The study of real and complex matrices and their algebraic and analytical properties, including: eigenvalues and eigenvectors, positive definite matrices, matrix inequalities, invariant subspaces, perturbation analysis, matrix functions.

learn more… | top users | synonyms

3
votes
3answers
860 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 ...
12
votes
2answers
373 views

Optimizing the condition number

Suppose I have a set $S$ of $N$ vectors in $W=\mathbb{R}^m,$ with $N \gg n.$ I want to choose a subset $\{v_1, \dots, v_m\}$ of $S$ in such a way that the condition number of the matrix with columns ...
6
votes
1answer
233 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, ...
3
votes
1answer
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 ...
1
vote
0answers
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 ...