All Questions
1,925 questions with no upvoted or accepted answers
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94
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Space spanned by pointwise squares of basis functions
Consider the Hilbert space $L^2(\Omega)$ over some Euclidean domain $\Omega$.
Let $F=\{f_i;i\in\mathbb N\}$ be an orthonormal basis of this space consisting of functions in $L^2(\Omega)\cap L^4(\Omega)...
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0
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399
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Center of matrices
I encountered a neat problem in a problem in particle physics
So given $n$ skew symmetric matrices $A_1,...,A_n$ in $\mathbb{C}^{d \times d}.$
I would like to call this the commutator property: $...
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0
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256
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Significance of Tikhonov matrix
I am looking for a tutorial on Tikhonov matrix, in the sense what it can do or it cannot do. The definition of the matrix can be obtained in the wikipedia link. https://en.wikipedia.org/wiki/...
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0
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83
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What is optimal distance between inverse of convolution operator?
I am looking for a measure to find the optimal distance measure between inverse of an convolution operator $A$ and say another convolution operator $B$. I want my measure to be sharp that mean when $B$...
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0
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72
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basis representation of a special sinc kernel
I have a functional map from $(x,y) \in \mathbb{R}^2$ to another function $f_{x,y}(z,w) \in \mathbb{C}$. (Variables $z,w $ range from $-\infty$ to $\infty$.) That is, for any pair $x,y$, I get a ...
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155
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When can a binary matrix be transformed into a certain form
I have a $k \times n$ matrix $G$ over ${\mathbb F_2}$ that's full rank.
This can always be put in systematic form : $G \sim [I_k \mid P]$ where $I_k$ is a $k \times k$ identity matrix and $P$ is a $k \...
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0
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153
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Lower bound on the difference of singular values
Suppose $X, U \in \mathbb{R}^{n \times r}$, $n>r$, with compact SVD $X = \Phi_1 \Sigma_1 \Theta_1$ and $U = \Phi_2 \Sigma_2 \Theta_2$, $\Phi_1,\Phi_2 \in \mathbb{R}^{n \times r}$ and $\Sigma_1,\...
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497
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Reverse-mode Hessian matrix of the Cholesky factor
Let $ f(L) $ be a scalar function of the lower triangular Cholesky decomposition of the covariance matrix $ \Sigma $ such as $ \Sigma = LL' $.
Let's assume that we know the first and second derivative ...
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0
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55
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On the Lowener-Heinz inequality
I know that for two symmetric positive semi-definite (non-diagonal) matrices $A,B$, the inequality asserts that the following does not hold for all $p > 1$
$$A \succeq B \succeq 0 \Rightarrow A^p \...
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76
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Linear independence of an odd set of measurable functions
Let $g(t)$ be a convex positive function. I'm trying to show that the set $\{ |t|^ne^{\frac{g(t)}{t^n}}\}_{n\in \mathbb{N}}$ is linearly independent in the space of measurable functions on $\mathbb{R}...
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173
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Generating $\mathfrak{so}(7)$
Short version: Let $V$ be a 7-dimensional linear space of (real) square matrices. Suppose further that $[V,V]$ (the linear space spanned $[X,Y]$, $X,Y\in V$) is actually a subalgebra isomorphic to $\...
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0
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96
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Determinant formula related to solutions of a second-order recurrence
Let $A$ be the linear map on the space of complex sequences acting as
$$(Au)_{n}=u_{n-1}+a_{n}u_{n}+u_{n+1}, \quad n\in\mathbb{Z},$$
where $\{a_{n}\}$ is a fixed sequence. Let $f=f(z)$ and $g=g(z)$ be ...
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0
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167
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Largest eigenvalue of signed graph
Let us consider a graph where edges can have weight 1 or -1, such a graph is called signed graph. In a signed graph, a cycle is called balanced cycle when product of weights on its edges is positive ...
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947
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max min of ratio of quadratic forms
Consider the optimization over two vectors $x$ and $y$
$$\max_{x,y} \min\left(\frac{x^TAx}{y^TAy},\frac{y^TBy}{x^TBx}\right)$$
for two positive definite matrices $A$ and $B$.
This problem can be ...
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174
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Negative eigenvalue of Toeplitz Hermitian matrix?
I am working on estimation of a covariance matrix and I know that the matrix is Toeplitz. The desired matrix should not produce negative eigenvalues at all. However, sometime my estimation leads to a ...
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56
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Matrix diagonalization after a completely positive transformation
I have a hermitian matrix $A$ which can be diagonalized:
$$A=UDU^+,$$
where U is the unitary matrix and D is the diagonal matrix.
