All Questions
Tagged with fa.functional-analysis matrix-analysis
65 questions
21
votes
1
answer
2k
views
Almost commuting unitary matrices
Suppose that $A_1,\dots, A_k$ are unitary matrices such that any two of them can be approximated by commuting unitary matrices. i.e. for any $i$ and $j$, there are unitary matrices $A_i'$ and $A_j'$ ...
- 901
15
votes
1
answer
889
views
Operator norms of circulant matrices
The definition and basic properties of circulant matrices can be found here: http://en.wikipedia.org/wiki/Circulant_matrix.
For complex numbers $a_1,\ldots,a_n$, I will use the notation
$$
\mbox{...
- 717
13
votes
1
answer
1k
views
A generalization of the Powers-Stormer inequality
The well-known Powers-Stormer inequality says the following: for positive semidefinite operators $A, B$, we have that $\mathrm{Tr}((A - B)(A - B)) \leq \| A^2 - B^2 \|_1$, where $\| \cdot \|_1$ ...
- 2,019
12
votes
2
answers
1k
views
Matrix inequality $(A-B)^2 \leq c (A+B)^2$ ?
Let A and B be positive semidefinite matrices. It is not hard to see that $(A-B)^2 \leq 2A^2 + 2B^2$. In fact, $2A^2 + 2B^2 - (A-B)^2 = (A+B)^2$ is positive semidefinite.
My question is: Is there a ...
- 123
9
votes
2
answers
611
views
When does $\left\Vert f(\mathbf{N}) - f(\mathbf{M})\right\Vert_{\mathrm{op}} \leq k\left\Vert \mathbf{N} - \mathbf{M}\right\Vert_{\mathrm{op}}$ hold?
Define the Frobenius norm of a matrix as $\left\Vert A \right\Vert_{\mathrm{F}}=\sqrt{\sum_{i,j} A_{ij}^2}$ and the operator norm as $\left\Vert A \right\Vert_{\mathrm{op}}=\sup_{x \not = 0} \frac{\...
- 93
9
votes
0
answers
261
views
SVD-type decomposition for the tensor product of three Hilbert spaces?
(The questions How does the Schmidt decomposition generalize to tensor products of several finite-dimensional systems? and Is there a useful generalization of the Schmidt decomposition to the ...
- 25.8k
8
votes
4
answers
13k
views
Eigenvalues of infinite matrices [closed]
I am trying to find some literature on infinite matrices because I want to know how to get the eigenvalues of infinite matrices. Seriously, it seems there are very few references available. Can ...
- 431
8
votes
2
answers
675
views
Question on whether, "An entire function, nowhere zero, has an entire logarithm," holds for matrix-valued entire functions as well
It is known that an entire function that is nowhere zero must be the exponential of another entire function.
Does this hold for matrix-valued functions as well? That is, given a matrix-valued entire ...
- 286
8
votes
3
answers
691
views
Commutant of the conjugations by unitary matrices
Let $\mathcal{L}(\mathbb{C}^{n \times n})$ denote the algebra of all linear mappings from $\mathbb{C}^{n \times n}$ to $\mathbb{C}^{n \times n}$ and let $\mathcal{C} \subseteq \mathcal{L}(\mathbb{C}^{...
- 12.5k
8
votes
1
answer
522
views
Concavity of the trace of a matrix power
Let $B$ be an $n\times n$ matrix, and define $f$ to be the function that maps positive semidefinite (PSD) $n\times n$ matrices $A$ to real numbers by
$$
f(A) = \mathrm{trace}( (B^*A^2B)^{1/3}).
$$
...
- 757
8
votes
1
answer
1k
views
Is the p-norm of a matrix strictly log-convex?
Let $A$ be a $n\times n$-matrix. We let $\|A\|_p$ denote the norm of $A$ when considered as a linear operator on $\ell^p(\{1,2,\ldots,n\})$, that is,
$$
\|A\|_p = \sup_{x\neq 0}\frac{\|Ax\|_p}{\|x\|_p}...
- 3,497
7
votes
1
answer
511
views
Is it true that $\lVert A\rVert \leq \lVert A^2\rVert$ for $A\in \operatorname{SL}(2, \mathbb{R})$ when $\operatorname{trace}(A)>2$?
$\DeclareMathOperator\SL{SL}\DeclareMathOperator\trace{trace}$Let $A \in \SL(2,\mathbb{R})$ and $\trace(A)>2$. Is it true that $$\lVert A\rVert \leq \lVert A^2\rVert,$$
where $\lVert \rVert$ is the ...
