All Questions
202 questions
5
votes
1
answer
1k
views
Anti-bidiagonal matrix with main anti-diagonal {1,2,3,...} and first sub-anti-diagonal {-1,-2,-3,...} has eigenvalues lambda={1,-2,3,-4,...}
Consider the anti-bidiagonal matrix $B_6\in\mathbb{R}^{6\times 6}$, defined along its anti-diagonals as follows
$$
B_6=\begin{bmatrix} & & & & & 6\\
& & & &...
- 570
5
votes
2
answers
250
views
Eigenvalue density of a symmetric tridiagonal matrix
Let $A_n\in\mathbb{R}^{n\times n}$ be defined as
$$
A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 &...
- 2,712
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 ...
- 245
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
$$ \text{Tr} \...
- 51
5
votes
1
answer
635
views
Largest Eigenvalue of a Matrix with Special Form in terms of n
In one step of solving a difficult problem, I would like to know the largest eigenvalue of a matrix with this pattern:
$$A_n = \begin{bmatrix}
0 & 0 & 0 & 0 &\dots & 0 \\
...
- 103
5
votes
3
answers
204
views
Find eigenvalues with given multiplicity in presence of errors
Let $A^0$ a $3 \times 3$ real symmetric matrix with eigenvalues $\lambda_1^0 = \lambda_2^0 \neq \lambda_3^0$. Hence, $\lambda_1^0$ has multiplicity $2$.
In real-world applications, I will have a ...
- 61
5
votes
2
answers
343
views
Maximal eigenvalue of a correlation matrix with some entries fixed as zeros
Let $A$ be real a positive semidefinite matrix of dimension $n$ and with $1$s on the diagonal. Those matrices are sometimes referred to as correlation matrices. From the positivity of the minors, we ...
- 51
5
votes
3
answers
2k
views
Proving that a certain non-symmetric matrix has an eigenvalue with positive real part
Suppose that
$X$ is the $n \times n$ matrix of all ones
$Y$ is an arbitrary $n \times n$ matrix with zeroes on the diagonal and all other entries equal to $0$ or $1$
$0 < \delta < 1$
Let $Z = ...
- 61
5
votes
2
answers
2k
views
rank-one perturbation of a matrix corresponding to a specific spectrum
Let $A$ be a real symmetric matrix whose spectrum is $\lambda_1,\lambda_2,\ldots,\lambda_n$.
Let $A'$ be the matrix obtained by adding a perturbation to $A$. The requirement is that only the second ...
- 111
5
votes
1
answer
2k
views
Condition for block symmetric real matrix eigenvalues to be real
I have a $2n \times 2n$ block symmetric matrix that in the simplest case ($n=2$) looks like:
$$
M_2 = \begin{bmatrix}
a_1 & 0 & b_{1,2} & -b_{1,2}\\\
0 & -a_1 & b_{1,2} & -b_{...
- 151
5
votes
0
answers
255
views
Existence of a matrix product from its eigenvalues
Let A and B be two positive definite, real, symmetric matrices. The eigenvalues of A, B and AB, denoted by $\lambda(X)$, obey the relation (from Bhatia):
$$
\lambda^\downarrow(A) \cdot \lambda^\...
- 151
4
votes
1
answer
1k
views
Why are 1 and -1 eigenvalues of this matrix?
This is a subject I've been working on for a very long time now, but still did not manage to fully understand the interesting properties of this matrix $\mathbf{A}$.
First, let's define two matrices:
...
- 403
4
votes
1
answer
545
views
No arbitrary product of matrices has eigenvalue 1?
Consider the matrix $D$, adjacency matrix of an undirected graph $G$ on $n$ vertices, with the notation that $d_{i,i}=0,\forall i$.
The matrices $A_i$ are constructed from Identity matrices, $I_{n*n}$...
- 143
4
votes
3
answers
308
views
Is this function well studied?
Let $A_1,\dots,A_L$ be $N\times N$ hermitian matrices. Define the simplex
\begin{align}
\mathcal{S}=\left\{[x_1,\dots,x_L]\mid x_i\geq 0,~\sum_{i=1}^{L}x_i=1 \right\}
\end{align}
and consider the ...
- 1,421
4
votes
1
answer
506
views
Eigenvalues of large tridiagonal matrix
Consider large tridiagonal matrix (where $a$ and $b$ are real numbers):
$$M =
\begin{pmatrix}
a^2 & b & 0 & 0 & \cdots \\
b & (a+1)^2 & b & 0 & \cdots & \\
...
