All Questions
Tagged with eigenvalues matrices
103 questions with no upvoted or accepted answers
2
votes
0
answers
1k
views
Eigenvalue problem for symmetric block tridiagonal matrices?
Is there a procedure to find the eigenvalues of $\textbf{M}$?
$$\begin{eqnarray}
\textbf{M}=\left[
\begin {array}{ccccc}
\textbf{A} & \textbf{B} & & &\\
\...
- 21
1
vote
0
answers
63
views
Reference request for non-banded Toeplitz matrix
I want to know references that treat the property of eigenvalues and eigenstates of the non-banded Toeplitz matrix.
I mean for example, the Toeplitz matrix $A$ whose matrix element is given by $A_{ij}=...
- 11
1
vote
0
answers
223
views
Fastest algorithm for finding the closest semi-definite matrix?
Given a real-valued, symmetric matrix $A \in \mathbb{R}^{n \times n}$, I'm interested in finding the closest positive semi-definite matrix $X^*\in \mathbb{R}^{n \times n}$:
$$
X^* = \mathop{\text{...
- 723
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 ...
1
vote
0
answers
290
views
Eigenvalue decomposition of normalized adjacency matrix
Let $A$ be an adjacency matrix of undirected graph $G$, where $G$ is a connected graph. The normalized adjacency matrix is defined as $\hat{A}=D^{-1/2}AD^{-1/2}$, where $D$ is degree matrix of graph $...
- 11
1
vote
0
answers
114
views
Higher dimensional Cauchy interlacing theorem
If $A$ is a Hermitian matrix and $A_j$ the principal minor with the $j$ row and column deleted and $\phi_A(x)$ the characteristic polynomial. The Cauchy interlacing iheorem states that the roots of $\...
- 1,362
1
vote
0
answers
62
views
What do you call this class of matrices with a unique positive eigenvalue associated to a graph?
I am looking for the name of a class of symmetric matrices $M\in\Bbb R^{n\times n}$ that I can associate to a (finite simple) graph $G=(V,E)$ with $V=\{1,...,n\}$ and that have the following ...
- 13.6k
1
vote
0
answers
49
views
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:
$$\mathbf{A} = \...
- 11
1
vote
0
answers
163
views
An estimation of the largest eigenvalue of a submatrix of $\left(\cos(\frac{kl\pi}{4n})\right)_{k,l=1}^n$
Let us consider the following matrix $A=(a_{k,l})$ where
$$A=\left(\cos(\frac{kl\pi}{4n})\right)_{k,l=1}^n$$
Let us consider the submatrix $A_0$ of $A$ whose entries are those $a_{k,l}$ where $k\...
- 4,058
1
vote
0
answers
331
views
Eigenvalues of an (almost) pentadiagonal symmetric Toeplitz matrix
I am looking for analytic expressions for the eigenvalues of matrices of the form
$$A = \begin{bmatrix}
6 & -4 & 1 & 0 & 0 & 0 & 0 \\
-4 & 6 & -4 & 1 & 0 &...
- 41
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 ...
- 245
1
vote
0
answers
39
views
Characterisation of Coxeter matrices with all non-real eigenvalues having absolute value 1
Let $C$ be an invertible integer matrix. Then a matrix $M$ is called Coxeter matrix (following Sato in https://www.sciencedirect.com/science/article/pii/S0024379505001709?via%3Dihub ) when $M=-C^{-1} ...
- 26.5k
1
vote
0
answers
443
views
Eigenvalues of symmetric tridiagonal matrices with identical off diagonal elements
Is there a simple analytical solution to obtain eigenvalues (and eigenvectors) for this type of tridiagonal matrices ? ( Off diagonal elements are identical and the matrix is symmetric)
$$
\begin{...
- 111
1
vote
0
answers
126
views
Fastest way to calculate the eigenvalues of a product of two Toeplitz matrices
I have the following problem:
I need to find the fastest way to calculate the eigenvalues of a matrix that is the product of two Toeplitz matrices. $B = A U$.
