Questions tagged [eigenvalues]
eigenvalues of matrices or operators
819
questions
2
votes
1
answer
125
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
$$C=\...
- 3,992
1
vote
0
answers
139
views
Eigenvalues/eigenfunctions of a diffusion generator
Consider the following symmetric second order diffusion operator, defined, for $\phi \in \mathcal{C}^{2,1}_c\left(\mathbb{R}\times \mathbb{R}_+\right)$, by:
$$L\phi := \lambda_1 \partial_{R_1}(R_1 \...
- 63
2
votes
1
answer
120
views
Maximizing the first Neumann eigenvalue on disks
Let $D^2$ be a smooth disk and for any Riemannian metric in $D$, let $\mu_1(g)$ be the first positive Neumann eigenvalue of the Laplacian on $(D, g)$. Li and Yau proved that
$$\mu_1(g) \operatorname{...
- 2,085
0
votes
0
answers
65
views
Computing the eigenvalues of $A+E$ where $A$ is an upper triangular matrix whose diagonal entries are all zero and $E$ is a rank one matrix
Let us consider the backward-shift matrix $B=(b_{ij})\in M_n(\mathbb{R})$ whose entries are given by $b_{k,k+1}=1$ and the other entries are all 0. We also consider $X=(x_{ij})\in M_n(\mathbb{R})$ ...
- 3,992
7
votes
0
answers
118
views
Steklov eigenvalue for circle valued functions
Let $(M,g)$ be a compact Riemannian manifold with boundary. It is well known that the first positive Steklov eigenvalue $\sigma_1$ of $M$ has the following variational characterization:
$$\sigma_1(M,g)...
- 2,085
0
votes
0
answers
133
views
Construct a permutation matrix from some eigenvectors and eigenvalues
Given $n$ orthonormal vectors $v_1, \dots, v_n \in \mathbb R^d$, where $d > n$, we can show that there are many orthogonal matrices $X$ of size $d$ such that $v_1, \dots, v_n$ are eigenvectors of $...
- 101
1
vote
1
answer
128
views
Directed graph whose adjacency matrix admits only 0 as eigenvalue
Let $G$ be a directed graph and let $P_i$
be its vertices. Let $A$
be the corresponding adjacency matrix of $G$, i.e. $a_{i,j}=1$
if and only if there is a directed edge from $P_i$
to $P_j$, ($a_{i,...
- 3,992
11
votes
2
answers
1k
views
Is the eigenvalue map open?
The eigenvalue map in question is
$\sigma: {\mathfrak gl}(\mathbb{C}, n) \to S_n \backslash \mathbb{C}^n$,
from $n$ by $n$ complex matrices to $\mathbb{C}^n$ vectors modulo permutation of entries by $...
- 1,103
0
votes
1
answer
235
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.
$$\operatorname{diag}({\bf v}...
- 13
1
vote
0
answers
153
views
Fastest algorithm for finding the closest semi-definite matrix?
Given a real-valued, symmetric matrix $A \in \mathbb{R}^{n \times n}$, I'm interested in finding the closest positive semi-definite matrix $X^*\in \mathbb{R}^{n \times n}$:
$$
X^* = \mathop{\text{...
- 713
5
votes
2
answers
696
views
Matrices with same eigenvalues
This question is a more precise version of this question.
Let's assume we have the matrix
$$\left(
\begin{array}{ccccc}
0 & a & 0 & 0 & 0 \\
f & 0 & b & 0 & 0 \\
0 &...
3
votes
1
answer
256
views
Eigenvalues two-fold degenerate
Consider the matrix $$A:=\left(
\begin{array}{cccc}
0 & a & 0 & 0 \\
f & 0 & b & 0 \\
0 & e & 0 & c \\
0 & 0 & d & 0 \\
\end{array}
\right)$$
I ...
2
votes
0
answers
89
views
Spectrum of 'complexified' Laplace operator
Let $(M^n,g)$ be a closed Riemannian manifold. Let $\Delta$ be the Laplace–Beltrami operator acting on scalar functions defined on $M$, and let
$\lambda_1 < \lambda_2 \leq \cdots$ be its spectrum.
