All Questions
Tagged with linear-algebra sp.spectral-theory
128 questions
2
votes
1
answer
280
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The effect of random projections on matrices
Let $A\in\mathbb{R}^{n\times n}$ be a given normal matrix, i.e. $A^TA=AA^T$. Let $P_s\in\mathbb{R}^n$ be a random projection matrix to an $s$-dimensional subspace in $\mathbb{R}^n$.
Suppose $\frac{A+...
CommunityBot
- 1
3
votes
1
answer
1k
views
Proof of eigenvalue stability inequality via Courant-Fischer min-max theorem
T. Tao in his notes on eigenvalue inequalities uses Courant-Fischer min-max theorem to prove the eigenvalue stability inequality. Specifically, I am looking for proof of Eq. (13) where he states as ...
- 137
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{...
- 4,729
2
votes
0
answers
116
views
Smallest singular value distribution
Let $G_\mathbb{R}\in\mathbb{R}^{n\times n}$ and $G_\mathbb{C}\in\mathbb{C}^{n\times n}$ denote the real and complex Ginibre random matrices, i.e. random matrices with independent real/complex Gaussian ...
- 83
3
votes
0
answers
163
views
Perturbation theory compact operator
Let $K$ be a compact self-adjoint operator on a Hilbert space $H$ such that for some normalized $x \in H$ and $\lambda \in \mathbb C:$
$\Vert Kx-\lambda x \Vert \le \varepsilon.$
It is well-known ...
CommunityBot
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0
votes
1
answer
262
views
Perturbing a normal matrix
Let $N$ be a normal matrix.
Now I consider a perturbation of the matrix by another matrix $A.$
The perturbed matrix shall be called $M=N+A.$
Now assume there is a normalized vector $u$ such that $\...
CommunityBot
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5
votes
1
answer
420
views
Stable matrices and their spectra
I am a graduate student in engineering and we work a lot with so-called Hurwitz (or stable) matrices.
A matrix in our terminology is called stable if the real part of the eigenvalues is strictly ...
- 1,167
3
votes
1
answer
463
views
Spectrum of this block matrix
Consider the following block matrix
$$A = \left(\begin{matrix} B & T\\ T & 0 \end{matrix} \right)$$
where all submatrices are square and
matrix $B = \mbox{diag}\left(b_1 ,0,0,\dots,0,b_n \...
5
votes
1
answer
1k
views
Intuition on Kronecker Product of a Transition Matrix
Let $T$ be a $N\times N$ transition matrix for a markov chain with $N$ states. Thus $T_{ij}$ is the probability of transition from state $i$ to state $j$ (and thus rows summing to one). Now consider ...
- 101
8
votes
2
answers
323
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Matrix rescaling increases lowest eigenvalue?
Consider the set $\mathbf{N}:=\left\{1,2,....,N \right\}$ and let $$\mathbf M:=\left\{ M_i; M_i \subset \mathbf N \text{ such that } \left\lvert M_i \right\rvert=2 \text{ or }\left\lvert M_i \right\...
CommunityBot
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6
votes
1
answer
487
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Intuitive proof of Golden-Thompson inequality
Sutter et al. [1] in their paper "Multivariate Trace Inequalities" give an intuitive proof of the following Golden-Thompson inequality:
For any hermitian matrices $A,B$:
$$
\text{tr}(\exp{(A+B)}) \...
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-2
votes
1
answer
475
views
sum of positive definite matrix
sum of positive definite matrix $A+B $is positive definite. I want to look at the spectrum of $C=A+B$
can we say the ith largest eigenvalue of $C$ is no less than the ith largest eigenvalue of $A$ i....
- 553
5
votes
1
answer
379
views
Hilbert representation of a bilinear form
Let $\sigma:\mathbb{R}^n\times \mathbb{R}^n\to \mathbb{R}$ be a bilinear symmetric form which is non-degenerate in the sense that for every $0\neq u\in \mathbb{R}^n$ there is $v\in \mathbb{R}^n$ with $...
- 7,893
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 ...
3
votes
1
answer
271
views
Local-Global Principle in Graph Spectrum
The question is a bit vague, but any ideas/directions will be appreciated.
Let us fix an $n$-vertex $d$-regular graph $G=(V,E)$. As I understand it, the eigenvalues of the adjacency matrix $A$ of $G$ ...
