The eigenvector tag has no wiki summary.

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### Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...

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71 views

### Eigenvalue of (0-1) matrix [on hold]

Assume I have 2 matrices, each of size nxn with only 1 and 0 as entries in both. (n>10)
The first matrix (call it A) has each row summing up to 2 (ie: on each row, it has two "1" and n-2 "0"). It is ...

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31 views

### Bounding Rayleigh quotioent for stochastic matrix

Suppose you have an irreducible, stochastic matrix $A$ with left Perron-Frobenius eigenvector $v$ (corresponding to the eigenvalue $1$), and suppose the next largest eigenvalue for $A$ is $\lambda$. ...

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25 views

### Maximizing the product of projections of a vector on another vectors

I want to get the $N\times1$ complex vector $\mathbf{x}$ which maximizes this real valued function
$f=\mathbf{x}^{H}\left (\mathbf{a}_{1} \mathbf{a}_{1}^{H}\mathbf{x}\mathbf{x}^{H}\mathbf{a}_{2} ...

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57 views

### Recovering Spherical Harmonics from Discrete Samples

Consider a collection of $N$ points on the 2-sphere chosen uniformly at random. Let's say that there's an edge between two such vertices if their geodesic distance is less than $r_N$. The resulting ...

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49 views

### interpretation of generalized eigenvalue/vectors in spectral graph theory

Let us say I have a symmetric graph adjacency matrix A, a degree matrix D, a laplacian L (D-A). I have a generalized eigenvalue equation $Av=\lambda Lv$. Does the eigenvalue/vectors produced in this ...

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68 views

### What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$.
Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem
...

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69 views

### Relationship of eigenvalue/eigenvector of hermitian matrix R and QRQ (Q is diagonal)

For a hermitian matrix R and a diagonal one Q, is there any relationship between eigenvalues/eigenvectors of R and QRQ?
To be specific, assuming the eigenvalue decomposition of R is R=VDV*, then can ...

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112 views

### Is this function of a matrix convex?

Let $\mathcal{N}_{n}$ be the set of symmetric nonnegative irreducible matrices. For a matrix $A \in \mathcal{N}_{n}$ let $v^{A}$ be its Perron vector, normalized so that $||v^{A}||_{2}=1$.
Define the ...

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176 views

### When is this matrix singular?

Consider matrix $A$ with $(j,k)$′th entry $A_{j,k}=\sin(\omega_j t_k+\phi_j),\,\forall j,k\in\{1,2,...,n\}$, where $\omega_j,t_k,\phi_j\in \mathbf R$.
1) For $t_k=k$, what is the condition on ...

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127 views

### Linear dynamical systems: interpretation of Frobenius eigenvector

Consider a positive linear dynamical system. $\frac{dx}{dt}=Ax$, where $A$ is a quasipositive/Metzler/essentially nonnegative matrix. By its properties, the vector $x$ will remain positive for all ...

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76 views

### Is Rellich's function valued theorem valid for a rank defficient function valued matrix?

Theorem (Rellich). Let $\boldsymbol{A}(t) : \mathbb{R}\rightarrow\mathbb{C}^{n \times n}$ be a Hermitian matrix function that depends
on $t$ analytically.
(i) The $n$ roots of the characteristic ...

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79 views

### Norm bound on eigen-vector change caused by rank-one update

Suppose $A$ is a positive semi-definite, Hermitian matrix with a unit-norm eigen vector $\textbf{v}$ corresponding to its largest eigen value $\lambda$. Let $B = A + \alpha \textbf{z}\textbf{z}^H$, ...

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588 views

### Frobenius-Perron eigenvalue and eigenvector of sum of two matrices

Suppose that I have two positive matrices, $A$, and $B$, and I know their Frobenius-Perron eigenvalues ($\lambda_A$, $\lambda_B$) and eigenvectors ($v_A$, $v_B$). I'm interested in what I can say ...

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136 views

### Density of odd and even eigenstates of an integral operator

Consider an integral operator $(Kf)(x)=\int_{-1}^{1}K(x-y)f(y)dy$, where the kernel $K(-x)=K(x)$ is an even function.
Let $\lambda_n$ be the ordered eigenvalues of $K$ and $f_n(x)$ the ...

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133 views

### Optimum control of a probabilistic automaton

Suppose we have a probabilistic automaton and we assign a weight to each state. An "interaction strategy" would be a fixed map from states to inputs. Any interaction strategy could be used to ...

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199 views

### Analytic perturbation of the eigenvalues/eigenvectors of non-Hermitian matrix

Consider a matrix function $A(x)$, analytically depending on single parameter $x$.
Consider the eigenvalue/eigenvector pair of $A(0)$, namely $\lambda(0)$ and $w(0)$.
The question is whether we can ...

