All Questions
Tagged with eigenvector eigenvalues
133 questions
8
votes
3
answers
549
views
Why $M_1 \subset M_2 \not \Rightarrow N_{M_1} (\lambda) \leq N_{M_2} (\lambda)$ for eigenvalue problem? (EDIT)
We know that for a direct problem with Dirichlet Boundary Condition (with Laplacian operator) that if two domains $M_1$ and $M_2$ are such that $M_1 \subset M_2$, then $\lambda(M_2) \leq \lambda(M_1)$,...
- 183
0
votes
1
answer
97
views
If there are eigenvectors with largest components $i$ resp. $j$, then is there an eigenvector with two largest components $i$ and $j$?
Let $G=(V,E)$ be a connected (finite simple) graph with vertex set $V=\{1,...,n\}$ and let $\theta_2\in\Bbb R$ be the second-largest eigenvalue of its adjacency matrix. I wonder about the following ...
- 13.6k
5
votes
1
answer
8k
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 \\
&...
- 73
8
votes
2
answers
748
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 ...
- 183
1
vote
0
answers
74
views
Conjugate gradient and the eigenvectors corresponding to the large eigenvalues [closed]
I am working on an optimization problem (for example, conjugate gradient) to solve $Ax=b$, where $A$ is a symmetric positive definite matrix. I can understand that the CG (conjugate gradient) has ...
- 11
2
votes
0
answers
114
views
Is $A$ is small on bounded functions, is there a large subdomain on which $A$ is small?
Let $A$ be a symmetric linear operator of norm $\leq 1$ on the space of functions $f:S\to \mathbb{R}$, where $S$ is a set with $N$ elements. Define the inner product $\langle \cdot,\cdot\rangle$ by ...
- 20.2k
0
votes
0
answers
88
views
Fast decay of eigenvector elements
Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest ...
- 47
2
votes
1
answer
134
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
$$y''(x)=\lambda^2 y(x)+\lambda a(x)y(x), \ x\in(0,1), $$$$z''(x)=\lambda^2 z(x)-\...
- 617
4
votes
0
answers
447
views
How to find eigenvalues of following block matrices?
Is there a procedure to find the eigenvalues of A?
$$A=\begin{bmatrix}X & I &&&&&&&&& 0\\I & 0 & P &&&&&&&&\\& P^t ...
- 41
0
votes
0
answers
166
views
Minimize a vector from a matrix operation
I want to minimize a certain vector that results from a matrix operation with some constraints and i don't exactly know how to tackle this problem.
Lets say we have
$$
(L+A)*s = v
$$
L is the ...
- 101
5
votes
4
answers
2k
views
Differentiability of eigenvalue and eigenvector on the non-simple case
Let $h:\mathbb{R}^n\to\mathbb{R}^m, n>1$ be a twice continuously differentiable function and $J_h:\mathbb{R}^n\to\mathbb{R}^{m\times n}$ be its jacobian matrix. Let us consider the functions $A(x):=...
- 1,638
1
vote
0
answers
439
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 ...
- 111
2
votes
0
answers
245
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 ...
- 231
0
votes
0
answers
79
views
Eigendecomposition of $A=I+BDB^H$
Suppose that we have $$A = I_m + BDB^H$$ where matrix $A$ is $m \times m$, matrix $B$ is $m \times k$, $BB^H \neq I_m$ and $D$ is a $k \times k$ diagonal matrix. Can we obtain the eigendecomposition ...
- 13
3
votes
0
answers
921
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-...
- 123
2
votes
1
answer
508
views
Jordan decomposition of a block matrix
Assume $A$ is a block matrix of the form:
$$A=\left[\begin{array}{cccc}
A_{11}&A_{12}&\ldots&A_{1n}\\
A_{21}&A_{22}&\ldots&A_{2n}\\
\vdots&\vdots&\ddots&\vdots\\
...
- 21
2
votes
1
answer
661
views
Leading eigenvector value problem as an optimisation problem for asymmetric matrices
As noted in 1806.05647, given a symmetric matrix $A$, the leading eigenvector value problem (LEVP)
$$Av = \lambda v,$$
where $A = A^T \in \mathbb{R}^{n \times n}$, $\lambda$ is the largest ...
