All Questions
9 questions
2
votes
1
answer
215
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Forming real positive semidefinite matrices from complex matrices
I have asked this question on the Mathematics Stack Exchange: https://math.stackexchange.com/questions/4924554/forming-real-symmetric-positive-semidefinite-matrices-from-complex-matrices.
Let $Q \in \...
- 31
1
vote
1
answer
1k
views
Reference for (general case) of uniqueness of singular value decomposition (SVD)
My statistics research requires me to understand the non-uniqueness of SVD in the degenerate case of repeated singular values.
I believe that the statements and proofs on this StackExchange posts are ...
2
votes
1
answer
141
views
On the eigen vectors of a diagonalizable matrix
Let us consider the space $M_n(\mathbb{C})$. By a unitary matrix $U=(u_{ij})$ we mean that $U^{-1}=(\overline{u_{ji}})$.
Q. Let $U$ be a unitary matrix. I am looking for the pairs of matrices $(D,A)$ ...
- 4,058
3
votes
1
answer
740
views
Operator norm of difference of matrix decompositions
This question is in part related to a question that I have already posed.
Say I have two symmetric positive definite matrices and their respective Cholesky decompositions $\mathbf{A} = \mathbf{L}_A \...
- 55
1
vote
0
answers
139
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Subgradient chain rule
Suppose $$F:\mathbb{R}^n \to \mathbb{R},\; F(x)=\mathrm{max}_\mathrm{eig}(C-\mbox{diag}(x)).$$
I am trying to find a subgradient of $F$ at $x_0$. A subgradient of $\mathrm{max}_\mathrm{eig}$ is given ...
- 11
8
votes
3
answers
691
views
Commutant of the conjugations by unitary matrices
Let $\mathcal{L}(\mathbb{C}^{n \times n})$ denote the algebra of all linear mappings from $\mathbb{C}^{n \times n}$ to $\mathbb{C}^{n \times n}$ and let $\mathcal{C} \subseteq \mathcal{L}(\mathbb{C}^{...
- 12.6k
9
votes
1
answer
535
views
Well known matrix inequality?
I suspect that the following matrix inequality is well known, but I can't find a reference or proof:
Given $n \times n$ symmetric matrices $A,B$ such that $I_n \leq A,B$, is the following true?
$${...
- 1,211
6
votes
1
answer
1k
views
Inequality between nuclear norm and operator norm for positive definite matrices
I will use $\|\|_*$ to denote the nuclear norm (sum of singular values) and $\|\|_2$ to denote the operator norm / matrix 2-norm (largest singular value).
Consider two positive definite $n \times n$ ...
- 61
3
votes
1
answer
119
views
Create matrix containing values in [0,1] where sum of all diagonals and anti-diagonals is fixed
The problem I am facing sounds at first glance pretty simple. However, as very often, it seems more complicated than I first assumed:
I want to calculate a matrix $P = (p_{j,k}) \in \mathbb{R}^{n \...
