**1**

vote

**0**answers

20 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

**1**answer

172 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

**0**answers

97 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

**1**answer

183 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

**7**answers

665 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 ...

**0**

votes

**0**answers

22 views

### Degree $2$ nilpotent matrices with non-zero product [migrated]

Let $n$ be sufficiently large positive integer.
Let $M_i$ be $n$ matrices with entries in either $\mathbb{C}$
or $\mathbb{Z}/n \mathbb{Z}$.
Is it possible, (1) for $1 \le i \le n, M_i^2=0$ and
...

**3**

votes

**1**answer

90 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

**0**answers

71 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

**0**answers

50 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

**2**answers

126 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

**3**answers

302 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

**1**answer

81 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

**2**answers

203 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

**1**answer

295 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

**2**answers

163 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

**0**answers

84 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

**0**answers

73 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

**1**answer

74 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

**0**answers

54 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 ...

**9**

votes

**0**answers

312 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

**1**answer

93 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

**1**answer

148 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

**2**answers

120 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

**0**answers

100 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

**0**answers

68 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

**0**answers

46 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

**0**answers

68 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

**1**answer

112 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

**1**answer

146 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

**0**answers

73 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

**1**answer

96 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

**0**answers

92 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

**0**answers

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 ...

**1**

vote

**0**answers

35 views

### An inequality concerning restricted isometry property

Let $A\in \mathbb{R}^{m\times n}$ be a matrix and let us denote by $A_S$ the submatrix of $A$ with the columns restricted to a set $S\subset [n]:=\{1,2,\cdots, \ n\}$. Then one says that the matrix ...

**6**

votes

**1**answer

204 views

### Diagonalization of the matrix $(1/(i+j+\rm{const}))_{i,j}$

Consider the following infinite matrix: $A_{i,j}=\frac1{i+j+\gamma}$, $0\leq i,j<\infty$, $\gamma>0$ is a constant. Is it known how to diagonalize $A$, or, say, calculate $(I+tA)^{-1}$ for ...

**5**

votes

**0**answers

171 views

### Operator arithmetic-harmonic mean inequality with operator-valued weights

Let $\Lambda_1,\dots,\Lambda_n$ be strictly positive definite operators in the Euclidean space $\mathbb{R}^d$. By an operator arithmetic-harmonic mean inequality with weights $\Lambda_i$ I mean the ...

**0**

votes

**0**answers

23 views

### Exact diagonalization of tridiagonal centrosymmetric matrices

It is said that one can diagonalize a tridiagonal matrix using the analytical Lanczos method http://arxiv.org/abs/cond-mat/9712283v1. In some references in it, they always say that the starting point ...

**0**

votes

**0**answers

41 views

### Random Matrix Theory: question on a quantity on page 87 in book of Bai and Silverstein 2010

Anyone else is reading carefully the book of Bai and Silverstein 2010, titled "Spectral Analysis of Large Dimensional Random Matrices"?
On page 87 of this book, when they state the final step in the ...

**2**

votes

**0**answers

153 views

### Can anyone help me deduce a matrix inequality?

The following lemma is taken from references firstly.
Lemma 1 [1-2] Given matrices $Q=Q^{T} , F, M$ and $N$ of appropriate dimensions, then $$Q+MFN+N^{T}F^{T}M^{T}<0$$
for all $F$ satisfying ...

**7**

votes

**2**answers

505 views

### About Sylvester's determinant

If $A$ is any $n \times m$ matrix and $B$ is any $m \times n$ matrix then one familiar form of the Sylvester's identity is $\det(I + AB) = \det(I + BA)$.
Now somehow curiously this above identity ...

**1**

vote

**1**answer

150 views

### Matrix Generator for M/M/1 Queue Waiting Time Distribution

I "believe" that generator, $\bf W$, of the waiting time distribution for the M/M/1 queue is given by the following (I'm not sure if this is even correct):
${\bf W} =\left( \begin{array}{ccccc}
0 ...

**11**

votes

**0**answers

235 views

### Ratio of entries of A and log A where A is a triangular matrix

Consider triangular matrices $A = \left( {a(n,k)} \right)$ of arbitrary order with $a(n,k) = 0$ if $n + k$ is odd and $a(n,n - 2k) = \frac{{n!}}{{k!(n - 2k)!}}\frac{{(m + n - k - 1)!}}{{(m + n - ...

**0**

votes

**3**answers

99 views

### Maximizing/Minimizing the Operator norms of 0-1 matrices subject to a constraint

Fix $n$ and let $B, C$ be two $n \times n$ 0-1 matrices of full rank such that $\sum_{i,j} b_{i,j}^2 = \sum_{i,j} c_{i,j}^2$, in other words they have the same number of $0$ entries and the same ...

**4**

votes

**1**answer

115 views

### Counting Boolean Normal Matrices of size $2n \times 2n$

Fix $n$ a natural number. Consider the set of all $2n \times 2n$ matrices with entries from {0,1}. This is clearly a finite set. I would like to count the number of such normal matrices for fixed ...

**6**

votes

**0**answers

185 views

### Product $PVPVP$ is elementwise nonnegative?

Let $P\in \mathbb{R}^{n\times n}$ be the inverse of a positive definite M-matrix and $V\in \mathbb{R}^{n\times n}$ be any diagonal matrix. Prove (or disprove) that $PVPVP$ is elementwise nonnegative.
...

**4**

votes

**2**answers

209 views

### Do singular values dominate eigenvalues?

Suppose $A$ is an $n \times n$ complex matrix with singular values $s_1 \ge s_2 \ge \cdots \ge s_n$ and eigenvalues $(\lambda_i)_{i=1}^{n}$ arranged so that $|\lambda_1| \ge |\lambda_2| \ge \cdots ...

**2**

votes

**1**answer

196 views

### Number of matrices of a given rank satisfying this condition

Let $A_1$ and $A_2$ be two arbitrary $n\times n$ matrices with entries in $Z_p$. How many $n\times n$ matrices $B$ are there so that both $A_1-B$ and $A_2-B$ are of rank $n-1$ or less? What is the ...

**2**

votes

**1**answer

108 views

### lower bound of a trace quadratic form [closed]

i want to find a lower bound on the following expression:
$tr(AXA^T)$ in terms of $tr(X)$
where A is real $n\times n$ matrix and $X>0$ is positive symmetric. It seems that the following bound is ...

**2**

votes

**0**answers

81 views

### What is the significance of the median eigenvalue?

When I look at the spectral density plots of my (usual) laplacian graphs, they spike at the median eigenvalue. But what significance for the graph/matrix (which originates from a network) does the ...

**4**

votes

**2**answers

179 views

### The eigenvectors and eigenvalues of matrix geometric mean

This is a follow up question on from How to solve a non-homogeneous quadratic matrix equation?.
Given the matrix $G = A(A^{-1}M)^{1/2}=A^{1/2}(A^{-1/2}MA^{-1/2})^{1/2}A^{1/2}$, where $A=-H^{-1}$, ...