- 1,043
7
votes
0
answers
355
views
An $L^{\infty}$ version of principal component analysis?
I have a $k$ by $n$ matrix $A$, with $k \ll n$. In case it helps, the $k$ rows are orthonormal.
I'm interested in finding a $k$ by $k$ orthogonal matrix $M$ so as to maximize the $L^{\infty}$ norms ...
- 193
6
votes
1
answer
277
views
Diagonalization of the matrix $(1/(i+j+\rm{const}))_{i,j}$
Consider the following infinite matrix: $A_{i,j}=\frac1{i+j+\gamma}$, $0\leq i,j<\infty$, $\gamma>0$ is a constant. Is it known how to diagonalize $A$, or, say, calculate $(I+tA)^{-1}$ for ...
- 109k
6
votes
1
answer
1k
views
On proof of the conditionally negative definiteness of a kernel
Let the kernel be $f(\mathbf{x},\mathbf{y}) = \arccos(\mathbf{x}^T \mathbf{y})$, where $\mathbf{x}$ and $\mathbf{y}$ are $\ell_2$ normalized vectors of the same dimensionality, and $\arccos(\cdot): [-...
- 147
6
votes
1
answer
2k
views
Comparing norms on tensor products of matrices
Given a Hilbert space $H$, let $S_1(H)$ denote the space of trace-class operators on $H$, with the trace-class norm or Schatten 1-norm. That is
$$ \Vert T \Vert_1 = \sum_{j\geq 1} |s_j| $$
where $(s_1,...
- 209
6
votes
0
answers
320
views
Can we approximate any eigenvalue of an infinite matrix via eigenvalues of some sequence of submatrices which approximates the matrix?
Let $T:\ell^2\to\ell^2$ be a compact linear operator. Let $[T]=(a_{i,j})_{i,j=1}^{\infty}$ be the representing infinite matrix of $T$ with respect to the canonical base. Let $T_n$ be the finite rank ...
- 596
6
votes
0
answers
243
views
Operator arithmetic-harmonic mean inequality with operator-valued weights
Let $\Lambda_1,\dots,\Lambda_n$ be strictly positive definite operators in the Euclidean space $\mathbb{R}^d$. By an operator arithmetic-harmonic mean inequality with weights $\Lambda_i$ I mean the ...
- 4,000
5
votes
1
answer
136
views
connected stable rank
There is a beautiful formula by Leonid Vaserstein relating the Bass and topological stable rank of a commutative unital Banach algebra A to
that of the matrix algebra M_n(A). Is there something ...
- 687
4
votes
3
answers
3k
views
Is this inequality involving the Frobenius norm right?
Let $A$ be a generic (or varying) square, real $ n \times n$ matrix. Let $G$ be a fixed $n \times k$ matrix, $k < n.$ Denote by $||.||_F$ the Frobenius norm.
Is it true that $||AG||_F \geq c(G) ||...
- 1,467
4
votes
1
answer
208
views
Uniform smoothness inequality for Schatten norms
I've previously asked this question on stack exchange.
I'm looking for a proof of the inequality
$$
\left[ \frac12(\left\|A+B\right\|_p^p + \left\|A-B\right\|_p^p)\right]^{2/p} \leq \left\|A\right\|_p^...
- 183
4
votes
1
answer
151
views
Mapping inclusion theorem for the numerical range
We denote the numerical range of a complex square matrix $A \in \mathbb{C}^{n\times n}$ by $W(A)$.
Let $A \in \mathbb{C}^{n\times n}$ and let $f: \mathbb{C} \to \mathbb{C}$ be, say, an entire ...
- 12.5k
4
votes
0
answers
120
views
Matrix product of entire functions
Suppose I have two $d \times d$ entire matrix functions $F, G$ defined on $\mathbb{C}$ with the the property that $\|FG^*\|_{L^\infty(\mathbb{C})} < \infty$. Can anything be said about $F$ and $G$, ...
3
votes
1
answer
521
views
Is the set of real matrices with at least one real logarithm closed under multiplication?
Let $S$ be the set of real matrices with at least one real logarithm. For some couple of its elements, for example those with at least (one real logarithm each with submultiplicative norm smaller than ...
- 286
3
votes
2
answers
171
views
a monotone relation for s-numbers
Assume $A, B$ are self-ajoint compact operators. Is it true that $\|A+iB\|\le \|2A+iB\|$? Do we have a stronger inequality $\prod_{k=1}^ns_k(A+iB)\le \prod_{k=1}^ns_k(2A+iB)$ or even stronger one $s_n(...
