All Questions
202 questions
2
votes
1
answer
236
views
How can I prove a randomly generated matrix has distinct non-zero eigenvalues?
Consider the following $M×M$ matrix
$$
\mathbf A=\sum_{k=1}^K =a_k \mathbf h_k \mathbf h_k^H,(M≥K)
$$
where $a_k$'s are real values and $h_k$'s are $M×1$ randomly generated vectors, e.g., complex ...
- 31
11
votes
1
answer
927
views
Imaginary eigenvalues
Consider the matrix
$$A(\mu) = \begin{pmatrix} 0 & 1& 0 & 0 \\ -1 & -i\mu & 0 & i \\ 0 & 0 & 0 & 1 \\ 0 &i & -1 & i\mu \end{pmatrix}.$$
This matrix is ...
- 124
2
votes
1
answer
212
views
Similarity of two matrices
Consider the matrix, for some $\lambda \in \mathbb R$ .
$$A=\begin{pmatrix} i \lambda & -1 & i & 0 \\ 1 & 0 & 0& 0 \\ i & 0 & - i \lambda & -1 \\ 0 & 0 & 1 ...
- 124
13
votes
3
answers
2k
views
Eigenvalue pattern
We consider a matrix
$$M_{\mu} = \begin{pmatrix} 1 & \mu & 1 & 0 \\ -\mu & 1 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 &-1 & 0 & 0 \end{pmatrix}$$
One easily ...
- 133
3
votes
1
answer
2k
views
Eigenvalues of a block matrix with zero diagonal blocks
Suppose $A$ is a $k_1\times k_2$ matrix with real entries, $k_1<k_2$. Let $M$ be the matrix
\begin{equation}
M:=\begin{pmatrix}
0_{k_1} & A\\ A^\top & 0_{k_2}
\end{pmatrix},
\end{equation}
...
- 53
10
votes
2
answers
614
views
Lower eigenvectors of nonnegative matrices with zero trace
Let $A$ be an $N\times N$ nonnegative matrix with all diagonal entries equal to zero and such that there is $n_0$ such that all entries of $A^{n_0}$ are strictly positive. Let $\lambda_1,\ldots, \...
- 1,897
1
vote
1
answer
125
views
A monotonicity property of eigenvalues
Let $A \in S^{n}_{+}$ be a positive semi-definite matrix and $D \in S^{n}_{+}$ a diagonal matrix with all the diagonal entries no smaller than one, i.e., $D_{ii} \geq 1$ for all $i \leq n$.
I wonder ...
- 205
1
vote
0
answers
373
views
Upper bound on the sum of the smallest non-zero eigenvalues
Let $\mathcal A := \{ A_1, A_2, \dots, A_n \} \subset \Bbb R^{d \times d}$ be a set of symmetric and positive semidefinite matrices.
For a matrix $A_k \in \mathcal A$, denote its (real) eigenvalues by ...
- 245
2
votes
2
answers
201
views
Eigen problem with constrained (equal) eigenvalues
Let $\Omega$ be a symmetric and positive definite matrix. From a test of hypothesis I know that some eigenvalues are likely to be equal (the test also suggests which eigenvalues). Do you have any ...
- 131
1
vote
0
answers
39
views
Characterisation of Coxeter matrices with all non-real eigenvalues having absolute value 1
Let $C$ be an invertible integer matrix. Then a matrix $M$ is called Coxeter matrix (following Sato in https://www.sciencedirect.com/science/article/pii/S0024379505001709?via%3Dihub ) when $M=-C^{-1} ...
- 26.5k
3
votes
0
answers
373
views
Eigenvalues of block matrix
Given scalars $\alpha, \beta \in \mathbb{R}$, a symmetric positive definite matrix $A \in \mathbb{R}^{n\times n}$ and a flat matrix $B \in \mathbb{R}^{m\times n}$, where $m < n$, can I say ...
- 125
16
votes
2
answers
1k
views
Spectral symmetry of a certain structured matrix
I have a matrix
$$ A= \begin{pmatrix} 0 & a & d & c\\ \bar a & 0 & b & d \\ \bar d & \bar b & 0 & a \\ \bar c & \bar d & \bar a & 0 \end{pmatrix} $$
As ...
