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2 votes
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Extension of the Gershgorin circle theorem for symmetric matrices and localization of positive eigenvalues

In mathematics, the Gershgorin circle theorem can be used to localize eigenvalues of a matrix (including symmetric). Let $A$ be a real symmetry $n × n$ matrix, with entries $a_{ij}$. For $i∈{1,…,n}$ ...
ayr's user avatar
  • 145
6 votes
2 answers
259 views

Distance of low-rank matrices to the identity for the $\infty$-norm

I am trying to get a lower bound (or even the exact value) of $$ \min_{X \in \mathbb{R}^{n\times n}} \|X - I_n\|_{\infty} \enspace \text{s.t.} \enspace \mbox{Rank}(X) = m $$ where $m \leq n$, and the ...
PAb's user avatar
  • 197
2 votes
1 answer
447 views

How to find upper and lower bound

Let $\Sigma \in S_{++}^n$ be a symmetric positive definite matrix with all diagonal entries equal to one. Let $U \in \mathbb{R}^{n \times k_1}$, $W \in \mathbb{R}^{n \times k_2}$, $\Lambda \in \mathbb{...
newbie's user avatar
  • 61
0 votes
1 answer
262 views

Survey papers on spectral radius [closed]

Let $M$ be a $n\times n$ matrix. Are there any survey papers which give lower and upper bounds on its spectral radius? What are the ways to find some lower bounds and upper bounds on $\rho(M)$ ...
Charlotte's user avatar
  • 444
6 votes
2 answers
1k views

Nontrivial lower bound on the sum of matrix norms

Let $X, V\in\mathbb{R}^{n\times r}$ such that $X^\top V$ is symmetric. The central quantity I care about is \begin{equation} \|XV^\top\|_{F}^2+\|X^\top V\|_{F}^2 +[\text{Tr}(X^\top V)]^2. \end{...
Wuchen's user avatar
  • 515