All Questions
6,028 questions
1
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44
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Characterizing some similarity invariant homogeneous log-superharmonic functions of matrices
Let $L:M_n(\mathbb{C})^r\rightarrow[0,\infty)$ be a function that satisfies the following properties:
$\log(L)$ is plurisubharmonic.
$L$ is homogeneous in the sense that $L(\lambda A_1,\dots,\lambda ...
1
vote
0
answers
155
views
Some kind of product of two 2d tensors to create a 3d tensor?
I recently need to apply the following concept of product of two 2d tensors to create a 3d tensor (tensors understood as generalized arrays):
given two 2d tensors $A_{m\times n}$ and $B_{n\times p}$, ...
- 461
1
vote
1
answer
146
views
Is $A^2 + (A^2)^t$ Positive Semidefinite? [closed]
Given a matrix $A$ of size $n\times n$, which need not be symmetric, $A^2 + (A^2)^t$ (where $t$ denotes transpose) is certainly symmetric. Is it positive semidefinite?
- 19
1
vote
1
answer
141
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Minimal number of linearly dependent rank-1 projectors
What is the minimal number of linearly dependent rank-1 projectors $\vec v \vec v^t$ in dimension n, under the condition that every set of n column vectors $\vec v$ is linearly independent.
PS: the ...
- 1,207
3
votes
0
answers
452
views
Dimension of a subspace of $n\times n$ real symmetric matrices
Let $n\in \mathbb N.$ Let $W$ be a non-trivial subspace of $n\times n$ symmetric matrices such that for every $x\in \mathbb R^n\setminus \{0\}$ there exists $a_x\in \mathbb R^n\setminus \{0\}$ such ...
- 49
2
votes
0
answers
238
views
matrices with all maximal minors non-singular
I encountered a sequence of matrices whose maximal minors seem to be all non-singular.
In other words, suppose that we have an $m\times n$ matrix with $m \leq n$, then any choice of $m$ columns is ...
- 5,822
4
votes
1
answer
385
views
Can the ring of symmetric polynomials be generated by powers of symmetric polynomials of degree 1?
I'm making a research on Galois theory, and found something interesting regarding the ring of symmetric polynomials:
At least up to 5 variables, we can rewrite the elementary symmetric polynomials ...
-3
votes
1
answer
167
views
Is there a simple function similar to exp? [closed]
As far as I know exp have such properties:
$f'(x) >0$
$f''(x) >0$
$\lim_{x \to -\infty}f(x)=0$
$\lim_{x \to +\infty}f(x)=\infty$
$f(x)f(-x)=1$
Let's say f(x) comply such rules.
The closest I ...
- 1
9
votes
2
answers
955
views
Direct proof of unique invariant distribution for ergodic, positive-recurrent Markov chain
I posted the following question on MSE, feeling that it perhaps isn't research level mathematics, but didn't get any bites. So, I am crossposting here.
The following ergodic theorem is well known.
...
- 165
6
votes
2
answers
254
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Eigenvalues of polynomials of two matrices
In this question, the matrices are square and real and the polynomials have real coefficients, but feel free to mention other fields if that is interesting.
Let $\chi(M)$ denote the characteristic ...
- 37.7k
0
votes
0
answers
99
views
Efficient method to determine minimum eigenvalue of $2 \times 2$ block diagonal matrix
Suppose $H$ is a $2 \times 2$ block-diagonal symmetric matrix in $\mathbb{R}^{2^N \times 2^N} $. That is
$$ H = \begin{pmatrix} A_1 & 0 & \cdots & 0\\ 0 & A_2 & \cdots & 0 \\
...
- 131
2
votes
0
answers
269
views
Singular values of Kronecker product of random matrices
I'm looking for a way to evaluate $\mathbb{E} \| (\mathbf{X} \mathbf{Q})^+ \|$ for a random matrix $\mathbf{X} \in \mathbb{R}^{r \times n}$ and a (fixed) matrix $\mathbf{Q} \in \mathbb{R}^{n \times \...
- 121
4
votes
1
answer
183
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What are some properties of the leading eigenvalue of a product of inversions in mutually tangent spheres?
