1
vote
1answer
168 views

Random matrix determinant problem

Suppose we have a a set of random matrices in the complex field of the form $a_iv_iv_i^H$ for $i=\{1,\dots,n\}$ where $a_i$ are constant positive real scalars and $v_i$ are random complex valued ...
0
votes
1answer
154 views

Bounds on the eigenvalues of a random binary matrix

Consider $A$, a random binary matrix of zeros and ones in $\mathbb{R}^{{M\times N}}$, and $M>N$. We assume that $P(a_{i,j}=0)=P(a_{i,j}=1)=0.5$ (although I appreciate any advice on the case of ...
2
votes
2answers
133 views

Probability for a random positive-semidefinite matrix to not be positive-definite?

If I take $A^TA$, where $A$ is a full-rank random matrix (let's say with Gaussian-distributed independent entries), can I expect it to be positive-definite? It will be positive semi-definite ...
10
votes
1answer
347 views

A simple proof for a theorem of Szekeres and Turán

Szekeres and Turán found in 1937 a formula for the sum of the squares and the sum of the fourth powers of determinants of all $n$ by $n$ matrices with $\pm 1$ entries. (The sum of squares case follows ...
0
votes
0answers
91 views

Non-asymptotic ratio of singular values for random matrices

Suppose we have two independent Gaussian random vectors $\mathbf{X}\in \mathbb{R}^{p\times 1}, \mathbf{X}\sim \mathcal{N}(\mathbf{0}, \Sigma_x)$ and $\mathbf{Y}\in \mathbb{R}^{q\times 1}, ...
3
votes
0answers
160 views

Matrix where every subset of rows has maximal rank

I am looking for a class of matrices $M(n(m), m, k(m), \phi)$ with the following properties: M is $n \times m$ where $n(m) > m$. Every subset of rows of size $k$ has (maximal) rank $m$. $n(m)$ ...
9
votes
1answer
348 views

Probability that a random distance function is metric

Take a random $n \times n$ nonnegative symmetric matrix $D$ with zero diagonal. What is the probability that it is an abstract distance matrix, i.e. satisfies $D_{xy}+D_{yz} \geq D_{xz}$ for all index ...
23
votes
2answers
934 views

The probability for a symmetric matrix to be positive definite

Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio ...
15
votes
0answers
675 views

The Fourier Transform of taking Eigenvalues

The purpose of this question is to ask about the Fourier transform of the map which associate to an $n$ by $n$ matrix its $n$ eigenvalues, or some function of the $n$ eigenvalues. The main motivation ...
-1
votes
1answer
438 views

existence of polynomial equation system solution

For $1 \leq i \leq n$, let $A=\begin{bmatrix} a_{11} & \cdots & a_{1n} \\ \vdots & \ddots & \vdots \\ a_{n1} & \cdots & a_{nn} \\ \end{bmatrix}$ $B_i=\begin{bmatrix} b_{i1} ...
1
vote
3answers
394 views

Eigenvalues of Krylov matrices

Let an $n\times n$ matrix ${\bf A}$, the all ones vector ${\bf w}$, and the $n\times n$ Krylov matrix $${\bf K}_n = \left[ {\bf w}\;\;{\bf A}{\bf w}\;\;\ldots \;\; {\bf A}^{n-1}{\bf w}\right].$$ Is ...
1
vote
1answer
321 views

Random sampling a symmetric matrix

I'd like to sample the elements of a symmetric square matrix uniformly. For example, for a $N\times N$ matrix, I'd like to only keep $\alpha$% of the matrix elements to build a sparse matrix, while ...
8
votes
1answer
764 views

Matrix inversion lemma with pseudoinverses

The utility of the Matrix Inversion Lemma has been well-exploited for several questions on MO. Thus, with some positive hope, I'd like to field a question of my own. Suppose we pick $n$ values ...
10
votes
1answer
726 views

A Question on Random Matrices

Consider the following $n\times n$ random matrix $V_{n}$ where the $(p,q)$ entry is given by $$ V_{n}(p,q):= \frac{1}{\sqrt{n}}\exp(2\pi i(p-1) x_{q}) $$ where $x_{1},x_{2},\ldots,x_{n}$ are iid ...
3
votes
4answers
519 views

efficient way to compute the inversion of the following matrix

Hi, there I have looked it up in the current textbook. The conventional numerical method to compute the inversion of an $n \times n$ matrix requires $O(n^3)$. However, for the following special ...
4
votes
2answers
483 views

Induced p-norm of a Random matrix

This question is related to my earlier question here . Given an $n\times n$ random matrix $A$, is determining the properties (mean, variance,moments,etc.) of its induced $p$-norm ($p\neq ...
2
votes
1answer
490 views

What are the origin and applications of this result?

In a course taught by Morris Eaton on multivariate statistics that dealt mostly with the Wishart distribution, I learned this proposition: Suppose $$ M = \begin{bmatrix} A & B \\\\ B^T & C ...
0
votes
1answer
473 views

randomized SVD singular values

randomized SVD decomposes a matrix by extracting the first k singular values/vectors using k+p random projections. my question concerns the singular values that are output from the algorithm. why ...
14
votes
1answer
1k views

Smallest eigenvalue of a tricky random matrix

While experimenting with positive-definite functions, I was led to the following: Let $n$ be a positive integer, and let $x_1,\ldots,x_n$ be sampled from a zero-mean, unit variance gaussian. Consider ...
11
votes
7answers
4k views

Expected determinant of a random NxN matrix.

What is the expected value of the determinant over the uniform distribution of all possible 1-0 NxN matrices? What does this expected value tend to as the matrix size N approaches infinity?
2
votes
4answers
2k views

Symmetrical Presentation of 4-Dimensional Rotation Matrix

This question is not urgent; just a matter of curiosity... It is relatively easy to generate an arbitrary 3D or even 4D rotation matrix using conjugation (i.e. YXY−1) of orthogonal rotations. I ...