# Questions tagged [eigenvalues]

The eigenvalues tag has no usage guidance.

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### Sparse dense matrix versus Non-sparse dense matrix in eigenvalue computation

I have a matrix in the form of $2n\times 2n$ block matrix
$$
A = \begin{pmatrix}O& W\\
J& D\end{pmatrix}
$$
where, $O$ is an $n\times n$ zero-matrix; $W$ is a n-by-n diagonal matrix, $W = ...

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39 views

### Eigenvalues of geometric operators along geometric flows

I have two questions:
1- what is the relation between eigenvalues of geometric operators such as Laplace operator and topology or geometry of a Riemannian manifold?(please give an example if possible)...

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81 views

### Limit circle/point of an ODE with finite eigenvalues

Consider the following Sturm–Liouville (SL) eigenvalue problem defined in $(-\infty,0]$ or $[0,\infty)$ or $(-\infty,+\infty)$ $$(py')'-qy=-\lambda^2wy,$$ in which $p(x)=x^2$, $w(x)=1$, and $q(x)=(x/2+...

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33 views

### Addition property of Laplace-Beltrami eigenfunctions in symmetric spaces

[Originally posted on math stackexchage but have not received feedback in over a month, I'm hoping someone here could point me in the right direction].
Consider the eigenvalue equation for the ...

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59 views

### Lower bound on the nonzero Laplacian eigenvalue with the smallest real part

Consider a directed graph with $n$ vertices. The graph is not assumed to be connected, and therefore the multiplicity of the eigenvalue 0 may be greater than 1. I am looking for a nonzero lower bound ...

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33 views

### Exact eigendecomposition of a specific Toeplitz matrix

I am interested in diagonalizing a general $n \times n$ matrix with entries of the form
\begin{equation}
\frac{1}{|f_i-f_j|^p} \hspace{40px} 1 \le i,j \le n
\end{equation}
where $f_i,p \in \mathbb{R}$ ...

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**1**answer

56 views

### Eigenvalue and Eigenmatrix of a 3D Tensor - How to calculate it?

How to calculate easily the eigenmatrix of a 3D tensor.
I try immersing the tensor in a big matrix, in my case, the tensor is of nxnxn and I can build an n^2 x n^2 matrix that contains all the "...

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26 views

### Eigenstructure and condition number of a block symmetric matrix

Consider a block, symmetric matrix
$$
\begin{pmatrix}
0 & -A^T
\\
A & C
\end{pmatrix}
$$
where $A$ and $C$ are two real positive definite matrices.
What is the condition number of that ...

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21 views

### Eigenvalue density of $S^TS + ee^T$

Let $S$ be a random $M\times N$ matrix with independently identically distributed entries. The Pastur-Marcenko law gives the spectral density of $S^T S$ as $N\rightarrow\infty$ with a fixed ratio $\...

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204 views

### Determinant and Inverse of a Toeplitz matrix

Let $T(n,k)$ be a $n \times n$ symmetric Toeplitz matrix, where all the entries of first $k$ super-diagonal (and sub-diagonal), last $k-1$ super-diagonal (and sub-diagonal) are ones, and rest of the ...

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44 views

### Principal eigenvector of non-negative symmetric block matrix is approximated by a linear combination of the principal eigenvectors of the blocks

Let $
M \in \mathbb{R}^{n \times n} =
\begin{bmatrix}
A & B \\
B^T & C
\end{bmatrix}
$ for some nonnegative $A \in \mathbb{R}^{k \times k}, B \in \mathbb{R}^{k \times n-k}, C \in \mathbb{R}^{n-...

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61 views

### Show the spectral radius of a matrix is smaller than 1

Let $\hat{\bf H}$ be a $p\hat{N}\times p \hat{N}$ sparse matrix consisting of $p\times p$ blocks, where each block is of size $\hat{N}\times\hat{N}$. The values in $\hat{\bf H}$ is illustrated below (...

