All Questions
202 questions
1
vote
1
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260
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How can I obtain the eigenvalues of this matrix?
Consider the following $M \times 3$ matrix
$$\mathbf F = [\mathbf h_1, \mathbf h_2, \mathbf h_3],$$
with distinct non-zero singular values $\sigma_1 >\sigma_2 > \sigma_3$, where $\mathbf h_k$'s ...
1
vote
0
answers
179
views
QR algorithm for eigenvalues and eigenvectors of large symmetric matrices
I am trying to write a QR algorithm in Python for eigenvectors and eigenvalues finding for large symmetric matrices,
My initial thought was to use Householder transformation with a Wilkinson shift ...
2
votes
1
answer
212
views
Similarity of two matrices
Consider the matrix, for some $\lambda \in \mathbb R$ .
$$A=\begin{pmatrix} i \lambda & -1 & i & 0 \\ 1 & 0 & 0& 0 \\ i & 0 & - i \lambda & -1 \\ 0 & 0 & 1 ...
2
votes
0
answers
121
views
Eigenvalues of two positive-definite Toeplitz matrices
Consider two positive-definite Toeplitz matrices $M_1$ and $M_2$ both with dimension $2^j \times 2^j$. Their matrix elements are:
$$M_1[x,y] = \frac{\text{sin}(\pi(x-y)/2^j)}{\pi(x-y)} \qquad M_2[x,y] ...
3
votes
1
answer
2k
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Eigenvalues of a block matrix with zero diagonal blocks
Suppose $A$ is a $k_1\times k_2$ matrix with real entries, $k_1<k_2$. Let $M$ be the matrix
\begin{equation}
M:=\begin{pmatrix}
0_{k_1} & A\\ A^\top & 0_{k_2}
\end{pmatrix},
\end{equation}
...
21
votes
5
answers
2k
views
The middle eigenvalues of an undirected graph
Let $ \lambda_1 \ge \lambda_2 \ge \dots \ge \lambda_{2n} $
be the collection of eigenvalues of an adjacency matrix of an undirected graph $G$ on $2n$ vertices. I am looking for any work or references ...
1
vote
0
answers
331
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Eigenvalues of an (almost) pentadiagonal symmetric Toeplitz matrix
I am looking for analytic expressions for the eigenvalues of matrices of the form
$$A = \begin{bmatrix}
6 & -4 & 1 & 0 & 0 & 0 & 0 \\
-4 & 6 & -4 & 1 & 0 &...
0
votes
1
answer
263
views
Change in the largest eigenvalue due to perturbation of diagonal components of a symmetric matrix
Let $A\in \mathbb{R^{n\times n}}$ be a symmetric negative difinite matrix and
$D\in \mathbb{R}^{n\times n}$ be a diagonal matrix $D = \mathrm{diag}\{d_i\}, (d_i < 0)$.
From Weyl's inequality, the ...
-2
votes
3
answers
2k
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When is it possible to find the sum of all elements of inverse of a matrix?
Given sum of elements of each row of a positive definite square matrix $M$ of order $n$ all of whose entries are non-negative, when is it possible to find the sum of all elements of the matrix $M^{-1}$...
2
votes
0
answers
69
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Unimodular eigenvalue of a H-self-adjoint matrix (indefinite innerproduct)
Let $A,H \in \mathbb{C}^{n \times n}$ be such that $H$ is Hermitian and invertible and $A = H^{-1} A^* H$. In this case, $A$ is said to be $H$-self-adjoint. This is due to the fact that if $\langle \...
2
votes
4
answers
293
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Find a square, stochastic matrix of odd size, not a permutation matrix, with an eigenvalue other than 1 on the unit circle
...or prove that none exists.
Note that such a matrix $M$ couldn't be primitive, so there would be at least one entry equal to zero in every power $M^k$ (Perron-Frobenius theory).
Preferably the ...
26
votes
1
answer
5k
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Generalization of Cauchy's eigenvalue interlacing theorem?
