All Questions
6,288 questions
2
votes
1
answer
127
views
Partition of unity of simplex
Let $$\chi_S(x,y)=\begin{cases}1&\text{ if }0< x<y< 1\\0&\text{ else }\end{cases}$$
be the indicator function of the simplex $S=\{(x,y)\in (0,1)^2:x<y\}$. I am interested in an ...
- 1,904
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
answer
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
6
votes
3
answers
536
views
A need for analytic continuation of a finite sum function
Let $\varphi(n):=(-1)^{n+1}(n+1)2^{2n}$.
I am able to prove the following identity (${\color{red}{\mathbf{LHS}}}$=infinite series, ${\color{blue}{\mathbf{RHS}}}$=finite sum)
\begin{align*}
{\color{red}...
- 43.2k
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
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 ...
- 3,292
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
8
votes
1
answer
324
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 $B$,
$$\...
- 128k
1
vote
1
answer
117
views
Product/quotient of factorials beget dyadic powers
I am writing up some notes and the following occurred to me and I would like to see if there are a variety of ways to prove it. Just for reference, the identity pops out of equality between constant ...
- 43.2k
5
votes
1
answer
510
views
A potential new norm for matrices and Horn's inequalities
I am investigating a function defined in terms of the singular values of matrices. Initially, I simplified the problem by focusing on the eigenvalues of $2 \times 2$ Hermitian, positive-definite ...
1
vote
0
answers
152
views
Constrained trace optimization with relavance to optimal asset selection
Let $D$ and $Q$ be two real $m\times m$ diagonal matrices given
$$
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
4
votes
0
answers
208
views
Extract this constant term
Given a Laurent polynomial $F$ in the variables $\mathbf{t}=(t_1,\dots,t_n)$, let $CT_{\vec{\mathbf{t}}}\,F$ denote its constant term.
For example, $CT_{t_1,t_2}((8t_1-\frac1{3t_1t_2})(5t_1t_2+t_2^2+\...
- 43.2k
1
vote
0
answers
59
views
Factoring a smooth map as a function to a linear map
I am searching for a reference to the following fact about smooth functions.
If $f \in C^k(\mathbb{R}^n, \mathbb{R}^m)$ such that $f(0) = 0$, then there exists $g \in C^{k - 1}(\mathbb{R}^n, \...
- 2,834
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
$$
M_j=\begin{pmatrix}e^{i\theta} & 0 \\ 0 & e^{-i\theta}\end{pmatrix}+a_j\begin{pmatrix}-e^{i\theta} & e^{i\theta} \\ e^{-i\theta} & ...
- 375
1
vote
0
answers
109
views
Problems Correction of "Algebra, Topology, Differential Calculus, and Optimization Theory For Computer Science and Machine Learning "' [closed]
Where I can find the problems correction of this book " Algebra, Topology, Differential Calculus, and Optimization Theory For Computer Science and Machine Learning "
- 11
2
votes
0
answers
258
views
Orthogonal complement of arbitrary intersection of Hilbert subspaces
Let $H$ a Hilbert space, and $\mathcal C$ an arbitrary set of closed subspaces of $H$. Is it true that
$$\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$$
where $s_2(k)$ is ...
- 43.2k
6
votes
1
answer
519
views
Cauchy-Schwarz-like inequality with a power $p$ term
We set :
$\phi_1, \phi_2 : \mathbb{R} \to \mathbb{R}^M$ with compact support
$\theta \in \mathbb{R}^M$ non-zero, $\theta_{p-1} = (\operatorname{sign}(\theta_i)|\theta_i|^{p-1})_{1 \leq i \leq M} \in \...
- 121
5
votes
2
answers
318
views
An inequality problem for certain positive-definite matrices
Suppose that $G=(G_{ij})$ is an $n\times n$ positive-definite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $<0$. Let $a$ be a column $n\times1$ matrix such ...
- 128k
1
vote
1
answer
199
views
Perturbation of positive semidefinite matrix
Consider an $n\times n$ matrix $A$ that is positive semidefinite and has rank $n-1$, so there exists exactly one eigenvector $v$ such that $Av=0$. Let now $B$ be a symmetric matrix such that $v^TBv=0$....
