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15 votes
2 answers
7k views

Efficient rank-two updates of an eigenvalue decomposition (or more generally SVD)

Let $A$ be a symmetric matrix with eigenvalue decomposition $UDU^T$. Golub, et al.1 and Bunch, et al.2 have shown that given such an $A$, the eigenvalue decomposition of $A+\rho xx^t$ may be computed ...
Lepidopterist's user avatar
5 votes
0 answers
392 views

Preconditioner for finding the smallest eigenpairs of a large, but structured, matrix

I'm trying to find the eigenvector corresponding to the second smallest eigenvalue of a large $(4,000,000 \times 4,000,000)$ matrix $L$. $L$ is a graph Laplacian, with the following structure: $L = D -...
Jeff's user avatar
  • 500
2 votes
0 answers
212 views

Compute the discriminant for reductive groups

Consider $G=GL_{2}$ and $F=k((\pi))$, and a diagonal matrix $t=\left(\begin{array}{cc}a&0\\0&b\end{array}\right)$. The characteristic polynomial of $t$ is $X^{2}-(a+b)X+ab$, and the ...
prochet's user avatar
  • 3,472
2 votes
3 answers
755 views

On matrices in linear forms with vanishing determinant

This is a cross-post from my original question at math.se. I decided to post here because it seems more difficult than I originally thought. Let $R=\mathbb C[x_1,\ldots,x_r]$ be a polynomial ring. ...
Jesko Hüttenhain's user avatar
3 votes
2 answers
643 views

On a determinant inequality of positive definite matrices

Assume that $B$ and $A$ are two positive definite matrices. Take $B^*$ a block diagonal matrix with block $B_{11}$ and $B_{22}$ of $B$. This means the following: $$ B=\left[\begin{array}{ll} B_{11}&...
Arash's user avatar
  • 752
0 votes
1 answer
157 views

singular values function

Let $\mathbf{F}\in\mathbb{C}^{M\times M}$ and $\mathbf{D} = \operatorname{diag}(\mathbf{d})$ where $\mathbf{d}\in\mathbb{R}^M$. By SVD, $\mathbf{F}\mathbf{D}\mathbf{F}^H=\mathbf{U}\mathbf{S}\mathbf{U}^...
Frank's user avatar
  • 9
5 votes
2 answers
1k views

How to calculate the determinant bundle

Maybe, this is a problem of linear algebra. But I do not know how to calculate it. Let $E$ be a vector bundle of rank $2$ over an algebraic surface. If $H=S^{2n}E\bigotimes (\operatorname{det} E)^{\...
swalker's user avatar
  • 713
4 votes
1 answer
609 views

Linear Complex Structure and Kahler Angles

I am trying to read Donaldson's paper on symplectic submanifolds Link and am getting a bit stuck on some simple linear algebra at the beginning. On the fourth page of the paper (p. 669) there is the ...
Guest's user avatar
  • 61
0 votes
2 answers
853 views

Kernel of $AB$ if $[A,B]=0$ and $AB\neq0$? [closed]

I have found similar results here and mathematics stack exchange but they all imposed specific conditions that don't suit this problem in particular. The problem is as follows. Let A,B be square $n\...
jeremy's user avatar
  • 39
26 votes
1 answer
3k views

Linear Algebra without Choice

We consider the field of "usual" linear algebra. Q. Which aspects of it can be carried out without the Axiom of Choice? Q. Do interesting "exotic" phenomena appear in presence of (some instance of) ...
Qfwfq's user avatar
  • 23.4k
2 votes
2 answers
509 views

Banach algebra of BV functions

I would like to find a reference for the proof that functions of bounded variation make a Banach algebra. Same question for $BV\cap L^\infty$.
Bazin's user avatar
  • 16.2k
2 votes
1 answer
256 views

Find the transformation $P$ that minimizes the following:

$$\displaystyle\min_{\mathbf{P}} \text{trace}(\mathbf{APP^HA^H}) \quad{} \text{subject to} \quad{} \text{trace}(\mathbf{(I-P)(I-P)^H})=\alpha, \alpha \geq0$$ Can also be rewritten as $$\displaystyle\...
SoCal93's user avatar
  • 53
1 vote
0 answers
269 views