Next, I have a completely positive transformation over it, which is ...
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0
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444
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Number of positive eigenvalues of the product of two matrices
Let $A\in\mathbb{R}^{n\times n}$ be a matrix that has at least one positive eigenvalue with positive real part. Let $B\in\mathbb{R}^{n\times n}$ be a matrix where all its eigenvalues have positive ...
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0
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84
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A problem of defining addition in a Quotient space
Let $\mathcal{C}$ be the space of all parametric curves $x:[0,1]\rightarrow \mathbb{R}^2$. Let the set of all re-parameterizations of curves is $\Gamma = \{\gamma : [0, 1] \rightarrow [0, 1]| \gamma (...
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90
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Separable Least squares - is there a notion of conjugate directions?
I have a general question.
Suppose I have the following to optimize
$$\|Y-A(\mathbf{x})B(\mathbf{y})\|^2$$
where $Y$ is a vector, $A(\mathbf{x})$ is a matrix that depends on a vector $\mathbf{x}$ in a ...
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517
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Complex conjugate and unitary complex conjugate
Definition: Let V be complex finite dimensional inner product space
Complex Conjugate: $J$ is called complex conjugate on V iff $(i) J$ is antilinear $(ii) J^2 =I$
Definition: Anti-unitary Complex ...
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0
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227
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Find optimal value for a regularization parameter in generalized eigenvalue problem
Consider the generalized eigenvalue problem :
$ \Sigma_{XY} \Sigma_{YX} {W} = \lambda \Sigma_{XX} {W} $
where $\Sigma_{XX} $ and $\Sigma_{XY}$ are sample covariance matrices are of the matrices $X$...
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137
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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 ...
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0
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84
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Extra-Lorentzian Kac-Moody algebras
My question is about Kac-Moody (KM) algebras of finite rank with symmetrized Cartan matrices $B = C A$ ($A$ is Cartan matrix) of signatures $(-,-,+,...,+)$, $(-,-,-,+,...,+)$, etc. i.e. with $2$,...
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208
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the linear span of all matrix coefficients is $C(G,\mathbb{C})$ where $G$ is a finite group
Theorem. Let $\{(R_{\alpha},V_{\alpha})\}$ be a complete set of inequivalent irreducible finite dimensional representations of a finite group $G$. Let $V_{R_{\alpha}}$ be the subspace generated by all ...
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96
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Let $M = \frac{1}{2}(A + {A^T})$ be real symmetric nonnegative matrix. Why does $\rho (A) \le {\lambda _{\max }}(M)$?
Let $A \in M_n$ be nonnegative, and consider the real symmetric nonnegative matrix
$M = \frac{1}{2}(A + {A^T})$.
Why does $\rho (A) \le {\lambda _{\max }}(M)$?
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0
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59
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How to associate the following two kinds of real polynomials?
Suppose the following real polynomial of $n$ variables
$$f(X_1,X_2,\cdots,X_n)=\sum_{I=(i_1,i_2,\cdots,i_n)}a_IX_1^{i_1}X_2^{i_2}\cdots X_n^{i_n}$$
is easy or familiar to us, but I need to deal with ...
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84
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References for a minor variant of the Rayleigh quotient
I believe this variant of the Rayleigh quotient inequality must be well known but I could not find references for it online. It's proof is straightforward.
Let $\mathbf{A}\in\mathbb{R}^{n\times n}$ ...
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0
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72
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Triangle inequality for nonconvex functions of singular value vector
For a nonconvex function $p_\lambda(\cdot)$, with hyper-parameter $\lambda$, it can be decomposed into two parts that $p_\lambda(t) = \lambda |t| + q_\lambda(t)$, where $q_\lambda(t)$ is the concave ...
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141
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For of a special case of $Ax>=b$, are there always integer solutions?
The input consists of two integers $n\geq 2$ and $K\geq 2$, and a vector of positive integers $b$ of size $n$. We assume that $\sum_i b_i$ is a multiple of $K$.
The output is a matrix $A(n\times n)$ ...
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149
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Product of elementary divisors
Let $A$ be an $(m \times n)$ integer matrix (if it helps, we can assume that a is a square matrix). Let $d_i,\ldots,d_s$ be the elementary divisors of $A$. I am interested in the product $\prod_{i=1}^...
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164
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Eigenvalues of a partitioned self-adjoint matrix
This is a repost of the same question on MSE (with no reply/comment):
https://math.stackexchange.com/questions/1454314/eigenvalues-of-a-partitioned-self-adjoint-matrix
I would be grateful just for a ...