- 536
3
votes
1
answer
5k
views
Relation between the eigenvalues of a block matrix and the eigenvalues of its diagonal blocks
Consider the $(m+n) \times (m+n)$ block matrix
$$M = \begin{bmatrix} A & B \\ C & D \end{bmatrix}$$
I need references where they are talking about the relation between the eigenvalues of $M$ ...
- 1,269
3
votes
2
answers
432
views
Maximum eigenvalue of a covariance matrix of Brownian motion
$$ A := \begin{pmatrix}
1 & \frac{1}{2} & \frac{1}{3} & \cdots & \frac{1}{n}\\
\frac{1}{2} & \frac{1}{2} & \frac{1}{3} & \cdots & \frac{1}{n}\\
\frac{1}{3} & \frac{...
5
votes
1
answer
241
views
Trace inequality under consideration of definiteness
Let $G \in \mathbb{R}^{3 \times 3}$ a symmetric, but indefinite matrix and $U \in \mathbb{R}^{3\times 3}$ a symmetric and positive definite matrix. I would like to prove the inequality
$$ \text{Tr} \...
- 51
3
votes
1
answer
534
views
Spectrum of the sum of two general matrices
Are there any restrictions on the possible spectrum of the sum of two arbitrary matrices with given spectra other than the trace identity?
In other words:
Let $\alpha, \beta, \gamma$ be $n$-tuples (...
- 2,934
0
votes
0
answers
54
views
Is there a method to find a vector that optimizes a Rayleigh quotient over a subspace?
Let $M\in\mathbb{C}^{n\times n}$ be an arbitary Hermitian matrix and let $E$ be a subspace of $\mathbb{C}^n$.
Is there a method to find vectors $y,z\in E$ such that
$$\dfrac{y^*My}{y^*y}=\sup_{x\in E\\...
- 596
-2
votes
1
answer
353
views
Can we attain the maximum and minimum of a Rayleigh quotient over any subspace? [closed]
Let $M\in\mathbb{C}^{n\times n}$ be a Hermitian matrix and let $E$ be a subspace of $\mathbb{C}^n$.
$$\mbox{Are } \sup_{x\in E\\
x\neq0}\dfrac{x^*Mx}{x^*x}\mbox{ and }\inf_{x\in E\\
x\neq0}\dfrac{x^*...
- 596
1
vote
0
answers
126
views
Fastest way to calculate the eigenvalues of a product of two Toeplitz matrices
I have the following problem:
I need to find the fastest way to calculate the eigenvalues of a matrix that is the product of two Toeplitz matrices. $B = A U$.
The first is a regular Toeplitz matrix $A$...
- 11
4
votes
1
answer
2k
views
Relation of row sums to largest eigenvalue
I know that the largest eigenvalue of a graph is bounded between the minimal and maximal row sum of the matrix. If I have a $0-1$ symetric matrix (an adjacency matrix) and I know $k$ of the rows have ...
- 133
1
vote
1
answer
350
views
A linear algebra question regarding the eigenvalues of the product of a diagonal matrix and a projection matrix
I need to prove a statement in my research. The statement seems to be fundamental linear algebra, and numerical studies in MATLAB supported this statement, but I wasn't able to prove it after a few ...
- 21
1
vote
1
answer
276
views
Spectral decomposition of a $4\times4$ real nonsymmetric matrix with unknown elements
I'm trying to eigendecompose the following matrix $A$, i.e. to find $Q$ and $\Lambda$ such that
$$
A = \begin{bmatrix}
-\alpha & \alpha & -\gamma^{-1} & 0\\
\beta &...
- 207
2
votes
0
answers
106
views
Connections between eigenvalues of $B$ and $A+iB$
Consider two symmetric and real matrices $A,B\in\mathbb{R}^n$ and definie $A+iB$. Note that $A+iB$ is not hermitian in this case. There are many results based on Brendixson and Courant-Fischer, saying,...