Let $S_1, \ldots, S_n$ be a collection of $n \geq 4$ pairwise tangent hyperspheres in $\mathbb{R}^{n-2}$ with disjoint interiors, and $\iota_i$ be the inversion in $S_i$. Viewing the conformal group ...
- 143
0
votes
0
answers
92
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Finding a point that minimizes sum of distances to a given set of lines
Given a set $L$ of size $n$ of lines in $\mathbb{R}^d$, find a point $x \in \mathbb{R}^d$ that minimizes: $$\sum\limits_{l\in L}\min\limits_{y\in l} {\lvert \lvert x-y \rvert\rvert}^2$$
I wrote a 1.5-...
- 19
6
votes
2
answers
644
views
Sprinkling signs in unitary matrices
Let $A$, $B$ be $n\times n$ unitary complex matrices, such that for all indices $i,j$ we have $|a_{ij}|=|b_{ij}|$. Does there then exist diagonal unitary matrices $D,D’$ such that $DAD’=B$?
This can ...
- 1,949
0
votes
0
answers
94
views
Oscillation of a polynomial
Recently I came across a statement in a paper that I am unable to verify. Namely, it roughly says that the oscillation of a polynomial on a cube can be controlled by the oscillation of the polynomial ...
- 1,045
4
votes
0
answers
147
views
Frobenius norm bounds on exponentials of anti-Hermitian matrices
Suppose $X$ and $Y$ are two anti-Hermitian matrices satisifying $\|X\|, \|Y\| \leq \pi$, where $\|\cdot\|$ is the spectral norm. I'm trying to prove the following bounds on the Frobenius norm of the ...
- 41
8
votes
1
answer
882
views
Is there a conceptual reason why every square complex matrix is similar to a complex-symmetric matrix?
The question is maybe a bit vague, but like the title says: Every square complex-matrix $M$ is equal to $P S P^{-1}$ where $S = S^T$. The proof begins by taking the Jordan Normal Form of $M$, and then ...
- 4,943
7
votes
0
answers
220
views
Why are these two determinants equal?
This question is a follow up on Mark Wildon's comment from an earlier MO question.
As usual, let $(q)_k=(1-q)(1-q^2)\cdots(1-q^k)$ with $(q)_0:=1$. Also, define the Gaussian polynomials by
$$\binom{n}...
- 43.2k
2
votes
1
answer
131
views
Name for a sum of dyadic vector products
Question:
is there a name for the following operation
$$\sum_{i=1}^n\sum_{j=1}^mx_iy_j^T,\ x_i,y_j\in \mathbb{R}^k$$ i.e. for generating a square matrix that is the sum of the cartesian product of a ...
- 13.2k
2
votes
2
answers
215
views
How to analyze the value of convergence of functions of random matrices?
Consider a random i.i.d matrix $\mathbf{A}_{m\times n}$ with entries generated from a complex Gaussian distribution with zero mean and unit variance. I am interested in the large dimension analysis of ...
- 287
5
votes
0
answers
180
views
Is the matrix multiplication exponent $\omega$ independent from the choice of the base field
The matrix multiplication exponent, usually denoted by $\omega_{F}$, is the smallest real number for which any two $n\times n$ matrices over a field $F$ can be multiplied together using ${\...
- 151
2
votes
1
answer
123
views
Polar decomposition with respect to the nonstandard involution of quaternionic matrices?
The quaternions admit infinitely many involutions. But up to isomorphism, there are only two: The standard one $t+xi+yj+zk\mapsto t-xi-yj-zk$ and the nonstandard one $\phi:t+xi+yj+zk\mapsto t-xi+yj+zk$...
- 4,943
4
votes
1
answer
250
views
Does a subset with small cardinality represent the whole set?
Assume that we have heavy-tailed distribution $F(x)$ such that
\begin{align}
F(x)=\mathbb{P}[X\geq x]=x^{-0.5}.
\end{align}
Then, we produce $N$ independent samples $X_1,X_2,\ldots,X_N$ from this ...
- 287
2
votes
1
answer
131
views
Is an almost-solvable linear equation with integer coefficients solvable?
Let $M$ be a fixed $m \times n$ rectangular matrix ($m > n$) with non-negative integer coefficients.
