All Questions
6,292 questions
-1
votes
1
answer
1k
views
Rank of covariance matrix whose diagonal elements are same [closed]
Suppose A is a covariance matrix whose diagonal elements are same, i.e. $A_{1,1}=A_{2,2}=\cdots=A_{N,N}$, can we conclude that A is full rank?
Suppose the absolute values of the off-diagonal elements ...
7
votes
1
answer
655
views
Existence of a generalized matrix inverse over an arbitrary field?
Let $A\in M_n(K)$ be a square matrix over a field $K$. The notion of inverse matrix was generalized by Moore and Penrose for real and complex matrices
(also called pseudo-inverse $A^{\dagger}$ of $A$, ...
- 12.1k
12
votes
1
answer
290
views
Largest subset of $GL_n(p)$ in which pairwise subtraction is also in $GL_n(p)$
Suppose $X\subset \mathrm{GL}_n(p)$ is a set of invertible matrices such that for every $A,B\in X$ then also $A-B\in \mathrm{GL}_n(p)\cup \{0\}$. (If anyone knows a name for such sets I would be ...
- 407
2
votes
1
answer
2k
views
Maximum dimension of an isotropic subspace in a quadratic space
i hope my question is not too trivial.
Let's suppose we have a vector space $V$ with a unimodular quadratic form $q$ of signature $(m,n)$.
My question is: which is the maximum dimension of an ...
1
vote
0
answers
272
views
"Stable" bounds on maximum size independent set in a graph
Suppose we have a graph $G=(V,E)$, and we want to upper bound $|I|/|V|$, where $I$ is the largest independent set in $G$. Then there is the Hoffman bound, which is $|I|/|V| \leq -\lambda_{min}/(\...
- 736
8
votes
1
answer
603
views
Inequalities for Hadamard products of complex symmetric matrices
Consider a complex symmetric matrix $$ C= C_R + i C_I $$ with $C_R,C_I \in \text{Mat}_{n\times n}(\mathbb R)$ symmetric, and assume that the eigenvalues of $C_R$ are all strictly positive. Then, $C$ ...
- 123
1
vote
1
answer
526
views
Restricted Isometry Property (Non Sparse Gaussian)
Let $x$ be a $N \times 1$ vector in $\mathbb{R}^{N}$ where $M$ components are zero and the remaining $N-M$ components are standard normal random variables. $x$ may not be sparse e.g. $M$ may be ...
- 189
-3
votes
1
answer
375
views
Opposite complex structure on Kaehler manifold
Let $(M,J)$ be a Kaehler manifold. How can one describe the opposite complex structure? What is the precise definition of the opposite complex structure? Can one describe the opposite complex ...
- 11
2
votes
0
answers
70
views
decomposition according to embeddings
Let $V$ be a finite dimensional vector space over $\mathbb{Q}$ and $L/\mathbb{Q}$ a finite extension. Assume that $V$ is equipped with a structure of $L$-vector space. Then there is a decomposition
$$...
- 21
0
votes
0
answers
262
views
Lattice basis reductions and finding minimal values
While reading several articles about lattice basis reduction I am left with a few questions.
For one, I came across this piece of text
Let $\alpha$ and $\beta \in \mathbb{R}$. Also let $X>0$ and $...
- 1
0
votes
1
answer
222
views
How do you solve a tridiagonal matrix where all 3 diagonals are ones? [closed]
This is probably really simple, and I'm missing something, but Thomas' algorithm doesn't seem to work.
- 1
2
votes
4
answers
1k
views
Eigenvalues of powers of linear mappings
Let $\tau$ be a linear map on a finite dimensional complex vector space. Clearly, if $\lambda$ is an eigenvalue of $\tau$ then $\lambda^n$ is an eigenvalue of $\tau^n$, for any natural (integer, on ...
- 4,096
3
votes
1
answer
121
views
Simultaneous Linear System
Given a n-by-n matrix $\mathbf{\phi}$ and a vector $\mathbf{X}$, solve for the two vectors $\mathbf{\Phi}$ and $\mathbf{\Omega}$ that satisfy:
$$
\Phi_i = \sum_{l} \frac{\phi_{il}X_l}{\Omega_l}
$$
$$...
