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29 views

What is known about the distribution of eigenvectors for random positive semidefinite matrices?

Let $\{x_i\}_{i=1}^n \subset \mathbb{R}^d$ be iid random vectors drawn from probability measure $P$. Define the random $d \times d$ real positive semidefinite matrix, $$ S_n = \frac{1}{n} \sum_{i=1}^n ...
7 votes
1 answer
464 views

"Unimodality" of the positive eigenvector of a non-negative irreducible matrix?

Consider an eigenvalue / eigenvector problem for a matrix $A$ that is known to be non-negative and irreducible (so the Perron-Frobenius theorem applies): $$\sum_j A_{ij} x_j = \lambda x_i$$ Here $\...
2 votes
0 answers
43 views

References on discrete Sturm-Liouville eigenvectors convergence

Let $ L : u_n \mapsto a_n u_{n + 1} + b_n u_n + a_{n - 1} u_{n -1} = \nabla ( a_n \Delta u_n ) + (b_n + a_n + a_{n - 1}) u_n $ be a discrete Sturm-Liouville operator, with $ \nabla u_n := u_{n + 1} - ...
10 votes
2 answers
373 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(...
2 votes
2 answers
446 views

Entrywise modulus matrix and the largest eigenvector

Disclaimer. This is a cross-post from math.SE where I asked a variant of this question two days ago which has been positively received but not has not received any answers. Let $A$ be a complex ...
3 votes
1 answer
656 views

Upper bounds on the condition number of the eigenvector matrix

Let $A$ be an $n\times n$ real matrix with entries in a fixed interval $[a_\min,a_\max]$, with $a_\min$, $a_\max>0$. Question: Are there any upper bounds on the condition number of the ...
2 votes
0 answers
765 views

Reference: Continuity of Eigenvectors [closed]

I am looking for an appropriate reference for the following fact. I already posted on math.stackexchange, but got no answer. For each $X \in \mathbb{R}^{n \times n}_{\text{sym}}$ (symmetric matrix),...
4 votes
0 answers
137 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 $$...
7 votes
2 answers
5k views

the complexity of Lanczos method

Hi, all I am working on an algorithm which uses Lanczos method to compute K smallest eigenvalue(and their eigenvectos) of a sparse matrix, just want some information or links about the complexity of ...
2 votes
0 answers
339 views

Sparse Eigenvectors for the Discrete Fourier Transform matrix

There are many ways to choose eigenbasis for the Discrete Fourier Transform matrix since it has only $4$ distinct eigenvalues taken from $\{\pm 1,\pm i\}$. Has there been any refereed work that ...