Skip to main content
added 642 characters in body
Source Link
Astor
  • 323
  • 1
  • 11

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank less than $n$.

$A$ has a singular value decomposition $A = W \Sigma V^T$ where $W$ and $V^T$ are unitary matrices (i.e. $VV^T=WW^T=I$).

Because $A$ is low rank, $V^T$ and $W$ are not unique.

Is the following assessment true?:

For any $n \times n$, non-symmetric, real, weak diagonally dominant, low rank M-Matrix $A$ there exists a singular value decomposition $A = W \Sigma V^T$ such that $WV^T$ is positive semi-definite (i.e. its eigenvalues have positive real part).

Example:

$A = \left( \begin{array}{ccc} 1 & -1 & -2 \\ 0 & 2 & -1 \\ -1 & -1 & 3 \end{array} \right), W = \left(\begin{array}{ccc} -0.46 & 0.67 & 0.58 \\ -0.35 & -0.74 & 0.58 \\ 0.81 & 0.064 & 0.58 \end{array} \right),$ $ V^T=\left(\begin{array}{ccc} -0.31 & -0.26 & 0.91 \\ 0.26 & -0.94 & -0.18 \\ 0.91 & 0.18 & 0.37 \end{array} \right), \Sigma=\left(\begin{array}{ccc} 4.1 & 0 & 0 \\ 0 & 2.3 & 0 \\ 0 & 0 & 0 \end{array} \right)$

Eigenvalues of $WV^T$: $0.84+0.54i, 0.84-0.54j, 1$

Changing the sign of the third row of $V^T$ conserves the properties of all matrices but the last eigenvalue of $WV^T$ changes from $1$ to $-1$ making $WV^T$ lose positive definiteness.

EDIT 1

The following papers seem to address part of the problem:

A. Horn, R. Steinberg. Eigenvalues of the unitary part of a matrix. Pacific Journal of Mathematics Vol. 9, No. 2, June, 1959, pp. 541-550

A. Horn, On the eigenvalues of a matrix with prescribed singular values, Proc. Amer. Math. Soc, 5 (1954), 4-7.

R. Horn, G. Piazza, T. Politi. Explicit polar decompositions of complex matrices. Electronic Journal of Linear Algebra. Vol. 18, pp. 693-699, November 2009

The matrix $W V^T$ is also called phase gain in the context of control systems.

The answer to the problem seems to be there but eludes me still...

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank less than $n$.

$A$ has a singular value decomposition $A = W \Sigma V^T$ where $W$ and $V^T$ are unitary matrices (i.e. $VV^T=WW^T=I$).

Because $A$ is low rank, $V^T$ and $W$ are not unique.

Is the following assessment true?:

For any $n \times n$, non-symmetric, real, weak diagonally dominant, low rank M-Matrix $A$ there exists a singular value decomposition $A = W \Sigma V^T$ such that $WV^T$ is positive semi-definite (i.e. its eigenvalues have positive real part).

Example:

$A = \left( \begin{array}{ccc} 1 & -1 & -2 \\ 0 & 2 & -1 \\ -1 & -1 & 3 \end{array} \right), W = \left(\begin{array}{ccc} -0.46 & 0.67 & 0.58 \\ -0.35 & -0.74 & 0.58 \\ 0.81 & 0.064 & 0.58 \end{array} \right),$ $ V^T=\left(\begin{array}{ccc} -0.31 & -0.26 & 0.91 \\ 0.26 & -0.94 & -0.18 \\ 0.91 & 0.18 & 0.37 \end{array} \right), \Sigma=\left(\begin{array}{ccc} 4.1 & 0 & 0 \\ 0 & 2.3 & 0 \\ 0 & 0 & 0 \end{array} \right)$

Eigenvalues of $WV^T$: $0.84+0.54i, 0.84-0.54j, 1$

Changing the sign of the third row of $V^T$ conserves the properties of all matrices but the last eigenvalue of $WV^T$ changes from $1$ to $-1$ making $WV^T$ lose positive definiteness.

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank less than $n$.

$A$ has a singular value decomposition $A = W \Sigma V^T$ where $W$ and $V^T$ are unitary matrices (i.e. $VV^T=WW^T=I$).

Because $A$ is low rank, $V^T$ and $W$ are not unique.

Is the following assessment true?:

For any $n \times n$, non-symmetric, real, weak diagonally dominant, low rank M-Matrix $A$ there exists a singular value decomposition $A = W \Sigma V^T$ such that $WV^T$ is positive semi-definite (i.e. its eigenvalues have positive real part).

Example:

$A = \left( \begin{array}{ccc} 1 & -1 & -2 \\ 0 & 2 & -1 \\ -1 & -1 & 3 \end{array} \right), W = \left(\begin{array}{ccc} -0.46 & 0.67 & 0.58 \\ -0.35 & -0.74 & 0.58 \\ 0.81 & 0.064 & 0.58 \end{array} \right),$ $ V^T=\left(\begin{array}{ccc} -0.31 & -0.26 & 0.91 \\ 0.26 & -0.94 & -0.18 \\ 0.91 & 0.18 & 0.37 \end{array} \right), \Sigma=\left(\begin{array}{ccc} 4.1 & 0 & 0 \\ 0 & 2.3 & 0 \\ 0 & 0 & 0 \end{array} \right)$

Eigenvalues of $WV^T$: $0.84+0.54i, 0.84-0.54j, 1$

Changing the sign of the third row of $V^T$ conserves the properties of all matrices but the last eigenvalue of $WV^T$ changes from $1$ to $-1$ making $WV^T$ lose positive definiteness.

