All Questions
Tagged with linear-algebra reference-request
318 questions
4
votes
1
answer
414
views
A Handbook of Matrix Factorizations
I am looking for a good collection of facts regarding the various types of matrix factorizations, something like a "Handbook of Matrix Factorizations" or a very-thorough review paper. I am hoping for ...
- 143
6
votes
1
answer
257
views
Families of subsets whose characteristic vectors are spanning sets
Let $X$ be a finite set and $\mathbb CX$ be a vector space with basis $X$. If $Y\subseteq X$ is a subset, then by the characteristic vector of $Y$ I mean $\sum_{y\in Y}y$.
My question is:
...
- 38.6k
2
votes
1
answer
217
views
Diagonalising a symmetric matrix with polynomial entries
Suppose I have a symmetric $2$ by $2$ matrix $M$ whose $(i,j)$-th entry $F_{i,j}(\mathbf{x})$ belongs to $\mathbb{R}[x_1, \ldots, x_n]$ for each $i,j$. I know that for each $\mathbf{x} \in \mathbb{R}^...
- 3,625
0
votes
1
answer
150
views
General results regarding linear separability?
I'm reading up on the theory behind support vector machines and would like a good reference with some general results about linear separability.
Specifically, questions like below:
Given two ...
- 101
0
votes
0
answers
98
views
Eigenvalues of a sequence of matrices involving the divisor function
Let $A_{n,k},k=1,\ldots,n$ be a sequence of $n\times n$ upper triangular matrices where $A_{n,1}=I_n$ and $A_{n,k},\quad 2\leq k\leq n$ be a regularly shifted and scaled matrix, with $P_{n,k}$ an $n\...
- 10.4k
11
votes
1
answer
633
views
How do computer algebra packages like Sagemath implement rank of a matrix
I am not sure if this is the right place to ask this question, but I believe there will be people here who do computations on computer algebra packages like Sage in their work.
I have been using ...
- 263
5
votes
1
answer
315
views
Rank-constrained least-squares solution of the Sylvester matrix equation
For the Sylvester matrix equation $AX+XB=C$, I want to find the least-squares solution $X$ via
$$\begin{array}{ll} \text{minimize} & \| AX + XB - C \|_{\text{F}}^2\\ \text{subject to} & \mbox{...
- 191
14
votes
4
answers
3k
views
Vandermonde matrix is totally positive
A totally positive matrix $M\in \mathcal{M}_{n\times m}(\mathbb R)$ is such that all of its minors of all sizes are positive. It is true that any Vandermonde matrix (with well-ordered positive entries)...
- 5,428
4
votes
0
answers
245
views
On the sum of the first row of the inverse of a certain symmetric Toeplitz matrix
(i) Consider a Toeplitz matrix $A_n = (a_{i, j})_{1 \le i, j \le n}$ of size $n$ defined as follows:
$$ a_{i, j} := |i-j|^{-1/2}, \text{ if } i \ne j; \ \ a_{i, j} := 2, \text{ if }i = j. $$
Let $...
- 195
0
votes
0
answers
283
views
A symmetric matrix with nonzero principal minors is cogredient to a diagonal matrix via an upper triangular
A paper I'm reading in representation theory states the following result:
Let $F$ be a field of characteristic zero, and $x$ a symmetric matrix in $M_n(F)$ all of whose principal minors are not zero. ...
- 6,180
1
vote
0
answers
422
views
Difference between largest two eigenvalues of a graph Laplacian
The difference between the smallest eigenvalue and the next-smallest of a graph Laplacian (equivalently, the difference between the largest and next-largest of the random walk Markov chain on the ...
- 1,068
2
votes
0
answers
275
views
Maximum spectral norm of matrices with given anti-Hermitian part and Hermitian part's spectrum
Let $M\in M_n(\mathbb C)$ be a $n\times n$ matrix over the complex field. It can be written uniquely as $M=H+A$, where $H=H^*$ denotes its Hermitian part and $A=-A^*$ its anti-Hermitian part.
Its ...
