following true?
$$\...
- 95
4
votes
0
answers
34
views
Product of values of a matrix-valued function over $S^1$
Assume you have a function $f:S^1 \rightarrow \mathrm{GL}_d(\mathbb{C})$ whose coefficients are Laurent polynomials $f_{i,j}(q)\in \mathbb{C}[q^{\pm 1}].$
I am interested in getting conditions for ...
- 492
11
votes
1
answer
552
views
Is there a "formula" for the point in $\text{SO}(n)$ which is closest to a given matrix?
$\newcommand{\Sig}{\Sigma}$
$\newcommand{\dist}{\operatorname{dist}}$
$\newcommand{\distSO}[1]{\dist(#1,\SO)}$
$\newcommand{\distO}[1]{\text{dist}(#1,\On)}$
$\newcommand{\tildistSO}[1]{\operatorname{...
- 6,621
4
votes
1
answer
146
views
Mapping inclusion theorem for the numerical range
We denote the numerical range of a complex square matrix $A \in \mathbb{C}^{n\times n}$ by $W(A)$.
Let $A \in \mathbb{C}^{n\times n}$ and let $f: \mathbb{C} \to \mathbb{C}$ be, say, an entire ...
- 11.6k
12
votes
0
answers
464
views
More mysterious properties of Gram matrix
This is another question related to the mysterious properties of the Gram matrix in dimension $4$. Here's the previous question.
The following fact could be extracted from 0402087:
For any $a_i\...
- 4,296
1
vote
1
answer
498
views
Relationship between $2 \to 2$ norm and $\infty \to 2$ norm [closed]
I am wondering what are the best known relationship between $\|A\|_{2\rightarrow 2}$ and $\|A\|_{\infty\rightarrow 2}$ and how tight it is.
E.g., the trivial result is that for matrix $A$ with ...
- 181
5
votes
1
answer
2k
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Inverse of a matrix and the inverse of its diagonals
While researching a question, I faced with the following problem: I have to prove that for a positive definite matrix we have
$${\mathbf n}^T {\mathbf R}^{-1}{\mathbf n}\geq {\mathbf n}^T {\mathbf D}...
- 273
6
votes
0
answers
308
views
Can we approximate any eigenvalue of an infinite matrix via eigenvalues of some sequence of submatrices which approximates the matrix?
Let $T:\ell^2\to\ell^2$ be a compact linear operator. Let $[T]=(a_{i,j})_{i,j=1}^{\infty}$ be the representing infinite matrix of $T$ with respect to the canonical base. Let $T_n$ be the finite rank ...
- 586
1
vote
0
answers
34
views
A recap of regularity of singular values as a function over M_n
So the core of the question is the study of the function $$ s :M_n(\mathbb R) \mapsto M_n(\mathbb R)$$
$$A \rightarrow s_n(A) $$
where $s_n(A)$ is the greatest singular value of A. I know there has ...
- 245
0
votes
0
answers
227
views
What matrix has only negative or zero real part for all the eigenvalues?
Say $X \in \mathbb{R}^{m\times m}$,
Is it possible to have a constraint on $X$, such that all the eigenvalues has negative or zero real part?
What I conjecture
The following $X$ has only negative ...
3
votes
2
answers
141
views
Rank of order-3 tensor with all slices being rank-1
If some tensor $T=(t_{ijk})$ has that all of its (2 dimensional) slices (along all 3 axes) are of rank-1, does it follow that the tensor is also rank-1? That is, can be written as
$$ t_{ijk}=a_i b_j ...
- 503
1
vote
0
answers
38
views
The condition for random positive matrice integration
For a $k \times k$ positive matrix $V=(v_{ij}), $ write $V=\Gamma'D\Gamma,$ where $D=diag(d_1,d_2,\ldots,d_k)$ with $d_1>d_2>\cdots>d_k,$ and $\Gamma$ is orthogonal matrix. From the result of ...
- 119
3
votes
0
answers
86
views
What kind of set is this, spanned by two positive definite matrices?
Let $A$ and $B$ be Hermitian positive definite $n\times n$ matrices over $\mathbb C$ or $\mathbb R$. Then for real $k,\ell,$ the matrix $A^kB^\ell A^k$ is well-defined and again Hermitian positive ...
- 13.2k
3
votes
0
answers
61
views
How to show that a continuous family of symmetric matrices is uniformly positive?
My problem : I have a family of $4 \times 4$ symmetric matrices. More precisely consider an interger $d$, a real $\lambda> 0$ and define the family $S_{\lambda}$:
$ \{A(\lambda,x_1,x_2) ; (x_1,...
- 31
-2
votes
1
answer
91
views
Decomposition of one Matrix into six matrices [closed]
He folks, here's my problem:
Let $\mathbf{A}, \mathbf{B}, \mathbf{X}_1, \mathbf{X}_2, \mathbf{X}_3, \mathbf{Y}_1, \mathbf{Y}_2, \mathbf{Y}_3\in\mathbb{R}^{3\times 3}$ with determinante det()=+1. The ...
- 3
4
votes
1
answer
166
views
A generalization of invariant and coinvariant subspaces
Let $\mathcal{A}$ be a subalgebra of $M_n(\mathbb{C})$. Is there a characterization of (or at least a name for) orthogonal projections $P \in M_n(\mathbb{C})$ with the property that $PABP = PAPBP$ for ...
- 42.2k
8
votes
0
answers
361
views
A limiting sequence of positive definite matrices
Let $A\in\mathbb{R}^{n\times n}$ be a matrix with eigenvalues having (strictly) negative real part. Let $X\in\mathbb{R}^{n\times n}$, $X\succ 0$, be a positive definite matrix and let $P\succ 0$ be ...
- 2,682