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13
votes
2answers
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 ...
8
votes
1answer
142 views

How to eliminate secular terms for perturbed non-oscillatory equations?

Even in a linear second order equation like $x''+x'+\epsilon x=0$ the standard asymptotic expansion has a secular term already in the first order of $\epsilon$, namely ...
7
votes
0answers
302 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 ...
6
votes
0answers
179 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 ...
5
votes
1answer
236 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 ...
4
votes
1answer
92 views

Behaviour of eigenspaces of adjacency matrices after a single change to the graph

Say I know the eigenvalues and eigenvectors of an adjacency matrix of an unweighted graph. Can I say anything about the eigenvalues and eigenvectors of an adjacency matrix of a graph with one extra ...
4
votes
1answer
92 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 ...
4
votes
1answer
139 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 ...
4
votes
0answers
111 views

Smooth perturbation of a positive self-adjoint operator with compact resolvent

Consider a one-parameter family $A_t$ of unbounded positive self-adjoint operators with discrete spectrum (for example, one can consider a one-parameter family of Laplacians on a compact Riemannian ...
3
votes
1answer
139 views

A clarification regarding analytic perturbation of metrics and Laplacian

This question is in reference to the following Mathoverflow question and the accepted answer to it. It seems to me that it is taken for granted that if the metric $g_t$ perturbs real analytically in ...
2
votes
3answers
798 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 ...
2
votes
1answer
76 views

Spectral radius of perturbed bipartite graphs

I am looking into how perturbation(s) on a bipartite graph affect its spectrum (specifically its spectral radius or largest eigenvalue). Actually, I'm not exactly looking into bipartite but my ...
2
votes
0answers
43 views

Error bounds for eigenvalue expansion of the Mathieu equation

The Mathieu equation is an important eigenvalue problem in Mathematical Physics that is completely understood in its properties, although there is no "direct way" of expressing eigenvalues and ...
2
votes
0answers
281 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 ...
2
votes
0answers
75 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 ...
1
vote
1answer
62 views

Spectral radius's relation with row sum

Let $A$ be a non-negative $N \times N$ square matrix with $a_{i,i}=0, 1 \leq i \leq N$. Also, let $r_i$ be the $i$-th row sum of $A$. I know that $\rho(A)$, the spectral radius of $A$, is bounded as ...
1
vote
2answers
93 views

Spectral radius of a non-negative matrix after moving and replicating an element

Let $A$ be a non-negative square matrix and its spectral radius (i.e., it's largest eigenvalue) be $\rho(A)$. I need to do the following operation to $A$ and compare the resulting spectral radii. ...
1
vote
1answer
43 views

Perturbation of Linear Programs

Consider the linear program, \begin{align} & \max c^Tx \\ & \mbox{such that }Ax \leq b \\ & \mbox{ and } x \geq 0 \end{align} I want to study the sensitivity of the optimal $x^*$ ...
1
vote
1answer
113 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 ...
1
vote
1answer
253 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 ...
1
vote
1answer
153 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 ...
1
vote
0answers
33 views

How to treat equation with alternating square of frequency?

Let's have equation $$ \tag 1 \frac{d^{2}y(t)}{dt^{2}} +\omega^{2}(t)y(t) = 0, \quad t \in (t_{\text{in}}, \infty) $$ Here $$ \omega^{2}(t) = A(t) - B(t)cos(2t), $$ and functions $A(t), B(t)$ have ...
1
vote
0answers
82 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, ...
1
vote
0answers
82 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 ...
1
vote
0answers
88 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 ...
1
vote
0answers
89 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 ...
0
votes
1answer
52 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 ...
0
votes
1answer
60 views

Eigenvalue-related statements [closed]

(I understand this question might not be appropriate for this website, but it has been asked on MathStackexchange and did not receive any replies even with a bounty) How can I prove that the ...
0
votes
1answer
100 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 ...
0
votes
0answers
79 views

Continuity of solutions of nonlinear elliptic PDEs

Consider the nonlinear 2nd order elliptic PDE $$\sum_{i, j} a_{ij}(x, t) \partial_i\partial_j u + \sum_k b_k(x, t) \partial_k u + c u = F(u), \quad x \in \mathbb{R}^n, t \in [0, \infty).$$ Here ...
0
votes
0answers
33 views

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 ...
0
votes
2answers
148 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 ...