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33 views

### Find the analytical form for the spectral radius of a special sparse matrix, or its order approaching 1

Let $\hat{\bf H}$ be a $p\hat{N}\times p \hat{N}$ sparse matrix consisting of $p\times p$ blocks, where each block is of size $\hat{N}\times\hat{N}$. The values in $\hat{\bf H}$ is illustrated below (...

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47 views

### First eigenvalue of the spherical cap

Let $S$ be the round $n$-sphere of radius $R$ in Euclidean space, and let $r$ be the intrinsic distance from the north pole. Further, let $U(r)$ be the spherical cap of intrinsic radius r. (So $U(0)$ ...

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159 views

### Find a condition such that the spectral radius for a special matrix is smaller than 1 (or a matrix norm smaller than 1)

We need a help to find a reasonable condition such that the spectral radius for a special matrix $\mathbf{J} \otimes\hat{\mathbf{G}}\hat{\mathbf{W}} + \mathbf{I}\otimes\mathbf{\hat{H}}$ is smaller ...

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**1**answer

77 views

### Largest eigenvalue of product of orthogonal-projection rank-1 perturbation

Suppose I have a symmetric positive definite matrix $A \in \mathbb{R}^{n \times n}$ with $n$ linearly indepedent columns $a_1,...a_n$ in $\mathbb{R}^n$. All columns $a_i$ has norm 1, but they are not ...

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73 views

### Eigenvalues of non-negative block matrices

$B$ is a non-negative irreducible block matrix as follows:
$B=
\left[
\begin{array}{c|c|c}
0 &B_{12}&B_{13}\\
\hline
B_{21}& 0& B_{23}\\
\hline
B_{31}& B_{32}&0
\end{array}
\...

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26 views

### Approximate Simultaneous Diagonalization of Non-Hermitian Matrices

Let $A_1,A_2$ two $n\times n$ complex matrices. $A_1$ and $A_2$ are also non-normal, especially, non-hermitian and do not commute. I would like to find an invertible matrix $V$ such that
$$
\sum_{i=1,...

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48 views

### Lichnerowicz-Obata theorem for symmetric 2-tensor

Let $(S^n/\Gamma,g)$ be the standard space-form with constant sectional curvature, where $\Gamma \subset O(n+1)$ is a finite group. If there exists a nonzero transverse-traceless symmetric 2-tensor $h$...

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141 views

### Bounding the eigenvalues of $B A B^T$ with the eigenvalues of $A$

Given a Hermitian positive semi-definite $n \times n$ matrix $A$ and a rectangular $m \times n$ matrix $B$, is there anything that can be said about the eigenvalues of the matrix $B A B^T$?
It seems ...

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71 views

### Expected value of eigenvalue of matrix

Let $A = (X_{ij})_{ij}$ a square matrix of size $n$ where the $X_{ij}$ are (discrete) real random non-negative entries. Denote by $\lambda_1(A) \geq \dots \geq \lambda_n(A)$ the (random) ordered ...

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**1**answer

54 views

### Efficient way to compute eigenvalue decomposition for following problem

I have an optimization problem
$$\begin{array}{ll} \text{minimize} & Tr(X^TAX) \\ \text{subject to} & X^TX=I
\end{array}$$
where $A\in R^{n \times n}$ and it is symmetric positive definite, ...

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votes

**2**answers

102 views

### Eigenvalue density of a symmetric tridiagonal matrix

Let $A_n\in\mathbb{R}^{n\times n}$ be defined as
$$
A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 &...

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votes

**1**answer

34 views

### Will truncated SVD ever flip the sign of any element of the matrix?

For a symmetric p.s.d matrix $A \in \mathcal{R}^{n\times n}$, we can calculate its SVD as $A=USV^T$, then we can use the truncated SVD to approximate it with a low-rank matrix $\tilde{A} = \sum_i^...

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83 views

### Eigenvalues of random matrix conditional on positive definiteness

Consider the Gaussian Orthogonal Ensemble, considered as a probability measure $\mu$ on the space of real symmetric matrices. Let $\mu|PD$ denote this measure conditioned on the event that the matrix ...