- 21
1
vote
2
answers
2k
views
Eigenvalues of tridiagonal symmetric matrix
Could you tell me please, are there any analytical methods how to find eigenvalues of matrix such this one?
$$
\begin{pmatrix}
a_1 & b_1 & 0 & 0 & 0 & \ldots & 0 \\
b_1 & ...
- 335
13
votes
0
answers
809
views
Can one Gershgorin circle (only) contain all eigenvalues, when the other circles are not contained in it
In short, following a question from my students, I am trying to find a special case where all the eigenvalues of a matrix lie within only one circle, but not in the others, and the other circles are ...
- 673
-2
votes
3
answers
2k
views
When is it possible to find the sum of all elements of inverse of a matrix?
Given sum of elements of each row of a positive definite square matrix $M$ of order $n$ all of whose entries are non-negative, when is it possible to find the sum of all elements of the matrix $M^{-1}$...
- 135
1
vote
1
answer
311
views
Relation between the algebraic multiplicity of an eigenvalue and the subdiagonal elements of a symmetric tridiagonal matrix [closed]
Show that if $T$ is a symmetric tridiagonal matrix and an eigenvalue $\lambda$ has multiplicity $k$, then at least $k−1$ subdiagonal elements of $T$ are zero.
If we consider a submatrix $B$ that has ...
7
votes
0
answers
905
views
The Möbius function as eigenvalues
Let the $N$ by $N$ matrix $A$ be defined by the tetration:
$$\Large \text{If } \gcd(n, k)=1 \text{ then } A(n,k)= \underbrace{e^{e^{\cdot^{\cdot^{e^{\Re\left(\frac{1}{n^s}\right)}}}}}}_m \text{ else }...
- 1,183
1
vote
0
answers
132
views
Transformations preserving the number of distinct eigenvalues
Let $A\in\mathbb{R}^{n\times n}$ be an $n\times n$ symmetric, invertible matrix with nonnegative real entries, $\mathbf{1}$ be the all one $n$-dimensional vector, and $\mathrm{diag}(v)$, $v=[v_1,v_2,\...
- 2,712
2
votes
0
answers
146
views
Upper bound on some eigenvalue problem
Let $A_1,\ldots,A_m \in R^{n\times n}$ be symmetric and positive semidefinite, and suppose that their sum $A$ is positive definite. For some nonzero vector $u\in R^n$ with $u^TA_ju>0$ for all $j$, ...
- 3,873
1
vote
1
answer
711
views
Eigenvalues of the product of traceless unitary hermitian matrices [closed]
As a follow up of the question raised in Determinant involving traceless unitary hermitian matrices, I would like to pose a similar question.
If A and B are distinct traceless unitary hermitian ...
12
votes
2
answers
2k
views
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
- 1,324
5
votes
1
answer
335
views
Projecting a symmetric matrix onto the space of linear operators with a particular eigenvalue
Specifically, I am interested in the case where one eigenvalue is exactly $0$. Given an $n \times n$ symmetric matrix, I would like to find the closest $n\times n$ symmetric matrix that has one ...
- 245
2
votes
0
answers
52
views
Large-scale projected minimum-eigenvalue computations
I am interested in efficient numerical procedures for solving large-scale instances of the following projected minimum-eigenvalue problem:
$$\mu := \min_{v \in \mbox{ker}(A)} \frac{v^T H v}{\lVert v \...
- 35
2
votes
1
answer
657
views
Leading eigenvector value problem as an optimisation problem for asymmetric matrices
As noted in 1806.05647, given a symmetric matrix $A$, the leading eigenvector value problem (LEVP)
$$Av = \lambda v,$$
where $A = A^T \in \mathbb{R}^{n \times n}$, $\lambda$ is the largest ...
- 21
0
votes
1
answer
154
views
Energy of a symmetric matrix with $0$, $1$ or $-1$ entries
I have a symmetric matrix with entries $0$, $1$ or $-1$ which appeared in my works in graph theory (the diagonal entries are all zero). I need a good upper bound for the energy of this matrix; i.e. "...
