All Questions
7 questions
18
votes
2
answers
5k
views
Minimum off-diagonal elements of a matrix with fixed eigenvalues
I am an engineer working in radar research. I came accross a problem on which I cannot seem to find literature. I can ask it in two different ways. Perhaps depending on the reader, the alternative ...
0
votes
1
answer
138
views
On sum of matrices
Suppose we have a matrix $M\in\Bbb Q^{n\times n}$ with no $0$ elements and we write as sum of two matrices $M_1$ and $M_2$ on following constraint.
$M_{1,ij}=M_{ij}$ and $M_{2,ij}=0$ or $M_{1,ij}=0$ ...
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- 1
3
votes
1
answer
806
views
A spectral radius inequality
Define $\rho(A)$ to be the spectral radius of a square matrix $A$. Let $S$ and $T$ be two non-negative square matrices and $h$ a real number such that $\rho(S+T) < h$. Show that $\rho((hI-S)^{-1}T) ...
2
votes
0
answers
452
views
Largest eigenvalues distribution of tridiagonal symmetric random matrix
I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way.
All the ${\lambda}_i$ are distributed the same way with chi-square (...
- 21
1
vote
0
answers
631
views
Bounding the largest Singular value
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(...
- 1
1
vote
0
answers
127
views
Unitary transformation of a Hermitian indefinite pencil to a real non-symmetric pencil
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 ...
- 757
1
vote
0
answers
87
views
Possible diagonal values of a product of matrices with some specific characteristics
Hello all,
This is a question that might or might not be related to my previous one.
Imagine you have two matrices:
Matrix $\mathbf{\Phi}=[\Phi_1,\ldots,\Phi_M]\in\mathbb{R}^{L\times M}$ where $M\...
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