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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2
votes
1answer
69 views

Any interesting properties of the matrix $M:=(m_{ij})$ with $m_{ij}=min(i,j)$? [on hold]

Do you know any interesting properties on the matrix $M(n):=(m_{ij})$ of size $n \times n,$ where $m_{ij}= \text{min}(i,j)$ ? The matrix $M$ enumerates certain combinatorial objects.
4
votes
2answers
92 views

Existence and characterization of transitive matrices?

We call a matrix $M \in \mathbb{R}^{d \times d}$ transitive if it satisfies the following: For any three vectors $u, v, w$ in $\mathbb{R}^d$. If $u^T M v > 0$ and $v^T M w > 0$ then $u^TMw ...
-4
votes
0answers
31 views

Calculating matix derivatives with MATLAB or MATHEMATICA? [on hold]

I'd like to calculate the following derivative, \begin{equation} \frac{d||(f(C)\cdot f(C)^{+}-I)\cdot u||^2)}{dC} \end{equation} Where $C$ is a matrix of dimension $n\times k$ (s.t $k < n$). And ...
2
votes
0answers
94 views

Eigenvalues of the sum of two matrices, where one is $B=\operatorname{diag}(1, 0,\dots,0)$

I know that given two matrices $A$ and $B$, estimating the eigenvalues of $A + B$ by the eigenvalues of $A$ and $B$ is generally a non-easy problem. In particular, there are some results for matrices ...
1
vote
0answers
56 views

How to calculate $det(X^TX)$ efficiently, update one column of X each time [closed]

$X_{1} = (A, b)$, where $X_{1}$ is a $n\times p$ matrix, $A$ is a $n\times (p-1)$ and $b$ is $n\times1$. First calculate $\det(X_{1}^T X_{1})$, then update $b$ with $c$, st. $X_{2} = (A, c)$ and ...
1
vote
1answer
182 views

Comparing norms on tensor products of matrices

Given a Hilbert space $H$, let $S_1(H)$ denote the space of trace-class operators on $H$, with the trace-class norm or Schatten 1-norm. That is $$ \Vert T \Vert_1 = \sum_{j\geq 1} |s_j| $$ where ...
0
votes
0answers
44 views

Can we increase spectral norms of All maximum size square submatrices by orthogonal perturbation?

Let the matrix $A$ consist of $k$ columns from some $n \times n$ orthogonal (unitary) matrix. It is obvious that there is no perturbation of $A$ which leaves its columns orthonormal, increases ...
2
votes
1answer
132 views

Finding matrices $A$ such that the entries of $A^n$ have specified signs

What techniques are there for ensuring nonnegativity of various entries of matrix powers? Specific Question: Consider a matrix $A\in SL_2(\mathbb R)$. Let $(A^n)_{i,j}$ denote the $(i,j)$ entry of ...
0
votes
0answers
35 views

Column Inner Products vs. Row Inner Products

Given two matrices $A,B\in\mathbb{R}^{n\times r}$ where $A$ has orthogonal columns and $A^TB$ is symmetric, are there any non-trivial interesting relationships / inequalities between the following ...
28
votes
3answers
2k views

A curious determinantal inequality

In my study, I come across the following curious inequality, which I do not know a proof yet (so I am asking it here). Let $A, B$ be $n\times n$ (Hermitian) positive definite matrices. It is very ...
1
vote
1answer
51 views

How to determine an unitary operator involved in an unitary transformation?

Let two real matrices $A$ and $B$ be unitarily equivalent. How to determine (computationally or theoretically) the unitary operator $U$ s.t. $A = UBU^\dagger$? Is it possible for some special class of ...
3
votes
0answers
61 views

Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, ...
18
votes
4answers
708 views

How much redundancy resides in an $n \times n$ orthogonal matrix?

Suppose one has an $n \times n$ orthogonal matrix $M$: $$ \left( \begin{array}{ccc} 0.239326 & 0.846726 & 0.475161 \\ 0.768893 & 0.13356 & -0.625272 \\ 0.592897 & ...
0
votes
0answers
48 views

The 2-norm of a positive circulant matrix

Define a circulant matrix $A$ for complex numbers $a_1, a_2, ..., a_n$ as follows: $$ \text{circ}(a_1,\ldots,a_n)= \left[ \begin{matrix} a_1& a_2 & \cdots & a_{n-1} & a_n \\ a_n& ...
2
votes
2answers
200 views

If $A>B>0$, can we always find a positive real number $\alpha$, $0<\alpha < 1$ such that $\alpha A \geq B $?