Cauchy's Interlacing Theorem says that given an $n \times n$ symmetric matrix $A$, let $B$ be an $(n-1) \times (n-1)$ principal submatrix of it, then the eigenvalues of $A$ and those of $B$ interlace.
...
0
votes
0
answers
46
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What kind of bounds for $\mathrm{Re}(\lambda(A))$ when $\lambda_{\mathrm{max}}(A + A^t) < 0$?
What can be said about the real parts of eigenvalues of $A \in \mathbb R^{n\times n}$ when $\lambda_{\max}(A + A^t) < 0$?
I think the real parts of eigenvalues of $A$ will be negative, but I can't ...
2
votes
1
answer
236
views
How can I prove a randomly generated matrix has distinct non-zero eigenvalues?
Consider the following $M×M$ matrix
$$
\mathbf A=\sum_{k=1}^K =a_k \mathbf h_k \mathbf h_k^H,(M≥K)
$$
where $a_k$'s are real values and $h_k$'s are $M×1$ randomly generated vectors, e.g., complex ...
2
votes
1
answer
74
views
Limitation through the singular values
Given matrix $X \in \mathbb{R}^{m\times n}$ and sequence $\left\{X^k\right\}_k$ converges to $X$ according to the Frobenius norm. I wonder that $\sigma_i(X^k)$ converge $\sigma_i(X)$ or not (where $\...
3
votes
1
answer
534
views
Spectrum of the sum of two general matrices
Are there any restrictions on the possible spectrum of the sum of two arbitrary matrices with given spectra other than the trace identity?
In other words:
Let $\alpha, \beta, \gamma$ be $n$-tuples (...
5
votes
1
answer
241
views
Trace inequality under consideration of definiteness
Let $G \in \mathbb{R}^{3 \times 3}$ a symmetric, but indefinite matrix and $U \in \mathbb{R}^{3\times 3}$ a symmetric and positive definite matrix. I would like to prove the inequality
$$ \text{Tr} \...
1
vote
2
answers
2k
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Eigenvalues of tridiagonal symmetric matrix
Could you tell me please, are there any analytical methods how to find eigenvalues of matrix such this one?
$$
\begin{pmatrix}
a_1 & b_1 & 0 & 0 & 0 & \ldots & 0 \\
b_1 & ...
15
votes
1
answer
1k
views
Existence of double eigenvalue
Let $A$ and $B$ be complex $4\times 4$ matrices. Assume both are Hermitian, and that they are linearly independent.
Must there exist a nonzero real linear combination $aA + bB$ which has a repeated ...
4
votes
1
answer
2k
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Relation of row sums to largest eigenvalue
I know that the largest eigenvalue of a graph is bounded between the minimal and maximal row sum of the matrix. If I have a $0-1$ symetric matrix (an adjacency matrix) and I know $k$ of the rows have ...
3
votes
2
answers
432
views
Maximum eigenvalue of a covariance matrix of Brownian motion
$$ A := \begin{pmatrix}
1 & \frac{1}{2} & \frac{1}{3} & \cdots & \frac{1}{n}\\
\frac{1}{2} & \frac{1}{2} & \frac{1}{3} & \cdots & \frac{1}{n}\\
\frac{1}{3} & \frac{...
1
vote
0
answers
373
views
Upper bound on the sum of the smallest non-zero eigenvalues
Let $\mathcal A := \{ A_1, A_2, \dots, A_n \} \subset \Bbb R^{d \times d}$ be a set of symmetric and positive semidefinite matrices.
For a matrix $A_k \in \mathcal A$, denote its (real) eigenvalues by ...
2
votes
0
answers
81
views
Perturbed Gram matrix
Let $x_t \in \mathbb{S}^{d-1}$, $\forall t\in \mathbb{N}$ and let $e_1$ be the first canonical basis vector of $\mathbb{R}^d$, ie, $e_1 = (1,0,\cdots,0)$. Let us form a Gram Matrix
$$\sum_{t=1}^T(x_t ...