- 679
6
votes
1
answer
217
views
An inequality for certain positive-definite matrices
Suppose that $G=(G_{ij})$ is an $n\times n$ positive-definite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $\le0$. Let $a$ be a column $n\times1$ matrix with ...
- 128k
2
votes
1
answer
177
views
For a divergence free smooth vector field $v : \mathbb{R}^3 \to \mathbb{R}^3$, how to find the commutator form of the matrix $A=(\partial_i v_j)$?
The question is as in the title.
I know that a traceless matrix can be written as a commutator of two matrices.
Then, let $v : \mathbb{R}^3 \to \mathbb{R}^3$ be a divergence-free smooth vector field. ...
- 3,477
5
votes
1
answer
474
views
An inequality for certain positive-semidefinite matrices
Suppose that $G=(G_{ij})$ is a positive-semidefinite symmetric matrix with the diagonal entries all equal $1$ and all off-diagonal entries $\le0$. Does it then necessarily follow that
$$\sum_{i,j}(G^5)...
- 128k
6
votes
1
answer
239
views
Real zeroes of the determinant of a tridiagonal matrix
Let $\epsilon_1,\ldots,\epsilon_n$ be a sequence of signs and $M(t)$ be the tridiagonal matrix whose diagonal entries are $\epsilon_1 t,\ldots, \epsilon_n t$ and off-diagonal entries equal to $1$. Is ...
- 1,181
0
votes
0
answers
83
views
When is the sum of matrices (circulant + [super upper triangular]) not diagonalizable?
By the circulant matrix $C \in M_n(\mathbb{R})$, we mean that
$$ C = \left[\begin{array}{c|c|c|c} e_n & e_1 & \cdots & e_{n-1} \end{array}\right] $$
where $e_1,\dots,e_n$ are the standard ...
- 4,058
1
vote
0
answers
69
views
Convolutions of (m)-associahedra and (m)-noncrossing partition polynomials--combinatorial proofs?
I'm looking for combinatorial proofs of the convolutional identity COP below and its specializations I) and II).
(Edit 6/2/2023: A combinatorial proof is sketched in a blog post by Mike Spivey of a ...
- 10.5k
3
votes
0
answers
83
views
How many local maxima can $(x_1,\dots,x_r)\mapsto\|x_1A_1+\dots+x_rA_r\|_\infty/\|(x_1,\dots,x_r)\|_2$ have for Hermitian $A_1,\dots,A_r$?
Let $K\in\{\mathbb{R},\mathbb{C},\mathbb{H}\}$. Suppose that $A_1,\dots,A_r\in M_n(K)$ are all Hermitian.
Define a function $f_{A_1,\dots,A_r}:\mathbb{RP}^{n-1}\rightarrow[0,\infty)$ by setting
$$f_{...
-1
votes
1
answer
77
views
Variance of the logarithm of the mixed Rademacher and complex Gaussian distribution
Consider the scenario where $X$ is a Rademacher random variable taking values $\{−1,+1\}$ with equal probability, and $Z$ is a complex Gaussian random variable with a mean of $0$ and a variance of $\...
- 287
5
votes
0
answers
190
views
Yet, another generalization of Catalan determinants
The discussion on this page is motivated by Johann Cigler's MO question. My intention arose from a possible generalization of Cigler's matrix
$$A_{n,m}=\left( \binom{2m}{j-i+m}-\binom{2m}{m-i-j-1} \...
- 43.2k
3
votes
1
answer
186
views
Positive-definite block matrix with constant block sums
Given two natural numbers $n$ and $m$, suppose that $A$ is an $nm \times nm$ real nonnegative matrix. Seeing $A$ as a block matrix where each block has size $m\times m$, suppose that the sum of the ...
- 679
2
votes
1
answer
133
views
Is the sum of the circulant matrix with a super upper triangular matrix diagonalizable?
By the circulant matrix $C$ in $M_n(\mathbb{R})$, we mean that
$$C=[e_n|e_1|\cdots|e_{n-1}]$$ where $e_1,\cdots,e_n$ are the standard basis vectors in $\mathbb{R}^n$. It is well-known that
$$C=\...
