All Questions
6 questions
1
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0
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49
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Bounds on Eigenvalues After Skew-Symmetric Perturbation
Consider two matrices $\mathbf{J} \in \mathbb{R}^{n \times n}$ and $\mathbf{L} = -\mathbf{L}^T \in \mathbb{R}^{n \times n}$. I am trying to upper bound the eigenvalues of their sum:
$$\mathbf{A} = \...
5
votes
2
answers
343
views
Maximal eigenvalue of a correlation matrix with some entries fixed as zeros
Let $A$ be real a positive semidefinite matrix of dimension $n$ and with $1$s on the diagonal. Those matrices are sometimes referred to as correlation matrices. From the positivity of the minors, we ...
8
votes
2
answers
380
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Projecting onto space of matrices with spectral radius less than one
Consider the space
$$ S = \left\{ A \in \mathbb{R}^{n \times n} : \mathrm{SpectralRadius}(|A|) \leq 1 \right\}$$
where $|A|$ is the entry-wise absolute value. Given a matrix $M \in \mathbb{R}^{n\times ...
1
vote
1
answer
1k
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Prove that absolute value of eigenvalue is smaller than 1 [closed]
I want to prove that the absolute value of the eigenvalues of a matrix A are smaller than 1 for $$A=\left(\begin{array}{cc}
0 & -H_{11}^{-1} H_{12} \\
-H_{22}^{-1} H_{21} & 0
\end{array}\right)...
5
votes
1
answer
335
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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 ...
2
votes
1
answer
1k
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Is the sum of two stable matrices also stable?
Let $A$ and $B$ be two arbitrary real matrices of the same dimension. If the eigenvalues of $A$ and $B$ are all in the left half of the complex plane, can we estimate the the location of the ...