**-1**

votes

**0**answers

23 views

### Hessian Matrix and Kronecker Product

Given the following equation,
$\Delta Y=J\Delta X+\frac{1}{2}H \Delta X \otimes \Delta X$
where $\Delta Y, \Delta X \in \mathbb{R}^{n}$, $J \in \mathbb{R}^{n \times n}$ is the Jacobian and $H \in ...

**0**

votes

**0**answers

12 views

### Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...

**3**

votes

**0**answers

77 views

### Infinite series of determinants

I am interested in what is known about the following class of sums. For a sequence of matrices $A_i$ (which possibly have different size), I am wondering about examples and methods for evaluating sums ...

**3**

votes

**0**answers

125 views

### Symmetric matrices with $\rho(A)\gg\|A\|_\infty$

For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...

**5**

votes

**2**answers

235 views

### How to check whether a matrix is completely positive or not?

The definition:
cone of completely positive matrices
$\mathcal{C}=\{\sum_{i=1}^kx_ix_i^T:x_i\in\mathbb{R}^n_+\ for \ i=1,2,...,k\}$.
I just don't knwo how to check whether a matrix belongs to ...

**3**

votes

**0**answers

29 views

### Simultaneous Tridiagonalization of a given set of hermitian matrices?

I have a set of $N\times N$ hermitian matrices $A_i,~i=1,\dots,M$. Are there any results on the possibility of simultaneously tridiagonalizing them?

**-2**

votes

**0**answers

35 views

### Is there an explicit ODE solution for this system?

y'(t)=A(t)*y(t)+g(t),
A(t)=[-t^2, t;
sin(t) cos(t)]
g(t)=(1+t/2;
-1)
y(0)=(3;
1)
I actually do not know how to solve an ODE with variable constants, but when I use the ...

**1**

vote

**0**answers

61 views

### About the group generated by one diagonal unitary

Suppose $D=diag\{\alpha_1,\alpha_2,...\alpha_n\}$ is a diagonal unitary, which means that |\alpha_i|=1 for all $i$. We know that $\alpha_i$ is not unit root and so is $\alpha_i/\alpha_j$ for $i\neq ...

**8**

votes

**2**answers

684 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, ...

**3**

votes

**1**answer

74 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 ...

**2**

votes

**1**answer

65 views

### Known Results on Convexity of Numerical Range

Let $A_1,A_2,\dots,A_M$ be given $N\times N$ hermitian matrices. The numerical range is defined as the set
\begin{align}
\mathbb{S}=\{(u^HA_1u,\dots,u^HA_Mu)\in \mathbb{R}^M\mid u^Hu=1\}
\end{align}
...

**4**

votes

**2**answers

157 views

### Finding roots of a recursively given polynomial sequence / eigenvalues of an almost Toeplitz matix

I would like to find the roots of the polynomial sequence given by a recurrence relation as follows:
$V_0(x) = 1-a^2$
$V_1(x) = 1-a^2 - x$
$V_{k \geq 2}(x) = (1+a^2 - x)V_{k-1}(x) - a^2V_{k-2}(x)$
...

**7**

votes

**1**answer

129 views

### How much can I perturb a symmetric stochastic matrix and keep positive solutions?

Suppose $A$ is a symmetric stochastic $n \times n$ matrix with least eigenvalue $\lambda_n>0$. Consider real symmetric perturbations $\widehat{A}$.
How large can I take $\epsilon$ such that ...

**1**

vote

**0**answers

58 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 ...

**1**

vote

**2**answers

83 views

### Bound on smallest entry of inverse matrix

For a symmetric, invertible matrix $A=(a_{ij})\in \mathbb{R}^{n\times n}$ with (at least two) nonzero off-diagonal elements, is it possible to bound in absolute value the smallest entry of its inverse ...

**0**

votes

**0**answers

51 views

### Property of quasipositive matrices

I saw this theorem stated in a paper without proof and I have difficulty proving it.
If $A$ is an $n\times n$ matrix with non-negative off-diagonal entries, let $s(A)$ be the real eigenvalue such ...

**5**

votes

**1**answer

91 views

### Are there any known results on numerical ranges of rank-one positive semi-definite matrices?

In my problem, I came across numerical ranges of rank-one positive semidefinite matrices. Through Toeplitz-Hausdorff theorem and some other extensions, I know if there are at most three matrices, then ...