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112 views

### Given a subdomain of GL(n), when is the map from matrices to their matrices of eigenvectors a diffeomorphism?

I'm wondering if there are any general conditions on a subdomain of $GL(n)$, which would guarantee that the map from a matrix to its matrix of eigenvectors is a diffeomorphism.
For example, given a ...

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99 views

### Concept of eigenvector restricted to nonnegative entries

Let $X\in \mathbb{R}^{n\times n}$ be a positive semidefinite matrix. The leading eigenvector $v\in \mathbb{R}^n$ of $X$ is the solution to the problem
$\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...

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153 views

### Fast algorithm for maximizing smallest eigenvalue of linear combination of hermitian matrices

I have an engineering back ground. Due to work, I came across this problem
\begin{align}
&\max_{\lambda,y_i\in \mathbb{R}}~\lambda \\\
...

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238 views

### Eigenvectors and eigenvalues of Tridiagonal matrix with varying diagonal elements

is it possible to analytically evaluate the eigenvectors and the eigenvalues of a tridiagonal $n\times n$ matrix of the form :
\begin{pmatrix}
1 & b & 0 & ... & 0 \\\
b & 2 ...

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137 views

### When is there a solution to these coupled eigenvalue equations?

I am trying to find the fixed point of a dynamical system, which requires solving two coupled eigenvalue-like equations. These equations are, in general, overconstrained. I'd like to have a simple ...

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761 views

### Condition for two matrices to share at least one eigenvector?

Suppose that I have two matrices $A$ and $B$, and I want them to share a common eigenvector $x$. For simplicity let's just assume that the eigenvalue associated with $x$ is $1$ for both matrices, so ...

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94 views

### Preconditioner for finding the smallest eigenpairs of a large, but structured, matrix

I'm trying to find the eigenvector corresponding to the second smallest eigenvalue of a large $(4,000,000 \times 4,000,000)$ matrix $L$. $L$ is a graph Laplacian, with the following structure: $L = D ...

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68 views

### The influence of eigendecomposition on the periodicity of a (rank 2) Hermitian matrix (of functions)

Let $\boldsymbol{R}(u,v);~u,v\in\mathbb{R}$ be a Hermitian matrix (of Hermitian functions) with entries
\begin{equation}
r_{ij}(u,v) = 1 + Ae^{-2\pi i \phi_{ij}(ul_0 + vm_0)}; ...

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149 views

### Is my use of the eigendecomposition correct here?

I'm exploring different techniques to efficiently solve some matrix equations. My situation is that I have a matrix $\textbf{H} = \textbf{J}^T \textbf{J}$, where $\textbf{J}$ is a matrix with no ...

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204 views

### Eigenvalues of an amplification matrix

Let $A$ and $B$ square real matrices.
I know that the matrix $A+B$ has 1 as eigenvalue of multiplicity 1 and the others eigenvalues have their modulus <1.
Can we say something about the eigenvalues ...

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175 views

### Coercive Symmetric Bilinear form on a Hilbert space

I need to show one of the two following equivalent results. If true, it must be a simple proof but I do not seem to be able to make it work. Thank you in advance.
1) Consider a continuous symmetric ...

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301 views

### Relation between the eigenspace of a covariance matrix and eigenspace of correlation matrix

I was discussing applying Principal Component Analysis to a covariance matrix versus applying PCA to the corresponding correlation matrix with a collegue. This led me to think about the following ...

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63 views

### Eigenvectors of contraction times projection

Suppose $A$ is a real $n\times n$ matrix with real eigenvalues:
$$
1=\lambda_1>|\lambda_2|\ge \ldots\ge |\lambda_n|>0.
$$
Suppose $B$ is an involution, for simplicity let us assume that
$B$ is ...

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213 views

### Sum of commuting semisimple operators

Let $V$ be a finite dimensional vector space over a field $K$. An operator $T:V\to V$ is called semi-simple if every $T$-invariant subspace of $V$ has a complement(for algebraically closed fields ...

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613 views

### Singular Value Decomposition of Noisy Matrices

I am an engineer who makes measurements of a variable over a grid
of, say, $m\times n$. Since these are actual measurements, the true
values are always corrupted by noise, and what I measure is a ...

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627 views

### Eigenvalues of a Symmetric Positive Semi-Definite (PSD) matrix after rank one update

I have a Symmetric Positive Semi-Definite matrix $A$ which i know its eigenvalue and eigenvectors. let $v$ and $u$ be a random column vector. i want to know if it is possible to have eigenvalues of ...

