Questions tagged [eigenvector]
The eigenvector tag has no usage guidance, but it has a tag wiki.
281
questions
1
vote
1
answer
750
views
Diagonalizing a symmetric block matrix
Let us consider the matrix
$$ A = \begin{pmatrix} a & c+ib \\ c-ib& a \end{pmatrix},$$
then this matrix has eigenvalues $a\pm \sqrt{c^2+b^2}.$
Now, let us consider a block matrix
$$ A = \begin{...
5
votes
0
answers
206
views
Perturbation of Neumann Laplacian
Consider the $N \times N$ matrix
$$A_{\alpha}=\begin{pmatrix} \lambda_1 & -1 & -\alpha & 0 & \cdots & 0\\
-1 & \lambda_2 & -1 & -\alpha & \cdots & 0\\
-\alpha &...
4
votes
2
answers
361
views
How close to uniform are Perron-Frobenius eigenvectors?
Let $A=(a_{i,j})$ be a square matrix with non-negative entries. (Assume $A$ is symmetric, if it helps.) Let $v$ be a Perron-Frobenius eigenvector. What do we need to assume about $A$ in order to have ...
1
vote
0
answers
437
views
When must an eigenvector have only non-negative entries?
What would be a reasonable sufficient condition on a real symmetric matrix that would force its eigenvector with largest eigenvalue (or one of its eigenvectors with maximal eigenvalue) to have only ...
1
vote
0
answers
146
views
Eigenvalues and eigenvectors of non-symmetric elliptic operators
We know that the operator $A=\Delta$ with domain $D(A)=\{u\in W^{2, 2}(\Omega): u=0 \ \ \text{on } \partial\Omega\}$ (say $\Omega$ is a bounded nice domain) has eigenvalues $\lambda_1>\lambda_2\ge \...
1
vote
1
answer
384
views
Trace minimization for generalized eigenvalue problem
In [1], it is shown in theorem 1.2 that for symmetric $n \times n$ matrices $A$, $B$, we have
$$
\min_{Y \in Y^*} \text{tr}(Y^TAY) =
\text{tr}(X^TAX) =
\sum_{i=1}^p \lambda_i,
$$
with
$$
\text{
$X^...
0
votes
0
answers
261
views
Eigenvector to zero eigenvalue of general Laplacian
I was wondering what we can say about the eigenvectors of a matrix $A$ fullfilling $Ax =0$ where $A$ is symmetric with a diagonal equal to one and every row sums up to 0. Obviously this is a ...
0
votes
1
answer
645
views
Centrality measures in a network with negative correlations
I have a bidirectional network where the weights of edges are based on partial correlation matrix. I have both positive and negative values as weights. Now, I want to compute centrality measures as ...
1
vote
1
answer
152
views
Derivative of eigenpair with respect to matrix
Suppose that $A$ is real and symmetric matrix (or tensor) of dimension $3 \times 3$, with its spectral decomposition
$$A = \sum_{i=1}^3 \lambda_i\ n_i\otimes n_i$$
where $\lambda_i$, $n_i$ and $\...
3
votes
1
answer
277
views
Eigenvectors of a tensor in $\mathbb{C}^2 \otimes \mathbb{C}^2 \otimes \mathbb{C}^2$
I want to find the critical point of tensor $f=a_0b_0c_0 + a_1b_1c_1$ in $\mathbb{C}^2 \otimes \mathbb{C}^2 \otimes \mathbb{C}^2$, and I followed this construction:
First, I take the following partial ...
0
votes
0
answers
67
views
Fast decay of eigenvector elements
Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest ...
10
votes
2
answers
580
views
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, \...
2
votes
1
answer
515
views
Distribution of eigenvectors of random matrices and link with the components of the matrix
Let $M$ be a real symmetric matrix of size $N$ with its components $M_{ij}$ following a normal distribution centered around 0.
Let $x\in\mathbb{R}^N$ be an eigenvector of $M$ with eigenvalue $\lambda\...
1
vote
0
answers
66
views
Conjugate gradient and the eigenvectors corresponding to the large eigenvalues [closed]
I am working on an optimization problem (for example, conjugate gradient) to solve $Ax=b$, where $A$ is a symmetric positive definite matrix. I can understand that the CG (conjugate gradient) has ...
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 ...
2
votes
1
answer
266
views
Find a way to apply the MLE on Fisher or Covariance matrix to make cross-correlations
I have 2 Fisher matrixes which represent information for the same variables (I mean columns/rows represent the same parameters in the 2 matrixes).
Now I would like to make the cross-correlations ...
2
votes
0
answers
194
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 ...
4
votes
1
answer
611
views
Condition number for matrix of eigenvectors of a diagonalizable matrix
Let $A$ be a diagonalizable matrix, i.e., $A=SDS^{−1}$. For any matrix $A$, condition number is defined as $\kappa(A)=\|A\| \|A\|^{-1}$.