**3**

votes

**1**answer

176 views

### When is this matrix singular?

Consider matrix $A$ with $(j,k)$′th entry $A_{j,k}=\sin(\omega_j t_k+\phi_j),\,\forall j,k\in\{1,2,...,n\}$, where $\omega_j,t_k,\phi_j\in \mathbf R$.
1) For $t_k=k$, what is the condition on ...

**3**

votes

**1**answer

105 views

### SDP formulation of noisy low rank matrix completion

Exact low rank matrix completion using nuclear norm minimization can be formulated as a semidefinite program (SDP). Following the notation in the paper, a convex problem for noisy matrix completion ...

**2**

votes

**1**answer

108 views

### derivative of sum of singular values

can someone point me to the direction how to calculate the derivatives of a sum of singular values of a matrix?
I am trying to minimize
$$\min_A \parallel A \parallel_*+ \cdots $$ where $\parallel A ...

**1**

vote

**0**answers

145 views

### Incoherence of the row/column span

Due to V.Chandrasekaran., et al (p.11) : In general for any $k$-dimensional subspace of $A_{n×n}$ we have that:
$$\sqrt{(k/n)} \leq incoherence(A)\leq 1$$
where the lower bound is achieved (for ...

**0**

votes

**1**answer

102 views

### How to determine the distance between two matrices under the meaning of a matrix function? [closed]

Suppose a nonlinear infinitely continous differentiable function $f:\mathbb{D}\mapsto \mathbb{R^+}$, where $\mathbb{D}\subset\left\{X|\text{rank}{X}=2,X\in\mathbb{R}^{3\times 3}\right\}$ is a ...

**0**

votes

**1**answer

169 views

### Nonnegative Matrix

Let $A=E+\sqrt{-1}B$, where $E=diag\{0,1,\cdots,1\}$, $B$ is a real symmetric matrix. Let $A^*$ denote the adjoint matrix of $A$, i.e. $AA^*=\det A\cdot I$. I hope the real part of adjoint matrix ...

**4**

votes

**1**answer

117 views

### Epidemic threshold

Need some help / ideas to proceed. Stuck for a while on this.
In the literature of epidemic theory, it is found that the epidemic threshold is $1/\lambda_{max}(A)$ where $\lambda_{max}(A)$ is the ...

**6**

votes

**1**answer

243 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} ...

**0**

votes

**1**answer

138 views

### Tensor product of generator of SU(n)

I'm doing research in quantum mechanics and got some trouble. Any help would be very much appreciated.
Let $\{\lambda_j\}$ be the set of generator of $SU(n)$. Consider the operator:
$K=\sum_j ...

**0**

votes

**0**answers

141 views

### Proving that a certain matrix inverse is always positive definite

Take any positive definite Hermitian matrix $X$.
Put all values of $X$ equal to 0 except for the values along the center $2K+1$ diagonals which are kept untouched. Denote the new matrix by $Y$.
Let ...

**7**

votes

**1**answer

767 views

### A Problem on Linear Algebra

I'm trying to calculate an integral over the generalized Poincare upper half plane, then I find that I need to show the following identity:
Let $X=(X_{i,j})\in\mathrm{GL}(n,\mathbb R)(n\geq 3)$ ...

**2**

votes

**1**answer

195 views

### More than controlability: Speed of controllability!

Consider the continuous linear time-invariant system
$$
\begin{array}{l}
\dot{\mathbf{x}}(t) = A \mathbf{x}(t) + B \mathbf{u}(t)\\
\mathbf{y}(t) = C \mathbf{x}(t) + D \mathbf{u}(t)
...

**5**

votes

**0**answers

132 views

### Energy barriers between Hadamard matrices

Hadamard matrices may be characterized as $n\times n$ real orthogonal matrices $U$ that achieve the lowest possible "energy" as defined by the (scaled and shifted) entry-wise 1-norm:
$$
E(U)=n^2 ...

**2**

votes

**0**answers

128 views

### How to perform this matrix integral?

Edit: some backgrouds added.
In quiver matrix model which is reviewed DV or CKR, the path integral reduce to the matrix integral
$$Z \sim \int \prod_{i=1}^r d\Phi_i \prod_{<a,b>} dQ_{ab} ...