- 21
6
votes
1
answer
6k
views
SOLVED: How to retrieve Eigenvectors from QR algorithm that applies shifts and deflation
After having googled for several days without locating a definitive answer, I will try my luck here!
I have implemented a version of the QR algorithm to calculate Eigenvalues and hopefully ...
- 63
5
votes
3
answers
2k
views
Proving that a certain non-symmetric matrix has an eigenvalue with positive real part
Suppose that
$X$ is the $n \times n$ matrix of all ones
$Y$ is an arbitrary $n \times n$ matrix with zeroes on the diagonal and all other entries equal to $0$ or $1$
$0 < \delta < 1$
Let $Z = ...
- 61
0
votes
0
answers
51
views
What transformation is required to find a unique solution of this problem instead of multiple solutions?
$$
\max\limits_{\mathbf{f},\ \|\mathbf f\|=1 } \log_2\left(\prod^K_{i=1} \ \frac{ \mathbf{f}^H {\mathbf E} (\mathbf{W}_i, \Theta, \tau_i) \mathbf{f}} { \mathbf{f}^H \mathbf{G}_i ( \mathbf{W}_i, \...
- 1
1
vote
1
answer
2k
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}^{...
- 137
1
vote
0
answers
171
views
Eigenvalues of non-negative block matrices
$B$ is a non-negative irreducible block matrix as follows:
$$B=
\left[
\begin{array}{c|c|c}
0 &B_{12}&B_{13}\\
\hline
B_{21}& 0& B_{23}\\
\hline
B_{31}& B_{32}&0
\end{array}
\...
- 21
4
votes
1
answer
380
views
Rotatable matrix, its eigenvalues and eigenvectors
We say that a real matrix is rotatable iff after turning it clockwise on $90^{\circ}$ it doesn't change.
I'm interesting about eigenvalues and eigenvectors (belonging to non-zero eigenvalues) of such ...
9
votes
1
answer
436
views
Eigenvalues of a matrix with binomial entries
I am trying to determine the eigenvalues and eigenvectors of the following matrix:
$$M_{ij} = 4^{-j}\binom{2j}{i}$$
where it is understood that the binomial coefficient $\binom{m}{k}$ is zero if $k&...
- 884
1
vote
0
answers
67
views
Spectral theorems for generalized Hermitian matrices
Let $k$ be a field, and let $\sigma$ be a nontrivial involutory automorphism of $k$. Let $A$ be a square matrix with entries in $k$, such that $(A^{\sigma})^T = A$; here $A^\sigma$ means the matrix $(...
- 4,605
-2
votes
1
answer
970
views
What can we say about the rank of the sum of a multiple of the identity matrix and a symmetric rank-$1$ matrix? [closed]
Suppose we have the following symmetric matrix.
$$A = \sigma^2 I + u u^T$$
What can we say about the eigendecomposition of $A$?
- 67
4
votes
0
answers
2k
views
What is the time complexity of the largest singular value and its vectors?
Full zero-error SVD on an $m \times n$ matrix $A$ would cost $O(\min(m^2n,mn^2))$. What is the time complexity if we need only the largest singular value and its corresponding vectors? I think it is $...
- 123
6
votes
0
answers
96
views
Finding the maximal component of a vector in sublinear time
Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
- 13.6k
11
votes
1
answer
985
views
Exact eigenvalues of a specific tridiagonal matrix
I'm studying the following tri-diagonal matrix
$$
X = \begin{pmatrix}
0 & x_0 & 0 & 0 &\cdots & 0 & 0 & 0 \\\
x_0 & 0 & x_1 & 0 &\cdots & 0 & ...
- 161
0
votes
1
answer
746
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) ...
- 2,222
3
votes
0
answers
406
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&...
- 617
0
votes
1
answer
79
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^...