...
- 4,968
1
vote
0
answers
134
views
QR algorithm for eigenvalues and eigenvectors of large symmetric matrices
I am trying to write a QR algorithm in Python for eigenvectors and eigenvalues finding for large symmetric matrices,
My initial thought was to use Householder transformation with a Wilkinson shift ...
1
vote
1
answer
125
views
Matrix transformation that always works?
Consider the matrix
$$A_2:= \begin{pmatrix} a & b_1 \\ b_2 & a\end{pmatrix}.$$
Let $\sigma_2 = \begin{pmatrix} 0 & i \\ -i & 0 \end{pmatrix}$, then
$$\sigma_2 A_2 \sigma_2 = \begin{...
2
votes
1
answer
2k
views
Eigenvalues of a rank-one update of a symmetric matrix
I have a matrix $A$ $(n\times n)$ with eigenvalues $\lambda_i$, then I add another matrix to it as: $A+xx^\top$ where $x$ $(n\times 1)$ is a column vector.
and also $A=yy^\top$ with $y$ a $(n-1)$ rank ...
- 43
1
vote
0
answers
162
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
0
votes
0
answers
138
views
Prove that sum of eigenvalues of the inverse of an nxn correlation matrix A is greater than or equal to n
I stuck on this question and here is my thoughts:
So we have a nxn correlation matrix A with eigenvalues: λ_1,λ_2,...,λ_n
1.According to the property of correlation matrix, (λ_1)+(λ_2) + ... + (λ_n) = ...
- 1
1
vote
0
answers
100
views
Generalized eigenvalues of block matrix
Let $A, D \in \mathbb{R}^{n\times n}$ be symmetric matrices and consider the following matrix pencil
$$
\begin{pmatrix}
-I & A+\lambda I \\
A+\lambda I & -D \\
\end{pmatrix}
$$
If we already ...
- 205
3
votes
1
answer
123
views
Maximum norm within a random subspace intersected with an ellipsoid
Let $d < n$, and let $G_n(d)$ denote the space of all $d$-dimensional subspaces of $\mathbb{R}^n$.
Let $a = (a_1,\dots, a_n)$ denote a positive sequence, and define
$U(a) = \{u \in \mathbb{R}^n: \...
- 342
0
votes
1
answer
190
views
Faulty algorithm for simultaneous diagonalization?
I found a simple algorithm for simultaneous diagonalization of two commuting matrices (Nordgren - Simultaneous Diagonalization and SVD of Commuting Matrices), which seemed to be well-founded. For ...
- 103
1
vote
0
answers
91
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 $\...
- 1,024
2
votes
1
answer
278
views
Eigenvalues of a specific matrix
I have a block matrix
$$M=\begin{bmatrix}
I_0& I_1& \cdots& I_1\\
I_2& I_0& \ddots& \vdots\\
\vdots& \ddots& \...
- 43
0
votes
0
answers
99
views
The eigenstructure of the symmetric tridiagonal matrix whose entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and $$a_{1,2}=\cdots=a_{n-1,n}=1$$
Suppose that $A=(a_{kl})_{k,l=1}^n$ is a symmetric tri-diagonal matix in $M_n(\mathbb{R})$ whose diagonal entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and
$$a_{1,2}=\cdots=a_{n-1,n}=1$$
Any approach to ...
- 3,992
0
votes
0
answers
93
views
Eigenvectors of the symmetric tridiagonal matrices whose entries above the diagonal are all the same
Let us consider the real symmetric tridiagonal matrix $T=(t_{kl})$ in $M_n(\mathbb{R})$ with
$$t_{1,2}=t_{2,3}=\cdots=t_{n-1,n}=1$$
How can we compute the eigenvectors of $T$?
- 3,992
1
vote
0
answers
169
views
Generalized matrix determinant lemma for pseudo-determinant of symmetric matrix
The pseudo-determinant of a square matrix $A$ is the product of its nonzero eigenvalues. Consider the generalized matrix determinant lemma $$\det(A+UWV^\top) = \det A\det W\det(W^{-1} + V^\top A^{-1}U)...
