Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level ...

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0
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9 views

How can I efficiently approximate the stationary distribution of an infinite CTMC with a sparce rate matrix?

I am looking for methods to approximate the stationary distribution of an infinite CTMC with a sparse rate matrix. Each row and column of the rate matrix has a finite number of non-zero elements. ...
0
votes
0answers
23 views

Joint distribution of eigenvalue and matrix entry

Let $X=(X_{n,m})_{n,m=1}^N$ be a $N\times N$ GUE random matrix, and let $\lambda_1,\dots,\lambda_N$ denote its unordered eigenvalues. What can be said about the distribution of, say, ...
0
votes
1answer
47 views

Matrix norm inequality for C*-Algebras [on hold]

Let A a $C^*$-Algebra. I have already shown that the maps $Tr, \sigma: M_n(A)\rightarrow A$ given by $Tr((a_{ij})):=\sum_{i}a_{ii}$ and $\sigma\left(\left(a_{ij}\right)\right)=\sum_{i\text{, ...
0
votes
0answers
26 views

Lower bound of general bilinear form [closed]

Suppose I have a bilinear form $X^TAY$ where $X \in R^n, Y \in R^m$ and $Α \in R^{n \times m}$. All elements of $A$ are bounded, that is $\exists \bar a_{ij}>0:|a_{ij}|\le \bar a_{ij}, \forall ...
1
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0answers
38 views

Matrix transformation [closed]

I want to show that $(I-H^T(-s)H(s))^{-1}$ has no poles on the imaginary axis with $H(s)=C(sI-A)^{-1}B$ and $H^T(-s)=-B^T(sI+A)^{-T}C^T$ is equivalent to $M_\gamma$ has no purely imaginary ...
0
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0answers
71 views

Understanding the significance of the values of an adjacency matrix [closed]

I am new to network/graph theory and I am trying to understand a few things. One of these is the significance of the i,j entry of an Adjacency Matrix. In an ...
5
votes
2answers
762 views

What is the Time Complexity of the Matrix Exponential?

While trying to compute the Matrix Exponential of an $n \times n$ array I decided to take advantage of a Python function called scipy.linalg.expm(). According to ...
1
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0answers
61 views

Negative eigenvalue of Toeplitz Hermitian matrix?

I am working on estimation of a covariance matrix and I know that the matrix is Toeplitz. The desired matrix should not produce negative eigenvalues at all. However, sometime my estimation leads to a ...
5
votes
1answer
176 views

A sufficient condition (or not) for positive semidefiniteness of a matrix?

Let $A\in M_{n}(\mathbb{C})$ be a Hermitian matrix. If for all $z_1,...,z_n\in\mathbb{C}$, $$\sum_{i,j=1}^{n}A_{ij}z_{i}\overline{z_{j}}\ge 0$$ then A is positive semidefinite. I do not think the ...
4
votes
1answer
89 views

Pfaffian of several skew-linear transformations / matrices

Introduction: Let's assume we have a 2-form $\alpha=(1/2)\sum_{j,k=1}^n a_{jk}\ e_j\wedge e_k$, where $n=2m$, and $a_{jk}\in\mathbb C$. We know that $\alpha^{\wedge ...
1
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0answers
62 views

coefficient-wise powers of matrices. Reference wanted

Let $K$ be a commutative field and ${\rm M}_n (K)$ be the ring of $n\times n$ square matrices with coefficients in $K$ ($n\geqslant 1$ is an integer). For $k\geqslant 1$ and $A =(a_{ij})_{1\leqslant ...
2
votes
1answer
155 views

The class of $(-1,0,1)$-matrix with all row sums and column sums equalling to $0$

Let $n$ be an even positive integer and $W_n$ be the class of all $n\times n$ matrices with entries from the set $\{-1,0,1\}$ satisfying all row sums and column sums are equal to $0$. For any $M\in ...
5
votes
2answers
276 views