- 478
3
votes
2
answers
939
views
Positive definiteness of infinite tridiagonal matrices
I am interested in the following problem: I have an infinite symmetric tridiagonal matrix
$$
A=
\begin{bmatrix}
a_1 & b_1 & & & \\
b_1 & a_2 & b_2 & & \...
- 692
3
votes
2
answers
370
views
A question of invertibility of matrices
Let $A$ and $B$ be self-adjoint $n \times n$ matrices. Let $A$ be diagonal. Suppose $A+tB$ and $tA+B$ are invertible for all $t \in \mathbb R$. What can we say about $A$ and $B$?
My guess is that $\...
- 1,879
3
votes
0
answers
81
views
+50
Tight upper bound for $m[Q^k - Q^{k+1}]$ for completely positive linear maps
Let $m: \mathcal{L}(\mathbb{R}^{d \times d}) \to \mathbb{R}$ be the function
$$
m[H] = \frac{\lambda_{\max}(H[\mathbf{I}])}{\lambda_{\max}(H)},
$$
where $\lambda_{\max}$ denotes the largest eigenvalue....
- 73
3
votes
0
answers
115
views
Recovering the matrix when the Schur decomposition of its blocks are known
Let E be a real symmetric matrix in $M_n(\mathbb{R})$ where $ n=2m$ and
$$E=\left(\begin{array}{cc}
G & X \\
X^t & H
\end{array}\right)$$
where $G,H,X$ are $m\times m$ matrices.
Suppose that $...
- 4,058
3
votes
0
answers
275
views
Schur-Horn theorem for principal submatrices
The Schur-Horn theorem says that there exists a Hermitian matrix with diagonal entries $d_1,d_2,\ldots,d_n$ and eigenvalues $\lambda_1,\lambda_2,\ldots,\lambda_n$ if and only if $(\lambda_1,\lambda_2,\...
- 6,351
3
votes
0
answers
86
views
What kind of set is this, spanned by two positive definite matrices?
Let $A$ and $B$ be Hermitian positive definite $n\times n$ matrices over $\mathbb C$ or $\mathbb R$. Then for real $k,\ell,$ the matrix $A^kB^\ell A^k$ is well-defined and again Hermitian positive ...
- 13.4k
3
votes
0
answers
48
views
Questions on "The condition number of a randomly perturbed matrix"
This question is about the two vectors $w'$ and $y$ that are necessary for the argument in section $7$ (page 6) of this paper by Terence Tao and Van Vu,
https://arxiv.org/abs/math/0703307 (that ...
- 2,246
3
votes
0
answers
193
views
Method to Generate Random Mutually Orthogonal Unitary Matrices
The title says it all, I'd like to know if such a method exists to generate random mutually orthogonal unitary matrices. If so, any supplementary references would be very much obliged. Thanks again!
- 133
2
votes
1
answer
215
views
Forming real positive semidefinite matrices from complex matrices
I have asked this question on the Mathematics Stack Exchange: https://math.stackexchange.com/questions/4924554/forming-real-symmetric-positive-semidefinite-matrices-from-complex-matrices.
Let $Q \in \...
- 31
2
votes
1
answer
147
views
Question on density of certain set of matrices
Let $B$ be an invertible real matrix and let $Q=\{A \text{ real}\mid AB^{T} \text{ is symmetric}\}$. Is the subset $S=\{ A \in Q\mid A+A(B^{-1}A)^{2} \text{ is symmetric}\}$ of measure zero in $Q$? I ...
- 286
2
votes
1
answer
151
views
Banach-Mazur distance between Schatten-$p$ classes
Let $M_n$ denote the set of all $n\times n$ complex matrices. Let $1\leq p<\infty.$ For $A\in M_n$ define $\|A\|_p:=(Tr(A^*A)^{p/2})^{1/p}$ where $Tr$ denotes the usual trace of a matrix. Then $\|.\...
- 1,879
2
votes
1
answer
112
views
The eigenvectors of adding a particular rank one matrix to the circulant matrix
Suppose that $e_1, \cdots, e_n$ are the standard vectors of the Euclidean space $\mathbb{R}^n$.
Let us consider the backward shift operator $T:\mathbb{R}^n\to \mathbb{R}^n$ given by $Te_k=e_{k-1}$ ...
- 4,058
2
votes
2
answers
185
views
Comparison of methods to define a matrix function (Jordan canonical form, Hermite interpolation and Cauchy integral)? [closed]
There are many equivalent ways of defining a function $f(A)$ of a matrix $A$. We focus on Jordan canonical form, Hermite interpolation and Cauchy integral.
