**1**

vote

**1**answer

585 views

### power of a block triangular matrix

I have a matrice in the form :
$$M =
\begin{pmatrix}
A & 0 & 0 \\\
B & A & 0 \\\
C & D & A
\end{pmatrix}
$$
where $A,B,C,D$ are diagonalizable square matrice and I want to ...

**1**

vote

**1**answer

153 views

### Scaling laws for singular values of random matrices

Assume that we have an $n\times n$ matrix ${\bf A}$ with elements drawn i.i.d. Gaussian with mean zero and variance 1.
Are there any results on the asymptotic behavior of its $i$-th largest singular ...

**4**

votes

**2**answers

1k views

### Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.

Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ).
I have a ...

**2**

votes

**2**answers

975 views

### Estimating a spectral gap

Suppose you have a real positive definite matrix $A$ who eigenvalues are $\lambda_{1} \leq \lambda_{2} \leq \ldots \leq \lambda_{n}$. I am interested in bounding from below $\lambda_{2}-\lambda_{1}$. ...

**1**

vote

**3**answers

626 views

### Number of parameters needed to specify a Hermitian matrix of rank r.

Hi,
i have two questions that seem to bother me lately. Maybe you could help me and/or point me in any related literature.
1) Assume hermitian matrix $H \in \mathcal{C}^{n \times n}$ that has rank ...

**0**

votes

**3**answers

483 views

### Convex Combination of 2 hermitian matrices

Assume all the matrices I discuss about are $N \times N$. Consider any two hermitian matrices $A_1$ and $A_2$ which are indefinite. The question is, In general, for any $A_1$ and $A_2$ (both matrices ...

**1**

vote

**1**answer

51 views

### Is the trace of a Lyaponov transform of a semistable matrix always nonpositive?

Let $A$ be a semistable real matrix (i.e. the real parts of all the eigenvalues of $A$ are nonnegative). Let $P$ be a positive definite matrix.
Is it always true that
$\text{trace}{A^{T}P+PA} ...

**2**

votes

**1**answer

318 views

### Is there a natural distance between skew hermitian matrices?

Working in machine learning, I try to find a way to compare time series, which can be considered as semi-continuous matrices belonging to $\mathbb R^{n \times \mathbb R}$ (a column corresponds to ...

**0**

votes

**1**answer

174 views

### Eigenvector localizaiton

I have raised this sort of question before but I think that now I've found a better term for the subject, one which might ring more bells for people - hence the repost. Hope you won't be too angry ...

**1**

vote

**0**answers

62 views

### sharper interlacing

The usual interlacing inequalities say that if $M$ is a Hermitian $n \times n$ matrix and $\hat{M}$ is a principal submatrix of order $n-1$, then $\lambda_{\min}(M) \leq \lambda_{\min}(\hat{M})$. I ...

**2**

votes

**2**answers

485 views

### Generalizations of Oppenheim's inequality

The well-known Oppenheim inequality says that for two positive definite matrices $A,B$ it holds that $\det(A \circ B) \geq (\prod{a_{ii}})\det(B)$.
There has been a lot of beautiful work done ...

**3**

votes

**2**answers

434 views

### S-matrix conjecture: status?

Is the $S$-matrix conjecture still open? I mean the one listed as Problem 7 in this survey.

**1**

vote

**1**answer

188 views

### name for a matrix operation

If $A$ is a matrix and $D$ is a diagonal matrix, is there some special name for $DAD$?

**3**

votes

**2**answers

548 views

### matrices whose entries sum to zero

Let $A$ be a non-singular matrix and let $s(A)$ be the sum of its entries. Under which conditions can it be assured that $s(A) \neq 0$?
if you like, you can assume that $A$ is symmetric.
Here is an ...

**1**

vote

**1**answer

192 views

### eigenvector update formula

Suppose that $B$ is a Hermitian matrix with one known eigenpair $(\lambda,v)$. (assume its the smallest or largest pair, if you like). Form the rank one update $B+\rho bb^{T}$.
Now I'm interested in ...

**2**

votes

**3**answers

227 views

### 'Condition number' for Rayleigh-Ritz quotient

Suppose that $A$ is a Hermitian matrix and that $u,v$ are two vectors. Is there some known function $\kappa(A)$ so that $||u-v|| \leq \kappa(A) |\frac{u^{\*}Au}{u^{\*}u}-\frac{v^{\*}Av}{v^{\*}v}|$?
...

**5**

votes

**2**answers

708 views

### A question about matrices with more details

Let $A,B\in\mathbb{R}^{n\times n}$. Suppose that $B$ is nonsingular and that there exists $m$ reals pairwise distinct $\lambda_{1},\cdots,\lambda_{r},\cdots,\lambda_{m}$ such that
...

**2**

votes

**1**answer

191 views

### Simultaneous decomposition of three projectors

A projector $P$ is a Hermitian matrix satisfying $P^2=P$. For any two projectors, it is easy to show that there exists a unitary matrix $U$ such that both $U^*PU$ and $U^*QU$ are block-diagonal ...

**5**

votes

**0**answers

249 views

### concentration for eigenvectors

I am interested in bounding from above the ratio between the maximum and minimum entries of a Perron vector. The only results that I found in the literature are from the classic masters (Ostrowski and ...

**1**

vote

**4**answers

322 views

### inverse-closed matrix spaces

Is there a known characterization of such spaces?
An example: the space of $n \times n$ matrices spanned by $I$ and $J$ (the identity and all-ones matrices, respectively) is inverse closed by the ...

**1**

vote

**2**answers

216 views

### small sums of entries in submatrices - strange phenomenon

Suppose that $x \in \mathbb{R}^{n}$ is a vector of small positive fractions, i.e. $x_{i} \approx \frac{1}{n}$. The exact values are unknown. I form the matrix $M=diag(x)-\frac{xx^{T}}{2}$ which is a ...

**13**

votes

**2**answers

2k views

### Minimum off-diagonal elements of a matrix with fixed eigenvalues

Hello,
I am en engineer working in radar research. I came accross a problem I cannot seem to find math literature on it.
I can ask it in two different ways. Perhaps depending on the reader, the ...