Questions tagged [eigenvector]
The eigenvector tag has no usage guidance, but it has a tag wiki.
293 questions
21
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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 $...
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2
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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\...
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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 $A(t)$ ...
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2
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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,\...
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4
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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
$$
\mathcal{T}^{a}_n(p,q) = \begin{pmatrix}
0 & q & 0 & 0 &...
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13
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3
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Differentiability of Eigenvalues - Perturbation Theory
first, I have a general question. In perturbation theory, I saw perturbations in eigenvalues and eigenvectors of square, non-symmetric matrices and the calculations were all right but no one ever ...
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13
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2
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'Eigenvectors' of evolute operation
The evolute of a curve is the locus of its centers of curvature.
The evolute of some plane curves is a scaled, or scaled and
reflected/rotated, version of that curve.
For example, the evolute of a ...
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13
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1
answer
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$\ell^1$-norm of eigenvectors of Erdős-Renyi Graphs
Setting. Let $G(n,p)$ denote the usual Erdős-Renyi (random) graphs. For each such graph there is an associated Laplacian matrix $L = D - A$ where $D$ collects the degrees on the diagonal and $A$ is ...
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2
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What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
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2
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Derivative of eigenvectors of a matrix with respect to its components
Suppose that $B$ is a real, positive-definitive symmetric ($3\times3$) matrix (more accurately, $B$ is a tensor) with distinct eigenvalues, and that we can write it as
$$
B= \sum_{i=1}^3 \lambda_{i}(...
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1
answer
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Eigenvalues of the complement of a graph
Let $A$ and $\widetilde A$ be the adjacency matrices of a graph $G$ and of its complement, respectively.
Is there any relation between the eigenvalues of $A + \widetilde A$ and the eigenvalues of $A$ ...
- 1,269
11
votes
1
answer
806
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Algebraicity of Eigenvectors in a Hilbert space
Let $(e_j)_{j\in\mathbb N}$ be an orthonormal basis of a Hilbert space $V$. Let $T:V\to V$ be continuous, selfadjoint linear operator.
Assume that for all $i,j\in\mathbb N$ the number $\langle Te_i,...
user1688
11
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1
answer
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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
11
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1
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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 & ...
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11
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3
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Eigenvectors of a symmetric positive definite Toeplitz matrix
I wish to efficiently compute the eigenvectors of an n x n symmetric positive definite Toeplitz matrix K. A full eigendecomposition would be even better.
Although I assumed this would be a well ...
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10
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2
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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
10
votes
2
answers
615
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Lower eigenvectors of nonnegative matrices with zero trace
Let $A$ be an $N\times N$ nonnegative matrix with all diagonal entries equal to zero and such that there is $n_0$ such that all entries of $A^{n_0}$ are strictly positive. Let $\lambda_1,\ldots, \...
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2
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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(...
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1
answer
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Eigendecomposition after multiplying by diagonal matrix
Hello,
If we possess the eigendecomposition of a positive definite matrix: $X = U \Sigma U^T$, is there an efficient way to compute the eigendecomposition of $D X D$ where $D$ is a diagonal matrix?
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2
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473
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Support of eigenvectors
Consider the $N$ by $N$ matrix
$$M_N= \begin{pmatrix} 1+3\lambda & -1-2\lambda & - \lambda & 0 & 0 &0 &0\\
-1-2\lambda & 2+3\lambda & -1 & -\lambda & 0 & 0 &...
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10
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0
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654
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Eigenfunctions of the integral kernel $1/(x^2 + x'^2)$
My question seems elementary, yet I could not find the solution after working on and searching for several days...
I'd like to find the eigenfunctions of a simple integral kernel:
\begin{equation}
\...
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9
votes
1
answer
3k
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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 ...
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9
votes
1
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436
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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&...
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8
votes
2
answers
583
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Efficiently computing a few localized eigenvectors
Let $H = \triangle + V(x) : \mathbb{R}^2 \rightarrow \mathbb{R}^2$. I am interested in domain decomposition for an eigenproblem involving $H$.
The lowest 1000 eigenfunctions of $H$, $ \psi_i $, can ...
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3
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549
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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 $\lambda(M_2) \leq \lambda(M_1)$,...
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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 $B$.
...
8
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2
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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 ...
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0
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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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7
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3
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Minimize trace of inverse of convex combination of matrices.
Hello! (First question--please forgive me if its unclear.)
I am interested in efficient/approximate optimization techniques for minimizing a norm of a convex combination of symmetric, positive semi-...
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3
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What is the right citation for the power iteration method to find eigenvalues?
What is the right citation for the power iteration method to find eigenvalues, if I want to cite the method in a paper? I've seen some Google PageRank references in this context. But Brin and Page ...
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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 $k$ (...
7
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2
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5k
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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 ...
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The difference between Principal Components Analysis (PCA) and Factor Analysis (FA)
I am trying to understand the difference between PCA and FA. Through google research, I have come to understand that PCA accounts for all variance, while FA accounts for only common variance and ...
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7
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1
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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),
\...
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7
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1
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"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 $\...
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1
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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 ...
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7
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1
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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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
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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
$\arg \max_{v:\lVert v\rVert_2=1} \lambda\quad$ ...
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3
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Analytical solution to a Linear advection-reaction PDE
I am looking for an analytical solution for the linear PDE
$(1)\qquad\qquad \qquad f_t+ A f_x + B f = 0, $
Where $A$ and $B$ are constant matrices and $f=f(x,t)$ is a vector.
Clearly each one of $...
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1
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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 ...
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1
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Continuity of eigenvectors
Let $\mathbb{C} \ni z \mapsto M(z)$ be a square matrix depending holomorphically on a parameter $z$ with the property that $\operatorname{dim}\ker(M(z)))=1$ for $z $ away from a discrete set $D \...
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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
6
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1
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Stochastic Matrix: Second largest eigenvalue and second largest absolute value of eigen value
Setup
Let $A$ be a stochastic matrix.
Let the eigenvalues of $A$ be $1 = \lambda_1 \geq \lambda_2 \geq \lambda_3 ... \geq -1$.
Let $\lambda = \max_{x: x \perp 1} \frac{||Ax||}{|| x ||}$
Question:
...
6
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1
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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 ...
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6
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1
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830
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Dominant eigenvector of a real symmetric tridiagonal matrix
What is the most efficient way to calculate the dominant eigenvector of a real symmetric tridiagonal matrix? What's the corresponding time complexity bound?
Could someone give me a reference for ...
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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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Measurability of eigenvalues-eigenvectors of a positive compact operator
Let $H$ be a separable Hilbert space over $\mathbb{R}$. Let ${A} = \{a\colon H\to H\,|\,a\text{ is a positive, compact linear operator}\}$.
By the spectral theorem, given $a \in A$, there are scalars $...
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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 ...
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Density of squares of radial eigenfunctions
The eigenfunctions of the Laplace operator on the disc can be written in polar coordinates as $f(r,\theta)=R_{nk}(r)e^{ik\theta}$, where $k\in\mathbb Z$ and $n\in\mathbb N$ and the radial function is $...
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What are the eigenvectors of the Lagrange interpolation matrix?
Let $F$ be a field.
Let $x_1,\ldots,x_k,y_1,\ldots,y_k\in F$ be distinct elements in the field.
Consider the $k\times k$ matrix that in position $i$, $j$ has the element
$\frac{\prod_{l\neq i}(y_i - ...
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