M-matrix with nonconstant entries properties

I have a matrix $J(x)$ with $J_{ij}(x)=f_{ij}(x)$ where vector $x$ is $x=x_1, x_2, ..., x_m$. I have shown that $J(x)$ is an M-matrix for all $x$. There is known review paper by Plemmons (1977) of 40 ...
Alex Ivanov's user avatar
0 votes
0 answers
115 views

a very elementary question on the conjugated matrices

Let $A$ and $B$ two matrices in $GL_{n}(K[[\pi]])$, regular semisimple on $GL_{n}(K((\pi)))$, with $K$ an algebraically closed field of characteristic zero . We suppose that they have the same ...
prochet's user avatar
  • 3,472
0 votes
1 answer
2k views

eigen-decomposition solution? is it unique?

Assume an N*N covariance matrix (Q) which is a positive definite matrix. The decoder X is assumed to be N*s, where s<=N. X is calculated to be s eigenvectors corresponding to s minimum eigenvalues. ...
asd2014's user avatar
3 votes
0 answers
466 views

An optimization problem over real symmetric matrices

Given an $n\times s$ matrix $P$ of positive real numbers and $T\geq n$, find (either by a formula or an algorithm) the real symmetric $n\times n$ Z-matrix $A$ which maximizes $\min\limits_{1\leq i<...
Binzhou Xia's user avatar
13 votes
3 answers
2k views

"Values" of divergent integrals

Are there existing theories of integration in which $I_0 = \int_0^{\infty} dx$ and $I_1 = \int_0^{\infty} x \ dx$ are well-defined infinite elements in a non-archimedean extension of the reals? I can ...
James Propp's user avatar
  • 19.7k
2 votes
1 answer
362 views

Matrix power problem

$J$ is a symmetric matrix (built from 6j symbols...it's always knot theory in disguise when I ask :-), $D$ a diagonal matrix, and $B=DJ$. $S$ is a diagonal sign matrix (entries all $+1$ or $-1$). $I$ ...
Hauke Reddmann's user avatar
2 votes
0 answers
1k views

Linear Algebra Text Book [closed]

In our department we do not like our current linear algebra book and so we would want to find a better book. This is for the first course in linear algebra and the title of the course is Elementary ...
2 votes
1 answer
127 views

Existence of an "Orthogonalizing" Operator

I was wondering if it was possible to prove existence of a unitary operator $A$ such that: $\langle Au,u\rangle=0$ for all $u$. In 2-dimensions it clearly is (just a 90 degrees rotation) and similarly ...
Plog's user avatar
  • 123
0 votes
1 answer
140 views

QR alogrithm for eigenvalue problem [closed]

Considering pure QR algorithm (without shifts and preliminary tridiagonal reduction) are there sufficient conditions for algorithm to converge to quasi-diagonal form? For the the following matrix $$ ...
Fedor Nikitin's user avatar
1 vote
1 answer
172 views

Linear combinations of basic cubes on a torus board

Consider an $n \times n \times n \times\dots\times n$ torus board of total size $n^k$ with $n > 4$ either even or odd. Consider the basic cube of size $1 \times 1 \times \dots \times 1$ at a ...
Turbo's user avatar
  • 13.9k
0 votes
1 answer
274 views

when $g^*$ is invariant under $Ad(G)$?

Let $G$ be a Lie Group and $\mathfrak{g}$ be its lie algebra. Let $\mathfrak{g}$ is semisimple or reductive lie algebra, then prove that $\mathfrak{g}^*$ (dual of $\mathfrak{g}$)is invariant under $...
user avatar
16 votes
1 answer
3k views

A property that forces the NORM to be induced by an INNER PRODUCT

Let $(E, \|\cdot\|)$ be a real normed vector space such that for any $a,b\in E$, $$ \|x +y\|^2 + \|x-y\|^2 \geq 4 \|x\|\cdot \|y\| $$ I want to show that the norm is induced by an inner product. Any ...
user avatar
13 votes
2 answers
4k views

Writing a matrix as a sum of two invertible matrices

Let $n\geq 2$. Is it true that any $n\times n$ matrix with entries from a given ring (with identity) can be written as a sum of two invertible matrices with entries from the same ring ?
user avatar
44 votes
2 answers
2k views

Is this lemma in elementary linear algebra new?