- 285
4
votes
1
answer
187
views
largest eigenvalue of the difference between two quadratic forms
Let $U,V\in\mathbb{R}^{4\times n}$ such that $UU^T=VV^T=I$, and $A\in\mathbb{R}^{n\times n}$ be an Hermitian matrix.
Is it true that
$$\sqrt{\lambda_{\text{max}}\left(\left(UAU^T-VAV^T\right)^2\right)}...
- 503
4
votes
1
answer
206
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 ...
- 153
4
votes
1
answer
380
views
Rotatable matrix, its eigenvalues and eigenvectors
We say that a real matrix is rotatable iff after turning it clockwise on $90^{\circ}$ it doesn't change.
I'm interesting about eigenvalues and eigenvectors (belonging to non-zero eigenvalues) of such ...
4
votes
1
answer
2k
views
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 ...
- 133
4
votes
0
answers
989
views
Lower bound minimum eigenvalue of a positive semi-definite Hermitian matrix with bounded entries
Let $M \in \mathbb{C}^{n \times n}$ be a matrix with the following properties:
$M$ is Hermitian and positive semi-definite (all the eigenvalues are real and nonnegative).
The diagonal entries of $M$ ...
- 41
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 ...
- 41
4
votes
0
answers
284
views
Maximizing a certain eigenvalue ratio
Let $A\in\mathbb{R}^{n\times n}$ be an Hurwitz stable matrix (i.e., the spectrum of $A$ lies on the left-half complex plane) and let $P$ be the unique positive definite solution of the following ...
- 2,712
4
votes
0
answers
2k
views
What is the time complexity of the largest singular value and its vectors?
Full zero-error SVD on an $m \times n$ matrix $A$ would cost $O(\min(m^2n,mn^2))$. What is the time complexity if we need only the largest singular value and its corresponding vectors? I think it is $...
- 123
4
votes
0
answers
342
views
Determinant of the sum of a psd (Kronecker) matrix and a diagonal matrix?
Let $K = K1 \otimes K2$ where $K1$ and $K2$ are positive semidefinite matrices. Let $W$ be a diagonal matrix with positive entries. (Everything is real-valued.)
I want to calculate or bound $\det (...
- 141
3
votes
3
answers
357
views
Can a block matrix with at least 3 zero blocks of different size on the diagonal and 1's everywhere else have only integer eigenvalues?
Let $M=\begin{pmatrix}
\begin{array}{cccccccc}
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
1 & 1 & 0 & 0 & ...
3
votes
2
answers
2k
views
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$ ...
- 133
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 (...
- 2,934
3
votes
2
answers
856
views
Power of a matrix, largest eigenvalue in absolute value, and convergence acceleration
I want $S^k$, with $S=I-\Lambda^{-1}M$, to tend to zero quite fast as $k\rightarrow \infty$, as this is what drives the convergence in a fixed-point algorithm. Here $M=X^TX$ is a fixed $m\times m$ ...
- 3,098
3
votes
1
answer
5k
views
Relation between the eigenvalues of a block matrix and the eigenvalues of its diagonal blocks
Consider the $(m+n) \times (m+n)$ block matrix
$$M = \begin{bmatrix} A & B \\ C & D \end{bmatrix}$$
I need references where they are talking about the relation between the eigenvalues of $M$ ...
- 1,269
3
votes
1
answer
463
views
Spectrum of this block matrix
Consider the following block matrix
$$A = \left(\begin{matrix} B & T\\ T & 0 \end{matrix} \right)$$
where all submatrices are square and
matrix $B = \mbox{diag}\left(b_1 ,0,0,\dots,0,b_n \...
- 536
3
votes
1
answer
600
views
« Generalized simultaneous diagonalization » of a pair of symmetric, non-commuting, positive semi-definite matrices
I hope my question is trivial for some of you but for the time being I’m lost somewhere between the generalized eigenproblem, simultaneous diagonalization of quadratic forms, simultaneous SVD, ...
- 1,026
3
votes
1
answer
371
views
Eigenvectors of a perturbed reducible stochastic matrix
Let $Q$ be a $n\times n$ reducible stochastic matrix. Let $J$ be such that $[J]_{ij}={1 \over n}$. Now for a small positive constant $\alpha\in [0,1]$, consider the matrix
$$\tilde{Q}\,=\,(1-\alpha)...