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80 views

### How eigenvalue perturbation affects back to the original matrix?

Both "eigenvalue perturbation" and "matrix perturbation" seems to study this scenario that given a matrix $A$, if we add something to it like $\tilde{A} = A+E$, how will the eigenvalues of $\tilde{A}$ ...

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56 views

### On the eigenvalue of the expectation value of a random matrix in quadratic form

When we handle with some dynamic input-output mappings, there occurs a question as follows:
Let $M$ be a random matrix, of which each element contains random terms. Consider the two expectation ...

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**1**answer

107 views

### Eigenvalues of A^T D A for positive A and diagonal D

Suppose I have a diagonal matrix $D$ whose entries are bounded in absolute value. I also have a matrix $A$ that is positive (entry-wise, so $A_{ij} > 0\ \forall\ i,j$): one can assume that the ...

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106 views

### Upper Bounds on the Largest Eigenvalue of Jacobi Matrices

Suppose I have a symmetric tridiagonal (Jacobi) matrix in the following form:
$ \begin{pmatrix}
1 & a_{1} & 0 & ... & 0 \\\
a_{1} & 1 & a_{2} & & ... \\\
0 & a_{...

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**1**answer

43 views

### Asymptotic eigenvalue distribution of sum of two i.i.d random matrices with Marchenko Pastur distributed eigenvalues?

Is there a method using random matrix theory and NOT using free probability to determine the asymptotic eigenvalue distribution of the random matrix $\mathbf{M}=\mathbf{X}_1+ \mathbf{X}_2$? where:
$\...

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129 views

### eigenvalues of a square block matrix

How can we show that there are not defective eigenvalues for this square block matrix of dimension $2d \times 2d $: \begin{bmatrix}
A&B\\-B& 0
\end{bmatrix}
where A, B are real matrices, $A =\...

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votes

**2**answers

167 views

### Find parameter values for which a 3x3 matrix has a triple eigenvalue

An Exceptional point generally occurs in eigenvalue problems in which the matrix is dependent on some parameter(s). The particular point in which the eigenvalues become degenerate for the parameter(s) ...

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**1**answer

48 views

### Bounding/approximating the largest eigenvalue of the special case of companion matrix

Suppose I have the following companion matrix ($d\times d$)
The companion matrix A. $1 \geq p \geq q \geq 0$. Let $x$ ($d\times 1$) be the all one vector and my underlying problem is to analyze the ...

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votes

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60 views

### Computational complexity for spectral radius of symmetric matrix

What is the best known algorithmic complexity for computing the spectral radius (largest eigenvalue in magnitude, possibly with respect to some precision and confidence) of a symmetric matrix of size $...

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**1**answer

76 views

### What can be said about the relationship between the eigenvalues of a negative definite matrix and of its Schur complement?

I have two problems related to eigenvalues of negative definite matrices:
I have a matrix $M\prec0$ (symmetric and all eigenvalues are negative) and $S=M_{11}-M_{12}M_{22}^{-1}M_{21}$ by taking $M=[...

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148 views

### Eigenvectors of sum of SO(3) matrices

I asked this question before on MSE but go no answers. It seems that the problem is rather difficult so I thought of trying here. Given two matrices $A,B\in SO(n)$, each describing a rotation by ...

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votes

**1**answer

232 views

### Largest Eigenvalue of a Matrix with Special Form in terms of n

In one step of solving a difficult problem, I would like to know the largest eigenvalue of a matrix with this pattern:
$$A_n = \begin{bmatrix}
0 & 0 & 0 & 0 &\dots & 0 \\
...

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votes

**2**answers

176 views

### Upper bound of spectral radius of the sum of two matrices, one with spectral radius no larger than 1, and the other has small eigenvalues

Suppose I have one $pN\times pN$ matrix $\bf A$ with spectral radius no larger than 1 (maximum of absolute values of eigenvalues is no larger than 1), and the other matrix $\bf H$ is in a block-like ...