- 21
2
votes
2
answers
446
views
Entrywise modulus matrix and the largest eigenvector
Disclaimer. This is a cross-post from math.SE where I asked a variant of this question two days ago which has been positively received but not has not received any answers.
Let $A$ be a complex ...
- 623
3
votes
0
answers
105
views
Can one do better than using general purpose determinant algorithms when using the Fisher-Kasteleyn-Temperley method for perfect matchings?
Questions.
(numerical.generalPfaffian) Is it proved anywhere that in general it is not easier0 to calculate the determinant (over $\mathbb{Q}$) of the skew-symmetric signed adjacency matrix defined ...
- 6,051
2
votes
0
answers
102
views
Eigenvalue distribution for a real-valued random matrix with correlated Gaussian entries
I'm working on an application where I would greatly benefit from knowing the distributions of the eigenvalues of a real-valued random matrix whose elements can be assumed to be Gaussian, but where I ...
- 121
1
vote
0
answers
188
views
Maximum singular value of sum of an Hermitian and an anti-Hermitian matrix
Let $H$ be an $n\times n$ Hermitian matrix and $A$ an $n\times n$ anti-Hermitian matrix, i.e. $H^\dagger = H$, $A^\dagger = -A$. Consider their sum $S= H+A$. Let $\{\sigma_i(S)\}_{i=1,\dots,r}$ denote ...
- 11
2
votes
0
answers
29
views
Terminology question- Antihermitian elements
Let $V$ be a vector-space over a field $F$, and let $B$ be a non-degenerate bilinear form on $V$.
Question: Is there a common term to call an operator $x\in End(V)$ satisfying $$B(xu,v)+B(u,xv)=0\...
- 993
7
votes
1
answer
464
views
"Unimodality" of the positive eigenvector of a non-negative irreducible matrix?
Consider an eigenvalue / eigenvector problem for a matrix $A$ that is known to be non-negative and irreducible (so the Perron-Frobenius theorem applies):
$$\sum_j A_{ij} x_j = \lambda x_i$$
Here $\...
- 884
7
votes
3
answers
1k
views
Determinant of correlation matrix of autoregressive model
I wonder if there is a paper that can point out how to compute the determinant of a $d \times d$ autoregressive correlation matrix of the form
$$R = \begin{pmatrix}
1 & r & \cdots & r^{d-...
- 719
3
votes
0
answers
43
views
Sequence of neighboring orthogonal vectors
Let $v_1v_2...v_n$ be a sequence of vectors in $\mathbb{F}_2^{m}$. We say that this sequence is neighboring orthogonal if $\langle v_i, v_{i+1}\rangle = 0$ for each $i\in \{1,...,n\}$, where for each $...
- 311
4
votes
2
answers
209
views
Geometrical interpretation of pictures transforms and other "high dimensional everyday objects"
During the preparation of a general audience talk on why mathematicians use dimensions higher than three (or four) even for concrete applications, I came up with the following enjoyable observation : ...
- 2,135
5
votes
4
answers
839
views
Norm bounds on spectral variation and eigenvalue variation
Let $A$ and $B$ be two matrices of eigenvalues $\lambda_i$ and $\mu_i$, respectively.
The spectral variation of $B$ w.r.t. $A$ and the eigenvalue variation of $B$ and $A$ are, respectively,
\begin{...
- 43.2k
0
votes
0
answers
290
views
Need any information about an affine lattice
Motivation - I was thinking about calculating the integrals from An interesting integral expression for $\pi^n$? using old plain Riemann sums. There, one needs integrating over that part of $[0,1]^n$ ...
- 18.4k
1
vote
0
answers
47
views
Partial ordering of a matrix entries [closed]
I need this for experimentation in some work, so it is not without purpose.
Consider the in-spiraling and out-spiraling $4\times 4$ matrices
$$\begin{pmatrix} 1&2&3&4 \\ 12&13&14&...
- 43.2k
7
votes
2
answers
648
views
Laplace-like / cofactor expansion for Pfaffian
Wikipedia presents a recursive definition of the Pfaffian of a skew-symmetric matrix as $$ \operatorname{pf}(A)=\sum_{{j=1}\atop{j\neq i}}^{2n}(-1)^{i+j+1+\theta(i-j)}a_{ij}\operatorname{pf}(A_{\hat{\...
