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1 vote
1 answer
77 views

Efficient way to compute eigenvalue decomposition for following problem

I have an optimization problem $$\begin{array}{ll} \text{minimize} & Tr(X^TAX) \\ \text{subject to} & X^TX=I \end{array}$$ where $A\in R^{n \times n}$ and it is symmetric positive definite, ...
5 votes
2 answers
1k views

Lower bound for smallest eigenvalue of symmetric doubly-stochastic Metropolis-Hasting transition matrix

For my master's thesis research, I stumbled upon a question concerning the Metropolis-Hasting transition matrix $W$. Context $\quad$ Let me start with some context. I consider connected undirected ...
1 vote
0 answers
119 views

inverse of asymptotic Toeplitz matrix with band limited associated function

I am reviewing a controversial paper, and the main result, a revolution within my field, comes down to whether or not the following is true. I strongly believe it is not, but would need confirmation. ...
4 votes
2 answers
477 views

Non-asympototic version of Gelfand's formula

Let $A$ be a $n\times n$ matrix. Let $\|A\|$ be the spectral norm of $A$, and $\rho(A)$ be the spectral radius. I am wondering whether the following statement is true. There exists universal ...
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(...