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71 views

### Upper bounds on absolute eigenvalue of sum of two matrix

We have this iteration
$$X_{k+1}=(G\cdot Jf+H)X_k+C$$
with $G$ is symmetric and nonnegative, $H$ is nonnegative. $Jf$ is the jacobian matrix of some function $f$ and we can assume it satisfy certain ...

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160 views

### Maximum dimension of a space of $n\times n$ real matrices with at least $k$ nonzero eigenvalues

Let $M_n(\mathbb{R})$ denote the $n^2$-dimensional real vector space
of real $n\times n$ matrices. Let $\rho_k(n)$ denote the maximum
dimension of a subspace $V$ of $M_n(\mathbb{R})$ such that every
...

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153 views

### About product of PSD matrices

In Theorem 3 in this paper, https://core.ac.uk/download/pdf/82822897.pdf, ``On a product of positive semidefinite matrices, A.R. Meenakshi, C. Rajian, Linear Algebra and its Applications, Volume 295, ...

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141 views

### How to find the analytical representation of eigenvalues of the matrix $G$?

I have the following matrix arising when I tried to discretize the Green function， now to show the convergence of my algorithm I need to find the eigenvalues of the matrix $G$ and show it has absolute ...

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404 views

### Eigenvalues and eigenvectors of the matrix with entries $\dbinom{n+1}{2j-i}$ for $i, j = 1, 2, \ldots, n$

Let $n$ be a nonnegative integer, and let $B$ be the $n \times n$-matrix (over the rational numbers) whose $\left(i, j\right)$-th entry is $\dbinom{n+1}{2j-i}$ for all $i, j \in \left\{ 1, 2, \ldots, ...

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vote

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117 views

### Lanczos algorithm for finding $k$ smallest eigenvector

I am trying (and have been recommended) to use the Lanczos algorithm to find the $k$ smallest eigenvectors. However, all of the literature seems to talk about this algorithm as a way to estimate the $...

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100 views

### What can we say about the rank of the sum of a multiple of the identity matrix and a symmetric rank-$1$ matrix? [closed]

Suppose we have the following symmetric matrix.
$$A = \sigma^2 I + u u^T$$
What can we say about the eigendecomposition of $A$?

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42 views

### Does $K^{1/2} (t,s)$ inherit the continuity of $K(t,s)$?

Assume that $K(t,s)$ is a (1) symmetric, (2) continuous, and (3) positive definite kernel on $[0,1] \times [0,1]$. The spectral decomposition of $K(t,s)$ is:
$$
K (t,s) = \sum_{i=1}^\infty \lambda_i \...

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118 views

### Sufficient conditions for all eigenvalues simple in stochastic matrix

The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem. In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.
...

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26 views

### What is the distribution of engenvalues of covariance matrix when the covariance has some block diagonal structure

Let's say we have a matrix $X \in \mathbb R^{n\times p}$, where $X_{i,j}$ sampled from a Gaussian $N(\mu, \sigma^2)$, we use $\Phi$ to denote $\{\mu,\sigma\}$ for simplicity.
Now, we sample $m$ ...

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36 views

### Change of variables between quadrilaterals - Rayleigh quotient

A - Vertex at bottom left
B - Vertex at bottom right
K - Vertex at top left of blue quadrilateral
C - vertex at top left of brown quadrilateral
L - vertex at top right of blue quadrilateral
F - ...

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41 views

### The eigenvalues $\lambda$ of $\lambda \phi_j(x)= \int_G{ K(x-y)\phi_j(y)dy}$

Prove the eigenvalues $\lambda$ of $\lambda \phi_j(x)= \int_G{ K(x-y)\phi_j(y)dy}$ is $\int_G{K(x)\phi_{-j}(x)dx}$,
with $\phi_j(x)=(2R)^{-n/2}exp(i\pi j. \frac{x}{R}), j \in \mathbb{Z}^n, x, y \in \...