All Questions
115 questions
27
votes
5
answers
2k
views
Is the matrix $\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}$ nonsingular?
Suppose we have a $(2m-1) \times (2m-1)$ matrix defined as follows:
$$\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}.$$
For example, if $m=3$, the matrix is
$$\begin{pmatrix}6 & 20 & 6& 0 ...
- 1,121
12
votes
1
answer
5k
views
Closest 3D rotation matrix in the Frobenius norm sense
Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm:
\begin{equation}
\|R-M\|_F
\end{equation}
Is there a closed form solution for $R$, or is it ...
- 561
10
votes
2
answers
3k
views
How do you tell if a system of linear inequalities has a solution?
A naive solution would be to optimize a dummy variable via linear programming and see if a result is returned. I imagine there must be a more direct way.
- 693
10
votes
3
answers
6k
views
Solving a system of linear inequalities -- what is the dimension of the solution set?
It is well known how to solve a system of linear equations $A{\bf x} = {\bf b}$, but how do we solve a system of linear inequalities $A{\bf x} \leq {\bf b}$?
For the applications I have in mind the ...
- 7,857
9
votes
1
answer
3k
views
Inverse of a totally unimodular matrix
A unimodular matrix $M$ is a square integer matrix having determinant $+1$ or $−1$.
A totally unimodular matrix (TU matrix) is a matrix for which every square non-singular submatrix is unimodular. A ...
- 93
8
votes
2
answers
246
views
Are sums of 0-1 Pareto efficient vectors Pareto efficient?
Does there exist $m,n\ge1$, an $m \times n$ matrix $A$, and a vector $x \in \mathbb{R}^n$ such that:
The entries of $A$ are $\in \{0, 1\}$.
For all pairs of columns $u, v$ of $A$ the entries of $u - ...
- 388
8
votes
2
answers
1k
views
Minesweeper as a linear algebra problem
I've written a computer program to generate and solve minesweeper games. Once I've eliminated the obvious mines and safe squares I look at each remaining connected setsin turn and formulate a linear ...
- 361
7
votes
2
answers
242
views
Prove that $ n \leq d+1 $ under ordering constraints in $\mathbb{R}^d$
Let $x_1, \dotsc, x_n \in \mathbb{R}^d$ and $\theta_1, \dotsc, \theta_n \in \mathbb{R}^d$ be vectors such that for every $k \in [n]$, the following inequality holds:
$$
\langle x_k, \theta_k \rangle &...
7
votes
1
answer
819
views
Has this generalization of a determinant (assigning multiplicities to the rows) been studied?
I'm working on some questions in tropical geometry, and my problem led me to create the following generalization of a determinant:
Let $A$ be an $m \times n$ matrix with $m \le n$, and positive ...
- 1,509
7
votes
1
answer
386
views
Which zero-diagonal matrices contain the all-one vector in their columns' conic hull?
Let $A$ be a non-negative zero-diagonal invertible matrix. Which $A$ make the following assertions true, which are all equivalent:
The all-one vector $j$ is contained in the conic hull of $col(A)$.
...
- 81
7
votes
0
answers
1k
views
Closed-form solution of a linear programming question
Among all the probability matrices
\begin{equation*}
P =
\left(\begin{array}{cccc}
p_{00} & p_{01} & \ldots & p_{0,J-1} \\
p_{10} & p_{11} & \ldots & p_{1,J-1} \\
\vdots & \...
6
votes
1
answer
761
views
Checking if one polytope is contained in another
I have two sets of inequalities, say, $Ax \leq 0$ and $Bx \leq 0$. I would like to know if they both define the same polytope. Or, even, whether one is contained in the other.
At the moment I am ...
- 491
6
votes
2
answers
8k
views
Existence/Uniqueness of Nonnegative Solutions of Linear Systems of Equations
Suppose we have an $m$x$n$ matrix $A$, with $m\lt n$, and an $m$x$1$ vector $b$. Are there existence and uniqueness conditions characterizing nonnegative solutions of the system of linear equations $...
6
votes
1
answer
1k
views
Speed up Linear programming
I have a linear programming problem like this:
minimize $c^t X$
under the constraint that $AX \ge b$.
I will need to solve this linear programming problem online many times. I need it to be as fast ...
- 83
6
votes
0
answers
317
views
Variant of orthogonal Procrustes problem
The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...
- 61
5
votes
3
answers
1k
views
Algorithm for the intersection of a vector subspace with a cone of non-negative vectors
Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...
5
votes
1
answer
384
views
Examples of Polyhedra with Large Shadows
Let $P \subseteq \mathbb{R}^n$ be a polyhedron described by $\mathcal{O}(n^{c_1})$ inequalities, where $c_1$ is a constant. Moreover, let $M\colon P \to \mathbb{R}^2$ be a linear mapping. I'm looking ...
- 321
5
votes
2
answers
2k
views
Bounding the minimal maximum norm of a solution of a linear system.
I would be grateful for pointing me out a reference to some general bound on the $\ell_{\infty}$ norm of a solution of a linear system. To be specific, suppose that we have an underdetermined linear ...