EDIT 1

The following papers seem to address part of the problem:

A. Horn, R. Steinberg. Eigenvalues of the unitary part of a matrix. Pacific Journal of Mathematics Vol. 9, No. 2, June, 1959, pp. 541-550

A. Horn, On the eigenvalues of a matrix with prescribed singular values, Proc. Amer. Math. Soc, 5 (1954), 4-7.

R. Horn, G. Piazza, T. Politi. Explicit polar decompositions of complex matrices. Electronic Journal of Linear Algebra. Vol. 18, pp. 693-699, November 2009

The matrix $W V^T$ is also called phase gain in the context of control systems.

The answer to the problem seems to be there but eludes me still...

edited tags added example simplify text
Source Link
Astor
  • 323
  • 1
  • 11

Polar Singular value decomposition of a singularlow rank weak diagonally dominant M-matrix. When is the unitary polar matrix positive semi-definite?

I am looking for a property on a polar decomposition of a specific kind of matrix.

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank less than $n-1$$n$.

$A$ has a polar decomposition $A=UP$ and a singular value decomposition $A = W \Sigma V^T$ where $U=WV^T$, $P=V \Sigma V^T$ and $U$, $V$$W$ and $W$$V^T$ are unitary matrices (i.e. $UU^T=VV^T=WW^T=I$$VV^T=WW^T=I$).

Because $A$ hasis low rank $n-1$, $V $$V^T$ and $W $$W$ are not unique.

Can I always findIs the following assessment true?:

For any $n \times n$, non-symmetric, real, weak diagonally dominant, low rank M-Matrix $A$ there exists a singular value decomposition $A = W \Sigma V^T$ such that $WV^T$ is positive semi-definite (i.e. its eigenvalues have positive real part).

Example:

$A = \left( \begin{array}{ccc} 1 & -1 & -2 \\ 0 & 2 & -1 \\ -1 & -1 & 3 \end{array} \right), W = \left(\begin{array}{ccc} -0.46 & 0.67 & 0.58 \\ -0.35 & -0.74 & 0.58 \\ 0.81 & 0.064 & 0.58 \end{array} \right),$ $ V^T=\left(\begin{array}{ccc} -0.31 & -0.26 & 0.91 \\ 0.26 & -0.94 & -0.18 \\ 0.91 & 0.18 & 0.37 \end{array} \right), \Sigma=\left(\begin{array}{ccc} 4.1 & 0 & 0 \\ 0 & 2.3 & 0 \\ 0 & 0 & 0 \end{array} \right)$

Eigenvalues of $V$ and$WV^T$: $W$ such that$0.84+0.54i, 0.84-0.54j, 1$

Changing the sign of the third row of $U$ is positive semi-definite$V^T$ conserves the properties of all matrices but the last eigenvalue of (i.e. its eigenvalues have$WV^T$ changes from $1$ to $-1$ making $WV^T$ lose positive real part)?definiteness.

Polar decomposition of a singular weak diagonally dominant M-matrix. When is the unitary matrix positive semi-definite?

I am looking for a property on a polar decomposition of a specific kind of matrix.

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank $n-1$

$A$ has a polar decomposition $A=UP$ and a singular value decomposition $A = W \Sigma V^T$ where $U=WV^T$, $P=V \Sigma V^T$ and $U$, $V$ and $W$ are unitary matrices (i.e. $UU^T=VV^T=WW^T=I$).

Because $A$ has rank $n-1$, $V $ and $W $ are not unique.

Can I always find $V$ and $W$ such that $U$ is positive semi-definite (i.e. its eigenvalues have positive real part)?

Singular value decomposition of a low rank weak diagonally dominant M-matrix. When is the unitary polar matrix positive semi-definite?

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has rank less than $n$.

$A$ has a singular value decomposition $A = W \Sigma V^T$ where $W$ and $V^T$ are unitary matrices (i.e. $VV^T=WW^T=I$).

Because $A$ is low rank, $V^T$ and $W$ are not unique.

Is the following assessment true?:

For any $n \times n$, non-symmetric, real, weak diagonally dominant, low rank M-Matrix $A$ there exists a singular value decomposition $A = W \Sigma V^T$ such that $WV^T$ is positive semi-definite (i.e. its eigenvalues have positive real part).

Example:

$A = \left( \begin{array}{ccc} 1 & -1 & -2 \\ 0 & 2 & -1 \\ -1 & -1 & 3 \end{array} \right), W = \left(\begin{array}{ccc} -0.46 & 0.67 & 0.58 \\ -0.35 & -0.74 & 0.58 \\ 0.81 & 0.064 & 0.58 \end{array} \right),$ $ V^T=\left(\begin{array}{ccc} -0.31 & -0.26 & 0.91 \\ 0.26 & -0.94 & -0.18 \\ 0.91 & 0.18 & 0.37 \end{array} \right), \Sigma=\left(\begin{array}{ccc} 4.1 & 0 & 0 \\ 0 & 2.3 & 0 \\ 0 & 0 & 0 \end{array} \right)$

Eigenvalues of $WV^T$: $0.84+0.54i, 0.84-0.54j, 1$

Changing the sign of the third row of $V^T$ conserves the properties of all matrices but the last eigenvalue of $WV^T$ changes from $1$ to $-1$ making $WV^T$ lose positive definiteness.

edited tags
Link
Astor
  • 323
  • 1
  • 11
added 2 characters in body
Source Link
Astor
  • 323
  • 1
  • 11
Loading
Source Link
Astor
  • 323
  • 1
  • 11
Loading