All Questions
Tagged with linear-algebra matrix-analysis
364 questions
1
vote
2
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575
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matrix stability criterion
I have a $5 \times 5$ parametric nonnegative matrix and want to show that it's stable (in the sense that all eigenvalues are positive). It is not symmetric, but I do know in advance that it has 5 real ...
1
vote
2
answers
508
views
Sufficient conditions for inverse-positivity
I am trying to determine when a certain parametric matrix is inverse-positive (it's actually the one about which I asked in Explicit formula for Cholesky factorization in a special case, but the ...
3
votes
1
answer
1k
views
Explicit formula for Cholesky factorization in a special case
I have a positive definite matrix of the form $Q+sI-\alpha J$ ($s>2, 0 < \alpha <1$ and $J$ is the all-ones matrix), where $Q$ is "nice", nonnegative and known. I'd like to know if there is a ...
1
vote
0
answers
182
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matrix-theoretic terminology query
Is there an accepted term for the following property?
Let $A$ be a real matrix such that all entries of the eigenvector corresponding to the least eigenvalue have the same sign.
NOTES: (1) The case ...
3
votes
1
answer
211
views
Generalizing the spectral radius of a unistochastic matrix
Consider a square matrix $A$, and from it construct $B$ whose entries are the squared magnitudes of those in $A$. What can we say about the spectral radius of $B$? I know that for a unitary matrix $A$,...
2
votes
1
answer
851
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Null Space Perturbations
Hi,
I face a problem some time now (not a homework problem) and I believe it is related to matrix perturbations and how the null space behaves in these cases.
The distilled version of the ...
5
votes
2
answers
562
views
Perron Frobenius with one negative pair of entries
Suppose you have a real symmetric matrix $A$ which is positive except for $a_{ij},a_{ji}$, who are negative.
While it is not generally true that the eigenvector of the dominant eigenvalue of $A$ is ...
1
vote
4
answers
741
views
A matrix diagonalization problem
For matrices $X,Y\in [0,1]^{n\times m}$, for n > m, is there a square matrix $W\in R^{n\times n}$ so that $X^TWY$ is diagonal if and only if $Y = X$? Furthermore, $X$ and $Y$ are column normalized so ...
4
votes
4
answers
3k
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The multiplicity of the max eigenvalue in matrix multiplication
Suppose that eigenvalues of two real square matrix $A$ and $B$ are $1 = \lambda^A_1 > \lambda^A_2 \geq \ldots \geq \lambda^A_n > 0 $ and $1 = \lambda^B_1 > \lambda^B_2 \geq \ldots \geq \...
6
votes
1
answer
737
views
Rank of the absolute-value matrix $|M|$ vs. rank of $M$
Let $M$ be a real matrix of rank $r$ (and let us set $M=UV^T$, with $U,V^T\in\mathbb{R}^{n\times r}$, to fix the notation).
Let $|M|$ be the matrix obtained by taking the absolute value of each entry ...
0
votes
1
answer
365
views
How to estimate the norm of a matrix
There is a matrix as following,
\begin{eqnarray}
A = \left (
\begin{array}{l}
0 \quad \quad \quad \quad \quad \quad \quad ~~ 1\\
b \quad ~~~0 \quad \quad \quad \quad \quad a\\
ab \quad ~~ b \...
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 ...
5
votes
3
answers
3k
views
Spectral properties of the LDL^T matrix factorization
Assume that a square, symmetric matrix $A$ can be factored into $A=LDL^T$ where $L$ is unit lower triangular and $D$ is diagonal. For indefinite $A$, $D$ may have $2x2$ blocks on the diagonal. How ...
8
votes
0
answers
633
views
Can we write unitary matrices as positive linear combinations of Hermitian matrices?
The space $M_n:=M_n(\mathbb{C})$ of complex $n\times n$ matrices has the structure of a finite-dimensional complex vector space.
The space of Hermitian matrices forms a cone in this vector space $M_n$...