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2 votes
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344 views

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
680 views

Is this lower bound on the singular values of the sum of two matrices correct?

Equation 7 of this paper (Ramazan Türkmen, Zübeyde Ulukök, Inequalities for Singular Values of Positive Semidefinite Block Matrices, International Mathematical Forum, Vol. 6, 2011, no. 31, 1535 - 1545)...
Gabriele Oliva's user avatar
1 vote
0 answers
139 views

A lower-bound on matrix-function with vector product

I am currently trying to show that a sequence of homeomorphisms converges to some limiting homeomorphism using Anderson's the inductive convergence criterion. However I can't explicitly compute the ...
ABIM's user avatar
  • 5,407
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
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
2 votes
0 answers
411 views

Bound on eigenvalues of A+B (Hermitan matrices) which is better that the Lidskii and Weyl bounds

I have two positive definite $N\times N$ Hermitian matrices $A$ and $A$ and am interested in bounding the eigenvalues of $A+B$ in terms of the eigenvalues of $A$ and $B$. Let $\lambda_k(\cdot)$ be ...
Tom Steiglitz's user avatar