- 4,058
1
vote
0
answers
161
views
On an optimization question
Suppose we have a square matrix $M=(1-z)A+zB$ where $A,B$ have integer entries from $\{0,1\}$ with $\det(A)+\det(B)=1$ and $\det(A),\det(B),per(A),per(B)\in\{0,1\}$ and we want to find $z\in[0,1]$ ...
- 13.9k
0
votes
1
answer
103
views
Is it reasonable to consider the subgaussian property of the logarithm of the Gaussian pdf?
Let $Y$ denote a Gaussian random variable characterized by a mean $\mu$ and a variance $\sigma^2$. Consider $N$ independent and identically distributed (i.i.d.) copies of $Y$, denoted as $Y_1, Y_2, \...
- 287
1
vote
0
answers
133
views
Infinite dimensional matrix solvability
In order to solve a boundary problem for a conducting hemisphere, the following matrix equation arises (derived from the boundary condition on the curved part of the surface) where we must solve for ...
- 573
4
votes
0
answers
164
views
Dimensionality reduction preserving cyclic traces
Suppose that I have $n$ matrices $A_1, \ldots, A_n \in \mathbb{R}^{m \times m}$ with $m \gg n$. Can I find $n$ new matrices $B_1, \ldots, B_n \in \mathbb{R}^{n \times n}$ that have the same 3-way ...
- 777
2
votes
1
answer
239
views
Hoeffding's Lemma for bounded complex random variables?
If we have a real random variable $X$ such that $a\leq X\leq b$ almost surely, we can establish the following inequality:
\begin{align}
\mathbb{E}\left[\exp\Big(t(X-\mathbb{E}[X])\Big)\right]\leq\exp\...
- 287
15
votes
3
answers
1k
views
Group of matrices in which every matrix is similar to unitary
$\DeclareMathOperator\GL{GL}$Let $G$ be a subgroup of $\GL_n(\mathbb{C})$ such that for every $g \in G$ there exists $c \in \GL_n(\mathbb{C})$ for which $cgc^{-1}$ is unitary (or, which is the same, $...
2
votes
0
answers
164
views
Can the equation $1+z^p+z^q+z^r=z^n$ have multiple complex roots $z$?
The math overflow post asks whether the equation $1+z^p+z^q=z^n$ can have multiple complex roots where $p<q<n$ (On the irreducibility of certain trinomials and quadrinomials).
Q. Let us ...
- 4,058
0
votes
0
answers
74
views
Computing the eigenvalues of $A+E$ where $A$ is an upper triangular matrix whose diagonal entries are all zero and $E$ is a rank one matrix
Let us consider the backward-shift matrix $B=(b_{ij})\in M_n(\mathbb{R})$ whose entries are given by $b_{k,k+1}=1$ and the other entries are all 0. We also consider $X=(x_{ij})\in M_n(\mathbb{R})$ ...
- 4,058
3
votes
1
answer
67
views
Why does the normalization term disappear when computing the MLE of decomposed Gaussians
Computing the Maximum Likelihood Estimator of Gaussians in arbitrary finite Hilbert spaces seems no easy task and I must admit to lamentably fail at it. The classical theory most often relies on ...
- 31
1
vote
1
answer
112
views
Orthonormal matrices with columns that switch signs
Consider an orthonormal matrix $W\in\mathbb{R}^{2n\times 2n}$ that satisfies the "abs property" $$|w_i|^T |w_{i+n}|=1$$ for all $i \in \{1,2,\ldots,n\}$, where $w_i \in \mathbb{R}^{2n}$ is ...
- 13
2
votes
0
answers
91
views
Ordered vector space that can be embedded into its bidual
We say that an ordered vector space $(V, \ge)$ (over $\mathbb{R}$) is "bidual embeddable" (I made up this name, not sure whether this concept already exists) if for every $x \in V$, if $x$ ...
- 346
4
votes
1
answer
141
views
Sum of holomorphic squares?
Consider a variable $z \in \mathbb{R}^n$ and assume $u(z) \in \mathbb{R}^m$ and $H(z) \in \mathbb{R}^{m \times m}$. Further assume that $H(z)$ is symmetric positive definite for every $z$. Consider ...
- 981