Suppose we have positive-definite matrices $A$, $B$, if $A>B>0$, can we always find a positive real number $\alpha$, $0<\alpha < 1$ such that $ \alpha A \geq B $? If it has, then what ...
1
vote
0answers
59 views

Perturbation of eigenvalues of some special matrices

In perturbation theory of linear operators, one major question is how the eigenvalues of a linear operator $A$ change under a small perturbation, $A(x) = A + xP$, with $x\in\mathbb{R}$. For instance, ...
7
votes
5answers
292 views

Packing obtuse vectors in $\mathbb{R}^d$

I came across this attractive theorem: Theorem. In $\mathbb{R}^d$, there can be at most $d+1$ vectors that form an obtuse angle with one another. This was proved1 as a corollary of a lemma about ...
3
votes
2answers
164 views

Decomposition of a semi-definite matrix into sums of sparse semi-definite matrices

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
3
votes
1answer
149 views

Eigenvectors as continuous functions of matrix - diagonal perturbations

The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
2
votes
1answer
179 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 ...
1
vote
0answers
110 views

Bounding the largest Singular value

D is a $n \times n$ diagonal matrix whose diagonal entries lies in $(0,1]$. B is any $n \times n$ n.n.d. matrix. What will be the sharpest upper bound on the largest eigenvalue of: ...
6
votes
1answer
212 views

Convexity of the product of two exponential matrices

Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$. A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...
6
votes
7answers
724 views

Source for roots of matrix polynomials?

A matrix polynomial is a polynomial whose variables are square $n \times n$ matrices, let's say with entries in $\mathbb{C}$, and with coefficients in $\mathbb{C}$. I am seeking a source of results on ...
3
votes
1answer
101 views

Create matrix containing values in [0,1] where sum of all diagonals and anti-diagonals is fixed

The problem I am facing sounds at first glance pretty simple. However, as very often, it seems more complicated than I first assumed: I want to calculate a matrix $P = (p_{j,k}) \in \mathbb{R}^{n ...
1
vote
0answers
81 views

Is my particular finite dimension Toeplitz matrix always strictly positive?

Let $H(\omega), \; -\pi \leq \omega \leq \pi$ be a real-valued function with a continuous band of zeros, that is (for simplicity) $H(\omega)=0, \; |\omega|\geq \beta \pi$. Define a sequence of banded ...
1
vote
0answers
56 views

FPTAS for approximating the permanent of a matrix

My question concerns approximating permanent of an $n$-by-$n$ matrix. Several approximation algorithms have been proposed in the literature for this purpose, whose time complexity depend on $n$ and ...
1
vote
2answers
131 views

Norm of a matrix operator with a special structure

Let $\{\alpha_{n}\}_{n\in\mathbb{N}}$ be positive sequence such that $$\sum_{n=1}^{\infty}\alpha_n<\infty.$$ Question: Is there any chance to evaluate the operator norm of the matrix operator ...
6
votes
3answers
307 views

Is $1/\max(i,j)$ a bounded matrix on Hilbert spaces?

I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$. It would be sufficient to know if the Lehmer matrix ...
2
votes
1answer
111 views

Equivalence of entrywise 1-norm and Schatten-1 norm

Let $A \in \mathbb{R}^{m\times n}$ and $\|A\| = \sum_{i, j} |A_{i,j}|$. I am looking for constants $\alpha, \beta \in \mathbb{R}$ such that $\alpha \|A\| \leq \|A\|_* \leq \beta \|A\|$ The function ...
2
votes
2answers
211 views

quadratic matrix equation

Find all symmetric matrices $X=X^{T}$ such that \begin{align} XDX^{T}=-D \quad (1) \end{align} where $D\ne 0$ is a real diagonal matrix. For example, $X=iI$ satisfies $(1)$. Can you get a ...
3
votes
1answer
356 views

How to calculate the square root of matrix $A+B$ perturbatively?

$A=diag\{\lambda_1,...,\lambda_n\}$ and $\lambda_i>0$, $B$ is a positive definite symmetric matrix and $max\{B_{ij} \}\ll min\{\lambda_i\}$ Note that the perturbative calculation of square root ...
3
votes
2answers
167 views

What are interesting heuristics of determining how far given matrix is from a singular one?

The condition number and volume of matrix (defined as absolute value of its determinant) are things which come to mind. Is there more? I think that over the years numerical folks (who are faced with ...
3
votes
0answers
96 views

Stability of a linear system and spectrum of the product of two matrices

Let us consider an invertible matrix $\mathbf{A}\in GL_d(\mathbb{R})$ such that all its diagonal entries $\mathbf{A}_{ii}=-1 \; \forall \, i$. My question is the following: Does it always exists a ...
3
votes
0answers
77 views

When is a Hankel matrix invertible?