- 191
5
votes
0
answers
162
views
Homogeneous linear and quadratic inequalities
I have a bunch of vectors $b_i \in R^n$ for $i = 1,\ldots,N$ and a bunch of (indefinite) matrices $A_j$ for $j = 1,\ldots,M$. Let's consider the set $S \subset R^n$ of $x \in R^n$ vectors such that
$$...
- 1,150
5
votes
0
answers
581
views
When is polytope compatible with network flow?
A linear program is the problem of optimizing an linear objective function within some polytope $A$ over $\mathbf R^n$. My question is motivated by the question of when a linear programming problem ...
- 3,475
4
votes
1
answer
8k
views
Detection of Redundant Constraints
Suppose I pose the following query to a constraint logic programming
system:
?- Y <= 6 - X, Y <= (- 4) + 4 * X, Y <= 4 + X / 3.
Are there systems that would recognize the last inequality as
...
Countably Infinite
4
votes
4
answers
703
views
efficient way to compute the inversion of the following matrix
Hi, there
I have looked it up in the current textbook. The conventional numerical method to compute the inversion of an $n \times n$ matrix requires $O(n^3)$. However, for the following special ...
- 41
4
votes
1
answer
866
views
When is a triangular matrix totally unimodular?
I have a {0,1}, invertible, triangular matrix, that I would like to show is totally unimodular. Are there any known results on the total unimodularity of classes of triangular matrices?
- 1,182
4
votes
1
answer
345
views
Existence of Nonnegative Solutions of Linear Systems of Equations and Inequalities with particular constraints
Suppose we have an $n \times m$ nonnegative matrix $A$, where each row sums to $1$. I wonder whether there exists an $m \times n$ nonnegative matrix $X$ that satisfies the following constraints:
...
- 49
4
votes
1
answer
750
views
submatrix of a given size with maximum frobenius norm
Let $I\subset \{1,2,\ldots,n\}$, and let $|I|$ denote its cardinality. Now given a Hermitian matrix $\mathbf{A}\in\mathbf{C}^{n\times n}$. I am interested in finding the subset $I$ that maximizes the ...
- 859
4
votes
0
answers
790
views
Is it possible to use linear programming to solve this problem?
I am trying to write software to minimize pricing for cell phone subscription services, ie: choose the optimum plan for each customer in a large group.
Could someone comment on whether this is ...
- 41
3
votes
4
answers
4k
views
Existence of nonnegative solutions to an underdetermined system of linear equations
Similar questions have been asked elsewhere, but I think this is sufficiently different to warrant a new post. I have a particular matrix $A$ and would like to know when the system $Ax = 0$ has at ...
- 491
3
votes
1
answer
533
views
Solving a system of linear inequalities
Consider the following system of inequalities:
$Ax=b$;
$x\geq 0$;
A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without ...
- 221
3
votes
1
answer
275
views
Uniqueness of l1 minimization
Let $A \in \mathbb{R}^{m \times n}$.
Is it true that $$\min \limits_{Q \in \mathbb{R}^{n \times m}}|I - QA|_{\infty} < \frac{1}{2}$$ is criteria for the uniqueness of the 1-sparse solution to
$\...
- 33
3
votes
1
answer
4k
views
Schur complement and negative definite matrices
Hello,
My question regards to the Schur complement lemma. Consider the matrix $M=\left( \begin{array}{cc}
A & B\\\
B^T & C \end{array}\right)
$.
According to the lemma $M\geq0$ iff $C>0$ ...
- 155
3
votes
1
answer
634
views
Properties of one dimensional null space
Let $\mathcal{G}$ be denote the set of all $3 \times 3$ real symmetric matrices and let $\mathcal{G}^+$ denote the set of all $3 \times 3$ positive semidefinite matrices (see definition).
Let $S: \...
- 31
3
votes
1
answer
357
views
Mathematical Programming with other Algebras than Linear
Linear Programming is strongly entwined with linear algebra, as are many of its generalizations under the heading of mathematical programming / convex optimization.
What analogies are there for ...
- 2,383
3
votes
0
answers
105
views
Techniques for solving linear inequalities
For $n$ real variables $x_1, \ldots, x_n$, I have a bunch of inequalities of form $2 x_i > x_j + x_k$ or $2 x_i < x_j + x_k$, where $i,j,k$ are distinct. My goal is to determine whether this set ...
- 231
3
votes
0
answers
122
views
Convex optimization upper bound for a non-linear optimization
Is there any good convex optimization problem based upper-bound for the following non-linear optimization problem?
\begin{align}
\max_{x_1,\ldots,x_N}&\quad \sum_{n=1}^{N} \log(1+\frac{x_n}{1+\...
- 287
3
votes
1
answer
1k
views
Finding the closest special orthogonal matrix in Frobenius norm sense
Given a $3\times3$ matrix $M$, if we would like to get the closest $\mathrm{SO}(3)$ matrix $R$ that minimizes
\begin{equation}
\|R-M\|_F
\end{equation}
then $R$ = $UV^{T}$ where $U$ and $V^{T}$ are ...