For $A$ being a diagonalizable matrix, define $G_A=\{{S: S^{-1} ...
0
votes
1
answer
92
views
If there are eigenvectors with largest components $i$ resp. $j$, then is there an eigenvector with two largest components $i$ and $j$?
Let $G=(V,E)$ be a connected (finite simple) graph with vertex set $V=\{1,...,n\}$ and let $\theta_2\in\Bbb R$ be the second-largest eigenvalue of its adjacency matrix. I wonder about the following ...
13
votes
1
answer
647
views
$\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 ...
1
vote
1
answer
133
views
Requirements for finite backward derivatives of degenerate eigenvectors
A matrix, $\mathbf{A}(\theta)\in\mathbb{R}^{n\times n}$, has elements that depend on a parameter $\theta$. The $j$-th eigenvalues and eigenvectors of the matrix are denoted as $\lambda_j$ and $\mathbf{...
2
votes
0
answers
41
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} - ...
2
votes
1
answer
842
views
Calculating second derivatives of eigenvectors of a matrix with some degenerate eigenvalues
Given real symmetric matrix $\mathbf{M}$ with eigenvalues $\lambda_i$ and eigenvectors $\mathbf{v}_i$, the derivative of an eigenvector is $$\dot{\mathbf{v}}_i = \sum_{j \ne i} \frac{\mathbf{v}_j \...
5
votes
1
answer
863
views
Real eigenvectors of complex matrices
Let $A$ be a nonsingular complex $(3 \times 3)$-matrix (that is, an element of $\mathrm{GL}_3(\mathbb{C})$).
Then what are some of the best-known criteria which guarantee $A$ to have real eigenvectors ...
0
votes
0
answers
148
views
Minimize a vector from a matrix operation
I want to minimize a certain vector that results from a matrix operation with some constraints and i don't exactly know how to tackle this problem.
Lets say we have
$$
(L+A)*s = v
$$
L is the ...
0
votes
0
answers
77
views
Eigendecomposition of $A=I+BDB^H$
Suppose that we have $$A = I_m + BDB^H$$ where matrix $A$ is $m \times m$, matrix $B$ is $m \times k$, $BB^H \neq I_m$ and $D$ is a $k \times k$ diagonal matrix. Can we obtain the eigendecomposition ...
0
votes
0
answers
50
views
What transformation is required to find a unique solution of this problem instead of multiple solutions?
$$
\max\limits_{\mathbf{f},\ \|\mathbf f\|=1 } \log_2\left(\prod^K_{i=1} \ \frac{ \mathbf{f}^H {\mathbf E} (\mathbf{W}_i, \Theta, \tau_i) \mathbf{f}} { \mathbf{f}^H \mathbf{G}_i ( \mathbf{W}_i, \...
11
votes
1
answer
2k
views
Eigenvalues of the complement of a graph
Let $A$ and $\widetilde A$ be the adjacency matrices of a graph $G$ and of its complement, respectively.
Is there any relation between the eigenvalues of $A + \widetilde A$ and the eigenvalues of $A$ ...
2
votes
0
answers
114
views
Is $A$ is small on bounded functions, is there a large subdomain on which $A$ is small?
Let $A$ be a symmetric linear operator of norm $\leq 1$ on the space of functions $f:S\to \mathbb{R}$, where $S$ is a set with $N$ elements. Define the inner product $\langle \cdot,\cdot\rangle$ by ...
1
vote
2
answers
150
views
From one eigenvector to many, in a very local graph?
Let $\Gamma$ be an undirected graph of bounded degree $d$ with $V = \{1,2,\dotsc,N\}$ as its set of vertices, and edges only between vertices that are at a distance $\leq M$ apart (where $M$ is much ...
0
votes
0
answers
234
views
Eigenvectors of a matrix
Let $M$ be a square matrix of order $n\times d$. Let $\xi_{1},\dots,\xi_{n\times d}$ be an orthonormal basis of $\mathbb{R}^{n\times d}$ formed of eigenvectors of $M$. We have
$$\xi_{i}=(\lambda_1, 0,...
6
votes
1
answer
284
views
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 \...
1
vote
1
answer
481
views
Simultaneous diagonalization in Matlab [closed]
Crossposted from StackOverflow. The generalised diagonalization of two matrices $A$ and $B$ can be done in Matlab via
[V,D] = eig(A,B);
where the columns of $V$ ...
1
vote
1
answer
1k
views
Eigenvalues of adjacency matrix of a k-regular graph
If $A_G$ is the adjacency matrix of a k-regular graph, let $B = J+xA_G$, where J is the matrix whose elements are all 1s and $x\in R$ is a scalar. If $\lambda_1\geq\lambda_2\geq \dots \geq \lambda_n$ ...