**2**

votes

**2**answers

153 views

### The derivative of the Cholesky Factor

Let $A$ be a symmetric, positive definite $p\times p$ matrix, and let $f(A)$ be it's Cholesky factor. That is, $f(A)$ is a lower triangular $p\times p$ matrix such that $A = f(A) f(A)^{\top}$. I am ...

**1**

vote

**1**answer

95 views

### Weighted Spectral l-2 norms arising from matrix inner products

The spectral $l^2$ norm of a complex matrix is given by:
$\|A\|= \left( \sum_{k=0}^{N-1} s_k(A)^2 \right)^{1/2}$ where $s_k(A)$ are the singular values of $A$ ordered so as to be non decreasing in ...

**2**

votes

**1**answer

127 views

### Equivalent metrics on symmetric positive definite matrices

By similar arguments as for the proof of the golden-thompson inequality (see "Log majorization and complementary Golden-Thompson type inequalities" by T.Ando and F.Hiai) we can show that for all A,B ...

**0**

votes

**2**answers

150 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

**1**answer

79 views

### Norm bound on eigen-vector change caused by rank-one update

Suppose $A$ is a positive semi-definite, Hermitian matrix with a unit-norm eigen vector $\textbf{v}$ corresponding to its largest eigen value $\lambda$. Let $B = A + \alpha \textbf{z}\textbf{z}^H$, ...

**1**

vote

**0**answers

81 views

### All Unitarily Invariant Minkowski Norms on $\mathfrak{su}(N)$

It is well known that the some matrix norms satisfying:
$\|A\| = \|UAV\|$, $\forall A \in \mathbb{C}^{N \times N}, \forall U,V \in U(N)$
are the Schatten-p norms:
$\|A\|_p= \left( \sum_{k=0}^{N-1} ...

**1**

vote

**1**answer

366 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 ...

**5**

votes

**3**answers

289 views

### Optimization problem on trace of rotated positive definite matrices

Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$:
$$
\mathrm{arg}\max_R ...

**2**

votes

**0**answers

100 views

### A - B is semidefinite, what the relationship about their eigenvalues? [closed]

$A, B$ are two symmetric matrices, if $ A-B $ is semidefinite (i.e.$ A - B \geq 0$), if we rearrange the eigenvalues of two matrices, $\lambda_1 (A) \geq \lambda_2 (A) \geq ... \geq \lambda_n (A)$, ...

**2**

votes

**1**answer

81 views

### Dimension independent computational complexity of singular value decomposition

Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$).
Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time
which is ...

**0**

votes

**1**answer

137 views

### Bounding the positive semi-definite matrix with its block diagonal matrix [closed]

Can we bound $\mathbf{A}$ with $\mathbf{A^*}$ as ${\bf{A}} \preceq {{\bf{A}}^*}$ where
\begin{equation}
{\bf{A}} = \left[ {\begin{array}{*{20}{c}}
{{{\bf{A}}_{11}}}&{...}&{{{\bf{A}}_{1N}}}\\
...

**2**

votes

**1**answer

202 views

### On a determinant inequality of positive definite matrices

Assume that $B$ and $A$ are two positive definite matrices. Take $B^*$ a block diagonal matrix with block $B_{11}$ and $B_{22}$ of $B$. This means the following:
$$
B=\left[\begin{array}{ll}
...

**1**

vote

**0**answers

51 views

### M-matrix with nonconstant entries properties

I have a matrix $J(x)$ with $J_{ij}(x)=f_{ij}(x)$ where vector $x$ is $x=x_1, x_2, ..., x_m$. I have shown that $J(x)$ is an M-matrix for all $x$. There is known review paper by Plemmons (1977) of 40 ...

**5**

votes

**2**answers

230 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 ...

**1**

vote

**0**answers

135 views

### What is the Birkhoff norm of a Perron vector?

Let $A$ be a positive matrix. What is known about the Birkhoff norm of its Perron vector?
By the Birkhoff norm of a vector $x$ I refer to the quantity $\frac{\max{x}}{\min{x}}$.
P.S. This is ...

**1**

vote

**0**answers

82 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 ...

**-3**

votes

**1**answer

159 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

236 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, ...

**0**

votes

**0**answers

57 views

### problem about Matrix multiple

Assuming a series of random geometric graph G1,G2,...,Gn. For each Gi, |V|=N, and nodes are distributed as a possion point process. If the distance between a pair of nodes is less than or equal to ...