- 31
5
votes
1
answer
352
views
How did Hankel determinants get the name Hankel-Hadamard?
My question concerns the name for determinants of Hankel-matrices $H = (s_{i+j})_{i,j = 0}^n$.
In the classical textbook of Shohat and Tamarkin (1943) "The Problem of Moments", these determinants are ...
- 53
2
votes
0
answers
400
views
How to determine there exists a unique invariant subspace for a set of matrices
Hi everyone,
Ive been looking at the following problem, but its not entirely in my area and some potential solutions seem to rely on algebraic geometry. Maybe thats just a complicated way to solve ...
- 39
4
votes
1
answer
821
views
Checking if a binary vector lies in the affine span of given binary vectors
Let $x_1,\ldots,x_N \in \{0,1\}^D$ be $N$ binary vectors in ${\mathbb R}^D$, assumed affinely independent. Is there an efficient algorithm for determining whether a new binary vector $x_{N+1}$ is in ...
- 41
1
vote
1
answer
753
views
square root of a certain matrix [closed]
Hello,
I'd like to know the square root of the following $n$ by $n$ matrix, for $n > 2$ and $r>0$:
$R_{ii}=r+1$ for $i < n$
$R_{ij}=r$ otherwise
The $2$ by $2$ case is given by
$\sqrt{R}=\...
user32851
7
votes
3
answers
3k
views
Cauchy-Schwarz inequality for bilinear forms valued in an abstract vector space
I previously posted this question on Math.SE but didn't receive an answer. It is perhaps a little vague; part of what I want to know is what question I should ask.
First, consider the following form ...
- 29.8k
1
vote
2
answers
306
views
Name of operations on two vectors
Suppose we have two vectors $x\in \mathbb{R}^n$ and $y\in \mathbb{R}^m$.
I could define the mapping
$$
T: \mathbb{R}^n\times \mathbb{R}^m \rightarrow \mathbb{R}^{n\times m}
$$
as follows
$$
T(x,y) = ( ...
0
votes
1
answer
311
views
Subspace generated by positive vectors
Hi everyone, first of all i must admit i'm very familiar with quadratic forms and positive subspaces, so i'm sorry if my question is too trivial. So, here's my problem:
Let $L$ be a real vector space ...
1
vote
1
answer
396
views
Tangent space to positive oriented Grassmannians
Let $L$ be a real vector space of dimension 22 and $q$ a quadratic form on $L$ of signature $(3,19)$.
Let $V\subset L$ be a positive oriented subspace of dimension 2 and $G^{po}(2,L)$ be the ...
2
votes
2
answers
2k
views
Hessian of function of covariance matrices
Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$,
$$
\mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - \mathbf{q}^T(\...
- 125
10
votes
2
answers
766
views
A strange matrix equality
Let $A$ and $B$ be $n\times n$ real matrices.
When $n=2$, we have the equality
$$A\Big(\mbox{Trace}(B)A-\mbox{Trace}(A)B\Big) B=B\Big(\mbox{Trace}(B)A-\mbox{Trace}(A)B\Big) A.$$
Can we give an ...
2
votes
0
answers
172
views
Second eigenvalue of a weighted tree
Hello,
I am interested in upper bounding the second largest eigenvalue of the adjacency matrix of a graph $T$ with the following property:
1. $T$ contains self loops.
2. $T$ contains multiple edges (...
- 225
5
votes
0
answers
406
views
On the linear transformation between matrix space
Suppose we have two matrix subspaces, $n\times n$ matrix subspace $S_1$ and $m\times m$ matrix subspace $S_2$. Every element of $S_1$ and $S_2$ is complex symmetric matrix.
Suppose there exists ...
- 1,503
0
votes
1
answer
775
views
Positive subspaces of quadratic forms
here's my question:
Let $V$ be a k-dimensional vector space over $\mathbb{R}$ and $q$ a quadratic form on $V$ of signature $(m,n)$ , $m+n=k$.