2
votes
1
answer
132
views
Common eigenvalues for two Sturm-Liouville problem
Does exist in literature any results concerning the common eigenvalues for the two eigenvalue problems of the form
$$y''(x)=\lambda^2 y(x)+\lambda a(x)y(x), \ x\in(0,1), $$$$z''(x)=\lambda^2 z(x)-\...
1
vote
0
answers
62
views
Spectral theorems for generalized Hermitian matrices
Let $k$ be a field, and let $\sigma$ be a nontrivial involutory automorphism of $k$. Let $A$ be a square matrix with entries in $k$, such that $(A^{\sigma})^T = A$; here $A^\sigma$ means the matrix $(...
2
votes
0
answers
254
views
Eigenvector of Hadamard matrix functions
Let $X\in\mathbb{R}^{n\times n}$ with SVD $X=UDV^T$. Are there known results regarding the eigenvectors of $Y=X^{\odot g}$? I am mainly interested in simple functions such as $g(z)=z^2$, i.e. $Y_{ij}=...
2
votes
0
answers
211
views
Relationship between eigenvectors of projected and original matrix
Let $A = \mathrm{Diag}(\lambda_1, \dots, \lambda_n)$ where $\lambda_1 \le \lambda_2 \dots \le \lambda_n$. Let $P = I - ww^T$ be a projection operator on an arbitrary $n$-dimensional hyperplane. Let $B ...
5
votes
1
answer
543
views
Can I assign the term "is eigenvector" and "is eigenmatrix" of matrix $P$ in my specific (infinite-size) case?
Remark: I asked this in MSE, the question got views and votes but seemingly no one had an answer so far.
Background: I'm rereading a couple of my exploratory (surely not research-level) math-essays ...
8
votes
1
answer
5k
views
Eigenvectors of Kronecker Product [closed]
Conjecture If $A$ and $B$ are two complex square matrices, then every eigenvector of $A\otimes B$ is of the form $x\otimes y$, where $x$ is an eigenvector of $A$ and $y$ is an eigenvector of $B$.
...
12
votes
2
answers
2k
views
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
1
vote
0
answers
384
views
Derivative of singular value decomposition of $I + \alpha X$
For an application in physics I would like to estimate the effect of a small pertubation on an ideal system. For that, I require the change to the eigenvectors and eigenvalues of an diagonal matrix ...
2
votes
1
answer
472
views
Leading eigenvector value problem as an optimisation problem for asymmetric matrices
As noted in 1806.05647, given a symmetric matrix $A$, the leading eigenvector value problem (LEVP)
$$Av = \lambda v,$$
where $A = A^T \in \mathbb{R}^{n \times n}$, $\lambda$ is the largest ...
0
votes
1
answer
796
views
What are the eigenvalues and eigenvectors of a composition of two arbitrary linear transformations? [closed]
Let $S$ and $T$ be two linear transformations on $\mathbb{R}^n$. We can find the eigenvalues and eigenvectors of $S$ and $T$. I am trying to find out the relation(s) among the eigenvalues and ...
1
vote
2
answers
915
views
Eigenvectors of graph Laplacian for spectral clustering
I have the following questions regarding the graph Laplacian for spectral clustering:
What is the intuition behind projecting the Laplacian (D-A, where D is the degree matrix and A is the affinity ...
6
votes
0
answers
93
views
Finding the maximal component of a vector in sublinear time
Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
2
votes
1
answer
437
views
Jordan decomposition of a block matrix
Assume $A$ is a block matrix of the form:
$$A=\left[\begin{array}{cccc}
A_{11}&A_{12}&\ldots&A_{1n}\\
A_{21}&A_{22}&\ldots&A_{2n}\\
\vdots&\vdots&\ddots&\vdots\\
...
1
vote
0
answers
86
views
Solution of a manipulated equation vs the maximum eigenvalue and eigenvector of a non-negative matrix
Lets assume we have the following equation:
$AU=\lambda U \Rightarrow\left[
\begin{array}{c|c|c}
0 &A_{12}&A_{13}\\
\hline
A_{21}& 0& A_{23}\\
\hline
A_{31}&A_{32}&0
\end{...
0
votes
1
answer
122
views
Probability eigenvectors of discrete random matrix are orthogonal to discrete random vector
Let $W=(w_{ij})_{1 \leq i, j \leq N}$ and $\textbf{v}=(v_j)_{1 \leq j \leq N}$ be a random $N\times N$ matrix and N-vector, respectively, where all $w_{ij}$ are jointly independent and have discrete ...
1
vote
0
answers
92
views
An inequality concerning the eigenvalues and eigenvectors of an SPD matrix
Let $Ax_i=\lambda_ix_i, \ (i=1,\cdots,n)$ be an eigensystem of the symmetric positive-definite diagonally-dominant matrix $A=\{a_{ij}\}$. Let
$$b_{jk}=\sum_{i=1}^{n}{\frac{(x_i(j)-x_i(k))^2}{\...