- 1,421
3
votes
2
answers
394
views
Eigenvalues and eigenvectors of non-symmetrical tridiagonal matrix
The question is the following: given a matrix
$$A=\begin{pmatrix}
1& 2 & & & & \\
1& 0& 1 & & & \\
& 1& 0& 1 & &\\
& &...
- 145
3
votes
1
answer
721
views
What can be said about the relationship between the eigenvalues of a negative definite matrix and of its Schur complement?
I have two problems related to eigenvalues of negative definite matrices:
I have a matrix $M\prec0$ (symmetric and all eigenvalues are negative) and $S=M_{11}-M_{12}M_{22}^{-1}M_{21}$ by taking $M=[...
- 63
3
votes
1
answer
333
views
Maximising a Rayleigh quotient over a subspace
Let $M\in\mathbb{R}^{n\times n}$ be symmetric positive definite and consider a matrix $Q\in\mathbb{R}^{n\times m}$ ($m<n$) with orthonormal columns ($Q^TQ=I$). I'm interested in finding an exact ...
- 215
3
votes
2
answers
432
views
Maximum eigenvalue of a covariance matrix of Brownian motion
$$ 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{...
3
votes
1
answer
726
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 ...
- 103
3
votes
1
answer
264
views
When is this matrix singular?
Consider matrix $A$ with $(j,k)$′th entry $A_{j,k}=\sin(\omega_j t_k+\phi_j),\,\forall j,k\in\{1,2,...,n\}$, where $\omega_j,t_k,\phi_j\in \mathbf R$.
1) For $t_k=k$, what is the condition on $\...
- 2,239
3
votes
1
answer
309
views
Eigenvalues two-fold degenerate
Consider the matrix $$A:=\left(
\begin{array}{cccc}
0 & a & 0 & 0 \\
f & 0 & b & 0 \\
0 & e & 0 & c \\
0 & 0 & d & 0 \\
\end{array}
\right)$$
I ...
3
votes
1
answer
144
views
On the bounds of the sum of the squares of spectral variation of two real symmetric matrices
Suppose $A$ and $B$ are two symmetric real $\{0,1,-1\}$ matrices of order $n$ with diagonal elements as zeros (therefore the traces are zeros) and eigenvalues $\lambda_1\ge \lambda_2\ge \dotsb \ge \...
- 61
3
votes
1
answer
2k
views
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}
...
- 53
3
votes
1
answer
3k
views
Bounds for eigenvalues of block matrix
Let's say I have a block matrix of the form
$$X = \begin{bmatrix} A & B\\ B^T & C\end{bmatrix}$$
where $A$, $C$, and $X$ are all positive definite. I have bounds on both the minimum and ...
3
votes
1
answer
559
views
Determinant of a Certain Positive-Definite Block Matrix
Is there a lower bound for the determinant or minimum eigenvalue of the following $d$ by $d$ matrix in terms of $d$?
$$\Gamma=\left( {\begin{array}{cc}
I & B \\
B^{*} & I \\
\end{array} ...
- 31
3
votes
0
answers
374
views
Eigenvalues of block matrix
Given scalars $\alpha, \beta \in \mathbb{R}$, a symmetric positive definite matrix $A \in \mathbb{R}^{n\times n}$ and a flat matrix $B \in \mathbb{R}^{m\times n}$, where $m < n$, can I say ...
- 125
3
votes
0
answers
1k
views
Eigenvalues of block-hermitian matrices with zero diagonal blocks
I have a matrix of the form
$$D = \left( \begin{array}{cc} 0 & C \\ C^{\dagger} & 0 \end{array} \right)$$
where $C$ is not necessarily hermitian. In general, can we say anything about the ...
- 47
3
votes
0
answers
220
views
Eigenvalues and eigenvectors of nonsymmetric complex tridiagonal matrix
I wonder if it is possible to find analytically all eigenvalues and eigenvectors of the following $2n \times 2n$ non-symmetric complex tridiagonal matrix
$$M = i \begin{pmatrix}
0 & a & 0 &...
3
votes
0
answers
221
views
Eigenvalues vs.matrix sparsity
For an n X n matrix whose entries are constrained to be in some [x,y], is the maximum absolute eigenvalue of the matrix a function of its sparsity?
Is there a closed-form expression that states this ...
- 31
2
votes
4
answers
293
views
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 ...
- 21
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 $B$, ...
- 745
2
votes
2
answers
645
views
Matrices with real spectrum
Assume you have a non-symmetric real square matrix all of whose eigenvalues are real. Can anything be said about it? Is it unitarily equivalent to a symmetric matrix?
EDIT: Is it at least similar to ...
- 3,388