Questions tagged [eigenvector]
The eigenvector tag has no usage guidance, but it has a tag wiki.
293 questions
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Eigenvalue problem
I am studying torsional Alfven waves in spicules.
In this concern I have encountered the following equation:
$
\left(1-m^2 e^{-αz}\right)y''(z)+\left(4π i m e^{-αz}-1/h\right)y'(z)+\left(\frac{1}{4h^...
7
votes
1
answer
197
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Compute only selected components of an eigenvector
I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...
- 91
4
votes
1
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Helmholtz equation Poynting vector integral
The Maxwell's equation for harmonic time dependent field in vacuum is
\begin{align}
\nabla \times B + i\omega E &= 0\\
\nabla \times E - i\omega B &= 0 \\
\nabla \cdot B &= 0 \\
\nabla \...
- 2,251
1
vote
1
answer
176
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Linear map with two "incompatible" representations
Let $K$ be a field and let $V$ be the set of sequences $\{v_1,v_2,\dots\}$ of elements of $K$. If $A=\{a_1,a_2,\dots\}$ is also a sequence of elements of $K$, then it defines an endomorphism of $V$ $$...
- 6,924
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1
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221
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True or false: if a set of 2D points has valid symmetry axes, then at least one of them is equal to a principal component vector
I posted this question on math.stackexchange but got no answer, so I decided to post it here instead. Sorry about the impreciness, not professional mathematician here.
Let's assume we have a set of ...
- 121
0
votes
1
answer
664
views
Kneser graphs eigenvalues
Basically, I want to prove that, in the Kneser graph (wikipedia has a good definition),$K_{n, m}$, if $n_{-}(A(G)) $ and $n_{+}(A(G))$ denote the number of negative and positive eigenvalues of A(G) ...
1
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0
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138
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Relationship betwen eigenvectors
Suppose that we have two matrices A and B. Matrix B is taken from A with one row and one column deleted. On the other hand A is n*n matrix and B is (n-1)*(n-1) matrix and is created by deleting last ...
- 127
1
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1
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136
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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, ...
- 363
1
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0
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147
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Bounding Rayleigh quotient 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$. ...
- 121
6
votes
1
answer
506
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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 ...
- 7,237
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interpretation of generalized eigenvalue/vectors in spectral graph theory [closed]
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 ...
- 131
4
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0
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137
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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
$$...
- 325
-3
votes
1
answer
270
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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 ...
- 101
3
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1
answer
1k
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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 ...
- 6,962
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1
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264
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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 $\...
- 2,251
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2
answers
564
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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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1
vote
2
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450
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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 ...
- 33
0
votes
1
answer
343
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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 $B = A + \alpha \textbf{z}\textbf{z}^H$, ...
- 1
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1
answer
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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
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221
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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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1
vote
1
answer
160
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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 ...
3
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3
answers
3k
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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 ...
- 175
2
votes
2
answers
170
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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 ...
- 173
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0
answers
384
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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
$\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...
- 373
3
votes
1
answer
2k
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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 \\\
s.t.~&\left(\mathbf{A}_0+\sum_{i=1}^{K}y_i\mathbf{A}_i\...
- 1,421
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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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2
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1
answer
474
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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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21
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4
answers
9k
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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 $...
- 403
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392
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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 -...
- 500
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1
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106
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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)}; A\in\mathbb{R},l_0\in\...
- 33
2
votes
2
answers
269
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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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2
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737
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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 ...
- 1
2
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1
answer
1k
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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 ...
3
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0
answers
2k
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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 ...
- 131
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0
answers
191
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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 ...
- 650
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votes
1
answer
2k
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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 $T$-invariant complement(for algebraically ...
- 2,233
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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 ...
6
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2
answers
3k
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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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0
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137
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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 $\phi_0$ ...
1
vote
1
answer
305
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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 ...
- 6,962
2
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0
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259
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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!) ...
- 5,407
3
votes
3
answers
2k
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Eigenvectors and eigenvalues of nonsymmetric Tridiagonal matrix
Hi, the question is following: We have one matrix
$$\begin{pmatrix}
-\beta & \Delta & 0 & 0 &\cdots & 0 & 0 & 0 \newline
\beta & -(\beta+\Delta) & \Delta & ...
- 39
3
votes
1
answer
226
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Analytic continuation of instantaneous eigenstates of a time-dependent hamiltonian
We are considering the instantaneous eigenstates of an analytically time-dependent hamiltonian and I would like to know how legitimate it is to extend them to the complex plane.
Specifically, our ...
- 2,358
3
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1
answer
420
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Eigenvectors of asymmetric graphs
Let $G$ be an asymmetric connected graph. Then is it always the case that at least one of the eigenvectors of its adjacency matrix $A$ consists entirely of distinct entries?
Thanks!
- 327
6
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1
answer
1k
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Repeated Second Eigenvalue of the Adjacency Matrix of a Graph
This question is motivated by a talk I went to earlier today.
Suppose we have a $d$-regular graph $G$ with $n$ vertices, with adjacency matrix $A$.
Let $$\lambda_1\geq \lambda_2 \geq\dots \geq \...
- 11.4k
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votes
2
answers
4k
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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 A_1)...
- 1,193
1
vote
0
answers
212
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 ...
- 6,962
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vote
0
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2k
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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 ...
- 11
0
votes
0
answers
419
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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 ...
- 316
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1
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834
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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 ...
- 41