All Questions
9 questions
1
vote
1
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323
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How can I find minimum and maximum eigenvalue of non-positive define matrix [closed]
There is a power iteration method, but it only returns the greatest(in absolute value) eigenvalue of matrix. So when we have negative eigenvalues it'll give wrong results.
Is there any method, which ...
- 11
1
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0
answers
126
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Fastest way to calculate the eigenvalues of a product of two Toeplitz matrices
I have the following problem:
I need to find the fastest way to calculate the eigenvalues of a matrix that is the product of two Toeplitz matrices. $B = A U$.
The first is a regular Toeplitz matrix $A$...
- 11
1
vote
1
answer
102
views
Polynomial Eigenvalue Problem with few non-zero coefficients
Let us define a diagonal matrix $\mathbf{D}(\lambda) = diag(\lambda^{m_1}, \dots, \lambda^{m_n})$ with $\lambda\in\mathbb{C}$ and positive integers $m_1, \dots, m_n$. The generalized characteristic ...
- 909
1
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0
answers
286
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Generalized eigenvalue problem with nonnegative eigenvector constraint
Consider the following problem that is known to be non-convex but can be solved as a generalized eigenvalue problem (i.e. has a global optimum solution):
$\underset{w}{\text{maximize}}\quad w^{\top}...
- 11
7
votes
1
answer
449
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Can I find the gap between the two least eigenvalues of this special matrix A(t)?
I am interested in finding the gap between the two least eigenvalues of $A(t)$, a Hermitian $N\times N$ sparse matrix whose diagonal elements are $a_it+b_i\,(1\leq i\leq N)$, and all off-diagonal non-...
- 103
0
votes
1
answer
769
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Proving that the eigenvalues of a certain matrix product are positive
Let $A$ be an $m \times n$ matrix, and define:
\begin{align*}
U &= {\rm diag} \{ \frac{1}{\beta_j} \}, \beta_j = \sum_{k=1}^m |a_{kj}|, j = 1 \dots n \\
V &= {\rm diag} \{ \frac{1}{\alpha_i} \}...
- 3
2
votes
0
answers
146
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Lanczos algorithm with thick restart on a dynamic matrix
currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries from time to time. The problem should be solved using an ...
- 21
2
votes
0
answers
263
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Algorithms to compute largest gap between smallest nonzero eigenvalues of sparse symmetric matrix
I am looking mainly for implementations but also for theoretical algorithms to compute gaps between smallest positive eigenvalues of symmetric, singular matrix or real numbers.
To be precise, I want ...
- 21
8
votes
1
answer
7k
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Upper bound on largest eigenvalue of a real symmetric $n \times n$ matrix with all main diagonal entries positive, everywhere else nonpositive
Is there a good analytic upper bound on the largest eigenvalue of a real symmetric n*n matrix with all main diagonal entries strictly positive, all other entries <=0 with typically many of them ...
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