Explicit solution to a Rayleigh quotient equation

For 5 months! I have been struggling to solve the following equations analytically without numeric method (ie, Newton method): Main equation: $$ ...
4
votes
1answer
71 views

Perturbations on the pseudoinverse of a matrix

Given a matrix $A \in \mathbb{R}^{n\times m}$, and its perturbation $$ A_p = A + \Delta $$ is there a way to represent $$ (A_p)^{\star}= (A)^{\star} + f(\Delta) $$ where $(A_p)^{\star}$ ...
11
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3answers
221 views

Product of conjugate matrices in $\mathrm{SL}(2, \mathbb{Z})$

I've read that if $M_1, \dots, M_n$ are matrices in $\mathrm{SL}(2, \mathbb{Z})$ whose product is the identity, and each is conjugate to the shear $$ \begin{pmatrix} 1 & 1 \\ 0 & ...
0
votes
1answer
80 views

Eigenvectors of symmetric positive semidefinite matrices as measurable functions

I'm currently interested in how discontinuous can get the eigenprojections of a continuous function taking values in a particular subspace of symmetric matrices. I've been searching everywhere for an ...
3
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0answers
84 views

Finding nearest Toeplitz matrix to a given matrix

For an arbitrary $N\times N$ Hermitian matrix $A$, I want to derive a Toeplitz matrix from $A$ such that the eigenvectors of both matrices have minimal change. Specifically I want find the Toeplitz ...
0
votes
2answers
52 views

Functions with scalar times orthogonal Jacobian [duplicate]

I am interested in understanding functions $f:\mathbb{R}^d \rightarrow \mathbb{R}^d $ whose Jacobian at every point $x \in \mathbb{R}^d$ is a scalar times an orthogonal matrix. I've seen a similar ...
4
votes
1answer
82 views

I have a very large sparse matrix, 'A', in Ax = b. What work in advance of getting 'b' can be done to reduce solving time?

This question borders between a programming and math question (more math). I have a little matrix knowledge but this is past my ability, so any help is very much appreciated. Question I have a very ...
3
votes
1answer
125 views

Is there a smooth polar decomposition for non-invertible matrices?

Every $n \times n$ real matrix $A$ has a polar decomposition $A=OP$, where $O \in O_n, P$ is symmetric positive semi-definite. $P$ is uniquely determined by $A$, by $P(A)=\sqrt{A^TA}$, and when $A$ ...
1
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0answers
11 views

non-symmetric weak diagonal-dominant matrix, no decoupling: (a) is positive semi-definite? (b) has dim(ker)=1?

We are considering a matrix $A=(a_{ij})_{i,j=1,\ldots,d}\in\mathbb{R}^{d\times d}$ with the following property: $a_{ii}=-\sum_{j\neq i}a_{ij}$, i.e. the matrix is not only weak diagonal-dominant, but ...
9
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0answers
196 views

Rationality of a certain real algebraic variety

Let $A_n$ denote the vector space of $n\times n$ antisymmetric matrices over ${\mathbb{Q}}$, where $n$ is even. Let $A_n^*\subset A_n$ denote the affine ${\mathbb{Q}}$-subvariety of invertible ...
1
vote
1answer
81 views

Does similarity imply symmetric similarity?

Let $F$ be an infinite field. If two $n×n$ matrices $A,B$ are similar in $M_n(F)$, then are they also similar via a symmetric matrix (that is, is there a symmetric matrix $Q∈GL_n(F)$ such that ...
-2
votes
1answer
93 views

Eigenvalues of cyclic tridiagonal matrix [closed]

The following matrix is the result of a special kind of balanced signed graph of order $n$. In the Matrix $n_1,n_2,..,n_k$ are positive integers, which satisfy $\sum n_i=n.$ Prove that this matrix ...
2
votes
1answer
78 views