- 8,597
1
vote
1
answer
111
views
Decomposition of integral non-generate matrices [closed]
Let $GL_{\eta}(n,\mathbb{Z})=\left\{a\in
GL(n,\mathbb{R})\cap M^{n\times n}(\mathbb{Z})|det(a)=\eta\right\}$. Prove that there exists a
finite number of matrices $a_i$ in $GL_{\eta}(n,\mathbb{Z})$ ...
- 333
8
votes
2
answers
2k
views
Bounding the minimum singular value of a block triangular matrix
Question:
What is the sharpest known lower bound for the minimum singular value of the block triangular matrix
$$M:=\begin{bmatrix}
A & B \\ 0 & D
\end{bmatrix}$$
in terms of the properties ...
- 1,160
2
votes
1
answer
325
views
Determinant and inverse of a "stars and stripes" matrix
This is a variant of another MO question. Consider the matrix
$$M_n:=\begin{bmatrix}c_1& a & b&a& \ddots & a \\ b & c_2 & a& b&\ddots & b\\ a & b & c_3&...
- 13.4k
3
votes
1
answer
552
views
Is this result on an unconstrained inverse quadratic programming problem new or known already?
Is this problem and solution actually new, or has someone done this earlier?
The details can be found in the preprint: arxiv:1701.01477.
Let us consider a direct quadratic programming problem:
$$
\...
7
votes
1
answer
483
views
Generalized Rayleigh-quotient gradient flow on Grassmannian
The following theorem appears without proof in :
Helmke, Uwe, and John B. Moore. Optimization and dynamical systems. Springer Science & Business Media, 2012.
Let $A$ be a symmetric $n\times n$ ...
- 318
11
votes
3
answers
918
views
yet another determinant and inverse of a matrix
This problem is some variation of another MO question. Consider the matrix
$$M_n:=\begin{bmatrix}-c& a & a& \dots & a \\ b & c & a& \ddots & a\\ b & b & -c &...
- 43.2k
1
vote
2
answers
285
views
a follow up question on traces of matrices
In a recent MO post, pallab1234 ask for trace inequalities for which counterexample were given. I wish to probe in a different direction.
Suppose $A, B$ are $n\times n$ symmetric matrices (with ...
- 43.2k
5
votes
1
answer
199
views
Find the inverse of a more general matrix that is similar to the Hilbert matrix
In the last MO question , the following matrix is given:
$$M_{ij}=\left[\frac{1+(-1)^{i+j}}{i+j-1}\right]$$
and its inverse has been discussed.
Now the problem is further extended to a more general ...
- 153
4
votes
2
answers
2k
views
Advanced reference and roadmap about random matrices theory
There is few posts on MO that asked about reference on this topic, and I found some difficulty during the process of getting myself into the subject so here is the question.
I really want to hear ...
10
votes
3
answers
830
views
Find the inverse of a matrix that is very similar to the Hilbert matrix
The standard Hilbert matrix $H$ is given by
$$H_{ij}=\frac{1}{i+j-1},$$
and it has an inverse given for example in this MO question.
Now I have encountered a matrix $M$ of similar form, namely,
$$...
- 153
17
votes
2
answers
1k
views
The GCD-matrix: generalizing a result of Smith?
Let $M$ be the $n\times n$ matrix, known as the GCD matrix, of entries $M_{ij}=\gcd(i,j)$. In the paper
H J S Smith, On the value of a certain arithmetical determinant, Proc. London Math. Soc. 7:208-...
- 43.2k
3
votes
1
answer
655
views
Upper bounds on the condition number of the eigenvector matrix
Let $A$ be an $n\times n$ real matrix with entries in a fixed interval $[a_\min,a_\max]$, with $a_\min$, $a_\max>0$.
Question: Are there any upper bounds on the condition number of the ...
- 2,712
3
votes
0
answers
174
views
Reference for a statement about upper triangular unipotent matrices
I am revising a paper, and a referee of that paper asked if the following little lemma we proved there is known:
``Let $X$ be an $n\times n$ upper triangular unipotent matrix over $\mathbb R$. There ...