1
vote
0
answers
618
views
Largest eigenvalue of matrix A smaller than 1, what about B when A=B+C? [closed]
Suppose I have a square matrix $A$ that only has non-negative real entries and is not symmetric and not primitive either. It has no "special" structure we could exploit. I know that the ...
5
votes
1
answer
335
views
Projecting a symmetric matrix onto the space of linear operators with a particular eigenvalue
Specifically, I am interested in the case where one eigenvalue is exactly $0$. Given an $n \times n$ symmetric matrix, I would like to find the closest $n\times n$ symmetric matrix that has one ...
3
votes
0
answers
373
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Eigenvalues of block matrix
Given scalars $\alpha, \beta \in \mathbb{R}$, a symmetric positive definite matrix $A \in \mathbb{R}^{n\times n}$ and a flat matrix $B \in \mathbb{R}^{m\times n}$, where $m < n$, can I say ...
2
votes
1
answer
728
views
Maximum eigenvalue of Hadamard power of a positive semidefinite matrix
Let $K$ be a covariance matrix. It is positive semidefinite, its diagonal elements are all 1, and its off-diagonals are between -1 and 1. Let $K.^2$ be its element-wise power (Hadamard power). Can we ...
8
votes
1
answer
7k
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Upper bound on largest eigenvalue of a real symmetric $n \times n$ matrix with all main diagonal entries positive, everywhere else nonpositive
Is there a good analytic upper bound on the largest eigenvalue of a real symmetric n*n matrix with all main diagonal entries strictly positive, all other entries <=0 with typically many of them ...
1
vote
1
answer
711
views
Eigenvalues of the product of traceless unitary hermitian matrices [closed]
As a follow up of the question raised in Determinant involving traceless unitary hermitian matrices, I would like to pose a similar question.
If A and B are distinct traceless unitary hermitian ...
2
votes
2
answers
201
views
Eigen problem with constrained (equal) eigenvalues
Let $\Omega$ be a symmetric and positive definite matrix. From a test of hypothesis I know that some eigenvalues are likely to be equal (the test also suggests which eigenvalues). Do you have any ...
7
votes
0
answers
905
views
The Möbius function as eigenvalues
Let the $N$ by $N$ matrix $A$ be defined by the tetration:
$$\Large \text{If } \gcd(n, k)=1 \text{ then } A(n,k)= \underbrace{e^{e^{\cdot^{\cdot^{e^{\Re\left(\frac{1}{n^s}\right)}}}}}}_m \text{ else }...
7
votes
3
answers
1k
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Checking positive semi-definiteness of integer matrix
Key Problem : Is there any theorem about eigenvalues or positive semi-definiteness of small size matrices with small integer elements?
I have to check positive semi-definiteness of many symmetric ...
13
votes
0
answers
809
views
Can one Gershgorin circle (only) contain all eigenvalues, when the other circles are not contained in it
In short, following a question from my students, I am trying to find a special case where all the eigenvalues of a matrix lie within only one circle, but not in the others, and the other circles are ...
1
vote
1
answer
125
views
A monotonicity property of eigenvalues
Let $A \in S^{n}_{+}$ be a positive semi-definite matrix and $D \in S^{n}_{+}$ a diagonal matrix with all the diagonal entries no smaller than one, i.e., $D_{ii} \geq 1$ for all $i \leq n$.
I wonder ...
3
votes
2
answers
2k
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Completely positive matrix with positive eigenvalue
A matrix $A \in \mathbb{R}^{n \times n}$ is called completely positive if there exists an entrywise nonnegative matrix $B \in \mathbb{R}^{n \times r}$ such that $A = BB^{T}$.
All eigenvalues of $A$ ...
19
votes
1
answer
2k
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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 ...
8
votes
2
answers
15k
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Upper bounds on eigenvalues of PSD matrix?
Suppose A is a symmetric positive semidefinite matrix. Is there a way to upper bound the largest eigenvalue using properties of its row sums or column sums?
For instance, the Perron–Frobenius ...
