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Questions tagged [eigenvalues]

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0
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1answer
39 views

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 = ...
1
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0answers
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)...
2
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0answers
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+...
0
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0answers
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 ...
0
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0answers
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 ...
0
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0answers
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 $f_i,p \in \mathbb{R}$ ...
2
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1answer
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 "...
0
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0answers
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 ...
0
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0answers
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 $\...
3
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0answers
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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0answers
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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0answers
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 (...
0
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0answers
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 (...
2
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0answers
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 $U(0)$ ...
6
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0answers
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 ...
3
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1answer
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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0answers
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} \...
2
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0answers
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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0answers
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 $h$...
6
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1answer
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 ...
0
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0answers
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 ...
1
vote
1answer
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, ...
3
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2answers
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 &...
0
votes
1answer
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^...
2
votes
1answer
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 ...
0
votes
1answer
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 $\tilde{A}$ ...
1
vote
1answer
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 ...
2
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1answer
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 ...
1
vote
1answer
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_{...
1
vote
1answer
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: $\...
2
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0answers
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 =\...
3
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2answers
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) ...
0
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1answer
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 ...
2
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0answers
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 $...
2
votes
1answer
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=[...
3
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0answers
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 ...
5
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1answer
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 \\ ...
3
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2answers
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 ...
1
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0answers
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 ...
9
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0answers
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 ...
2
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0answers
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, ...
4
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1answer
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 ...
16
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2answers
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, ...
1
vote
1answer
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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votes
1answer
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 $A$?
0
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1answer
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 \...
1
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0answers
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. ...
1
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0answers
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 $m$ ...
1
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0answers
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 - ...
0
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0answers
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 \...