**0**

votes

**1**answer

95 views

### Matrix inequality between a traceless matrix and identity

Given a traceless matrix $C\in M_n(\mathbb{F})$, i.e., tr$(C)=0$, what is the relationship between tr$|\mathbb{I}+C|$ and tr$|C|$? The two matrices are of dimension $n$.

**0**

votes

**1**answer

32 views

### Uniqueness and invariance of the LDLT decomposition

A real symmetric positive semi-definite matrix $A$ can be decomposed in the form
$A = P^TLDL^TP$,
where $P$ is a permutation matrix, $L$ is a lower unit triangular matrix and $D$ is a diagonal ...

**1**

vote

**0**answers

60 views

### Boundary of pseudospectra

Suppose:
$B_i \in \mathbb{C}^{n \times n}$, $0<w_i\in \mathbb{R}$ $(i = 0,1,2,\ldots,m)$
${\rm P}(x) ={\rm{B}_m} x ^m + \cdots + B_1 x + B_0$ is a matrix polynomial, and $x $ is a complex ...

**-1**

votes

**1**answer

4k views

### Derivative of log determinant and inverse

I have a matrix $\Sigma$ with element $(i,j)$
$$\Sigma_{i,j}= \exp(-h_{i,j}\rho).$$
The matrix is positive definite and symmetric (it is a covariance matrix).
Now I need to evaluate
...

**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

**0**answers

129 views

### bounds on the entries of an inverse circulant matrix

Suppose that $C$ is a (real) circulant invertible matrix defined by a vector $d$. Then $C^{-1}$ is also a circulant defined by some vector $f$. There exists a standard formula that expresses the ...

**1**

vote

**0**answers

34 views

### Limits on a parameter $\alpha$ to get positive definite matrix

Given positive semi-definite $n\times n$ matrices $B_k$, how would I go about getting the limits on $\alpha_k$ such that the expression
\begin{equation}
\mathbb{I}-\sum_{k=1}^{m-1}\alpha_kB_k
...

**-3**

votes

**1**answer

57 views

### A question on matrix polynomial [closed]

Suppose
${P_\Delta }(\lambda ) = ({A_m} + {\Delta _m}){\lambda ^m} + ....... + ({A_1} + {\Delta _1}){\lambda ^1} + ({A_0} + {\Delta _0})$ is a matrix polynomial, and $\lambda $ is a complex ...

**4**

votes

**2**answers

128 views

### Relation between eigenvalues of $A$ and $A^TA$?

For an $n\times n$ diagonizable matrix $A$, is there a relation between the eigenvalues of $A$ and the eigenvalues of $A^TA$?
I ask this because I am looking into the relation between $A$ and $A+cI$, ...

**11**

votes

**1**answer

419 views

### Number of matrices with given Smith normal form

Denote with $\mathcal{M}$ the set of $(m \times n)$-matrices with integer coefficients bounded by some $K$. Given a matrix $B \in \mathcal{M}$ that is in Smith normal form, is anything known about the ...

**1**

vote

**1**answer

94 views

### Determinant of discrete Laplacian

It can easy be shown by induction that the determinant of the $(N-1)\times (N-1)$ matrix
$$\begin{pmatrix}
2 & -1 & & \\
-1 & 2 & \ddots & \\
& ...

**0**

votes

**1**answer

104 views

### Possible lower bound in quantum many body system with non-local terms

I am asking a question related to Lieb-Robinson bound and nonlocality.
As we know from Lieb-Robinson theorem (see e.g. http://arxiv.org/abs/1008.5137): Suppose a Hamiltonian system is local, i.e. ...

**7**

votes

**1**answer

140 views

### approximate stationary distributions of a doubly stochastic matrix and its supports

Given a doubly stochastic matrix $M$ and a distribution $v$,let $M=\sum_{\sigma\in S_n}p_{\sigma}M_{\sigma}$ be any Birkhoff decomposition of $M$, where $M_{\sigma}$ is the permutation matrix induced ...

**5**

votes

**0**answers

52 views

### convex hull of all-ones principal submatrices

For a subset $S$ of $\{1,\ldots,n\}$,
let $\mathbf{1}_S\in\{0,1\}^n$ denote the indicator vector of $S$, with a $1$ on the $i$th coordinate iff $i\in S$. Let $\mathcal{X}$ denote the convex-hull of ...

**8**

votes

**1**answer

396 views

### Samuel Karlin's problem: Probability of positive solution to system of random linear equations

I came to know this problem from Dr. W. Bryc's slides (at University of Cincinnati), and I have been continually working on this problem for almost 5 days using different techniques. But I am only ...