- 33
3
votes
0
answers
178
views
Uniqueness of projection under spectral norm
I am considering
$$
\min_{M\in \mathcal{M}} \|X - M\|:=x \neq 0,
$$
where $X$, $M$ are $m\times n$ matrices, $\|\cdot\|$ is spectral norm and $\mathcal{M}$ is a matrix subspace. I wonder to what ...
- 131
3
votes
0
answers
220
views
Could SVD be used to optimize the partial inner-products?
Suppose a set $N$ of $n$ distinct points in $m-$dimensional space is given in $X\in\mathbb{R}^{n\times m}$. Also, suppose a subset $L\subset N$, $|L|=l<m<n$, with
$m-$dimensional coordinates in ...
- 131
3
votes
0
answers
312
views
Linear complementarity problem: principal pivoting algorithm
I'm trying to implement the "Dantzig; van de Panne and Whinston" principal pivoting algorithm for solving symmetric positive semi-definite LCPs from "The Linear Complementarity Problem" book (...
- 151
2
votes
4
answers
2k
views
Efficient algorithm for finding the minima of a piecewise linear function
Consider real numbers $a_i$ and $b_i$ for $i=1\dots n$ and define a function by
$f(x) = \max_i ( a_i + b_i x )$
We desire to find $\min_x f(x)$. Obviously this occurs at an intersection of two lines:...
- 823
2
votes
1
answer
1k
views
What does the basis of the null space of the constraint matrix of a flow problem look like?
Consider a directed graph $G=(V,\mathbb{A})$ and a set of flow constraints of the following form:
$$ \sum_{(u,v)\in\mathbb{A}}x_{u,v} - \sum_{(v,u)\in \mathbb{A}}x_{v,u} = 0 \forall v \in V$$
...
- 31
2
votes
2
answers
219
views
Boundedness of ratio of linear functions
Consider the function
\begin{eqnarray}
f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i},
\end{eqnarray}
over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; \...
- 23
2
votes
1
answer
213
views
Is matrix B obtained from matrix A?
Assuming a matrix $\mathbf{A} \in \mathbb{R}^{4096 \times 4096}$ sampled from a standard normal distribution $N(0, 1)$, and another matrix $\mathbf{B} \in \mathbb{R}^{4096 \times 4096}$ either sampled ...
- 49
2
votes
1
answer
591
views
Intersection of a vector subspace with a cone
Given a set of vectors $S=\{v_1, v_2,...,v_d\} \subset \mathbb{R}^{N}, \, N>d$, is there any algorithm to decide if there exist a vector with all coordinates strictly positive in the generating ...
2
votes
2
answers
3k
views
Linear programming with infinitely many constraints
I wish to study the following linear program
$$\begin{array}{ll} \text{minimize} & \mathrm c^{\top} \mathrm x\\ \text{subject to} & \mathrm A \mathrm x = \mathrm b\\ & \mathrm x \geq 0\...
- 283
2
votes
1
answer
143
views
Find base of kernel with as many 0 as possible
I have a 400x132 rectangular matrix with only 0 and 1.
I am looking for the linear combinations of the columns of the matrix that sum to 0.
For example C1 + C2 - C3 = 0.
I want to find the linear ...
- 83
2
votes
1
answer
227
views
Arrangements of hyperplanes
Fix $n>0$ and $X\subseteq\mathbb{R}^n$. A function $f:X\longrightarrow\mathbb{R}$ is linear if it is of the form
$$
f(\bar{x})=a_1x_1+\ldots+a_nx_n+b
$$
for some $a_i,b\in\mathbb{R}$.
Suppose we ...
- 3,274
2
votes
2
answers
402
views
Maximization of a matrix product by iterative methods
This might not be very difficult, but I think I may have gotten a little confused.
Suppose we are given a matrix A, and would like to find the vector x of modulus 1 which maximises the product xt A x ...
- 949
2
votes
1
answer
227
views
Solving linear programming without solving linear programming
Let $v_1, \cdots, v_n$ be vectors in $\mathbb R^k$, and let $M$ be the Gram matrix of them.
It's possible to determine from $M$ and $k$ whether the only vector that has nonnegative inner product with ...
- 9,501
2
votes
2
answers
402
views
Is this a linear optimization problem? $Ax=0$, $A$ has $m$ rows and $n$ columns, $m \le n$, all entries of $x$ are non-negative
$Ax=0$, $A$ has $m$ rows and $n$ columns, $m \le n$, all entries of $x$ are non-negative.
What should $A$ satisfy to guarantee the equation set have only zero solution?
- 23
2
votes
0
answers
119
views
Seeking insights on bounded set positive solutions for a set of linear systems in $\mathbb{R}^n$
Before delving into my query, I'd like to provide some context. Consider a continuous function $f:\mathbb{R}^{k}\rightarrow\mathbb{R}^{m}$ and a compact set $\mathcal{B}\subset \mathbb{R}^{k}$ (...