1
vote
0
answers
163
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An estimation of the largest eigenvalue of a submatrix of $\left(\cos(\frac{kl\pi}{4n})\right)_{k,l=1}^n$
Let us consider the following matrix $A=(a_{k,l})$ where
$$A=\left(\cos(\frac{kl\pi}{4n})\right)_{k,l=1}^n$$
Let us consider the submatrix $A_0$ of $A$ whose entries are those $a_{k,l}$ where $k\...
1
vote
1
answer
276
views
Spectral decomposition of a $4\times4$ real nonsymmetric matrix with unknown elements
I'm trying to eigendecompose the following matrix $A$, i.e. to find $Q$ and $\Lambda$ such that
$$
A = \begin{bmatrix}
-\alpha & \alpha & -\gamma^{-1} & 0\\
\beta &...
2
votes
1
answer
372
views
The maximal eigenvalue of average of positive matrices
Let $A$ and $B$ be two square real positive (all entries are positive) matrices that differ only in the first row. Let $\lambda_A$ and $\lambda_B$ be the maximal real eigenvalues of $A$ and $B$, ...
5
votes
2
answers
249
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Eigenvalue density of a symmetric tridiagonal matrix
Let $A_n\in\mathbb{R}^{n\times n}$ be defined as
$$
A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 &...
1
vote
1
answer
350
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A linear algebra question regarding the eigenvalues of the product of a diagonal matrix and a projection matrix
I need to prove a statement in my research. The statement seems to be fundamental linear algebra, and numerical studies in MATLAB supported this statement, but I wasn't able to prove it after a few ...
8
votes
3
answers
1k
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Does small Perron-Frobenius eigenvalue imply small entries for integral matrices?
Suppose that $M$ is an $n \times n$ matrix where each entry is a positive integer. Then $M$ is Perron-Frobenius and so has unique largest real eigenvalue $\lambda_{\textrm{PF}}$.
Does an upper ...
8
votes
2
answers
12k
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Relation between eigenvalues of $A$ and $A^TA$?
For an $n\times n$ diagonizable matrix $A$, is there a relation between the eigenvalues of $A$ and the eigenvalues of $A^TA$?
I ask this because I am looking into the relation between $A$ and $A+cI$, ...
2
votes
1
answer
8k
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Properties of eigenvalues of general nonnegative matrices
I am aware, that an answer to this question can be found via Perron-Frobenius theory or something very similar, but unfortunately I am far from being an expert in the field and I am unable to find the ...
0
votes
2
answers
588
views
Estimating the shift in the $\lambda_{\max}$ of a matrix under a diagonal perturbation
Given a matrix $A$ and a diagonal matrix $D$, how can we estimate $\lambda_{\max}(A+D) - \lambda_{\max}(A)$? Feel free to make other assumptions about the matrices that they are all symmetric and have ...
5
votes
1
answer
635
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:
$$A_n = \begin{bmatrix}
0 & 0 & 0 & 0 &\dots & 0 \\
...
-2
votes
1
answer
353
views
Can we attain the maximum and minimum of a Rayleigh quotient over any subspace? [closed]
Let $M\in\mathbb{C}^{n\times n}$ be a Hermitian matrix and let $E$ be a subspace of $\mathbb{C}^n$.
$$\mbox{Are } \sup_{x\in E\\
x\neq0}\dfrac{x^*Mx}{x^*x}\mbox{ and }\inf_{x\in E\\
x\neq0}\dfrac{x^*...
18
votes
1
answer
847
views
Showing that a certain matrix is not positive definite
Let $J_k$ be a $k \times k$ all ones matrix and $B$ any $k \times k$ binary matrix - that is $B$ only has entries from $\{0,1\}$.
I would like to show that the matrix $$X_B = (J_k -I) - B (J_k - I)^{-...
4
votes
0
answers
447
views
How to find eigenvalues of following block matrices?
Is there a procedure to find the eigenvalues of A?
$$A=\begin{bmatrix}X & I &&&&&&&&& 0\\I & 0 & P &&&&&&&&\\& P^t ...