Does there exist a pair $(R, \epsilon)$ with the following properties:
If $b$ is a $m \times 1$ ...
- 111
4
votes
1
answer
263
views
Geodesics on orthogonal matrix
Let $ O(n) $ be the manifold of orthornormal matrix, i.e.
$$
O(n)=\{A\in\mathbb{R}^{n\times n}:A^TA=I\}.
$$
Then $ O(n) $ is a submanifold of $ \mathbb{R}^{n\times n} $. On $ O(n) $, there is a ...
- 1,219
0
votes
0
answers
87
views
Number of solution to homogeneous linear Diophantine equations
Let $T,M\in\mathbb{N}$ be fixed. Consider a linear Diophantine equation of the form
$a_1 x_1 + a_2 x_2 + … + a_n x_n = 0 $
with $a_i \in [-T,T] \subset \mathbb{Z}$. Is there an asymptotic formula to ...
- 11
7
votes
1
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330
views
Monomials of linearly independent polynomials remains independent?
I met with a very elementary question on linear algebra which turns out to be quite resistant when I work on it. Any comments or references on either solutions or the possible value of the question ...
- 357
0
votes
1
answer
228
views
Norm equivalence in finite dimensions - is the equivalence "universal" if the dimension is fixed?
I am aware that in a finite dimensional vector space, any two norms are equivalent.
However, I cannot really figure out how "universal" the equivalence constants are.
To be specific, let us ...
- 3,477
2
votes
2
answers
190
views
Do positive-definite elements in finite-dimensional $*$-algebras over $\mathbb R$ always admit square roots?
Let $A$ be a finite-dimensional $*$-algebra over $\mathbb R$. We say that an element $x \in A$ is positive definite if $x$ admits an inverse and if $x = y y^*$ for some $y \in A$. Does every such $x$ ...
- 4,943
2
votes
1
answer
117
views
When is a $p$-th order stationary point of a polynomial actually a local minimum?
Definition: For integer $p\geq 1$, we say $x\in \mathbb{R}^d$ is a $p$-th order stationary point of a function $f \colon \mathbb{R}^d \to \mathbb{R}$ if there exists a $C>0$ and an $\epsilon>0$ ...
- 637
5
votes
1
answer
141
views
On the half-skew-centrosymmetric Hadamard matrices
Definition 1: A Hadamard matrix is an $n\times n$ matrix $H$ whose entries are either $1$ or $-1$ and whose rows are mutually orthogonal.
Definition 2: A matrix $A$ is half-skew-centrosymmetric if ...
- 696
7
votes
2
answers
403
views
Decomposition of tensors into symmetry classes according to Schur functors
I am mainly looking for references on this subject, as I was unable to find any, at least any that answers what I am looking for to a satisfactory degree.
As it is well-known and extremely easy to ...
- 3,307
5
votes
1
answer
136
views
Estimating a symmetric positive-definite matrix from list of matrix vector products
I have a symmetric positive definite matrix (hessian) $H$ which is unknown and expensive to compute explicitly (circa 30*30)
Indirectly in my code I have a growing list of pairs of unit vectors $u_i$, ...
- 71
2
votes
1
answer
82
views
Lower bound for coercive polynomials, II
This is a refinement of my earlier question (Lower bound for coercive polynomials). This time, I ask the same question but for the exponent 1. Indeed, the question is: given a coercive polynomial $f \...
- 26.9k
3
votes
1
answer
139
views
Lower bound for coercive polynomials
For a polynomial $f \in \mathbb{R}[x_1, \cdots, x_n]$, we say that $f$ is coercive (see my earlier question: Real polynomials that go to infinity in all directions: how fast do they grow?) if
$$\...
- 26.9k
8
votes
1
answer
325
views
On a matrix inequality
$\newcommand{\R}{\mathbb R}\newcommand{\tr}{\operatorname{tr}}$It follows from Proposition 7 and this recent answer that, for any positive-definite $n\times n$ symmetric real matrices $A$ and $B$,
$$\...