**12**

votes

**0**answers

176 views

### How does a permutation $P$ affect the singular value $\sigma_{\text{max}}(Q^\top P^\top Q)$ for orthogonal $Q$?

Let $q_i$ for $i=1,\ldots,m$ be the columns of the matrix $Q\in\mathbb{R}^{n\times m}$, $n\geq 2m$, which are pairwise orthonormal ( i.e.
$q_i^\top q_j = \begin{cases} 1 & \text{if}\quad i=j \\ 0 ...

**2**

votes

**1**answer

78 views

### How to characterize singular matrix $X$ that solves det$(X−A)=0$, where $A$ is symmetric positive definite?

Consider real square matrices $X$ and $A$ of same size, where $A$ is known to be symmetric positive definite. I came across the matrix equation $XX^{\top} = AX^{\top}$, which solved for $X$ gives ...

**6**

votes

**2**answers

285 views

### Parametrization of positive semidefinite matrices

We know that a real, symmetric, positive definite matrix $A$ of size $n\times n$ can be parametrized by a vector $\theta$ of $\frac{n(n+1)}{2}$ parameters thanks to the Cholesky decomposition:
$$
A = ...

**0**

votes

**0**answers

24 views

### Reducing the degrees of freedom in unitary columns

Let $U = diag([U_1, U_2, ..., U_N])$ be a block-diagonal $NM \times NM$ unitary matrix, where each $U_j$ is a unitary $M \times M$ matrix.
Furthermore, let $Q_e = kron(I_M, Q)$ be the Kronecker ...

**17**

votes

**1**answer

399 views

### Almost commuting unitary matrices

Suppose that $A_1,\dots, A_k$ are unitary matrices such that any two of them can be approximated by commuting unitary matrices. i.e. for any $i$ and $j$, there are unitary matrices $A_i'$ and $A_j'$ ...

**-1**

votes

**1**answer

183 views

### How bad could $\|A^k\|$ be when $\rho(A) < 1-\delta$ [closed]

(Sorry, I do hate editing this many many times but let me try the last time)
Gelfand's formula says that
$$\lim_{k\rightarrow \infty} \|A^k\|^{1/k} = \rho(A)$$
I am wondering whether there is any ...

**7**

votes

**2**answers

229 views

### What is the most efficient way to factor a matrix into a given set of generators?

I am studying finite index subgroups of certain finitely presented groups. The particular conditions on my groups make this problem easier than I phrase it here, but I am curious about a more general ...

**1**

vote

**1**answer

1k 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 ...

**0**

votes

**0**answers

83 views

### Proof sought that a certain function is approximatively 3-dimensional

Let $D_n(x)$ be a diagonal matrix of size $N\times N$ where the $k$th element is $\exp(2\pi\jmath x(n+(k-1)/N)$.
Let $P_n$ be a random diagonal $N\times N$ matrix where each diagonal element is a ...

**1**

vote

**0**answers

74 views

### Eigenvalues of a partitioned self-adjoint matrix

This is a repost of the same question on MSE (with no reply/comment):
http://math.stackexchange.com/questions/1454314/eigenvalues-of-a-partitioned-self-adjoint-matrix
I would be grateful just for a ...

**2**

votes

**1**answer

55 views

### Regularity of decomposition of matrix-valued function

Here is the problem. Suppose I have a positive definite matrix-valued function $A\colon \mathbb{R}^n\to \mathbb{R}^{n\times n}$. Then we know that there is a matrix-valued function $B\colon ...

**6**

votes

**1**answer

103 views

### “Additive version” of Kronecker product

Let $A$ and $B$ be two square matrices with complex entries.
Let $\lambda_1, \ldots, ,\lambda_n$ be the Eigenvalues of $A$ and
$\mu_1, \ldots, ,\mu_m$ be the Eigenvalues of $B$.
Then the Eigenvalues ...

**15**

votes

**1**answer

504 views

### Is SL(n,Z[x]) generated by transvections?

Is $\mathrm{SL}(n,\mathbb{Z}[x])$ equal to $E(n,\mathbb{Z}[x])$, the subgroup generated by transvections?

**7**

votes

**2**answers

142 views

### What are the upper bound and stability conditions for the following simple linear system?

Consider the following linear system
$$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1)
$$
where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, ...

**2**

votes

**0**answers

321 views

### Largest eigenvalues distribution of tridiagonal symmetric random matrix

I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way.
All the ${\lambda}_i$ are distributed the same way with chi-square ...

**0**

votes

**0**answers

59 views

### $l_{\infty}$ norms of matrix perturbations

Say $B$ is a real symmetric matrix of dimension $n$ and $A$ is another real symmetric matrix of the same dimension.
What needs to be the bounds on (which?) norm of $B$ to ensure that ...

