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0 votes
1 answer
91 views

Matrix quantization and effect on singular values

Let $A$ and $B$ be an $N\times n$ matrix with $n\le N$, and let $\sigma_1(X),\dots \sigma_n(X)$ denote the singular values of $X\in \{A,B\}$. Do we have upper and lower bounds for $$ \| \sigma_i(A)-\...
0 votes
0 answers
99 views

Efficient method to determine minimum eigenvalue of $2 \times 2$ block diagonal matrix

Suppose $H$ is a $2 \times 2$ block-diagonal symmetric matrix in $\mathbb{R}^{2^N \times 2^N} $. That is $$ H = \begin{pmatrix} A_1 & 0 & \cdots & 0\\ 0 & A_2 & \cdots & 0 \\ ...
0 votes
0 answers
83 views

When is the sum of matrices (circulant + [super upper triangular]) not diagonalizable?

By the circulant matrix $C \in M_n(\mathbb{R})$, we mean that $$ C = \left[\begin{array}{c|c|c|c} e_n & e_1 & \cdots & e_{n-1} \end{array}\right] $$ where $e_1,\dots,e_n$ are the standard ...
0 votes
0 answers
107 views

The eigenstructure of the symmetric tridiagonal matrix whose entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and $$a_{1,2}=\cdots=a_{n-1,n}=1$$

Suppose that $A=(a_{kl})_{k,l=1}^n$ is a symmetric tri-diagonal matix in $M_n(\mathbb{R})$ whose diagonal entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and $$a_{1,2}=\cdots=a_{n-1,n}=1$$ Any approach to ...
0 votes
0 answers
124 views

Eigenvectors of the symmetric tridiagonal matrices whose entries above the diagonal are all the same

Let us consider the real symmetric tridiagonal matrix $T=(t_{kl})$ in $M_n(\mathbb{R})$ with $$t_{1,2}=t_{2,3}=\cdots=t_{n-1,n}=1$$ How can we compute the eigenvectors of $T$?
0 votes
1 answer
75 views

The spectrum of the product $JA$ where $J=I_n\oplus (-I_n)$

Let $A$ be a real symmetric matrix in $M_{2n}(\mathbb{R})$with $A^2=I_{2n}$. Suppose that the Schur decomposition of $A$ is given by $A=\Lambda^t D \Lambda$. Let us consider the following matrix. $$...
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 \...
1 vote
0 answers
163 views

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\...
2 votes
0 answers
43 views

Selecting some linearly independent columns of a particular matrix

Let us consider the matrix $C=A_1+A_2$ where : $A_1=(a_{k,l})_{k,l=0}^{n-1}$ is the $n$ by $n$ matrix given by $a_{k,l}=\frac{2}{\sqrt{n}}(\cos\frac{2kl\pi}{n})$ $A_2$ is the the $n$ by $n$ block ...
4 votes
0 answers
990 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 $M$ ...
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 $\...
2 votes
0 answers
346 views

Extension of the Gershgorin circle theorem for symmetric matrices and localization of positive eigenvalues

In mathematics, the Gershgorin circle theorem can be used to localize eigenvalues of a matrix (including symmetric). Let $A$ be a real symmetry $n × n$ matrix, with entries $a_{ij}$. For $i∈{1,…,n}$ ...
0 votes
0 answers
198 views

eigenvalues of the product of a unitary with a diagonal

In $M_n(\mathbb{C})$, suppose $U$ and $D$ are a unitary and an invertible diagonal matrix with eigenvalues $\{e^{i\theta_1},\cdots,e^{i\theta_n}\}$ and $\{e^{i\eta_1},\cdots,e^{i\eta_n}\}$ ...
5 votes
0 answers
836 views

Gershgorin's 2nd theorem (disjoint circles): elementary proof?

Let $A \in \mathbb{C}^{n\times n}$ be a complex matrix. We let $a_{i,j}$ be the $\left(i,j\right)$-th entry of $A$ for all $i, j \in \left[n\right]$ (where $\left[n\right]$ denotes $\left\{1,2,\ldots,...
8 votes
1 answer
746 views

Counting eigenvalues without diagonalizing a matrix

Today's arXiv has a paper by Pierpaolo Vivo, Index of a matrix, complex logarithms, and multidimensional Fresnel integrals, which asks the question whether it is possible to calculate the number $N(\...
1 vote
1 answer
128 views

Asymptotic behavior of a matrix equation and its eigenvalues

We have a matrix valued function $A:\mathbb{R}_+\to \mathbb{R}^{m\times m}$. It is known that $A(\lambda)$ is a positive definite matrix for all $\lambda\in\mathbb{R}_+$ Denoting $\rho_i(A(\lambda))$ ...
2 votes
0 answers
186 views

Bounding the condition number of a matrix associated with an even symmetric positive definite function

Define a set $A = \{x_i/x_i\in\mathbb{R}^m, i = 1,2,3..n\}$. Let $f:\mathbb{R}^m\to(0,\infty)$ be an even symmetric positive definite function. Let $D = [d_{i,j}]$ be an $n\times n$ matrix such that $...
1 vote
1 answer
324 views

