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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} = \...
Leo's user avatar
  • 11
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 ...
user479369's user avatar
8 votes
2 answers
380 views

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 ...
CComp's user avatar
  • 123
1 vote
1 answer
1k views

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)...
anonymousguyfromtheworld's user avatar
5 votes
1 answer
335 views

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 ...
Him's user avatar
  • 245
2 votes
1 answer
1k views

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 ...
Jason Zhou's user avatar