Is anyone familiar with the following, or anything close to it? Lemma. Suppose $A$, $B$ are nonzero finite-dimensional vector spaces over an infinite field $k$, and $V$ a subspace of $A\otimes_k B$ ...
George Bergman's user avatar
0 votes
1 answer
606 views

Number of Minimal left ideals in the full matrix ring over a finite commutative local ring

Inspired with another QUESTION I would like to know the number of minimal left ideals of $M_n(R)$ in terms of $n$ and $R$ where $R$ is a finite local commutative ring with identity ?
user avatar
4 votes
0 answers
2k views

eigenvalues of a symmetric tridiagonal matrix with zero diagonals

I was investigating a problem and came up with the following symmetric tridiagonal matrix (with zero diagonal elements): $$ \left(\begin{array}{cccccc} 0 & a & 0 & \ldots & 0 \\ a &...
Xiao Junhui's user avatar
8 votes
1 answer
586 views

Main problems on lattice-basis reduction algorithms (such as LLL)?

What are the main open problems on lattice-basis reduction algorithms (such as LLL)? I am looking for problems satisfying the following two conditions: (a) their solution would likely be of some ...
H A Helfgott's user avatar
  • 20.2k
2 votes
1 answer
228 views

Subgroup of $SL(n,\mathbb{R})$ with positive entries

Let $SL(n, \mathbb{R})$ be the group of $n \times n$ invertible matrices of determinant $1$ in real numbers. Let $G:=SL(n, \mathbb{R}_{\geq 0})$ be its subgroup $\{M \in SL(n,\mathbb{R}) \mid M, M^{-...
Li Yutong's user avatar
  • 3,472
1 vote
1 answer
517 views

Estimate on the real and imaginary parts of eigenvalues

Let $A$ be a matrix. If $A$ is "almost" equal to $A^*$, it follows from an argument of continuity that the eigenvalues of $A$ are "almost" real. Same argument can be made for $A$ "almost" $-A^*$, in ...
Not Buying It's user avatar
0 votes
1 answer
328 views

Number of minimal left ideals

Is there any way to compute the number of minimal left ideals of $M_n(K)$, the full $n\times n$ matrix ring with entries in the field $K$ ?
user avatar
4 votes
1 answer
1k views

Can two unitary similar real matrix be orthogonal similar

Can two unitary similar real matrices be orthogonal similar? suppose $A=U^tBU$ where $U$ is unitary, does there always exists a real orthogonal matrix $O$, such that $A=O^tBO$ ?
user avatar
5 votes
0 answers
112 views

Inverses of the sums of all possible subsets of a set of symmetric and positive definite matrices

I have a set of $c$ matrices $A_1 ... A_c$ which are all symmetric and positive definite. I would like to calculate the inverses of all the possible sums, i.e. $(A_1+A_2)^{-1},(A_1+A_3)^{-1},(A_2+A_3)...
Tzonathan's user avatar
2 votes
1 answer
507 views

Classification of pairs of commuting endomorphisms

Let $K$ be an algebraically closed field. I'm interested in isomorphism classes of triples $(V,f,g)$ where $V$ is a finite dimensional $K$-vector space and $f,g$ are commuting endomorphisms of $V$. ...
js21's user avatar
  • 7,249
0 votes
1 answer
242 views

does the basis in the singular value decomposition of a sum depend on the singular values of the summands

Suppose you have 4 matrices with singular value decompositions $A = U_1 \Sigma_A V_1^{\dagger}$, $B = U_2 \Sigma_B V_2^{\dagger}$, $C = U_1 \Sigma_C V_1^{\dagger}$ and $D = U_2 \Sigma_D V_2^{\dagger}$ ...
Joel Wallman's user avatar
20 votes
3 answers
813 views

Basis removal gives a basis

Let $V$ be a vector space. Let us say that a finite set $X$ of vectors in $V$ is harmonic if for $B \subseteq X$, $$ B \text{ is a basis of } V \implies X \setminus B \text{ is a basis of }V. $$ Let ...
Anton Klyachko's user avatar
0 votes
1 answer
106 views

The influence of eigendecomposition on the periodicity of a (rank 2) Hermitian matrix (of functions)