How can I find minimum and maximum eigenvalue of non-positive define matrix [closed]

There is a power iteration method, but it only returns the greatest(in absolute value) eigenvalue of matrix. So when we have negative eigenvalues it'll give wrong results. Is there any method, which ...
1 vote
0 answers
132 views

Transformations preserving the number of distinct eigenvalues

Let $A\in\mathbb{R}^{n\times n}$ be an $n\times n$ symmetric, invertible matrix with nonnegative real entries, $\mathbf{1}$ be the all one $n$-dimensional vector, and $\mathrm{diag}(v)$, $v=[v_1,v_2,\...
0 votes
0 answers
231 views

What matrix has only negative or zero real part for all the eigenvalues?

Say $X \in \mathbb{R}^{m\times m}$, Is it possible to have a constraint on $X$, such that all the eigenvalues has negative or zero real part? What I conjecture The following $X$ has only negative ...
9 votes
1 answer
396 views

Bound on the ratio of top 2 eigenvalues

Let $P$ be a $n \times n$ stochastic matrix such that $P_{ij}=\tau$ if $i \neq j$ and $P_{ii} = 1 - (n-1)\tau$ where $0<\tau < \frac{1}{n}$. It is clear that the largest eigenvalue of $P$ is 1, ...
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 ...
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 votes
0 answers
246 views

Decay rate of least eigenvalue of Gram matrices

Consider the Hilbert space $H=L^2_w(I)$ as the weighted $L^2$ space, where $I\subseteq\mathbb{R}$: $$ L_w^2(I)=\{\phi:I\rightarrow\mathbb{R}:\,\|\phi\|^2=\int_I \phi(x)^2w(x)\,dx<\infty\}. $$ In ...
0 votes
0 answers
224 views

Upper bound on matrix perturbation such that all eigenvalues lie within the unit circle

Consider the matrix $$N=\left[\matrix{\mathbb{I}_n-\epsilon L & X\\ \epsilon Y & Z}\right]$$ where $\epsilon>0$ is a small positive parameter and $Z$ is a square $m\times m$ matrix with ...
5 votes
0 answers
586 views

A minimal eigenvalue inequality

Suppose $A$ is an $n\times n$ real symmetric positive definite matrix. Let $A^{(-1)}_{i,j}$ be the $n\times n$ matrix the entries $(i,i),\,(i,j),\,(j,i),\,(j,j)$ of which equal to the corresponding ...
7 votes
1 answer
2k views

Bound the eigenvalue of product of matrices?

Let $H$ be a $n \times n$ real symmetric matrix that has eigenvalues with absolute value less than 1. Define the matrix $M = \prod_{i=1}^n (I - e_ie_i^{\top}H)$ where $e_i$ denotes the $i^\text{th}$ ...
6 votes
1 answer
882 views

A question on the smallest singular value

Let $X(r)$ be the set of matrices $A \in M(n \times m)$, $n \leq m$, such that the norm of $A$ (largest singular value) is smaller or equal than $1$ and the smallest singular value of $A$ is smaller ...
1 vote
0 answers
148 views

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, ...
7 votes
1 answer
6k views

Eigenvectors as continuous functions of matrix - diagonal perturbations

The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
1 vote
0 answers
631 views

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(...
0 votes
0 answers
182 views

Question about majorization of eigenvalues after conjugation

Let $A$ and $B$ be $n \times n$ positive semidefinite matrices with eigenvalues $\alpha_1 \ge \alpha_2 \ge \ldots \ge \alpha_n$ and $\beta_1 \ge \beta_2 \ge \ldots \ge \beta_n$ respectively. ...
2 votes
1 answer
1k views

Trace inequality for matrices with determinant 1

Let $A$ and $B$ be two matrices with $\det(A)=\det(B)=1$. Does it follow that $\sqrt{\mathrm{tr}(A^TB^TBA-I)}\le\sqrt{\mathrm{tr}(A^TA-I)}+\sqrt{\mathrm{tr}(B^TB-I)}$ I suspect that this can be ...
4 votes
2 answers
292 views

Is there an easy way to tell if all eigenvalues of a unitary or self-adjoint matrix only have eigenvalues of multiplicity two?

I am interested in a class of $2n\times 2n$ unitary matrices with complex entries (if you prefer, we can replace "unitary" with "self-adjoint"). I know that all the eigenvalues of matrices in this ...
2 votes
1 answer
346 views

Alike looking matrices imply convergence of eigenvalues?

This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators. We want to look at matrices that agree in most of their entries and ...
1 vote
1 answer
136 views

Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...
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 votes
1 answer
359 views

Dimension independent computational complexity of singular value decomposition

Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$). Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time which is ...
0 votes
2 answers
737 views

Eigenvalues of an amplification matrix

Let $A$ and $B$ square real matrices. I know that the matrix $A+B$ has 1 as eigenvalue of multiplicity 1 and the others eigenvalues have their modulus <1. Can we say something about the eigenvalues ...