**5**

votes

**1**answer

75 views

### when does elementwise-log preserve positive-semidefiniteness?

Let $Z$ be a positive semidefinite matrix with nonnegative entries, and define $X=\log(1+Z)$, where the $\log$ is taken entrywise, i.e., $X_{ij}=\log(1+Z_{ij})$. Are there some simple sufficient ...

**36**

votes

**4**answers

2k views

### The sum of squared logarithms conjecture

I am searching for the first proof of (or counterexample to) the following conjecture.
(The sum of squared logarithms conjecture)
For all natural numbers $n$ and positive numbers $x_1,x_2, \ldots , ...

**9**

votes

**3**answers

478 views

### Product of a Finite Number of Matrices Related to Roots of Unity

Does anyone have an idea how to prove the following identity?
$$
\mathop{\mathrm{Tr}}\left(\prod_{j=0}^{n-1}\begin{pmatrix}
x^{-2j} & -x^{2j+1} \\
1 & 0
\end{pmatrix}\right)=
\begin{cases}
...

**2**

votes

**1**answer

3k views

### Cholesky decomposition of a positive semi-deﬁnite

We know that a positive deﬁnite matrix has a Cholesky decomposition,but I want to know how a Cholesky decomposition can be done for positive semi-deﬁnite matrices?The following sentences come from a ...

**6**

votes

**2**answers

139 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

**1**answer

105 views

### almost diagonal Positive semidefinite Matrix

Consider the set $\mathcal{D}_n$ of $n$-dimensional positive semidefinite matrices.
A matrix $M\in \mathcal{D}_n$ is called $\epsilon$ diagonal in trace distance if there is a diagonal matrix $D\in ...

**3**

votes

**2**answers

135 views

### generalization of result on K_1 of $SL(n,R)$

Let R be a "nice" ring with 1 (e.g. Euclidean domain). Then the subgroup E(n,R) generated by the elements $I+te_{i,j}$ is equal to $SL(n,R)$.
My question is as follows: Instead of $SL(n,R)$ I look ...

**1**

vote

**1**answer

44 views

### rank minimization over vector subsets

Let $S$ be a set of $n$ vectors from $\mathbb{Q}^d$. For every $k=1,2,\dots,n$, define
$$r_k = \min_{T\subset S, |T|=k} \mathrm{rank}(T),$$
where $\mathrm{rank}(T)$ is the rank of a matrix formed by ...

**1**

vote

**0**answers

134 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:
...

**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.

**8**

votes

**2**answers

455 views

### On closest unitary matrix

In this question $\|A\|_p$ is the normalized $p$-th Schatten norm which is defined to be $\left(\mathbb E_{i} \lambda_i^p\right)^{1/p}$, where $\lambda_i$ are singular values of matrix $A$.
Suppose ...

**1**

vote

**0**answers

88 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 ...

**9**

votes

**0**answers

95 views

### What is the symmetry group fixing norms of elements of a unitary matrix?

Let $N\geq1$ be an integer and let us say that two matrices $U,V\in U(N)$ are related if $|U_{ij}|=|V_{ij}|$ for all indices $1\leq i,j\leq N$.
When exactly are two unitary matrices related in this ...

**2**

votes

**2**answers

236 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

**0**answers

102 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} ...

**0**

votes

**0**answers

158 views

### The right expansion of a square root matrix

I have some issues in finding an asymptotic expansion for a square root matrix and I have already posted a question (Asymptotic expansion square root matrix). Somebody redirected me to a post where ...

**1**

vote

**0**answers

40 views

### Constructing pointwise-or independent binary matrices

Let $M$ be an $m \times n$ matrix such that every $M_{ij} \in \{0,1\}$.
We say that $M$ is `$\lor$-irreducible' if (i) no row is a pointwise-or of other rows, and (ii) no column is a pointwise-or of ...

**1**

vote

**0**answers

153 views

### Asymptotic expansion square root matrix

I am looking for an asymptotic expansion for $\underline\gamma$ which is the "square root" matrix of a symmetric $p\times p$ matrix $\gamma$. Here $\underline\gamma$ is assumed to be symmetric, e.g. ...

**2**

votes

**1**answer

80 views

### Distribution of the $\alpha$-parameter of a $2\times 2$ Haar-distributed, unitary matrix

It is well known that any $2\times 2$ unitary matrix $\mathbf{U}$ can be parametrized as
$$\mathbf{U}=\begin{pmatrix} 1 & 0 \\ 0 & \mathrm{e}^{\mathrm{j}\beta_1}\end{pmatrix} \begin{pmatrix} ...