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Questions tagged [eigenvector]

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20 votes
2 answers
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Conditions for smooth dependence of the eigenvalues and eigenvectors of a matrix on a set of parameters

Let $A\in\mathcal M_n$ be an $n\times n$ real [symmetric] matrix which depends smoothly on a [finite] set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\...
Cristi Stoica's user avatar
17 votes
5 answers
2k views

Can always a family of symmetric real matrices depending smoothly on a real parameter be diagonalized by smooth similarity transformations?

This question is related to another question, but it is definitely not the same. Is it always possible to diagonalize (at least locally around each point) a family of symmetric real matrices $A(t)$ ...
Cristi Stoica's user avatar
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 ...
xmonetx's user avatar
  • 138
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 ...
Beni Bogosel's user avatar
  • 2,222
11 votes
2 answers
10k views

Derivative of eigenvectors of a matrix with respect to its components

Suppose that $B$ is a real, positive-definitive symmetric ($3\times3$) matrix (more accurately, $B$ is a tensor) with distinct eigenvalues, and that we can write it as $$ B= \sum_{i=1}^3 \lambda_{i}(...
Jeff Tehrani's user avatar
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&...
valle's user avatar
  • 884
7 votes
1 answer
254 views

Eigenvectors of a matrix with entries involving combinatorics

In the question Eigenvalues of a matrix with entries involving combinatorics No_way asked about eigenvectors of $n\times n$ matrix $M$ with entries \begin{eqnarray*} M_{ij}=(-1)^{i+j}F(n, l, i, j), \...
Alexey Ustinov's user avatar
3 votes
1 answer
370 views

The eigenvalues of the matrix $\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$

What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ when $n$ is odd?
ABB's user avatar
  • 4,058
2 votes
1 answer
1k views

Derivative of eigenvectors of an Hermitian matrix

In the question "Derivative of eigenvectors of a matrix with respect to its components", Liviu Nicolaescu has provided an answer valid for a real matrix. As outlined in the following, the ...
S.B.'s user avatar
  • 23
21 votes
4 answers
9k views

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 $...
sasquires's user avatar
  • 403
17 votes
2 answers
1k 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,\...
darij grinberg's user avatar
15 votes
4 answers
7k views

Eigenvectors and eigenvalues of a tridiagonal Toeplitz matrix

Is it possible to analytically evaluate the eigenvectors and eigenvalues of the following $n \times n$ tridiagonal matrix $$ \mathcal{T}^{a}_n(p,q) = \begin{pmatrix} 0 & q & 0 & 0 &...
user22127's user avatar
  • 153
10 votes
2 answers
4k views

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)...
user142's user avatar
  • 1,193
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 ...
sasquires's user avatar
  • 403
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 ...
biryani's user avatar
  • 183
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 ...
rechardchen's user avatar
6 votes
1 answer
506 views

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 ...
Evan Jenkins's user avatar
  • 7,237
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):=...
Shake Baby's user avatar
  • 1,638
4 votes
1 answer
2k views

Eigenvalues of a rank-one update of a symmetric matrix

I have a matrix $A$ $(n\times n)$ with eigenvalues $\lambda_i$, then I add another matrix to it as: $A+xx^\top$ where $x$ $(n\times 1)$ is a column vector. and also $A=yy^\top$ with $y$ a $(n-1)$ rank ...
brant's user avatar
  • 63
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: ...
anderstood's user avatar
3 votes
3 answers
2k views

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 & ...
Cherep's user avatar
  • 39
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 ...
Ludwig's user avatar
  • 2,712
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 & ...
L S B. user255259's user avatar
2 votes
1 answer
229 views

Given an eigenvalue equation (elliptic PDE) in a ball $B_R$, prove the convergence of the first nonzero $\lambda_R$ and its eigenfunction $\phi_R$

Let $H: \mathbf{R}^n \rightarrow \mathbf{R}$ be a bounded continuous function. Set $$\tag{1} \int_{\mathbf{R}^n}\left\{|\nabla \xi|^2+H(x) \xi^2\right\} \mathrm{d} x \geqslant 0, \quad \forall \xi \in ...
Elio Li's user avatar
  • 809
2 votes
1 answer
3k views

Hadamard Product and Eigendecomposition

I just found this related question in here Q1. Given a positive definite matrix $\mathbf{A}$, consider its eigendecomposition $(\mathbf{A}\mathbf{V} = \mathbf{V}\mathbf{D})$. Consider an arbitrary ...
mikitov's user avatar
  • 342
1 vote
2 answers
415 views

Eigenvectors of a non-symmetric rank-one update of a symmetric matrix

I have a matrix $A$ $(n\times n)$ with eigenvalues $\lambda_i$, then I add another matrix to it as: $A+uv^\top$ where $u$ $(n\times 1)$ and $v$ $(n\times 1)$ are column vector. Also, $A=yy^\top$ with $...
brant's user avatar
  • 63
1 vote
1 answer
179 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-...
Saurabh Agrawal's user avatar
1 vote
1 answer
84 views

Asymptotic property of the left singular vectors of i.i.d. data matrix

Let $\mathbf{X}$ be $(n \times p)$-dimensional data matrix ($n > p$) whose rows $\mathbf{x}_i$ are i.i.d. with some finite moments: $$ \mathbf{X}^\top = [\mathbf{x}_1, \ldots \mathbf{x}_n]^\top. ...
Seung Hyeon Yu's user avatar