Questions tagged [eigenvector]

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80 views

Eigenvalues of adjacency matrix of a k-regular graph

If $A_G$ is the adjacency matrix of a k-regular graph, let $B = J+xA_G$, where J is the matrix whose elements are all 1s and $x\in R$ is a scalar. If $\lambda_1\geq\lambda_2\geq \dots \geq \lambda_n$ ...
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28 views

Perturbation analysis and sensitivity of eigenvector matrix product with specific perturbation

In my research in applied linear algebra and probability (Wiener filtering) I have come across this rather interesting problem: For a matrix $ U $ we denote by $ U_k $ the matrix formed by taking ...
2
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1answer
99 views

Common eigenvalues for two Sturm-Liouville problem

Does exist in literature any results concerning the common eigenvalues for the two eigenvalue problems of the form $$y''(x)=\lambda^2 y(x)+\lambda a(x)y(x), \ x\in(0,1), $$$$z''(x)=\lambda^2 z(x)-\...
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41 views

Spectral theorems for generalized Hermitian matrices

Let $k$ be a field, and let $\sigma$ be a nontrivial involutory automorphism of $k$. Let $A$ be a square matrix with entries in $k$, such that $(A^{\sigma})^T = A$; here $A^\sigma$ means the matrix $(...
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54 views

Eigenvector of Hadamard matrix functions

Let $X\in\mathbb{R}^{n\times n}$ with SVD $X=UDV^T$. Are there known results regarding the eigenvectors of $Y=X^{\odot g}$? I am mainly interested in simple functions such as $g(z)=z^2$, i.e. $Y_{ij}=...
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0answers
87 views

Relationship between eigenvectors of projected and original matrix

Let $A = \mathrm{Diag}(\lambda_1, \dots, \lambda_n)$ where $\lambda_1 \le \lambda_2 \dots \le \lambda_n$. Let $P = I - ww^T$ be a projection operator on an arbitrary $n$-dimensional hyperplane. Let $B ...
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1answer
275 views

Can I assign the term “is eigenvector” and “is eigenmatrix” of matrix **P** in my specific (infinite-size) case?

remark: I asked this in MSE, the question got views and votes but seemingly no one had an answer so far. Background: I'm rereading a couple of my exploratory (surely not research-...
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1answer
534 views

Eigenvectors of Kronecker Product [closed]

Conjecture If $A$ and $B$ are two complex square matrices, then every eigenvector of $A\otimes B$ is of the form $x\otimes y$, where $x$ is an eigenvector of $A$ and $y$ is an eigenvector of $B$. ...
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2answers
797 views

What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?

What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
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0answers
105 views

Derivative of singular value decomposition of $I + \alpha X$

For an application in physics I would like to estimate the effect of a small pertubation on an ideal system. For that, I require the change to the eigenvectors and eigenvalues of an diagonal matrix ...
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1answer
127 views

Leading eigenvector value problem as an optimisation problem for asymmetric matrices

As noted in 1806.05647, given a symmetric matrix $A$, the leading eigenvector value problem (LEVP) $$Av = \lambda v,$$ where $A = A^T \in \mathbb{R}^{n \times n}$, $\lambda$ is the largest ...
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1answer
203 views

What are the eigenvalues and eigenvectors of a composition of two arbitrary linear transformations? [closed]

Let $S$ and $T$ be two linear transformations on $\mathbb{R}^n$. We can find the eigenvalues and eigenvectors of $S$ and $T$. I am trying to find out the relation(s) among the eigenvalues and ...
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0answers
71 views

Difference between second largest and smallest eigenvalue

The question is related to spectral graph theory. Wrt Fiedler number and algebraic connectivity of graphs, sometimes academic literature uses second largest eigenvalue, sometimes second smallest. For ...
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1answer
205 views

Eigenvectors of graph Laplacian for spectral clustering

I have the following questions regarding the graph Laplacian for spectral clustering: What is the intuition behind projecting the Laplacian (D-A, where D is the degree matrix and A is the affinity ...
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78 views

Finding the maximal component of a vector in sublinear time

Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
2
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1answer
195 views

Jordan decomposition of a block matrix

Assume $A$ is a block matrix of the form: $$A=\left[\begin{array}{cccc} A_{11}&A_{12}&\ldots&A_{1n}\\ A_{21}&A_{22}&\ldots&A_{2n}\\ \vdots&\vdots&\ddots&\vdots\\ ...
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80 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{...
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1answer
104 views