We have $W\subset V$ a positive (with respect to the ...
1
vote
0
answers
120
views
Tensor product with $\mathbb{R}$ of an even unimodular lattice
Let $\Lambda$ be an unimodular even lattice of signature $(m,n)$.
By a classifying theorem by Milnor, $\Lambda$ must be of the form $U^k\oplus E_8(\pm 1)^l$, where $U$ is the hyperbolic plane.
Now ...
16
votes
0
answers
784
views
How to explain the picturesque patterns in François Brunault's matrix?
How to explain the patterns in the matrix defined in François Brunault's
answer to the question Freeness of a Z[x] module depicted below? --
Choosing colors according to the highest power of 2 which ...
- 19.6k
-1
votes
1
answer
175
views
Regularized Gradient with respect to a matrix (with a specific structure)
Suppose we have a typical logdet function $\mathcal{L}$
$$
\mathcal{L} = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - \mathbf{q}^T(\mathbf{A}^{-1} + \mathbf{S})^{-1} \mathbf{q},
$$
where $\...
- 125
13
votes
4
answers
3k
views
Multivariate analogue of Vandermonde determinant
Dear all,
Consider the $(n+1)\times (n+1)$ matrix $A$ with indeterminates $X_i, Y_i$, $0\leq i\leq n$ such that the $(i,j)$-th entry is given by $X_i^jY_i^{n-j}$. The $i$-th row is $(X_i^n,X_i^{n-1}...
- 537
3
votes
0
answers
142
views
"Spectral decomposition" action on the unitary group
Consider a matrix $U$ from the unitary group $U_N(\mathbb{C})$ and consider the map $f:U_N(\mathbb{C})\rightarrow U_N(\mathbb{C})$ where $f(U)$ is the matrix of the eigenvectors of $U$.
What is ...
- 2,135
0
votes
0
answers
957
views
Diagonal of the inverse of a 6x6 symmetric partitioned matrix
Let
$$M = \begin{bmatrix}
A & B \\
B & C
\end{bmatrix}$$
in which $A$, $B$ and $C$ are $3 \times 3$ matrices being also symmetric. In fact, they are quite similar, just differing on a single ...
- 1
1
vote
1
answer
720
views
Eigenvalues of Sum of non-singular matrix and diagonal matrix
Suppose $D={\rm diag}(d_i)$ is a diagonal matrix with all diagonal entries $d_i=\pm 1$. This implies $D^2=I$.
Suppose $A$ is a non-singular Hermitian matrix. If we know that $A+A^{-1}+D$ has rational ...
- 427
5
votes
1
answer
2k
views
Rank of a 0-1-matrix
Suppose $K$ is a field of characteristic $0$. Let $M \in K^{n \times m}$ be a matrix such that every entry of $M$ is either $0$ or $1$. About this matrix, I know further that each sum over a column ...
- 303
0
votes
1
answer
520
views
solving trace norm equality [closed]
Problem Formulation
under what conditions can we solve $\mathrm{trace}(\mathbf{AB})=0$ ? or more specifically, when will $\mathrm{trace}(\mathbf{AB})=0$ implies that $\mathrm{trace}(\mathbf{B})=0$.
...
- 125
5
votes
1
answer
706
views
What is the largest possible operator norm of a sparse (0,1)-matrix?
Inspired by this question, I was wondering about the following problem:
Consider all $n\times n$ $(0,1)$-matrices with $k$ ones. Which of these matrices has the largest operator norm? And how does ...
- 7,633
8
votes
1
answer
2k
views
Integer solution to special system of linear equations
This problem appear in my research, but I am unable to solve it.
There should be an easy argument, but I have not yet found it.
Informal version
An integer $k\geq 2$ is fixed.
We are given a matrix (...
- 15.8k
3
votes
1
answer
296
views
Question about the elementary divisors of a special matrix
I have the following question:
Is there a closed formula for the elementary divisors of the Matrix
$M=\lbrace (m_{ij})\rbrace_{i=1,...,n,\ j=1,...,k}$, where $m_{ij}$ is the greatest common ...
