All Questions
Tagged with linear-algebra matrix-analysis
364 questions
1
vote
1
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201
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How could I extend this result to a case where the matrices were not of full rank?
I'm reading this paper by Bhatia, Jain and Lim and on page 6 theorem 2, they state
$$
\sqrt{\operatorname{tr}(A^{1/2}BA^{1/2})} = \max_{X>0} \{ |\operatorname{tr} X|: A\geq XB^{-1}X^{*} \}
$$
where ...
CommunityBot
- 1
0
votes
0
answers
146
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Square root of a circulant matrix block
I'm trying to show the following:
Given the following $n\times n$ symmetric circulant matrices
$$A^*=\begin{pmatrix}
1 & -\mu_a & 0 & ...&0&-\mu_a \\
-\mu_a & 1 & -\mu_a &...
0
votes
1
answer
74
views
State-dependent positive definite matrix
Consider a function $f(\mathbf{x})=\mathbf{M}_\mathbf{x}$ that outputs a nonsymmetric matrix $\mathbf{M}_\mathbf{x} \in \mathbb{R}^{N \times N}$ given an input vector $\mathbf{x} \in \mathbb{R}^N$.
Is ...
- 188k
0
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0
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90
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Is a basis that almost diagonalizes a matrix 'close' to its eigenbasis?
Let $A\in\mathbb{R}^{n\times n}$ be diagonalisable (over $\mathbb{C}$) with pairwise distinct eigenvalues $\lambda_1,\ldots,\lambda_n\in\mathbb{C}$, and suppose that
$$\tag{1}S^{-1}\cdot A\cdot S = \...
- 463
0
votes
0
answers
195
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Proof negative-definiteness of a nonsymmetric and rank-deficient matrix
Consider the vectors $\mathbf{a} \in \mathbb{R}^N$ and $\mathbf{b} \in \mathbb{R}^N$ with $N>1$ and $\mathbf{a} \neq \mathbf{b}$.
The product $\mathbf{C}=\mathbf{a} \mathbf{b}^T \in \mathbb{R}^{N \...
- 1
12
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2
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3k
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On the positive definiteness of a linear combination of matrices
In my work in PDE, the following problem in linear algebra came up. Any help in this direction is appreciated.
QUESTION:
Let $m,n\in\mathbb{N}$ and let $A_1,\ldots, A_m\in M_n(\mathbb{R})$ be real, ...
- 63.9k
2
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2
answers
276
views
Is this parametrized semidefinite program convex?
I am considering an optimization problem of the form:
\begin{equation}
\begin{split}
f(s) &= \min_{X} \mathrm{tr}(C(s)X) \\
&\;\;\;\;\;\;\;\;\;\;\; X \ge 0, \\
&\;\;\;\;\;\;\;\;\;\;\; \...
CommunityBot
- 1
0
votes
0
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141
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Parseval's equivalent of Norm that includes a Projection matrix
I need to optimize the norm, ${\bf x}^H {\bf P}_{\bf B} {\bf x} $, where, ${\bf P}_{\bf B} = {\bf B}^H({\bf B} {\bf B}^H)^{-1} {\bf B}$, ${\bf B}$ is a known $M \times N$ matrix, with $M < N$ and $...
- 1
8
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3
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691
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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}^{...
- 201
8
votes
1
answer
746
views
Counting eigenvalues without diagonalizing a matrix
Today's arXiv has a paper by Pierpaolo Vivo, Index of a matrix, complex logarithms, and multidimensional Fresnel integrals, which asks the question whether it is possible to calculate the number $N(\...
- 52.3k
1
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0
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139
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A lower-bound on matrix-function with vector product
I am currently trying to show that a sequence of homeomorphisms converges to some limiting homeomorphism using Anderson's the inductive convergence criterion. However I can't explicitly compute the ...
- 5,405
2
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1
answer
156
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Characterize matrix range
$\DeclareMathOperator{\col}{\operatorname{col}}\DeclareMathOperator{\diag}{\operatorname{diag}}\DeclareMathOperator{\Range}{\operatorname{Range}}$Let $A \in \mathbb{R}^{n\times m}$, $D = \diag(d) = \...