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0
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642
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On triangular Toeplitz matrices
Let $R(x)$ be the upper triangular Toeplitz matrix with first row $x$, so that $R_{ik}=x_{k-i+1}$ if $i\le k$ and $R_{ik}=0$ otherwise. Let $N(n)$ be the smallest number $N$ such that there exist $u_j,...
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0
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326
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Symplectic spectrum
I have a question about a step in the proof of the following theorem from symplectic geometry.
The theorem is: Given any ellipsoid $E:=\{ w \in \mathbb{R}^{2n}; \sum_{i,j =1}^{2n} a_{ij}w_iw_j \le 1\}...
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0
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138
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Minimum rank of certain matrices
Let $\mathscr{M}[n]$ be collection of $n\times n$ matrices with real entries from $\{0,1\}$ such that every row is distinct and every column is distinct.
What is minimum real rank of matrices in $\...
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0
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129
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Volume element of symmetric definite matrices in polar coordinates
I have a difficulty to understand the following statement. I don't ask for a proof but just understand the statement concretely (what it does mean, how to apply it...)
Let $\mathcal P_n$ be the ...
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0
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66
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Products of random permutations with fixed matrix
This question originates from an engineering problem, which I am solving. Any related references are highly appreciated.
Let $M_k(T)=\prod_{t=1}^T P_t S_k$ over some field (finite or reals), where $...
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0
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60
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Stochastic independence of columns of projection matrix to the rest of the columns of a random matrix
First let me describe the setting of the problem.
I have a random matrix $A\in \mathbb{R}^{m\times n},\ (m<n)$ with $a_{ij}\sim \mathcal{N}(0,I)$ i.i.d. Let there be a given set of $K (K<m)$ ...
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148
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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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59
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Analogs of the paralleloram identity in higher degrees
I asked this two months ago in MSE, but nobody answered, so I hope it will be suitable here.
A homogenious polynomial of degree $k\in{\Bbb N}$ on a finite dimensional vector space $X$ over $\Bbb R$ ...
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0
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537
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Epsilon-net of operator norm ball around Identity
Suppose I look at the set of matrices which are invertible and satisfy
$$
\left\|A-Id\right\|_{op}<r
$$
for some $r<1$, where $Id$ is the $n\times n$ identity matrix. An $\epsilon$-net of such ...
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0
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111
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non-intersecting families of subspaces
Given $V$, a vector space over a finite field $F$ of size $k$, if $\dim(V)=m$, and $r$ divides $m$, there exists a family of $r$-dimensional subspaces, whose size is equal to $(k^m-1)/(k^r-1)$ and ...
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249
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Is there a way to simplify this apparently huge characteristic polynomial calculation?
Say I am given the $0/1$ adjacency matrix of an undirected graph. Also I am given a representation $\rho$ of some group $G$ and an orientation has been arbitrarily chosen along each edge. Let $E^{...
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166
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Is there a relation between covariance matrices and real and imaginary part of eigenvectors?
Apology if my question not clear or appropriate. Consider a complex positive definite sample covariance matrix (SCM) A, generated by a band limited signal on a set of sensors which is termed as data ...
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54
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Lattice-isotopic essentialization of arrangements
I'm working on a problem related to
$\textbf{Randell's isotopy theorem}$ for complex hyperplane arrangements. I have a question which seems quite obvious. However, I haven't found a rigorous proof ...
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113
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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 ...
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0
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631
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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:
$(D+B)^{-1}D^2(...
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0
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470
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Complex Hessian Signature
It' all, simply, about the signature of a matrix.
Let $\Omega\subseteq\Bbb C^n$ open, $r:\Omega\to\Bbb R$ twice differentiable (real differentiable, not necessarely complex differentiable, i.e. not ...
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109
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Volume under the intersection of scaled simplices
This is rather specific but I need to compute the volume under the intersection of rescaled simplexes, that is, the volume of the space:
$\left\{x \in \mathbb{R}^n|\sum_i c_{ki} |x_i| \leq1\; k = 1 \...
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0
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111
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Notions of consistency / heterogeneity in sets of vector values?
The problem
Let us consider a row vector u of size $n\in\mathbb{N}$, containing only binary values (0,1):
$$u=(u_1 \cdots u_n), n\in\mathbb{N}$$
$$\forall i \in \{1\ldots n\}, u_i \in\{0,1\}$$
I would ...
1
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0
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276
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Showing a wedge product is nonzero
Let $V$ be a complex vector space of dimension $n$, equipped with a Hermitian inner product whose Kahler form we denote by $\omega$. Let's set $P = \bigwedge^{2p} V^*$ and $Q = \bigwedge^{2q} V^*$ for ...