Bounding entries of the inverse of certain zero-one matrices

It is known that the entries of the inverse of an (invertible) $n \times n$ zero-one matrix $A$ can grow exponentially in $n$. See this MO question: Bounding the absolute sum of entries of the ...
1
vote
1answer
41 views

range of singular values of sub-matrices

Assume we have a $m \times n$ matrix $A$ with real entries representing an operator $T$ on $n$ dimensional real vector space $V$. Then we select a $n-1$ dimensional subspace of $E$ of $V$ and ...
2
votes
0answers
102 views

Can the matrix exponential be equal to the elementwise exponential [closed]

Just out of curiosity: does there exist a matrix $A=(a_{i,j}) \in \mathbb{C}^{n\times n}, n>1$ such that $(e^{a_{i,j}})\in \mathbb{C}^{n\times n}$ is equal to the matrix exponential ...
1
vote
3answers
163 views

The functional equation $T(x\otimes y)=T(x)\otimes T(y)$ on the matrix algebra

Is there a non trivial sequence $(T_{n})$ of linear operators $T_{n}$ on $M_{n}(\mathbb{C})$ such that $$T_{nm}(X\otimes Y)=T_{n}(X) \otimes T_{m}(Y) $$ where $X$ and $Y$ are in $M_{n}(\mathbb{C})$ ...
1
vote
1answer
110 views

Modified interlacing of eigenvalues

Let $A$ be a real symmetric matrix of order $n$ and $B=\begin{bmatrix}v &v &v &v\end{bmatrix}$ where $v$ is a non zero real column vector of dimension $n$. Consider $$C=\begin{bmatrix}A ...
2
votes
2answers
934 views

Encoding vectors of size $n$ in matrices which less than $2n$ rows [closed]

I have a set of vectors and each has $n$ nonnegative entries. Moreover, each entry of a vector has a quality: (1) or (2). It makes $2^n$ different possible patterns. For example, let's take two ...
1
vote
0answers
38 views

Explanation for a spectral measure [closed]

Could someone help me, please, to understand in term of entries of a Matrix $M=(m_{i,j})_{i,j\in\{1,n\}^2}$ the following measure : $$ \frac1{n} \sum_{i=1}^n \langle v_i,e_j \rangle ...
3
votes
0answers
161 views

Determinant of a certain Vandermonde matrix

Is there a closed form expression for the determinant of the $n\times n$ Vandermonde-type matrix $$A = \left(\begin{array}{} 1&g_1 & x_1&g_1 x_1 & x_1^2&g_1 x_1^2 & \cdots ...
0
votes
1answer
23 views

Identifying winner of tournament (A,B testings) with none binary test result [closed]

I'm trying to setup a tournament based on votes. Let say user vote for products A, B and C. Each user is presented all possible combinations of products in random order and he picks his preferred ...
3
votes
0answers
88 views

How do I ensure that my matrix is positive definite? [closed]

I require a positive definite matrix, $M$, with dimensions $2n\times2n$ of the form \begin{equation} M=\begin{pmatrix} \Sigma&P'\\ P&\Sigma \end{pmatrix} \end{equation} where $\Sigma$ is a ...
0
votes
0answers
42 views

How to get Wiener-Hopf decomposition of this matrix function

I met a matrix function $M(z)$ that I need to get its Wiener-Hopf decomposition that $M(z) = M_+(z) M_-(z)$ with $M_+(z)$ and $M_-(z)$ being analytic inside and outside the unit circle respectively. ...
1
vote
1answer
90 views

Find a square, stochastic matrix (w/ non-neg entries) of odd size, not a permutation matrix, with an eigenvalue other than 1 on the unit circle

...or prove that none exists. Note that such a matrix M couldn't be primitive, so there would be at least one entry equal to zero in every power M^k (Perron-Frobenius theory). Preferably the ...
1
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0answers
52 views

The state-transition-matrix of a physical system,

Here's a simple but potential research problem that I am learning about. Let's say I am studying a physical system that is governed by N objects. At each time, each object is either "active" and ...
1
vote
1answer
80 views

Largest element in inverse of a positive definite symmetric matrix [closed]

If I have an $n \times n$ positive definite symmetric matrix $A$, with eigenvalues $\lambda_{1}>\lambda_{2}\cdots>\lambda_{n}$, can I claim that the highest value which matrix $A^{-1}$ can have ...
6
votes
1answer
135 views

Is $\max_{\|x\|_p=\|y\|_p=1} |\langle x, Ay\rangle|$ equivalent to $\max_{\|x\|_p=|} |\langle x, Ax\rangle|$ for symmetric $A$ & $p\geq 2$?