The first is a regular Toeplitz matrix $A$...
- 11
1
vote
0
answers
132
views
Transformations preserving the number of distinct eigenvalues
Let $A\in\mathbb{R}^{n\times n}$ be an $n\times n$ symmetric, invertible matrix with nonnegative real entries, $\mathbf{1}$ be the all one $n$-dimensional vector, and $\mathrm{diag}(v)$, $v=[v_1,v_2,\...
- 2,712
1
vote
0
answers
152
views
Bound for Expectation of Singular Value
In my case, $X_{\boldsymbol{\delta}}\in\mathbb{R}^{d\times M}$ is a function of Rademacher variables $\boldsymbol{\delta}\in\{1,-1\}^M$ with $\delta_i$ independent uniform random variables taking
...
- 53
1
vote
0
answers
86
views
Solution of a manipulated equation vs the maximum eigenvalue and eigenvector of a non-negative matrix
Lets assume we have the following equation:
$AU=\lambda U \Rightarrow\left[
\begin{array}{c|c|c}
0 &A_{12}&A_{13}\\
\hline
A_{21}& 0& A_{23}\\
\hline
A_{31}&A_{32}&0
\end{...
- 21
1
vote
0
answers
34
views
A recap of regularity of singular values as a function over M_n
So the core of the question is the study of the function $$ s :M_n(\mathbb R) \mapsto M_n(\mathbb R)$$
$$A \rightarrow s_n(A) $$
where $s_n(A)$ is the greatest singular value of A. I know there has ...
- 245
1
vote
0
answers
111
views
Matrix eigenvalues inequality (2)
Suppose that $A$ is a $n\times n$ positive matrix, whose eigenvalues are $a_1\ge a_2\ldots \ge a_n>0;$ $B$ is a $m \times m$ positive matrix, whose eigenvalues are $b_1\ge b_2\ldots \ge b_m>0;$ ...
- 119
1
vote
0
answers
92
views
An inequality concerning the eigenvalues and eigenvectors of an SPD matrix
Let $Ax_i=\lambda_ix_i, \ (i=1,\cdots,n)$ be an eigensystem of the symmetric positive-definite diagonally-dominant matrix $A=\{a_{ij}\}$. Let
$$b_{jk}=\sum_{i=1}^{n}{\frac{(x_i(j)-x_i(k))^2}{\...
- 11
1
vote
0
answers
171
views
Eigenvalues of non-negative block matrices
$B$ is a non-negative irreducible block matrix as follows:
$$B=
\left[
\begin{array}{c|c|c}
0 &B_{12}&B_{13}\\
\hline
B_{21}& 0& B_{23}\\
\hline
B_{31}& B_{32}&0
\end{array}
\...
- 21
1
vote
0
answers
290
views
Upper bounds on absolute eigenvalue of sum of two matrix
We have this iteration
$$X_{k+1}=(G\cdot Jf+H)X_k+C$$
with $G$ is symmetric and nonnegative, $H$ is nonnegative. $Jf$ is the jacobian matrix of some function $f$ and we can assume it satisfy certain ...
- 153
1
vote
0
answers
359
views
Sufficient conditions for all eigenvalues simple in stochastic matrix
The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem. In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.
...
- 11
1
vote
0
answers
19
views
Empirical approaches to validate observational bounds on minimum gap between least eigenvalues of $n \times n$ correlation matrix and its submatrices
Let
$\Sigma$ be an $n \times n$ correlation matrix whose least eigenvalue is denoted by $\lambda$.
$\Sigma_i'$ be an $(n-1) \times (n-1)$ submatrix of $\Sigma$ obtained by eliminating the $i$-th row ...
