All Questions
11 questions with no upvoted or accepted answers
12
votes
0
answers
825
views
Eigenvalues of permutations of a real matrix: how complex can they be?
This is sort of complementary to this thread. I’ll repeat the definitions here:
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...
- 13.4k
4
votes
0
answers
196
views
What is the minimum nonzero rank in a random subspace of matrices?
Fix positive integers $m$, $n$, and $k\leq mn$, and draw a $k$-dimensional subspace $S\leq\mathbb{R}^{m\times n}$ uniformly from the Grassmannian.
What is known about the random variable
$R(m,n,k):=\...
- 7,633
3
votes
0
answers
420
views
(Expected) Size of smallest singular value of a Vandermonde matrix associated to roots of polynomial
Let $n,H$ two fixed positive integers.
Let $P\in\mathbb{Z}[X]$ a monic integral polynomial of height $H$ and degree $n$ taken uniformly at random (i.e. each of the $n$ free coefficients of $P$ is ...
- 313
3
votes
0
answers
182
views
Spectral radius of infinite substochastic upper triangular matrix
Let $M$ be a Markov chain on $\{0, 1, 2, \dots\} \cup \{\delta\}$, where $\Pr(i \to j) > 0$ for $i, j \in \mathbb{N}$ only if $j > i$, and $\Pr(\delta \to \delta) = 1$. This represents a birth-...
- 131
3
votes
0
answers
549
views
Canonical forms for block-positive-definite matrices
Suppose we are given a block $2\times 2$ matrix that is positive-definite, and let's suppose for simplicity that the blocks along the main diagonal are the identity. So
$$
\begin{bmatrix} I & X \\\...
- 427
2
votes
0
answers
181
views
Is every nearly rank-1 doubly stochastic matrix a product of pairwise averaging matrices?
A doubly stochastic matrix is a square matrix with non-negative real entries where the sum of each row is $1$ and the sum of each column is $1$. A pairwise averaging matrix is a matrix of the form $tA+...
2
votes
0
answers
326
views
Explicit formula for this distance between positive semi-definite matrices?
Let $A$ and $B$ in $\mathbb{R}^{d\times d}$ be positive semi-definite (psd) matrices and let $d\tau$ be the uniform probability distribution on the unit sphere $\mathbb{S}^{d-1}$ in $\mathbb{R}^d$. I ...
2
votes
0
answers
102
views
Eigenvalue distribution for a real-valued random matrix with correlated Gaussian entries
I'm working on an application where I would greatly benefit from knowing the distributions of the eigenvalues of a real-valued random matrix whose elements can be assumed to be Gaussian, but where I ...
- 121
0
votes
0
answers
66
views
Random elliptical potential lemma
Elliptical Potential Lemma: Let $V_0 \in \mathbb{R}^{d \times d}$ be positive definite and $a_1,a_2,...,a_n \in \mathbb{R}^{d}$ be a sequence of vectors with $||a_t ||_2 \leq L < \infty$ for all $t ...
- 61
0
votes
0
answers
45
views
On full rank submatrices of a construction
Take two matrices $T_1$ and $T_2$ in $\mathbb Z^{n\times n}$ with entries uniformly in $[-b,b]\cap\mathbb Z$ at some $b>0$. The matrices will be of rank $n$ each with probability at least $1-\frac1{...
- 1,826
0
votes
0
answers
47
views
"Probability" for a partitioned matrix to be singular
Let $A,B\in\mathbb{R}^{n\times n}$ be two nonsingular matrices with $A\ne B$, and consider the following partitioned matrix
$$
M:=\begin{bmatrix}AA^\top + BB^\top & A^\top \Delta_1 A + B^\top \...
- 2,712