All Questions

Denote the eigenvalues of an $n\times n$ matrix $\mathbf{X}$ by $\lambda_i(\mathbf{X})$ and its singular values by $\sigma_i(\mathbf{X})$, $i=1,\ldots,n$. When $\mathbf{X}$ is Hermitian, we know that $...

D is a $n \times n$ diagonal matrix whose diagonal entries lies in $(0,1]$. B is any $n \times n$ n.n.d. matrix. What will be the sharpest upper bound on the largest eigenvalue of: $(D+B)^{-1}D^2(...

Given a Hermitian indefinite pencil $(A-\lambda B)$ where both $A=A^H$ and $B=B^H \in \mathbb{C}^{n\times n}$ are possibly indefinite, it is straightforward to show that the eigenvalues are either ...

A common estimation problem in signal processing assumes the following signal model \begin{equation} \mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n} \end{equation} where $\...