Probability eigenvectors of discrete random matrix are orthogonal to discrete random vector

Let $W=(w_{ij})_{1 \leq i, j \leq N}$ and $\textbf{v}=(v_j)_{1 \leq j \leq N}$ be a random $N\times N$ matrix and N-vector, respectively, where all $w_{ij}$ are jointly independent and have discrete ...
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0answers
71 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}{\...
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376 views

Spectral theory without topology

How much of spectral theory can be developed just working with vector spaces (finite or infinite dimensional) without referring to a choice of topology ? Something along these lines, for example: ...
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134 views

Principal eigenvector of non-negative symmetric block matrix is approximated by a linear combination of the principal eigenvectors of the blocks

Let $ M \in \mathbb{R}^{n \times n} = \begin{bmatrix} A & B \\ B^T & C \end{bmatrix} $ for some nonnegative $A \in \mathbb{R}^{k \times k}, B \in \mathbb{R}^{k \times n-k}, C \in \mathbb{R}^{n-...
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2answers
308 views

Can a vector-function $v:\mathbb{R}^n\to \mathbb{R}^n$ be an eigenvector of its own Jacobian matrix?

Good morning, I've came across this question, which has been puzzling me for some days. Suppose we are given a vector-valued function $v:\mathbb{R}^n\to \mathbb{R}^n$, $v(x)=\left( v_1(x),\dots, v_n(...
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0answers
97 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} \...
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0answers
53 views

Approximate Simultaneous Diagonalization of Non-Hermitian Matrices

Let $A_1,A_2$ two $n\times n$ complex matrices. $A_1$ and $A_2$ are also non-normal, especially, non-hermitian and do not commute. I would like to find an invertible matrix $V$ such that $$ \sum_{i=1,...
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1answer
63 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, ...
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1answer
85 views

Can eigenvectors determine their original matrices given the basis of matrices space is small?

Let $A_1$, $A_2$, and $A_3$ be three different mutually orthogonal random hermitian operators, say dimension of $30\times 30$. For three random real numbers $a_1$, $a_2$, $a_3$, we have $$ (a_1A_1+...
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1answer
45 views

Will truncated SVD ever flip the sign of any element of the matrix?

For a symmetric p.s.d matrix $A \in \mathcal{R}^{n\times n}$, we can calculate its SVD as $A=USV^T$, then we can use the truncated SVD to approximate it with a low-rank matrix $\tilde{A} = \sum_i^...
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0answers
98 views

Determinant of a rank r perturbation

In the following paper: Restricted Rank Modification of the Symmetric Eigenvalue Problem: Theoretical Considerations on page 79, Golub et al. have the following set of equations: $f(\lambda) = \...
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0answers
65 views

Nodal domains on a surface

What is it known about the topology of nodal domains of eigenfunctions of self-adjoint operators? In particular I'm interested in self-adjoint operators on a complete, non-compact, surface $\Sigma \...
1
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1answer
594 views

Lanczos algorithm for finding $k$ smallest eigenvector

I am trying (and have been recommended) to use the Lanczos algorithm to find the $k$ smallest eigenvectors. However, all of the literature seems to talk about this algorithm as a way to estimate the $...
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1answer
105 views

What can we say about the rank of the sum of a multiple of the identity matrix and a symmetric rank-$1$ matrix? [closed]

Suppose we have the following symmetric matrix. $$A = \sigma^2 I + u u^T$$ What can we say about the eigendecomposition of $A$?
4
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1answer
122 views

Statistical independence of eigenvectors of real symmetric Gaussian random matrices

What is known about the statistical independence of the eigenvectors of a real symmetric matrix with independent Gaussian entries with zero mean, and finite variance? The matrix elements are not ...
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0answers
221 views

How to find eigenvalues of following block matrices?