- 63.9k
11
votes
1
answer
1k
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Show that these vectors are linearly independent almost surely
So I'm doing research in control theory and I have been stuck with this problem for a while. Let me explain my issue, then my proposal, and finally my concrete question.
Problem: I have $m<n$ real $...
- 4,361
10
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2
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5k
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Nuclear norm as minimum of Frobenius norm product
Nuclear, or trace, or Ky Fan, norm of a matrix is defined as the sum of the singular values of the matrix.
It is claimed that
$$
\|X\|_\sigma = \min_{UV^T=X} \|U\|\|V\| = \min_{UV^T=X} \frac{1}{2}(\|...
- 2,239
0
votes
0
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149
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L_q matrix inequality
The following arose out of studying $\ell_q$ Lewis weights. Let $P$ be a real $n \times n$ orthogonal projection matrix (i.e., $P$ is symmetric and $P^2 = P$) and let $W$ be the diagonal matrix ...
- 101
-1
votes
1
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172
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$A\geq B\Rightarrow A^{-1}\leq B^{-1}$ entrywise for pos.def. symmetric matrices?
My question follows from https://math.stackexchange.com/questions/3857976/inverse-inequality-of-symmetric-matrix. Suppose we assume that $A$ and $B$ are two positive definite matrices with positive ...
- 188k
2
votes
0
answers
588
views
Bounding Frobenius norm of pseudo-inverse
$\DeclareMathOperator{\F}{\mathrm{F}}$Let $\mathbf{A}$ and $\mathbf{A}^\prime$ be two $m\times n$ matrix such that $\|\mathbf{A}-\mathbf{A}^\prime\|_{\F}\leq \delta$. Is there any bound for the ...
- 63.9k
2
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1
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242
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Necessary conditions for existence of linear combination of these matrices to be singular
I'm doing some research in Control theory, and a stumbled with this problem. Any help is appreciated.
QUESTION
Let $P_1,\dots,P_m$ be $m$ symmetric positive definite $n\times n$ matrices with $m<n$ ...
- 37.7k
1
vote
0
answers
87
views
Approximation bounds for matrix multiplication
$\DeclareMathOperator{\op}{\mathrm{op}}$Since matrix multiplication is continuous, I expect that if $A_n\to A\in \mathrm{Mat}_{d\times d}(\mathbb{R})$ for the operator-norm and if $x_n\to x$ in $\...
- 63.9k
4
votes
2
answers
2k
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Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.
Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ).
I have a ...
- 105
4
votes
1
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119
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Is the Loewner maximum uniquely defined?
Given 2 (symmetric) PSD matrices $A,B$, is the following set $S_{A,B}$ non-empty?
$$ S_{A,B} = \{ C: C\succeq A, C\succeq B, \text{ and }\forall D, D\succeq A, D\succeq B \implies D\succeq C \} $$
If ...
- 3,984
4
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3
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239
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Properties of matrix $X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}$
Let $\{\alpha_i\}_{i=1}^n$ be complex numbers such that $|\alpha_i|<1$, and consider the following $n\times n$ structured matrix
$$
X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}.
$$
Such ...
- 1,769
1
vote
1
answer
128
views
Asymptotic behavior of a matrix equation and its eigenvalues
We have a matrix valued function $A:\mathbb{R}_+\to \mathbb{R}^{m\times m}$. It is known that $A(\lambda)$ is a positive definite matrix for all $\lambda\in\mathbb{R}_+$ Denoting $\rho_i(A(\lambda))$ ...
- 128k
5
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1
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910
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Proving a majorization inequality for the singular value of the product of two matrices without using tensor product
For any two matrices $\mathbf{A},\mathbf{B} \in \mathbb{C}^{n \times n}$, we know that the following majorization inequality holds
$$
\tag{1}
\label{grz}
\sigma^{\downarrow}(\mathbf{A}\mathbf{B}) \...
- 10.1k
4
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0
answers
1k
views
Can an orthogonal matrix move monotonically toward a signed permutation matrix?
The question is motivated by this question on Mathematics SE.