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### Decay rate of Discrete Prolate Spheroidal Sequences in frequency

What is the decay rate of DPSS sequences in frequency?
Consider an interval $T\subset\mathbb{Z}$ of length N in time. Consider another interval $[-W,W]$ in frequency with $W<1/2$. Let $\phi_0$ ...

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104 views

### Eigenvector localizaiton

I have raised this sort of question before but I think that now I've found a better term for the subject, one which might ring more bells for people - hence the repost. Hope you won't be too angry ...

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210 views

### Common eigenvector

I have little experience with functional analysis beyond an undergraduate basic course, and I'm dealing with the following problem:
let $V$ be an infinite-dimensional locally convex (but not normed!) ...

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641 views

### Eigenvectors and eigenvalues of nonsymmetric Tridiagonal matrix

Hi, the question is following: We have one matrix
$$\begin{pmatrix}
-\beta & \Delta & 0 & 0 &\cdots & 0 & 0 & 0 \newline
\beta & -(\beta+\Delta) & \Delta & ...

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134 views

### Analytic continuation of instantaneous eigenstates of a time-dependent hamiltonian

We are considering the instantaneous eigenstates of an analytically time-dependent hamiltonian and I would like to know how legitimate it is to extend them to the complex plane.
Specifically, our ...

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233 views

### Eigenvectors of asymmetric graphs

Let $G$ be an asymmetric connected graph. Then is it always the case that at least one of the eigenvectors of its adjacency matrix $A$ consists entirely of distinct entries?
Thanks!

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329 views

### Repeated Second Eigenvalue of the Adjacency Matrix of a Graph

This question is motivated by a talk I went to earlier today.
Suppose we have a $d$-regular graph $G$ with $n$ vertices, with adjacency matrix $A$.
Let $$\lambda_1\geq \lambda_2 \geq\dots \geq ...

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### Perturbation theory for the generalized eigenvalue problem

Is there a standard reference for the perturbation theory of the generalized eigenvalue problem?
More specifically, I would like to get a systematic expansion for the problem
$(A_0 + \epsilon ...

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156 views

### componentwise eigenvector perturbation

Does the sin-theta theorem imply a componentwise nonasymptotic bound for eigenvectors? Assume, for the purpose of this question, that the eigenvalues concerned are simple.
If this is trivial, I ...

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718 views

### Eigenvalues of Matrix Sum

Hello,
I have a linear algebra problem that I need help with.
Basically, I need to get the eigenvalues and eigenvectors of several (sometimes tens of thousands) very large Hermitian matrices (6^n x ...

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381 views

### PrincipAl Eigenvector of a Random Matrix

Let $A$ be a random matrix, let $\mathbf{x}$ be the singular vector associated with $\|A\|$. Let $\bar A$ be the entry wise expectation of $A$, and let $\mathbf{\bar x}$ be the singular vector ...

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440 views

### first-order linear differential equation with boundary conditions

let be the differential equation
$ -ixDf(x)-if(x)/2= E_{n}f(x) $
with the boundary conditions $ f(x)=f(p^{k}x) $ for 'p' prime and $k=...,-2,-1,0,1,2,...$
is this possible to solve this eigenvalue ...

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174 views

### bilinear equation OR diagonal matrix search

Dear guys,
I am parametrizing a model and I face an interesting (but tough for me) problem
I have a real square $n \times n$ symmetric matrix $B$ (which consists of 2 square blocks of positive ...

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2k views

### Eigenvectors and eigenvalues of Tridiagonal matrix

Hi, is it possible to analytically evaluate the eigenvectors and the eigenvalues of a tridiagonal matrix of the form :
$$
\mathcal{T}^{a}_n(p,q) = \begin{pmatrix}
0 & q & 0 & 0 ...

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328 views

### How many iterations are required for the Lanczos algorithm to converge?

I am trying to find the n smallest eigenvalues and eigenvectors of a NxN SPD matrix using Lanczos method. What is the number of iterations usually required? I mean, does it scale as $O(N)$ or ...

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150 views

### Linearization of a gradient field

Setup: Suppose we are given a smooth function $\phi$ that has a nondegenerate minimum at $x=0$. Then we can choose a coordinate system $x$ such that the gradient is given by
$$X = \mathrm{grad} \phi = ...

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299 views

### What is the minimum of the Frobenius norm in the intersection of positive semidefinite cones?

For scalar variables $x$, we have a simple solution for the following problem.
\begin{eqnarray}
\min_x&&\alpha(x-a)^2+\beta(x-b)^2 \\\
\mathrm{s.t. }&&x\leq a\\\
...