- 113
7
votes
1
answer
6k
views
Eigenvectors as continuous functions of matrix - diagonal perturbations
The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
- 2,222
4
votes
1
answer
1k
views
complexity of computing the singular vector corresponding to the smallest singular value
It is known that the singular value decomposition of an $m \times n$ matrix $A$ is in general of complexity of the order $m n^2$, assuming that $m \ge n$. But what if we only want to compute say the ...
- 398
4
votes
1
answer
1k
views
Why are 1 and -1 eigenvalues of this matrix?
This is a subject I've been working on for a very long time now, but still did not manage to fully understand the interesting properties of this matrix $\mathbf{A}$.
First, let's define two matrices:
...
- 403
3
votes
3
answers
357
views
Can a block matrix with at least 3 zero blocks of different size on the diagonal and 1's everywhere else have only integer eigenvalues?
Let $M=\begin{pmatrix}
\begin{array}{cccccccc}
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
0 & 0 & 1 & 1 & 1 & 1 & 1 &1\\
1 & 1 & 0 & 0 & ...
3
votes
1
answer
145
views
Connections between eigenvectors after matrix multiplication
Suppose we have an M$\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 $R_s = U_s\Lambda_sU_s^*$. ...
- 33
1
vote
0
answers
86
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{...
- 21
7
votes
1
answer
412
views
Sum of the absolute eigenvalues of A>=B
Kindly help me to prove/disprove the following statement.
Let $A$ be a symmetric matrix of order $n \times n$ with all the diagonal entry equal to $0$, and other non-diagonal entry equal to $k$ (...
2
votes
1
answer
154
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,
- 21
1
vote
0
answers
92
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
$$b_{jk}=\sum_{i=1}^{n}{\frac{(x_i(j)-x_i(k))^2}{\...
- 11
1
vote
1
answer
77
views
Efficient way to compute eigenvalue decomposition for following problem
I have an optimization problem
$$\begin{array}{ll} \text{minimize} & Tr(X^TAX) \\ \text{subject to} & X^TX=I
\end{array}$$
where $A\in R^{n \times n}$ and it is symmetric positive definite, ...
- 111
2
votes
0
answers
171
views
List of analytically known eigensystems?
In condensed matter physics, we often come across matrices that are multi-diagonal or banded. For example, I may have a matrix with three tridiagonal bands, or a tridiagonal band and two/four ...
2
votes
2
answers
335
views
Solving linear system when one eigenvalue is known
I have a huge sparse linear system $Ax = b$ where I know that an eigenvalue/eigenvector pair is $1$ and a vector of all $1$'s. Can this knowledge help me in solving the linear system at all? It seems ...
- 123
0
votes
1
answer
835
views
Do these matrices have the same null space?
Let $[\theta_1,\theta_2, \dots, \theta_N]^\mathrm{T} \, \in \mathbb{R}^N$. The angles are not all identical (on the circle), i.e. $[\theta_1,\theta_2, \dots, \theta_N] \not \equiv c [1,1,\dots, 1]^\...
- 33
2
votes
0
answers
117
views
Approximate Simultaneous Diagonalization of Non-Hermitian Matrices
Let $A_1,A_2$ two $n\times n$ complex matrices. $A_1$ and $A_2$ are also non-normal, especially, non-hermitian and do not commute. I would like to find an invertible matrix $V$ such that
$$
\sum_{i=1,...
- 909
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 ...
- 181
2
votes
0
answers
479
views
Eigendecomposition of the Hadamard product of a rank one symmetric matrix and a positive definite symmetric matrix
Is it possible to say anything about the eigenvalues and eigenvectors of a matrix
$X = Y \circ xx^T$
where $Y$ is a positive definite symmetric matrix with known eigen-decomposition
$Y=U\Lambda U^T$...
- 71
2
votes
1
answer
1k
views
How to retrieve eigenvectors from shifted QR algorithm?
I understand that the key to retrieve eigenvectors in the non-shifted QR algorithm is to accumulate the transformations at each steps in the following way:
$Q = \Pi_i Q_i$
Can we accumulate the ...
- 23
9
votes
1
answer
3k
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 ...
- 403