Let $A \in O(n)$ be an orthogonal matrix that is not a signed permutation matrix, and let $P$ be the nearest signed permutation matrix to $...
- 209
1
vote
1
answer
61
views
Effect of column normalization on maximum diagonal entry
Let $\mathbf{A}$ be a $M\times N$ complex matrix, and $\bar{\mathbf{A}}$ be constituted by normalizing each column of $\mathbf{A}$. Therefore, we have
$$\mathbf{A}=\bar{\mathbf{A}}\mathbf{\Gamma},$$
...
CommunityBot
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2
votes
0
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186
views
Bounding the condition number of a matrix associated with an even symmetric positive definite function
Define a set $A = \{x_i/x_i\in\mathbb{R}^m, i = 1,2,3..n\}$. Let $f:\mathbb{R}^m\to(0,\infty)$ be an even symmetric positive definite function.
Let $D = [d_{i,j}]$ be an $n\times n$ matrix such that $...
- 698
6
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1
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446
views
Matrix inequality : trace of exponential of Hermitian matrix
I want to know whether the following inequality holds or not.
\begin{align}
(\mathrm{Tr}\exp[(A+B)/2])^2\leq(\mathrm{Tr}\exp A)(\mathrm{Tr}\exp B)\tag{1}
\end{align}
where $A, B$ are Hermitian ...
- 6,351
1
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1
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324
views
How can I find minimum and maximum eigenvalue of non-positive define matrix [closed]
There is a power iteration method, but it only returns the greatest(in absolute value) eigenvalue of matrix. So when we have negative eigenvalues it'll give wrong results.
Is there any method, which ...
- 96.4k
2
votes
1
answer
1k
views
$\arg\max$ in the dual norm of the nuclear norm
Given a matrix $X \in \mathbb{R}^{m \times n},$ then the spectral norm is defined by
$$\left \| X\right\| := \max\limits_{i \in \{1, \dots, \min\{m,n\}\} }\sigma_i (X)$$
whereas the nuclear norm is ...
- 2,772
3
votes
1
answer
421
views
Inequality for $AB + BA$ when $A,B\geq0$, reference request
Let $A,B\geq0$ be positive semidefinite matrices of arbitrary size $n\times n$. Denote by $\alpha$ and $\beta$ their largest eigenvalues.
It is well-known that the eigenvalues of the expression $AB +...
- 219
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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
$$
M:=\begin{bmatrix}AA^\top + BB^\top & A^\top \Delta_1 A + B^\top \...
- 2,712
2
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1
answer
375
views
Bound for matrix inner product based on singular values
Regarding the matrix inner product based on singular values, Lewis (1995) "The convex analysis of unitarily invariant matrix functions" states the result by von Neumann that $\langle X,Y \rangle \leq \...
- 188k
3
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0
answers
73
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Regularity of Moore-Penrose pseudo-inverse
Let $k\in\mathbb{N}\cup\{0\}$, let $\Omega\subseteq\mathbb{R}^n$ be open, connected and let $G\in C^k(\Omega;\mathbb{R}^{n\times n})$ satisfy
$$
\operatorname*{rank}G(x)= \operatorname*{rank}G(y),\...
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0
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132
views
Upper bound on the condition number of the product of a random sparse matrix and a semi-orthogonal matrix
Let $G \in \mathbb{R}^{n \times m}$ (m > n, m = O(n)) whose all entries are i.i.d. distributed as $\mathcal{N}(0, 1) * \text{Ber}(p)$. Let $V \in \mathbb{R}^{m \times n}$ be a fixed semi-orthogonal ...
- 109
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votes
0
answers
1k
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Estimates on norm Hessian Matrix
Let $u:\Omega \rightarrow \mathbb{R}$ a twice differential function, with $\Omega$ a subset of $\mathbb{R}^n$.
Suppose that we have the following:
$$D^2u\geq - \dfrac{(1+K^2)^{1/2}}{\epsilon}I$$
...
- 6,367
7
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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 ...