Let $A\in \mathbb{R}^{n\times n}$ be a symmetric matrix, and consider the $l_p$ norm ($p\geq 2$). Can we prove that the following problems are equivalent: $$\max_{\|x\|_p=\|y\|_p=1} \left| \langle x, ...
2
votes
0answers
62 views

SVD when only off-diagonal terms are known

I have a real matrix $A \in \mathbb{R}^{n\times n}$ such that: $A$ is symmetric All the off-diagonal terms are known and positive Has rank $k<n$ Unfortunately I don't know the values of the ...
19
votes
1answer
1k views

A curious eigenvalue inequality

Suppose $A, B$ are positive definite Hermitian matrices, $U$ is a unitary matrix such that $AUB$ is Hermitian. The spectral radius of a square matrix $X$ is denoted by $\rho(X)$. In my study, I ...
1
vote
1answer
26 views

how to force least square solution matrix to be diagonal [closed]

Let's say I have the following equation $$AX=B$$ where $A$ is a $8\times 3$ matrix (known), $X$ is a $3\times3$ "diagonal" matrix which represents the coefficients (unknown) and $B$ is a ...
1
vote
3answers
119 views

Norm of an operator formed using a unitary operator

Suppose, $ A $ is a unitary matrix in $ M_n(\mathbb{C}) $ given by $ (a_{i,j})_{1\le i,j\le n} $ which has the property that, for all the basis elements $ e_i $, $ Ae_i\ne |\lambda| e_j $ for all $i,j ...
3
votes
1answer
88 views

Wiener-Hopf factorization of matrices

Given a $2\times2$ matrix, which entries are functions in the complex plane $$\hat{A}(z)=\left(\begin{array}{cc}a(z)&b(z)\\c(z)&d(z)\end{array}\right)$$Where $a(z),b(z),c(z)$ and $d(z)$ are ...
2
votes
1answer
91 views

Inverse Hadamard determinant inequality

As far as I remembered there is an inverse Hadamard inequality for the determinant of the form $$ |D|>\prod_j \sqrt{(a_{jj}^2-\sum_{i\neq j}a_{ij}^2)} $$ providing all values in $(\cdot)>0$. ...
1
vote
1answer
75 views
-1
votes
1answer
112 views

Representations of the $3\times 3$ Heisenberg group [closed]

I am trying to understand how the Heisenberg group is defined because I would like to understand the (irreducible) representations. Following this article given a symplectic bilinear form $\langle, ...
2
votes
0answers
35 views

Nonnegative Inverse Eigenvalue Problem (NIEP),

Does the NIEP, currently open for $n\ge 5$, have any good, practical applications? For the easy case, $n=2$, I am able to prove some of the results that agree with the current literature. In some of ...
3
votes
0answers
98 views

An operator derived from the divided difference operator $\partial_{w_0}$

Some main definitions and basic facts of divided differences: In the symmetric group $S_n$, let $s_i$ denote the adjacent transposition $(i,i+1),i\in \{1,2,\cdots,n-1\}.$ Since $S_n$ is generated by ...
3
votes
2answers
276 views

Factor matrix ${\bf A}$ into the product ${\bf B}{\bf C}$ where ${\bf C}$ has no negative entries and ${\bf B}$ has few non-zero entries

This is a more carefully worded version of this question, here tailored to professional mathematicians. Consider a matrix ${\bf A}\in{\bf M}_{n\times n}({\mathbb R})$ with possibly positive, negative ...