**1**

vote

**4**answers

673 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 ...

**2**

votes

**1**answer

1k views

### How about eigenvalues of a positive matrix and a positive rank one matrix

Assume that A, B are positive n by n matrices and the rank of B is 1, B=xx*.
If the eigenvalues of A are a_1≥a_2≥...≥a_n, and x is not the eigenvector of A, then there are d_i≥0 such that eigenvalue ...

**2**

votes

**2**answers

7k views

### How to compare two similarity matrices?

Hi,
Suppose that I have two nxn similarity matrices. These matrices contain similarity information between n items. Although both matrices contain similarities of the same n items they do not contain ...

**1**

vote

**0**answers

8k views

### Eigenvalues of the sum of two matrices

Hello,
I know that given two matrices A and B, estimating the eigenvalues of A + B = C as a function of the eigenvalues of A and of the eigenvalues of B is generally a non-easy problem. I was ...

**4**

votes

**4**answers

1k views

### The multiplicity of the max eigenvalue in matrix multiplication

Suppose that eigenvalues of two real square matrix $A$ and $B$ are $1 = \lambda^A_1 > \lambda^A_2 \geq \ldots \geq \lambda^A_n > 0 $ and $1 = \lambda^B_1 > \lambda^B_2 \geq \ldots \geq ...

**5**

votes

**1**answer

479 views

### Rank of the absolute-value matrix $|M|$ vs. rank of $M$

Let $M$ be a real matrix of rank $r$ (and let us set $M=UV^T$, with $U,V^T\in\mathbb{R}^{n\times r}$, to fix the notation).
Let $|M|$ be the matrix obtained by taking the absolute value of each entry ...

**1**

vote

**0**answers

221 views

**0**

votes

**0**answers

360 views

### Optimization of a matrix with an objective function (for ML)

Hi.
I need to do max. likelihood for an objective likelihood function L (minimize it), and the target is a matrix. ie:
$$min_KL(K)$$
For example:
K is, let's say, of size 3x3 and with initial ...

**12**

votes

**2**answers

1k views

### Matrix inequality $(A-B)^2 \leq c (A+B)^2$ ?

Let A and B be positive semidefinite matrices. It is not hard to see that $(A-B)^2 \leq 2A^2 + 2B^2$. In fact, $2A^2 + 2B^2 - (A-B)^2 = (A+B)^2$ is positive semidefinite.
My question is: Is there a ...

**3**

votes

**2**answers

1k views

### Spectral properties of the LDL^T matrix factorization

Assume that a square, symmetric matrix $A$ can be factored into $A=LDL^T$ where $L$ is unit lower triangular and $D$ is diagonal. For indefinite $A$, $D$ may have $2x2$ blocks on the diagonal. How ...