- 63.9k
1
vote
0
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139
views
Subgradient chain rule
Suppose $$F:\mathbb{R}^n \to \mathbb{R},\; F(x)=\mathrm{max}_\mathrm{eig}(C-\mbox{diag}(x)).$$
I am trying to find a subgradient of $F$ at $x_0$. A subgradient of $\mathrm{max}_\mathrm{eig}$ is given ...
- 63.9k
1
vote
0
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96
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Vectors that satisfy $\sum_{i=1}^n Y_i X_i^\top = I$ and $\sum_{i=1}^n \frac{1}{p_i}Y_iY_i^\top = \Sigma(P)^{-1}$
Let $X_1,\dots,X_n$ be vectors in $\mathbb{R^d}$. Assume all of the vectors are inside the unite $\ell_2$ ball. Let $P$ be a vector in the probability simplex $\Delta_n$ with $P_i>0$ for all $i$. ...
- 135
8
votes
3
answers
663
views
Representation theorem for matrices (reference request)
Motivation. If $A \in \mathbb{C}^{n \times n}$ is self-adjoint (or, more generally, normal), then we all know that
$$
A = \sum_{k=1}^n \lambda_k \, h_k \otimes h_k,
$$
where $\lambda_1,\dots,\lambda_n$...
- 52.3k
2
votes
0
answers
75
views
Case of equality in entrywise spectral radius bound
Let $A,B$ denote square matrices such that $\lvert A_{ij}\rvert\le B_{ij}$ for all $i,j$, and denote the spectral radius by $\rho$. From the Gelfand spectral radius formula it is easy to see that
$$\...
6
votes
2
answers
880
views
Matrix-convexity of inverse of the cofactor matrix
Consider the matrix-valued function $f(A) = \frac{A}{\det(A)}$ on the set of $3\times 3$ positive-definite matrices. Is this function matrix-convex ? (i.e., is $tf(A) + (1-t)f(B) - f(tA+(1-t)B)$ ...
- 52.3k
0
votes
1
answer
91
views
Choosing the best submatrix
Let $\mathbf{A}_{m\times n}$ be a matrix with non-negative elements. Assume that a submatrix $\mathbf{B}$ from $\mathbf{A}$ is defined as
\begin{align}
B_{i,j} =
\begin{cases}
A_{i,j}, & i\in\...
- 5,429
3
votes
0
answers
128
views
Is the matrix $\mu_f(X_i \cap X_j)$ positive definite?
Let $X_1,\ldots, X_n$ be finite subsets of some larger finite set $Z$.
Let $f:Z \rightarrow \mathbb{R}_{>0}$ be any function, and define a (counting) measure $\mu_f(X) = \sum_{x \in X} f(x)$ for a ...
CommunityBot
- 1
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votes
0
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96
views
Eigenvalues of the matrix obtained by letting some of the rows vanish, hoping for some inequality
Let $A$ be an $n \times n$ matrix. Let $A_k$ be the matrix obtained by keeping the first $k$ rows of $A$ fixed and substituting $0$ for the rows $k+1$ to $n$. To be precise, we write $A= [R_1...R_k, ...
- 1,467
0
votes
0
answers
400
views
Comparison of two similarity matrices
English is not my first language, so please excuse any mistakes.
I'm working with two similarity matrices on the same data set: Suppose I have $n$ items, and I calculated the similarity of each item ...
- 1
8
votes
1
answer
1k
views
Operator norm of square root of matrix vs original
If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$?
More formally, I want to know whether there is always at least one square ...
- 63.9k
14
votes
4
answers
3k
views
Vandermonde matrix is totally positive
A totally positive matrix $M\in \mathcal{M}_{n\times m}(\mathbb R)$ is such that all of its minors of all sizes are positive. It is true that any Vandermonde matrix (with well-ordered positive entries)...
- 24.2k
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 $A_j'$ ...
- 9,486
3
votes
0
answers
126
views
Distance between two algebraic sets
We are in $M_n(\mathbb{R})$ equipped with the Frobenius norm $||A||^2=tr(AA^T)$.
Let $Z=\{(A,B)\in M_n(\mathbb{R})^2;A^2-AB-B^2=0\}$ and $T=O(n)^2$. It is easy to see that $Z\cap T=\emptyset$ and ...
- 3,741