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### 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 ...

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217 views

### Separating the spectrum of a Hermitian matrix

Given Hermitian matrix $A$, I would like to perturbate it so that its eigenvalues become well-separated.
Specifically, let $A$ be some Hermitian matrix, and let $G$ be a Gaussian matrix, with each
...

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146 views

### Behavior of eigenspaces of adjacency matrices of random graphs (not via perturbation theory)

For the sake of discussion, let us say that we have the adjacency matrix $A$ of a graph, on $n$ nodes, from a stochastic block model with 2 blocks. Another name for this (usually used in computer ...

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293 views

### Rigorous results on the method of multiple scales

The method of multiple scales (Scholarpedia) is a technique used to obtain approximate solutions to differential equations, most commonly when some of the more standard approaches to perturbation ...

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82 views

### Sensitivity of the range of a matrix

The distance between two subspaces $\mathcal{U}$ and $\widetilde{\mathcal{U}}$ is classically defined as $d(\mathcal{U},\tilde{\mathcal{U}}):=\|P-\tilde{P}\|$, where $P$ and $\tilde{P}$ are orthogonal ...

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125 views

### Distribution of the spectrum of a perturbed matrix

Let $A$ be an $n\times n$ Hermitian matrix,
with well-separated eigenvalues $\lambda_1 > \lambda_2 ... > \lambda_n$,
with $|\lambda_i-\lambda_j|>\epsilon$, for all $i \neq j$.
Let $G$ be a ...

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**3**answers

541 views

### Analytic perturbation of the eigenvalues/eigenvectors of non-Hermitian matrix

Consider a matrix function $A(x)$, analytically depending on single parameter $x$.
Consider the eigenvalue/eigenvector pair of $A(0)$, namely $\lambda(0)$ and $w(0)$.
The question is whether we can ...

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200 views

### Distributions of eigenvalues for matrix normal distribution: related references

I am interested in the distribution of the eigenvalues of matrices that are sampled from the matrix normal distribution.
I am sampling from $p(X \mid M,U,V)$ and let's assume that I know the ...

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68 views

### series representation for *un*bounded perturbations of semigroup generators

Let $A$ generate an analytic $C_0$-semigroup on a Banach space $X$ and $B$ be a relatively compact perturbation, i.e., $B$ is compact as an operator from $D(A)$ (with the graph norm) to $X$. Then ...

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92 views

### What is the relation between the eigenvectors of a sample covariance matrix and those of the true covariance matrix?

As is known, the covariance matrix of a set of random vectors $\{\mathbf{x}_i\}_{i=1}^N$ can be estimated by their sample covariance matrix:
$\mathbf{\hat ...

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196 views

### Perturbation theory of eigenvalues - Effects of degeneracy/ multiplicity

In Quantum mechanics Schrödinger's perturbation theory is very important (see Wikipedia) which deals with perturbation of the discrete spectrum of a self-adjoint operator.
Where can I find a ...

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149 views

### Weyl asymptotics vs. form perturbations

Consider Hilbert spaces $V$,$H$; a closed quadratic form $a$ with domain $V$; and its associated operator $A$ on $H$. (If necessary, the form can be assumed to be coercive.) For the sake of ...

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59 views

### Perturbation of eigenvalues of some special matrices

In perturbation theory of linear operators, one major question is how the eigenvalues of a linear operator $A$ change under a small perturbation, $A(x) = A + xP$, with $x\in\mathbb{R}$. For instance, ...

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79 views

### Inverse of matrix of generalised harmonic numbers

For $s=0,1,\dots$ and $n=1,2,\dots$, denote $r_{n,s}=\sum_{k=1}^n k^s$. It is well-known that $r_{n,s}$ are polynomials in $n$ with leading term $\frac{1}{s+1}n^{s+1}$. Let $R_{n,s}$ be the ...

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82 views

### On generalization of Wigner semi circle

I want to analyse noise model for a matrix M whose entries are not real numbers. The matrix is a collection of N permutation matrices of size nxn i.e, M is NnxNn. Because its a collection of ...

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49 views

### Strongly convergent series of bounded self-adjoint operators

Let $A_n$ and $A$ be bounded self-adjoint operators in a Hilbert space, such that $A_n\to A$ strongly. Then it is well known that $(z-A_n)^{-1}\to(z-A)^{-1}$ strongly for each ...

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79 views

### A hyperbolic partial differential equation (wave-like) with variable-dependent coefficient and possibly singular in one variable

First, I beg your pardon since the title of the question is a bit confusing I guess. I'm working on a physical equation of the wave-like form. Explicitly, it reads
...

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### Weighted Perturbation Bound for Polar Decomposition

Setup: Let $X\in\mathbb{R}^{n\times r}$ be a matrix with orthogonal columns, with $\Sigma = X^TX$, and assume that $\Sigma$ is invertible (note, $\Sigma$ is not necessarily the identity).
Suppose we ...

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43 views

### Perturbation method of a boundary value problem

Let $u(x, \epsilon, \theta)$ be the solution of $$u''+(\epsilon \cos(x)+\theta-u)u=0$$ with boundary conditions $u'(0)=0$ and $u'(\pi)=0$. Here $\theta\in [0, 1]$.
I tried to put the solution in ...

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123 views

### Is Rellich's function valued theorem valid for a rank defficient function valued matrix?

Theorem (Rellich). Let $\boldsymbol{A}(t) : \mathbb{R}\rightarrow\mathbb{C}^{n \times n}$ be a Hermitian matrix function that depends
on $t$ analytically.
(i) The $n$ roots of the characteristic ...