Is there a procedure to find the eigenvalues of A? ‎ $$A=\begin{bmatrix}X & I &&&&&&&&& 0\\I & 0 & P &&&&&&&&\\& P^...
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1answer
119 views

Connections between eigenvectors after matrix multiplication

Suppose we have an M$\times$N complex matrix $H$ and its singular value decomposition $H=U\Lambda V^*$ and an N$\times$N covariance matrix $R_s$ with its eigendecomposition $R_s = U_s\Lambda_sU_s^*$. ...
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1answer
128 views

Convergence rate of eigenvectors

Let us suppose that $A,A_1,A_2,\ldots$ are non-negative definite self-adjoint bounded linear operators in $L(\mathbb H)$, where $\mathbb H$ is a separable Hilbert space. $(v_j)_{j\ge1}$ and $(\...
4
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1answer
118 views

The existence of $v\in A\otimes_{\mathbb{K}}A$ such that $(a\otimes_{\mathbb{K}}1)v=(1\otimes_{\mathbb{K}}a)v$

If $A$ is a finite dimensional commutative, associative, unital algebra over a field $\mathbb{K}$ then does there exist a non-zero vector $v\in A\otimes_{\mathbb{K}}A$ such that $(a\otimes_{\mathbb{K}}...
2
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1answer
174 views

Rotatable matrix, its eigenvalues and eigenvectors

We say that a real matrix is rotatable iff after turning it clockwise on $90^{\circ}$ it doesn't change. I'm interesting about eigenvalues and eigenvectors (belonging to non-zero eigenvalues) of such ...
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3answers
1k views

Differentiability of Eigenvalues - Perturbation Theory

first, I have a general question. In perturbation theory, I saw perturbations in eigenvalues and eigenvectors of square, non-symmetric matrices and the calculations were all right but no one ever ...
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2answers
388 views

Lower bound on the entries of the Perron vector

Let $A$ be a matrix that satisfies all the conditions of Perron- Frobenius theorem. From the theorem it is known that the entries of the eigenvector corresponding to the largest eigenvalue will be ...
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2answers
824 views

Constructive proof of a rational version of Perron-Frobenius?

In the following, we work with vectors and matrices whose entries are rational numbers. Inequalities between such vectors are understood to be coordinatewise: e.g., two vectors $a = \left(a_1,a_2,\...
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0answers
142 views

List of analytically known eigensystems?

In condensed matter physics, we often come across matrices that are multi-diagonal or banded. For example, I may have a matrix with three tridiagonal bands, or a tridiagonal band and two/four ...
6
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0answers
72 views

Density of squares of radial eigenfunctions

The eigenfunctions of the Laplace operator on the disc can be written in polar coordinates as $f(r,\theta)=R_{nk}(r)e^{ik\theta}$, where $k\in\mathbb Z$ and $n\in\mathbb N$ and the radial function is $...
2
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0answers
104 views

Asymptotic behavior of the Dirichlet-Laplacian eigenvalues [closed]

I found in a math book http://www.cambridge.org/dz/academic/subjects/mathematics/differential-and-integral-equations-dynamical-systems-and-co/introduction-partial-differential-equations?format=PB&...
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1answer
130 views

Stability of eigenvectors for diagonal perturbations

In a previous question I asked about the stability of eigenvalues with respect to diagonal perturbations. Following results from the book Matrix Analysis (by Roger A. Horn & Charles R. Johnson) ...
2
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1answer
144 views

Finding a similarities and differences of sent of matrices

Suppose we have a set of rank deficient covariance matrices. How can I know the similarities and differences between those set of matrices? Regards,
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1answer
2k views

Eigenvalues and eigenvectors of tridiagonal matrices

What can I say about the eigenvalues and eigenvectors of the tridiagonal matrix $T$ given as $T = \begin{pmatrix} a_1 & b_1 \\ c_1 & a_2 & b_2 \\ & c_2 & \ddots & \ddots \\ &...
1
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1answer
598 views

Gradients of the Dominant Eigenvalue and Eigenvector

How can I compute the partial derivatives of the dominant eigenvalue and eigenvectors of a real symmetric matrix $\mathbf{A}$? In particular, given $ \mathbf{v}^* = \arg\max_{\mathbf{v}} \mathbf{v}^{...
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0answers
102 views

Oja's rule gives unit eigenvectors

Does Oja's rule for normalized Hebbian learning always result in a unit eigenvector which corresponds to the largest eigenvalue? Or are there any specific conditions or assumptions under which this is ...
1
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1answer
84 views

Is there any relation between weights in the eigenvector (corresponding to least eigenvalue) and the columns of a correlation matrix?

This problem is motivated from one of my pattern mining research projects. Any helpful suggestions will be highly appreciated. Consider an $n \times n$ correlation matrix A such that all the off-...
1
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1answer
140 views

Connection between weights in the last eigenvector (corresponding to least eigenvalue) and the corresponding column of a correlation matrix

This problem is motivated from one of my pattern mining research projects. Any helpful suggestions will be highly appreciated. Consider an $n \times n$ correlation matrix A such that all the off-...