What is the difference between methods for ...
- 21
2
votes
1
answer
179
views
Extension of the projective norm to a cross norm
Let $\mathcal{H}$ be a finite-dimensional Hilbert space and $\mathcal{A}\subseteq\mathcal{B}(\mathcal{H})$ be an operator system. Is it possible to extend the projective norm (the greatest cross norm) ...
- 231
2
votes
1
answer
346
views
Alike looking matrices imply convergence of eigenvalues?
This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators.
We want to look at matrices that agree in most of their entries and ...
user54300
2
votes
1
answer
226
views
Showing a 2-by-2 matrix is a contraction
Let $S\subseteq\mathbb{T}:=\{z\in\mathbb{C}:\vert z\vert=1\}$ be a compact set such that $\operatorname{conv}S\supseteq\{z\in\mathbb{C}:\vert z\vert\leq\frac{1}{\sqrt{2}}\}$ and $B\in M_2(\mathbb{C})$....
- 231
2
votes
0
answers
43
views
Selecting some linearly independent columns of a particular matrix
Let us consider the matrix $C=A_1+A_2$ where :
$A_1=(a_{k,l})_{k,l=0}^{n-1}$ is the $n$ by $n$ matrix given by $a_{k,l}=\frac{2}{\sqrt{n}}(\cos\frac{2kl\pi}{n})$
$A_2$ is the the $n$ by $n$ block ...
- 4,058
2
votes
0
answers
246
views
Decay rate of least eigenvalue of Gram matrices
Consider the Hilbert space $H=L^2_w(I)$ as the weighted $L^2$ space, where $I\subseteq\mathbb{R}$:
$$ L_w^2(I)=\{\phi:I\rightarrow\mathbb{R}:\,\|\phi\|^2=\int_I \phi(x)^2w(x)\,dx<\infty\}. $$
In ...
- 141
2
votes
0
answers
147
views
Is the following inequality true for the norm of Moore-Penrose pseudoinverses?
Let $L$ be a real, positive semi-definite, symmetric, square matrix, with pseudoinverse $L^{+}$. It can be shown for the operator norms $||.||_{op}$ that: if $L$ is invertible and $||I - L||_{op} < ...
- 1,467
2
votes
0
answers
125
views
When is an selfadjoint operatorvalued matrix with positive semidefinite diagonal elements positive semidefinite as well?
We have $p \in \mathbb{N}$ and $\mathcal{H}$ is a Hilbert space.
let's consider a matrix $\boldsymbol{\Gamma}_p := (C_{i-j})_{i,j=1, ..., p} \in \mathcal{S_H}^{p\times p}\!\!\,,$ that is a $p\times p$...
- 195
2
votes
1
answer
276
views
Asymptotic Behavior of Non-Analytic Function of the Eigenvalues
Hello,
Let $A_n = (a_{k-j};\;k,j = 0,1,\ldots,n-1)$ be a sequence of $n\times n$ Toeplitz matrices, with eigenvalues $(\lambda_{n,i};\;i = 0,1,\ldots,n-1)$.
If $A_n$ were a sequence of Hermitian ...
- 43
1
vote
1
answer
107
views
A unitary matrix of functions [closed]
If $A(z)=[A_{ij} (z)] $ is an $n\times n$ unitary matrix valued functions. Is there a characterization of such matrix if:
(1) the entries are analytic functions on a set $D$.
and
(2) if the ...
- 39
1
vote
1
answer
122
views
distance in the matrix algebra w.r.t. the nuclear norm
Let $\varphi\in\mathcal{M}_n(\mathbb{C})$ and let $Z:=\mathbb{C}\cdot I=\{zI\colon\,z\in\mathbb{C}\}$ be the one-dimensional subspace spanned by the identity matrix $I$. Let moreover $\|\cdot\|_{\...
- 375
1
vote
0
answers
92
views
Multilinear non-commutative Khintchine inequality
Let $g_1,\ldots,g_k$ be independent standard Gaussians and for each index $(i_1,\ldots,i_k)\in [n]^k$ let $A_{i_1,\ldots,i_k}$ be a $d\times d$ symmetric matrix.
Question: Is there a known bound for ...
- 156
1
vote
0
answers
106
views
Question on the existence of a certain decomposition method for real square matrices
I was working around with the decomposition of the multidimensional linear canonical transform (which is not even continuous w.r.t. the parameters) into a few fractional Fourier transforms (and other ...
- 286