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1
vote
2
answers
1k
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A is a nonnegative matrix; the only principal submatrix having spectral radius above 1 is A itself
Let $\rho(M)$ denote the spectral radius (modulus of the largest eigenvalue) of a square matrix $M$.
I am looking for a characterization or anything else interesting about the set of matrices $A$ ...
- 1,719
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 $M_{1,ij}=0$ ...
CommunityBot
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1
vote
0
answers
51
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Relation between nullity of components to its parent graph
Let $G$ be an undirected graph and the corresponding adjacency matrix be $A$. Let $v$ be a cut-vertex of $G$. Let $G_1, G_2,\dots, G_k$ are the connected components of the induced graph $G-v$ ( the ...
- 63.9k
5
votes
1
answer
1k
views
The spectrum of the discrete Laplacian
Consider a connected (we define connected components by defining the set of vertices where every vertex has one neighbour) sublattice $V$ of the square lattice $V \subset\mathbb{Z}^2.$
On this we ...
- 24.2k
2
votes
2
answers
446
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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 ...
- 4,361
1
vote
0
answers
266
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Interlacing Suleĭmanova spectra
A set of real numbers $\{\lambda_1, \dots, \lambda_n \}$, $n \geq 1$, is called a Suleĭmanova spectrum if it contains exactly one positive value and $\sum_{i=1}^n \lambda_i \geq 0$. (It is well-known ...
- 1,719
5
votes
3
answers
5k
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Eigenvalues of principal minors Vs. eigenvalues of the matrix
Say I have a positive semi-definite matrix with least positive eigenvalue x. Are there always principal minors of this matrix with eigenvalue less than x?
(Here "semidefinite" can not be taken to ...
- 151
5
votes
2
answers
1k
views
spectral radius monotonicity
I encountered an inequality when reading a paper. Can someone help to show how to prove it?
Let be the spectral radius of matrix $A$ or $\rho(A)=\max\{|\lambda|, \lambda \text{ are eigenvalues of ...
3
votes
1
answer
807
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) ...
6
votes
0
answers
587
views
Lower bound on the sum of singular values for a sum of Hermitian matrices
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 $...
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6
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2
answers
438
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Can a perturbation of a matrix product always be represented as product of perturbations of its factor matrices?
Given $A=BC$ where $A\in\mathbb{R}^{m\times n}$ and for some $B\in\mathbb{R}^{m\times k}, C\in\mathbb{R}^{k\times n}$. We assume that $k>=\min(m,n)$ so that this decomposition always exists for any ...
- 20.2k
0
votes
1
answer
568
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Perturbation theory for matrices
I encountered the following problem. Since this is somewhat not related to what I normally do, I wanted to know what the best estimates in this field are.
Let $A \in \mathbb{R}^{n \times n}$ be a ...
- 54.2k
1
vote
0
answers
72
views
basis representation of a special sinc kernel
I have a functional map from $(x,y) \in \mathbb{R}^2$ to another function $f_{x,y}(z,w) \in \mathbb{C}$. (Variables $z,w $ range from $-\infty$ to $\infty$.) That is, for any pair $x,y$, I get a ...
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3
votes
4
answers
3k
views
spectral radius of a matrix as one element changes
Here's my question --
Let $A$ be an $n \times n$ real matrix, and suppose that the spectral radius $\rho(A)$ is less than one (spectral radius = max eigenvalue). Let's choose some $1 \leq i \leq N$ ...
- 1,167
20
votes
2
answers
5k
views
How are eigenvalues and eigenvectors affected by adding the all-ones matrix?
Given an $n \times n$ matrix $A$ and the $n\times n$ all-ones matrix $J = (1)_{ij}$, I'm interested in the relation between the eigenvalues and eigenvectors of the matrices $A$ and $A+J$, or more ...
- 37.7k
2
votes
1
answer
968
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Eigenvectors of symmetric positive semidefinite matrices as measurable functions
I'm currently interested in how discontinuous can get the eigenprojections of a continuous function taking values in a particular subspace of symmetric matrices.
I've been searching everywhere for an ...
- 34.7k
1
vote
1
answer
1k
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Spectral radius's relation with row sum
Let $A$ be a non-negative $N \times N$ square matrix with $a_{i,i}=0, 1 \leq i \leq N$. Also, let $r_i$ be the $i$-th row sum of $A$.
I know that $\rho(A)$, the spectral radius of $A$, is bounded as ...
- 54.2k
-9
votes
1
answer
338
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Does $\|(I-A)^{-1}\|_{2} \leq 1/(1-\|A\|_{2})$ holds for matrices with spectral radius smaller then 1?