- 111
2
votes
1
answer
69
views
The eigenvalues of the product $WD$ for some particular matrices
Let $D$ be a diagonal matrix in $M_{2n}(\mathbb{R})$ such that $D^2=I$ and Trace$(D)$=0
Suppose that $e_k$s are the standard vectors in $\mathbb{R}^{2n}$, that is
$$e_k=(0,\cdots 0,1,0,\cdots,0)^t$$...
- 3,992
1
vote
0
answers
58
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 ...
- 12.6k
4
votes
0
answers
474
views
What is the computational complexity of Arnoldi algorithm for diagonalization?
What is the space and time computational complexity of finding $k$ eigenvalues of an $N\times N$ matrix using the iterative Arnoldi algorithm?
I know that exact diagonalization scales like $O(N^3)$, ...
- 141
0
votes
1
answer
74
views
The spectrum of the product $JA$ where $J=I_n\oplus (-I_n)$
Let $A$ be a real symmetric matrix in $M_{2n}(\mathbb{R})$with $A^2=I_{2n}$. Suppose that the Schur decomposition of $A$ is given by $A=\Lambda^t D \Lambda$. Let us consider the following matrix.
$$...
- 3,992
4
votes
1
answer
175
views
largest eigenvalue of the difference between two quadratic forms
Let $U,V\in\mathbb{R}^{4\times n}$ such that $UU^T=VV^T=I$, and $A\in\mathbb{R}^{n\times n}$ be an Hermitian matrix.
Is it true that
$$\sqrt{\lambda_{\text{max}}\left(\left(UAU^T-VAV^T\right)^2\right)}...
- 503
2
votes
2
answers
188
views
Eigenvalues and eigenvectors of k-blocks matrix
I'm trying to find the eigenvalues and eigenvectors of the following $n\times n$ matrix, with $k$ blocks.
\begin{gather*}
X = \left( \begin{array}{cc}
A & B & \cdots & \\
B & A & ...
- 21
1
vote
1
answer
229
views
Eigenvalues of a circulant: DFT or Inverse DFT Convention?
Currently, most engineering texts (and webpages including Wikipedia) define forward discrete Fourier transform with a negative sign on the exponential. This is a convention and the inverse discrete ...
- 803
-2
votes
1
answer
183
views
Property of positive semi-definite
Let $A$ is a positive semi-definite matrix like this:
$$ A = \begin{bmatrix}
1 & \alpha_{1,2} & \alpha_{1,3} & \alpha_{1,4}\\
\alpha_{1,2} & 1 & \alpha_{2,3} & \alpha_{2,4}\\
\...
- 25
4
votes
0
answers
154
views
Upper bound for the first eigenvalue of the Laplacian on surfaces with boundary
Let $\Sigma$ be a compact smooth surface with boundary. Define
$$\Lambda(\Sigma) := \sup \{ \lambda_1(\Sigma,g) \operatorname{Area}(\Sigma,g) : g \text{ is a smooth Riemannian metric on $\Sigma$} \}$$
...
- 2,085
3
votes
1
answer
130
views
On the bounds of the sum of the squares of spectral variation of two real symmetric matrices
Suppose $A$ and $B$ are two symmetric real $\{0,1,-1\}$ matrices of order $n$ with diagonal elements as zeros (therefore the traces are zeros) and eigenvalues $\lambda_1\ge \lambda_2\ge \dotsb \ge \...
- 61
7
votes
1
answer
498
views
Eigenvalues of the Laplacian on surfaces with boundary
Let $\Sigma$ be a compact smooth surface with boundary. Is it true that the supremum
$$\sup \{ \lambda_1(\Sigma,g) \operatorname{Area}(\Sigma,g) : g \text{ smooth Riemannian metric on $\Sigma$} \}$$
...
