All Questions
Tagged with linear-algebra sp.spectral-theory
11 questions
4
votes
5
answers
4k
views
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 $B - vv^T$ ...
- 1,893
45
votes
11
answers
23k
views
real symmetric matrix has real eigenvalues - elementary proof
Every real symmetric matrix has at least one real eigenvalue. Does anyone know how to prove this elementary, that is without the notion of complex numbers?
- 579
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 ...
- 345
16
votes
2
answers
905
views
Eigenvalues of an "oblique diagonal" matrix
I am looking for guidance about the behavior of powers of a particular matrix (call it $A_n$ for $n\ge2$), which has come up in a counting problem about quantum knot mosaics (a good reference for ...
- 537
9
votes
1
answer
1k
views
0 eigenvalue for a symmetric tridiagonal matrix
Let $T\in \mathbb{R}^{n\times n}$ be a symmetric tridiagonal matrix having the off--diagonal entries equal to -1. The diagonal entries are all positive, $a_i>0$, $i=\overline{1,n}$, and there ...
- 143
6
votes
2
answers
438
views
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 ...
- 135
6
votes
1
answer
601
views
Monotonicity of eigenvalues
We consider block matrices
$$\mathcal A = \begin{pmatrix} 0 & A\\A^* & 0 \end{pmatrix}$$ and
$$\mathcal B = \begin{pmatrix} 0 & B\\C & 0 \end{pmatrix}.$$
Then we define the new matrix
$...
- 536
6
votes
1
answer
299
views
Phase transition in matrix
Playing around with Matlab I noticed something very peculiar:
Take the symmetric matrix $A \in \mathbb R^{n \times n}$ defined by
$$A_{ij}= i \delta_{ij} - \frac{\varepsilon}{\sqrt{i}\sqrt{j}}\,.$$
...
- 536
5
votes
1
answer
325
views
The discrete Fourier transform's Gaussian-like eigenvector
I have the $N$x$N$ matrix below where $N$ is a power of 2 (usually 64 or 256) and $\omega = 2\pi/N$. What is its largest eigenvalue?
$\begin{bmatrix}
2 & 1 & 0 & 0 & \cdots & 0 &...
- 1,547
3
votes
4
answers
367
views
Prove that $(v^Tx)^2−(u^Tx)^2\leq \sqrt{1−(u^Tv)^2}$ for any unit vectors $u, v, x$
I believe I found a complicated proof by bounding the spectral norm $||uu^T-vv^T||^2_2:=\max_{||x||=1}|(u^Tx)^2-(v^Tx)^2|$.
Using the fact that $dist(x,y):=\sin|x-y|$ is a distance function over unit ...
- 143
3
votes
1
answer
80
views
prove spectral equivalence bounds for fractional power of matrices
Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and tri-diagonal matrices for that we know that they are spectrally equivalent, thus ist holds
$$ c^- x^\top D x \le x^\top A ...
- 75