Given a symmetric positive semidefinite matrix matrix $A$, if its spectral radius $0<\rho(A)<1$, does the inequality $\|(I-A)^{-1}\|_{2} \leq 1/(1-\|A\|_{2})$ hold true?
$\|A\|_{2}$ denotes ...
- 3,574
4
votes
2
answers
1k
views
Spectral theorem from Jordan decomposition in infinite dimensions
The finite-dimensional spectral theorem is a simple special case of the finite-dimensional Jordan decomposition. We also have various infinite-dimensional generalizations of the spectral theorem; can ...
CommunityBot
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4
votes
0
answers
126
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An inequality from the "Interlacing-1" paper
This question is in reference to this paper, http://annals.math.princeton.edu/wp-content/uploads/annals-v182-n1-p07-p.pdf (or its arxiv version, http://arxiv.org/abs/1304.4132)
For the argument to ...
2
votes
1
answer
1k
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About distinct eigenvalues of a graph
if a graph with adjacency matrix $A$ and Laplacian $L$ has $k$ distinct eigenvalues then does this fact naturally help define or prove existence of a polynomial $p$ of degree $k-1$ such that $[p(A)]_{...
- 441
2
votes
0
answers
452
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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 (...
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4
votes
5
answers
4k
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About adding a negative definite rank-1 matrix to a symmetric matrix
If $B$ is a symmetric matrix then how do its eigenvalues compare to the eigenvalues of $B - vv^T$? ( where $v$ is a vector of the same dimension as $B$)
I guess that the eigenvalues of $B - vv^T$ ...
- 1,748
2
votes
1
answer
86
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Information on special matrices similar to Jacobi matrices
Jacobi matrices are well known and deeply investigated mathematical objects from various point of view. One can arrive at these operators while studying discrete systems of particles interacting with ...
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3
votes
1
answer
211
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Generalizing the spectral radius of a unistochastic matrix
Consider a square matrix $A$, and from it construct $B$ whose entries are the squared magnitudes of those in $A$. What can we say about the spectral radius of $B$? I know that for a unitary matrix $A$,...
- 10.9k
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
votes
1
answer
360
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Which operators other than self-adjoint operators have no purely imaginary eigenvalues? [closed]
Given an operator mapping between suitable spaces, what is the condition that guarantees all eigenvalues have nonzero real part? Obviously self-adjointness implies all eigenvalues are real, but how ...
- 96.4k
7
votes
0
answers
217
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Characterizing matrices with rank constraint
Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...
- 13.9k
0
votes
1
answer
72
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Characterisation of a matrix ordering property
Let $n$ be a positive integer; we consider all matrices mentioned henceforth to be $n$-by-$n$ matrices. Let $A$ and $B$ be matrices wherein all entries are nonnegative (such matrices will be called ...
- 54.2k
8
votes
3
answers
526
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Lower bound for spectral radius on $\operatorname{GL}(n,\mathbb{Z})$
Consider the group of matrices $G =\operatorname{GL}(n,\mathbb{Z})$ with integer entries and determinant $\pm 1$. For each matrix $D \in G$, the product of the eigenvalues of $D$ is equal to $\det D =\...
- 47.4k
1
vote
0
answers
127
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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 ...
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0
votes
1
answer
218
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When is a $2$-lift of a graph connected? [closed]
Let $\ (V\ E)\ $ be a graph, i.e. $\ E\subseteq\binom V2.\ $ A $2$-lift pattern of a graph is a function $\ e:E\rightarrow\{-1\,\ 1\}.\ $ The induced 2-lift is defined as the graph $\ V\times\{-1\,\ ...
- 7,500
2
votes
1
answer
238
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Laplacian spectrum of $2-$lifts of graphs
We know that a $2-$ lift of a graph is specified by a $\pm 1$ assignment on the edges of the graph ( given as a signing matrix) denoting which edge is to be duplicated by the identity permutation on ...
- 12.1k
0
votes
1
answer
204
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Are these particular kinds of matrices well known?
Given two positive integers $n$ and $a \leq \frac{n}{2}$ consider a $n \times n$ matrix $A$ such that,
all the diagonal entries are either $a$ or $a+1$
all the non-zero off-diagonal entries are $\pm ...
- 9,650
1
vote
0
answers
244
views
Distribution of a signal covariance matrix
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 $\...
- 345