All Questions
25 questions
91
votes
5
answers
124k
views
Eigenvalues of matrix sums
Is there a relationship between the eigenvalues of individual matrices and the eigenvalues of their sum? What about the special case when the matrices are Hermitian and positive definite?
I am ...
- 1,013
20
votes
6
answers
42k
views
Eigenvalues of symmetric tridiagonal matrices
Suppose I have the symmetric tridiagonal matrix:
$$ \begin{pmatrix}
a & b_{1} & 0 & ... & 0 \\\
b_{1} & a & b_{2} & \ddots & \vdots \\\
0 & b_{2} & a & \...
7
votes
1
answer
6k
views
Eigenvectors as continuous functions of matrix - diagonal perturbations
The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
- 2,222
3
votes
2
answers
432
views
Maximum eigenvalue of a covariance matrix of Brownian motion
$$ 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{...
36
votes
2
answers
32k
views
Eigenvalues of the product of two symmetric matrices
This is mostly a reference request, as this must be well-known!
Let $A$ and $B$ be two real symmetric matrices, one of which is positive definite. Then it is easy to see that the product $AB$ (or $BA$...
- 2,600
7
votes
0
answers
264
views
Bound on gap between least eigenvalues of $n \times n$ correlation matrix and of its $(n -1) \times (n-1)$ submatrices
The following problem is motivated by one of my research problems.
Let
$\Sigma$ be an $n \times n$ correlation matrix whose least eigenvalue is denoted by $\lambda$.
$\Sigma_i'$ be an ...
- 141
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
$$
A = \begin{bmatrix}
-\alpha & \alpha & -\gamma^{-1} & 0\\
\beta &...
- 207
22
votes
4
answers
5k
views
Eigenvalues of permutations of a real matrix: can they all be real?
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and define the total spectrum $TS(M)$ as the union of all their spectra (counting ...
- 13.4k
19
votes
1
answer
2k
views
Smallest eigenvalue of a tricky random matrix
While experimenting with positive-definite functions, I was led to the following:
Let $n$ be a positive integer, and let $x_1,\ldots,x_n$ be sampled from a zero-mean, unit variance gaussian. Consider ...
- 28.6k
15
votes
1
answer
1k
views
Existence of double eigenvalue
Let $A$ and $B$ be complex $4\times 4$ matrices. Assume both are Hermitian, and that they are linearly independent.
Must there exist a nonzero real linear combination $aA + bB$ which has a repeated ...
- 42.8k
12
votes
0
answers
825
views
Eigenvalues of permutations of a real matrix: how complex can they be?
This is sort of complementary to this thread. I’ll repeat the definitions here:
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...
- 13.4k
9
votes
1
answer
3k
views
Frobenius-Perron eigenvalue and eigenvector of sum of two matrices
Suppose that I have two positive matrices, $A$, and $B$, and I know their Frobenius-Perron eigenvalues ($\lambda_A$, $\lambda_B$) and eigenvectors ($v_A$, $v_B$). I'm interested in what I can say ...
- 403
8
votes
3
answers
1k
views
Does small Perron-Frobenius eigenvalue imply small entries for integral matrices?
Suppose that $M$ is an $n \times n$ matrix where each entry is a positive integer. Then $M$ is Perron-Frobenius and so has unique largest real eigenvalue $\lambda_{\textrm{PF}}$.
Does an upper ...
- 3,165
7
votes
0
answers
905
views
The Möbius function as eigenvalues
Let the $N$ by $N$ matrix $A$ be defined by the tetration:
$$\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 }...
- 1,183
6
votes
1
answer
601
views
Monotonicity of eigenvalues
We consider block matrices
$$\mathcal A = \begin{pmatrix} 0 & A\\A^* & 0 \end{pmatrix}$$ and
$$\mathcal B = \begin{pmatrix} 0 & B\\C & 0 \end{pmatrix}.$$
Then we define the new matrix
$...
- 536
5
votes
2
answers
721
views
Matrices with same eigenvalues
This question is a more precise version of this question.
Let's assume we have the matrix
$$\left(
\begin{array}{ccccc}
0 & a & 0 & 0 & 0 \\
f & 0 & b & 0 & 0 \\
0 &...
4
votes
1
answer
1k
views
Why are 1 and -1 eigenvalues of this matrix?
This is a subject I've been working on for a very long time now, but still did not manage to fully understand the interesting properties of this matrix $\mathbf{A}$.
First, let's define two matrices:
...
- 403
3
votes
1
answer
332
views
Maximising a Rayleigh quotient over a subspace
Let $M\in\mathbb{R}^{n\times n}$ be symmetric positive definite and consider a matrix $Q\in\mathbb{R}^{n\times m}$ ($m<n$) with orthonormal columns ($Q^TQ=I$). I'm interested in finding an exact ...
- 215
3
votes
3
answers
357
views
Can a block matrix with at least 3 zero blocks of different size on the diagonal and 1's everywhere else have only integer eigenvalues?
Let $M=\begin{pmatrix}
\begin{array}{cccccccc}
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
1 & 1 & 0 & 0 & ...
3
votes
1
answer
309
views
Eigenvalues two-fold degenerate
Consider the matrix $$A:=\left(
\begin{array}{cccc}
0 & a & 0 & 0 \\
f & 0 & b & 0 \\
0 & e & 0 & c \\
0 & 0 & d & 0 \\
\end{array}
\right)$$
I ...
2
votes
1
answer
8k
views
Properties of eigenvalues of general nonnegative matrices
I am aware, that an answer to this question can be found via Perron-Frobenius theory or something very similar, but unfortunately I am far from being an expert in the field and I am unable to find the ...
- 83
2
votes
1
answer
133
views
Is the sum of the circulant matrix with a super upper triangular matrix diagonalizable?
By the circulant matrix $C$ in $M_n(\mathbb{R})$, we mean that
$$C=[e_n|e_1|\cdots|e_{n-1}]$$ where $e_1,\cdots,e_n$ are the standard basis vectors in $\mathbb{R}^n$. It is well-known that
$$C=\...
- 4,058
2
votes
1
answer
244
views
Expected minimal distance of eigenvalues
Let $A$ be an arbitrary symmetric matrix and $B$ be a random GUE matrix. I would like to know. Are there any results on the minimal eigenvalue distance between two distinct eigenvalues of $A+B$? I ...
- 73
2
votes
0
answers
345
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 $i∈{1,…,n}$ ...
- 145
1
vote
1
answer
6k
views
Largest eigenvalue of the sum of Hermitian matrices [closed]
Is there an expression for the largest eigenvalue of the sum of two Hermitian matrices in terms of the spectrum of the same matrices?
- 2,099