- 646
3
votes
0
answers
119
views
Increasing sequence of closed subspaces of $L^2$ and error estimate of a product of orthogonal projections
We define an increasing sequence of closed subspaces
\begin{align*}
V_{0} \subset V_{1} \subset V_{\ell} \subset \dots
\end{align*}
of $L^2(I)$ where $I=(0,x_{max})$, and each $V_{\ell}$ is equipped ...
- 131
2
votes
2
answers
3k
views
Linear programming with infinitely many constraints
I wish to study the following linear program
$$\begin{array}{ll} \text{minimize} & \mathrm c^{\top} \mathrm x\\ \text{subject to} & \mathrm A \mathrm x = \mathrm b\\ & \mathrm x \geq 0\...
- 283
12
votes
2
answers
4k
views
How can one construct a sparse null space basis using recursive LU decomposition?
Given an $m$ by $n$ matrix $A$ I'm familiar with the standard method to compute a basis for the null space of $A$ by computing a QR factorization of $A^T$. If $A$ is large and sparse, we can use ...
- 723
2
votes
0
answers
181
views
Size of Jordan blocks under random perturbations
Let $A \in \mathbb{C}^{n \times n}$ be some (fixed) matrix with eigenvalues $\lambda_{1},\ldots,\lambda_{n}$. Let $E$ be some random, small-normed, perturbation such that $\tilde{A} = A+E$ has ...
- 225
4
votes
1
answer
234
views
A trivialization of an almost complex structure
Recently, I have been studying the Carleman Similiarity Principle, which is used to study the regularity and unique continuation of J-holomorphic curves.
Roughly, one takes a solution $ u $ of a ...
- 337
1
vote
0
answers
71
views
Name for a Specific Planar Linear Transformation
Is there a name for linear transformations of the plane, that make $4$ points in general convex configuration co-circular, with the biggest circle through those points and, how can they be determined ...
- 13.2k
10
votes
1
answer
520
views
Homogeneous polynomials, mixed determinants, positive definiteness
Are there $n\times n$ real matrices $A_{1}, \ldots, A_{n}$ such that the $n$-homogeneous polynomial
$$
f(x_{1}, \ldots, x_{n}) = \det(x_{1} A_{1}+\cdots +x_{n} A_{n})
$$
never vanishes on $\...
- 3,946
1
vote
1
answer
271
views
Jordan blocks of directed graphs
Let $G$ be a (possibly weighted) directed graph with $n$ vertices and let $P$ be its transition matrix. That is, $P = D^{-1}A$ where $A$ is the graph's adjacency matrix and $D$ is a diagonal matrix ...
- 225
8
votes
2
answers
950
views
Best known bounds on (border) ranks of small matrix multiplication tensors?
The $(m,n,p)$-matrix multiplication tensor is a representation of the bilinear map $T\colon\mathbb{R}^{m\times n}\times\mathbb{R}^{n\times p}\rightarrow\mathbb{R}^{m\times p}$ given by $T(A,B)=AB$. ...
- 7,633
27
votes
7
answers
9k
views
Why are two "random" vectors in $\mathbb R^n$ approximately orthogonal for large $n$?
I saw that two random independent vectors are approximately orthogonal in high dimensional space.
How can I prove this?
And is there an intuitive explanation?
Thank you.
- 387
6
votes
1
answer
456
views
How often does a pair of linear maps generate a Zariski-dense subgroup of $GL(d,\mathbb{R})$?
I am an analyst working on a number of problems which in some way relate to random matrix products. In this context I frequently find that the analytic properties I am interested in depend in some way ...
- 6,206
4
votes
2
answers
890
views
Partitioning an orthogonal matrix into full rank square submatrices
Let $U$ be an $n \times n$ orthogonal matrix. Given an arbitrary partition ${\mathcal P}_c=\{y_1,y_2,\ldots,y_k\}$ of the columns of
$U$, does there always exist a corresponding partition ${\mathcal ...
- 81