-1
votes
1
answer
493
views
Upper bound on iterations count for power iteration algorithm
I'm stuck trying to get upper bound on iterations count for power iteration algroithm for finding first eigenvalue of adjacency matrix $A$ given tolerance value. I've tried to figure something out ...
- 89
2
votes
0
answers
143
views
Optimization over Spectral Laplacian in cycles and trees
Is there any idea on how one can deal with an optimization problem of sum of k largest eigenvalues(min) of Laplacian matrix of a simple cycle or tree?
I would like to use semidefinite programming for ...
- 161
3
votes
0
answers
337
views
when upper triangular matrix modulo prime ideals implies upper triangular?
Let $E/ \mathbb{Q}_p$ be a finite extension, let $\mathcal{O}$ be the ring of integers of $E$. Let $A$ be a reduced noetherian local complete $\mathcal{O}$-algebra with the maximal ideal $\mathfrak{m}$...
4
votes
0
answers
189
views
Relaxation = absorption?
Let $A$ be a stochastic matrix, that is, the entries are non-negative and each row adds to $1$. Assume that it is primitive, that is, $A^n$ has only positive entries for sufficiently large $n$. We ...
- 41
1
vote
1
answer
296
views
Deducing Linear Inequalities
Let $X_1,X_2,\ldots,X_n $ be indeterminates. Denote by $S$ the set of all linear inequalities of the form
$X_{i_1}+X_{i_2}+\ldots+X_{i_k} \geq k,$
with $k \in \{ 1,2,\ldots,n \}$ and $1 \leq i_1< ...
- 185
4
votes
1
answer
352
views
Regarding a Paper by Paul.A Clement on Tridiagonal Matrices
In Paul.A Clement's (1959) paper:
A Class of Triple-Diagonal Matrices for Test Purposes
SIAM Review, Vol. 1, No. 1 (Jan., 1959), pp. 50-52
He makes the claim ...
5
votes
0
answers
1k
views
Tensors as multilinear maps
I am aware that many books on differential geometry define tensors as multilinear maps. Namely
$$
V\otimes W := L_2(V^* \times W^*,\Bbb F)
$$
I am also aware that this space is isomorphic to the ...
- 61
2
votes
1
answer
227
views
Arrangements of hyperplanes
Fix $n>0$ and $X\subseteq\mathbb{R}^n$. A function $f:X\longrightarrow\mathbb{R}$ is linear if it is of the form
$$
f(\bar{x})=a_1x_1+\ldots+a_nx_n+b
$$
for some $a_i,b\in\mathbb{R}$.
Suppose we ...
- 3,274
0
votes
2
answers
401
views
Reference (or proof) for the following identity in Linear Algebra
Suppose both $A$ and $B$ are matrices with dimensions $n \times m$ and $n \times p$ respectively. Assume $m + p < n $ and $A \neq 0$ and $B \neq 0$. Further, assume Im($B$) $\cap$ Im($A$) = {0}. ...
- 105
0
votes
0
answers
52
views
Dense Matrix Estimation
I have a matrix $X \in \mathbb{R}^{m\times n}$ and I want to estimate it with a dense matrix $Y^{m\times n}$ such that $Y$ is still close to $X$ in some distance measure. Is this doable in a ...
- 137
5
votes
2
answers
706
views
Maximal norm-1 projection
Suppose I have a real unitary matrix $U$ and a unit vector $\mathbf{x}, \|\mathbf{x}\|_2 = 1$. What is the solution to the following problem?
$$
\widehat{\mathbf{x}} = \arg\max_{\mathbf{x}, ~\|\...
- 137
3
votes
1
answer
2k
views
Expected value of trace of matrix inverse
Given a $N\times K$ matrix $A$ of full rank with $ K < N $, a diagonal matrix $D$ and knowing that $E[D]=bI_N$, where $E[\cdot]$ is the expected value and $I_N$ is the $N\times N$ identity matrix ...
- 31