- 128k
5
votes
1
answer
510
views
A potential new norm for matrices and Horn's inequalities
I am investigating a function defined in terms of the singular values of matrices. Initially, I simplified the problem by focusing on the eigenvalues of $2 \times 2$ Hermitian, positive-definite ...
1
vote
0
answers
152
views
Constrained trace optimization with relavance to optimal asset selection
Let $D$ and $Q$ be two real $m\times m$ diagonal matrices given
$$
D=\left(\begin{array}{cccc}
d_1 & 0 & \cdots & 0\\
0 & d_2 & \cdots & 0\\
\vdots & \vdots & \ddots &...
- 43
1
vote
0
answers
64
views
Maximize trace of precision matrix
Let Q be the uniform distribution over the hypercube $\{1, -1\}^{d}$.
Let P be any distribution that has support including the hypercube.
Define $\Sigma=\mathbb{E}_{x \sim P}[x x^\top]$.
We'd like to ...
- 515
1
vote
0
answers
51
views
Closed form of the product of these $2\times 2$ matrices
I have a series of $2\times 2$ matrices denoted by
$$
M_j=\begin{pmatrix}e^{i\theta} & 0 \\ 0 & e^{-i\theta}\end{pmatrix}+a_j\begin{pmatrix}-e^{i\theta} & e^{i\theta} \\ e^{-i\theta} & ...
- 375
1
vote
2
answers
151
views
Location of the negative real roots of certain integer-valued polynomials
The following question on polynomials arose as a potentially helpful intermediate step on a proof of a Theorem that I want to demonstrate. Its statement is quite elementary, and I can think of a ...
- 1,889
1
vote
0
answers
109
views
Problems Correction of "Algebra, Topology, Differential Calculus, and Optimization Theory For Computer Science and Machine Learning "' [closed]
Where I can find the problems correction of this book " Algebra, Topology, Differential Calculus, and Optimization Theory For Computer Science and Machine Learning "
- 11
2
votes
0
answers
258
views
Orthogonal complement of arbitrary intersection of Hilbert subspaces
Let $H$ a Hilbert space, and $\mathcal C$ an arbitrary set of closed subspaces of $H$. Is it true that
$$\left( \bigcap_{Z\in \mathcal C}Z\right)^\perp = \overline{\sum_{Z\in \mathcal C} Z^\perp}$$
...
- 63
1
vote
0
answers
329
views
The geometrical multiplicity of the nilpotent matrices
The following point is well-known in the literature.
Theorem. Let $A$ be a non-negative matrix in $M_n(\mathbb{R})$. If $A$ is nil-potent, there is a permutation matrix $P$ such that $P^tAP$ is ...
- 4,058
1
vote
0
answers
158
views
Hankel transform of certain $\pm1$ sequences
The present discussion finds its motivation in the comments by Ira Gessel to my earlier MO question. More specifically,
$$\prod_{i\geq0}(1-x^{2^i})=\sum_{k\geq0}(-1)^{s_2(k)}x^k$$
where $s_2(k)$ is ...
- 43.2k
6
votes
1
answer
519
views
Cauchy-Schwarz-like inequality with a power $p$ term
We set :
$\phi_1, \phi_2 : \mathbb{R} \to \mathbb{R}^M$ with compact support
$\theta \in \mathbb{R}^M$ non-zero, $\theta_{p-1} = (\operatorname{sign}(\theta_i)|\theta_i|^{p-1})_{1 \leq i \leq M} \in \...
- 121
5
votes
2
answers
318
views
An inequality problem for certain positive-definite matrices
Suppose that $G=(G_{ij})$ is an $n\times n$ positive-definite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $<0$. Let $a$ be a column $n\times1$ matrix such ...
- 128k
1
vote
1
answer
199
views
Perturbation of positive semidefinite matrix
Consider an $n\times n$ matrix $A$ that is positive semidefinite and has rank $n-1$, so there exists exactly one eigenvector $v$ such that $Av=0$. Let now $B$ be a symmetric matrix such that $v^TBv=0$....
- 679
6
votes
1
answer
217
views
An inequality for certain positive-definite matrices
Suppose that $G=(G_{ij})$ is an $n\times n$ positive-definite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $\le0$. Let $a$ be a column $n\times1$ matrix with ...
- 128k