- 141
1
vote
0
answers
650
views
Bound of the eigenvalues of a matrix product of two diagonal and one symmetric PSD matrices
Let B be a positive diagonal matrix, and C a PSD symmetric matrix with eigenvalues $\Lambda$, with $\lambda_i = {0,1}$. I'm trying to find a reference for the following bounds or similar
$B^{1\over 2}...
- 111
1
vote
0
answers
129
views
Matrix majorization when a diagonal matrix is multiplied from right and left
Let $D_1$ and $D_2$ be two diagonal matrices such that $D_1^2+D_2^2=I$ (identity matrix). Suppose matrix $A$ majorizes matrix $B$. Can we show that matrix $A$ majorizes matrix $D_1 A D_1 + D_2 B D_2$? ...
- 181
1
vote
0
answers
398
views
Center of matrices
I encountered a neat problem in a problem in particle physics
So given $n$ skew symmetric matrices $A_1,...,A_n$ in $\mathbb{C}^{d \times d}.$
I would like to call this the commutator property: $...
1
vote
0
answers
264
views
Maximizing the ratio of largest eigenvalues
Let $K$ be a real stable matrix; more specifically,
$$
K=\left(\begin{array}{rrrrr}
0&1&0&\ldots&0\\
0&0&1&\ldots&0\\
\vdots&\vdots&\vdots&\ddots&\vdots\...
- 270
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, ...
- 61
1
vote
0
answers
270
views
Eigenvalue of product of self adjoint compact operators
Suppose A is a self adjoint $m \times m$ real matrix with eigenpairs $\{e_j, \lambda_j\}$ such that $\lambda_j > \lambda_{j + 1}$. Let $B$ be another self adjoint real $m \times m$ matrix such that ...
- 157
1
vote
0
answers
109
views
An exact fraction of a matrix
Let $A$ be a $n \times m$ real matrix with $n<<m$ and of rank $r<n$. It is known that $A$ has exactly two distinct non-zero singular values: $\sigma_{\max}$ and $\sigma_{2}$, and also that $\...
- 6,962
1
vote
0
answers
235
views
positiveness of the inverse solution to Sylvester equation
I need to construct a non-negative matrix with desired eigenvalues. To that end, I came up with a block matrix of the following form:
$$
\mathbf{M} = \begin{vmatrix}
\mathbf{A} & \mathbf{b} \\\
\...
- 111
0
votes
0
answers
46
views
max eigenvalue and schatten-1 norm of depolarizing channel acting on trace-0 Hermitian matrix
Denote $\mathcal{H}^n$ as the $n-$dimension Hermitian matrices. Depolarizing channel $\Delta_p:\mathcal{H}^2\to\mathcal{H}^2$ is defined as $\Delta_p(A)=p\text{ tr }(A)~I/2+(1-p)A$ where $A\in \...
- 91
0
votes
0
answers
57
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
- 1
0
votes
0
answers
32
views
Eliminating nullity for enhanced non-singularity
If we have an
$n\times n$ matrix $A$ with entries either $0$ or $1$, where all diagonal entries are $0$ and the rank is $k<n$, can we reach full rank by changing exactly $n-k$ zero off-diagonal ...
- 4,058
0
votes
0
answers
148
views
Is there a way to find the eigenvalues of a matrix using character table?
I am studying applications of representation theory. I want to know if there is a procedure to find the eigenvalues and eigenvectors of a matrix using the character table of the Group acting on its ...
- 1
0
votes
0
answers
114
views
Expectation of the operator norm of projection of a random permutation matrix
Assuming I have a fixed dimension $p$ subspace of $\mathbb{R}^d$ orthogonal to $1^d$ and $VV^\top$ with $V \in \mathbb{R}^{d \times p}$ is the orthogonal projection to the subspace.
What bound can I ...
- 23
0
votes
0
answers
69
views
Spectrum of Moore-Penrose pseudo-inverse multiplied by a constant
Consider a random rectangular matrix $X\in\mathbb{R}^{N\times P}$ where each entry is drawn from iid distribution with mean $m$ and variance $s^2$, and denote $X^+$ the Moore-Penrose pseudo-inverse.