Let $\boldsymbol{R}(u,v);~u,v\in\mathbb{R}$ be a Hermitian matrix (of Hermitian functions) with entries \begin{equation} r_{ij}(u,v) = 1 + Ae^{-2\pi i \phi_{ij}(ul_0 + vm_0)}; A\in\mathbb{R},l_0\in\...
trienko's user avatar
  • 33
1 vote
1 answer
165 views

Finding the most compact representation of a vector in an "overdetermined base"

I want to find the most compact representation of a vector as a linear combination of a set of vectors B. B has more elements (on purpose) that is needs to have to describe the subspace. For example ...
Hernan's user avatar
  • 113
3 votes
1 answer
784 views

Expected number of random binary vectors so that the form a basis

I would like to compute the expected number of vectors in $\mathbb{F}_2^n$ we need to draw (following a uniform distribution) so that they form a basis of $\mathbb{F}_2^n$, i.e., that we have $n$ ...
ocalex86's user avatar
3 votes
0 answers
706 views

Row subset selection of matrix to optimize condition number

Given a matrix $\mathbf{A} \in \mathbb{C}^{N\times M}$ with $N \gg M$. This matrix results from a linear equation system and has a certain structure (however, I do not think that details provide any ...
divB's user avatar
  • 167
3 votes
0 answers
825 views

A problem on graph theory and complex numbers!

Let ${\mathcal G} = ({\mathcal V},{\mathcal E})$ be a simple connected undirected graph with $n$ vertices. Also let $z_1, \ldots, z_n \in {\mathbb C}$ be complex numbers such that $$ ||z_1||=\ldots = |...
Mohammad Khosravi's user avatar
8 votes
2 answers
425 views

Dimension of commutative subalgebras of a central simple algebra

let $k$ be a field, and let $A$ be a central simple $k$-algebra over $k$. What is the maximal dimension of a commutative $k$-subalgebra of $A$? If $A=M_r(D)$, where $D$ is a central division $k$-...
GreginGre's user avatar
6 votes
2 answers
994 views

Minkowski successive minima inequality for a lattice base?

Let $\Lambda$ be a lattice of $\mathbb{R}^n$, and $\lambda_i$ be the radius of the smallest ball containing $i$ linearly independent lattice vectors. The Minkowski successive minima inequality says ...
Mostafa's user avatar
  • 403
1 vote
0 answers
783 views

Determine lattice basis from given lattice points

I'm working on the Shortest Lattice Vector Problem (SVP) for a paper that I'm currently writing. I wish to verify whether a particular structural, namely the building block property ( refer to the ...
Pacifier's user avatar
4 votes
1 answer
429 views

Finding all local maximum points of a function?

Let ${\boldsymbol \theta}=(\theta_1,\theta_2,\ldots,\theta_n) \in{\mathbb T}^n$ and $P:{\mathbb T}^n\rightarrow {\mathbb R}$ be a function defined on $n$-torus as $$ P({\boldsymbol \theta}) = \sum_{i&...
Mohammad Khosravi's user avatar
1 vote
1 answer
177 views

Embedding of Two Objects Into Higher Dimensions With Their Sum

Given two vector sets, $\vec x_i$ and $\vec y_i$ (for $i$=1,2,...N, but the dimensionality of each vector can be more than N), let their sum set be $\vec z_i = \vec x_i + \vec y_i$. It's easy to ...
bobuhito's user avatar
  • 1,547
3 votes
1 answer
597 views

Has anybody seen my missing lemma?

I think I have a proof of the following elementary lemma (although I only need the case in which the two flags are "in general position", i.e., $F^d \cap G^i$ is minimal given the dimensions of the ...
Charles Staats's user avatar
6 votes
1 answer
4k views

Taylor expansion of a function of a matrix

Assume that ${\mathbf H}$ is a $N \times M$ matrix. The following parameter is called orthogonality deficiency and describes how much orthogonal the columns of ${\mathbf H}$ are. $$ od({\mathbf H}) ...
Mamal's user avatar
  • 273
10 votes
2 answers
2k views

How to transform matrix to this form by unitary transformation?

Without loss of gernerality, we can only consider $n$-dimensional diagonal matrix $M$ whose elements are all nonnegative, i.e. $$M=\operatorname{diag}(m_1,m_2,\cdots,m_n)\ (m_i \geq 0).$$ Then is ...
Eden Harder's user avatar

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