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0 votes
1 answer
226 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 ...
3 votes
1 answer
182 views

The proof of the invertibility of $\Big( \sin\frac{8kl\pi}{2n+1} \Big)_{k,l=1}^\frac{n}{2}$

Suppose that $n$ is even. Any suggestion/appraoch to prove that $S=\Big( \sin\frac{8kl\pi}{2n+1} \Big)_{k,l=1}^\frac{n}{2}$ is invertible?
0 votes
1 answer
363 views

Are there zero entries in the eigenvector corresponding to a simple eigenvalue?

For a real symmetric matrix $M$ and a simple eigenvalue $\lambda$, under which conditions the corresponding eigenvector has no zero entries? Perhaps, this is unconditional and one can provide a proof?
2 votes
1 answer
141 views

On the eigen vectors of a diagonalizable matrix

Let us consider the space $M_n(\mathbb{C})$. By a unitary matrix $U=(u_{ij})$ we mean that $U^{-1}=(\overline{u_{ji}})$. Q. Let $U$ be a unitary matrix. I am looking for the pairs of matrices $(D,A)$ ...
5 votes
1 answer
571 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-level) math-essays ...
2 votes
0 answers
251 views

Infinite positive matrices with probability eigenvector

Let $A$ be an infinite non-negative matrix with integer entries ($a_{ij} \geq 0, \forall i,j \in \mathbb N$). Suppose that $A$ is irreducible, aperiodic, and recurrent. So that it satisfies the ...
8 votes
1 answer
5k 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 $B$. ...
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\\ ...
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 $R_s = U_s\Lambda_sU_s^*$. ...
13 votes
3 answers
3k 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 ...
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 \\ &...
1 vote
1 answer
193 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 votes
1 answer
61 views

Finding a matrix with shared eigen vectors with a given matrix [closed]

If I have a known matrix A, is there a method to find a matrix B that share all the eigen vectors of Matrix A?
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 vote
1 answer
136 views

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, ...
1 vote
1 answer
305 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 ...