...
- 373
0
votes
0
answers
79
views
Approximate solution problem of rank-one modification matrix secular equation
In Golub's paper , page 327,the eigenvalues of a rank-one modification of a $n\times n$ symmetric matrix can be computed by findng the zeros of the secular equation
\begin{equation*}
w(\lambda_j)=...
- 63
0
votes
1
answer
309
views
Eigenvalues of $\operatorname{diag}({\bf v}) - {\bf v} {\bf v}^\top - \alpha({\bf v} - {\bf w})({\bf v} - {\bf w})^\top$
Given vectors ${\bf v}, {\bf w} \in [0,1]^n$ , where $n \in \mathbb{N} \setminus \{0\}$, and $\alpha > 0$, I would like to find the eigenvalues of the following matrix.
$$\operatorname{diag}({\bf v}...
- 13
0
votes
0
answers
149
views
Diagonalizing a specific case of symmetric block matrix
Let's consider the following block matrix
$$ M = \begin{pmatrix}D&A^T\\A&-D\end{pmatrix},$$
where $A$ and $D$ are $n \times n$ matrices. The diagonal matrix $D$ is defined by $D_{kk} = k \...
- 1
0
votes
0
answers
232
views
How to analyse the range of eigenvalues of a symmetric and indefinite matrix?
Let $G$ be a symmetric and indefinite matrix defined as follows
$$ G := S - \begin{pmatrix} I_n & I_n \\ I_n & I_n \end{pmatrix},$$
where $S$ is a symmetric positive definite matrix of size $...
- 1
0
votes
0
answers
46
views
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 ...
- 1
0
votes
0
answers
166
views
Minimize a vector from a matrix operation
I want to minimize a certain vector that results from a matrix operation with some constraints and i don't exactly know how to tackle this problem.
Lets say we have
$$
(L+A)*s = v
$$
L is the ...
- 101
0
votes
0
answers
79
views
Eigendecomposition of $A=I+BDB^H$
Suppose that we have $$A = I_m + BDB^H$$ where matrix $A$ is $m \times m$, matrix $B$ is $m \times k$, $BB^H \neq I_m$ and $D$ is a $k \times k$ diagonal matrix. Can we obtain the eigendecomposition ...
- 13
0
votes
0
answers
54
views
Is there a method to find a vector that optimizes a Rayleigh quotient over a subspace?
Let $M\in\mathbb{C}^{n\times n}$ be an arbitary Hermitian matrix and let $E$ be a subspace of $\mathbb{C}^n$.
Is there a method to find vectors $y,z\in E$ such that
$$\dfrac{y^*My}{y^*y}=\sup_{x\in E\\...
- 596
0
votes
0
answers
59
views
Dimension reduction
$A=({B}\otimes{I_{k}})C$ where $B$ is a $N$x$r$ matrix with rank $r$, and $C$ is a $rk$x$rk$ symmetric matrix
$M=DAE$ where $D$ is a $Nk$ x $Nk$ symmetric matrix and $E$ is a $rk$x$rk$ symmetric ...
- 31
0
votes
0
answers
107
views
Numerical error on the spectrum of a matrix
Let $Q=(q_{j,k})_{1\le j,k\le N}$ be a (Hermitian) $N\times N$ matrix with complex-valued entries. The matrix $Q$ is given numerically and the absolute error on each entry is bounded above by a (small)...
- 16.2k
0
votes
0
answers
224
views
Upper bound on matrix perturbation such that all eigenvalues lie within the unit circle
Consider the matrix
$$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 ...
- 101
0
votes
0
answers
189
views
Summation of eigenvalues of tri-diagonal matrix smaller than specific value
Is there any analytic expression for summation of eigen-values of a tri-diagonal matrix which are smaller than a constant value? Or even a rough approximation for it. How about case of a general ...
- 1