- 2,085
4
votes
1
answer
160
views
Spectrum near zero of $-\partial^2_x + V : L^2(\mathbb{R}) \to L^2(\mathbb{R})$, where $V = O(|x|^{-2 - \delta})$
Let $H = -\partial^2_x + V(x) : L^2(\mathbb{R}) \to L^2(\mathbb{R})$ be a one dimensional Schrödinger operator, where the potential $V$ is real-valued, belongs to $L^\infty(\mathbb{R})$, and, as $|x| \...
- 469
1
vote
0
answers
129
views
What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^{\frac{n-1}{2}}$ when $n$ is odd?
Suppose that $n$ is odd. The eigen values/eigenvectors of the skew-circulant matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ are successfully computed in this post.
Q. What are ...
- 3,992
2
votes
1
answer
297
views
The eigenvalues of the matrix $\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$
What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ when $n$ is odd?
- 3,992
1
vote
2
answers
285
views
Transforming matrix to off-diagonal form
I wonder if one can write the following matrix in the form $A = \begin{pmatrix} 0 & B \\ B^* & 0 \end{pmatrix}.$
The matrix I have is of the form
$$ C = \begin{pmatrix} 0 & a & b & ...
- 506
6
votes
0
answers
170
views
Measurability of eigenvalues-eigenvectors of a positive compact operator
Let $H$ be a separable Hilbert space over $\mathbb{R}$. Let ${A} = \{a\colon H\to H\,|\,a\text{ is a positive, compact linear operator}\}$.
By the spectral theorem, given $a \in A$, there are scalars $...
- 163
0
votes
0
answers
236
views
Finding the eigenvectors of a submatrix
Let $A=(a_{kl})$ be a matrix in $M_n(\mathbb{R})$ when $n$ is even. Let $B=(b_{kl})$ be the symmetric $2n$ by $2n$ matrix whose entries are given by,
$b_{k,l}=a_{kl}$ if $1\leq k,l\leq n$.
$b_{n+k,l}=...
- 3,992
1
vote
1
answer
131
views
eigenvalues of matrices (with positive entries)
I am reading an old paper by Kawpien and Pelczynski, Studia Math. 1970. It claims that singular values of a matrix (with positive entries? I am not sure) is given by $t_i=\sqrt{\sum_{j\ge 1}a(i,j)^2}$....
- 617
1
vote
0
answers
41
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:
$$\mathbf{A} = \...
- 11
6
votes
3
answers
921
views
Proof of a matrix implication
If $A = \begin{bmatrix} x & 1\\ y & 0\end{bmatrix}, B = \begin{bmatrix} z & 1\\ w & 0\end{bmatrix}$, for $x,y,z,w \in \Bbb{R}$.
I have observed by considering many examples of $x,y,z,...
- 51
3
votes
0
answers
46
views
What is the supremum of 1-dim Hausdorff measure of the nodal set of Neumann eigenfunction $u$ for planar convex domain
All descriptions of this question are limited to 2-dimension for simplicity. Recently, I read some papers on the nodal set of Laplacian eigenfunctions. Denote $\Sigma=\{u(x)=0\}$ be the nodal set of a ...
- 131
3
votes
2
answers
357
views
Eigenvalues and eigenvectors of non-symmetrical tridiagonal matrix
The question is the following: given a matrix
$$A=\begin{pmatrix}
1& 2 & & & & \\
1& 0& 1 & & & \\
& 1& 0& 1 & &\\
& &...
- 145
0
votes
0
answers
197
views
Eigenvalue multiplicity of tensor product of positive operator with itself
Let $H$ be a separable complex Hilbert space and let $A\in B(H)$ be positive with $||A||=1$ and have eigenvalue 1 with multiplicity 1. Suppose $A=T^*T$ for some $T\in B(H)$. Denote the spectrum of $A$ ...
- 203
4
votes
3
answers
360
views
Eigenvectors that are tensor products?
Consider a fixed $N\times N$ positive definite symmetric matrix $A$.
Assume $N=d^r$ for some $d,r\geq 1$.
I wonder if one can find a closed formula for the maximizer/maximum of the function $$f(x):=\...
- 2,095