I would like to have some conditions that render a general Hankel matrix of the form \begin{pmatrix}a_1 & a_2 & a_3 &\cdots & a_n \\ a_2 & a_3 & a_4 & \cdots & a_{n+1} ...
2
votes
1answer
83 views

Bounds on Hilbert-Schmidt norm of difference of products of matrices

I suspect the following is well-known, but don't know of a reference (and it is not close to the area I normally work in). I have two sequences of matrices $Q_{1},\ldots,Q_{k}$ and ...
1
vote
0answers
71 views

Spectral radius of a column stochastic matrix perturbed by a rank-1 matrix

$P\in \mathbb{R}^{n\times n}$ is an irreducible column stochastic matrix. $P$ is also diagonally dominant. $w \in \mathbb{R}^{n} $ is a strictly positive vector satisfying $w^T \mathbf{1} = 1$ where ...
10
votes
0answers
322 views

A matrix trace inequality

The well-known Powers-Stormer inequality says the following: for positive semidefinite operators $A, B$, we have that $\mathrm{Tr}((A - B)(A - B)^\dagger) \leq \| A^2 - B^2 \|_1$, where $\| \cdot ...
3
votes
1answer
97 views

Upper bounds on elements of a matrix

During my research I have come across matrices this type $$C=B\left(B^T B\right)^{-1}B^T\ ,$$ where $B$ is an $m\times n$ real matrix. If $B^TB$ is not invertible, then $\left(B^T B\right)^{-1}$ ...
4
votes
1answer
155 views

Matrix-convexity of inverse of the cofactor matrix

Consider the matrix-valued function $f(A) = \frac{A}{\det(A)}$ on the set of $3\times 3$ positive-definite matrices. Is this function matrix-convex ? (i.e., is $tf(A) + (1-t)f(B) - f(tA+(1-t)B)$ ...
3
votes
2answers
125 views

Positive definiteness of infinite tridiagonal matrices

I am interested in the following problem: I have an infinite symmetric tridiagonal matrix $$ A= \begin{bmatrix} a_1 & b_1 & & & \\ b_1 & a_2 & b_2 & & ...
1
vote
0answers
101 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 ...
1
vote
0answers
72 views

Algorithms to compute the rank of a parametrized matrix [closed]

Motivated by my question on Mathematics StackExchange and by a question by Anirbit on the same site, I ask for some references on the problem of rank computation for a parametrized matrix. References ...
0
votes
0answers
49 views

Dual cone of a set of particular semidefinite cones

Let $X$ be a matrix variable $$X=\begin{pmatrix} x_1 & x_2 & x_3\\ x_2 & x_4 & x_5\\x_3 & x_5 & x_6\end{pmatrix},$$ define the cone as ...
1
vote
0answers
75 views

Unitary transformation of a Hermitian indefinite pencil to a real non-symmetric pencil

Given a Hermitian indefinite pencil $(A-\lambda B)$ where both $A=A^H$ and $B=B^H \in \mathbb{C}^{n\times n}$ are possibly indefinite, it is straightforward to show that the eigenvalues are either ...
3
votes
1answer
117 views

Normalizing a matrix via triangular transformations

Consider the following $n\times n$ real-valued matrix: $$ A=\begin{bmatrix} \alpha_1 & \beta_1 & 0 &\cdots & 0 &\gamma_n\\ \gamma_1 & \alpha_2 & \beta_2 & \cdots & ...
5
votes
1answer
158 views

How many cospectral graphs available for a given number of nodes?

Two graphs are said to be cospectral if they have same eigenvalues wrt adjacency matrix, Normalised or Signless laplacian matrix. How many graphs has cospectral mates for a given number of nodes? We ...
1
vote
0answers
79 views

Distribution of a signal covariance matrix

A common estimation problem in signal processing assumes the following signal model \begin{equation} \mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n} \end{equation} where ...
-1
votes
1answer
105 views

How to show the square root function of a positive semidefinite matrix is differentiable? [closed]

How to show the square root function of a positive semidefinite matrix is differentiable? In this context PSD means symmetric PSD.
0
votes
0answers
94 views

Question about majorization of eigenvalues after conjugation

Let $A$ and $B$ be $n \times n$ positive semidefinite matrices with eigenvalues $\alpha_1 \ge \alpha_2 \ge \ldots \ge \alpha_n$ and $\beta_1 \ge \beta_2 \ge \ldots \ge \beta_n$ respectively. ...
3
votes
0answers
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 ...