- 351
6
votes
0
answers
96
views
Finding the maximal component of a vector in sublinear time
Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
- 13.6k
2
votes
1
answer
372
views
The maximal eigenvalue of average of positive matrices
Let $A$ and $B$ be two square real positive (all entries are positive) matrices that differ only in the first row. Let $\lambda_A$ and $\lambda_B$ be the maximal real eigenvalues of $A$ and $B$, ...
- 745
6
votes
1
answer
4k
views
Minimum and maximum eigenvalue
I don't know if this is the right place to post this question, but I find it interesting and have not gotten an answer elsewhere. If it violates any rules, I will gladly delete it.
Let $\Lambda$ be ...
- 689
26
votes
1
answer
5k
views
Generalization of Cauchy's eigenvalue interlacing theorem?
Cauchy's Interlacing Theorem says that given an $n \times n$ symmetric matrix $A$, let $B$ be an $(n-1) \times (n-1)$ principal submatrix of it, then the eigenvalues of $A$ and those of $B$ interlace.
...
- 571
1
vote
0
answers
152
views
Bound for Expectation of Singular Value
In my case, $X_{\boldsymbol{\delta}}\in\mathbb{R}^{d\times M}$ is a function of Rademacher variables $\boldsymbol{\delta}\in\{1,-1\}^M$ with $\delta_i$ independent uniform random variables taking
...
- 53
1
vote
0
answers
86
views
Solution of a manipulated equation vs the maximum eigenvalue and eigenvector of a non-negative matrix
Lets assume we have the following equation:
$AU=\lambda U \Rightarrow\left[
\begin{array}{c|c|c}
0 &A_{12}&A_{13}\\
\hline
A_{21}& 0& A_{23}\\
\hline
A_{31}&A_{32}&0
\end{...
- 21
10
votes
0
answers
237
views
Generalized eigen property of a matrix
Given a $n \times n$ invertible matrix $A$, I am interested in the set
$$
\mathcal{S}(A) = \{ D \textrm{ diagonal matrix } \mid \det(D - A) = 0 \}.
$$
Thus, for all eigenvalues $\lambda_i$, we have $...
- 909
0
votes
1
answer
262
views
Perturbing a normal matrix
Let $N$ be a normal matrix.
Now I consider a perturbation of the matrix by another matrix $A.$
The perturbed matrix shall be called $M=N+A.$
Now assume there is a normalized vector $u$ such that $\...
user136156
3
votes
1
answer
463
views
Spectrum of this block matrix
Consider the following block matrix
$$A = \left(\begin{matrix} B & T\\ T & 0 \end{matrix} \right)$$
where all submatrices are square and
matrix $B = \mbox{diag}\left(b_1 ,0,0,\dots,0,b_n \...
- 536
3
votes
2
answers
2k
views
Completely positive matrix with positive eigenvalue
A matrix $A \in \mathbb{R}^{n \times n}$ is called completely positive if there exists an entrywise nonnegative matrix $B \in \mathbb{R}^{n \times r}$ such that $A = BB^{T}$.
All eigenvalues of $A$ ...
- 133
3
votes
1
answer
726
views
Largest eigenvalue of product of orthogonal-projection rank-1 perturbation
Suppose I have a symmetric positive definite matrix $A \in \mathbb{R}^{n \times n}$ with $n$ linearly indepedent columns $a_1,...a_n$ in $\mathbb{R}^n$. All columns $a_i$ has norm 1, but they are not ...
- 103
1
vote
0
answers
171
views
Eigenvalues of non-negative block matrices
$B$ is a non-negative irreducible block matrix as follows:
$$B=
\left[
\begin{array}{c|c|c}
0 &B_{12}&B_{13}\\
\hline
B_{21}& 0& B_{23}\\
\hline
B_{31}& B_{32}&0
\end{array}
\...
- 21
5
votes
2
answers
249
views
Eigenvalue density of a symmetric tridiagonal matrix
Let $A_n\in\mathbb{R}^{n\times n}$ be defined as
$$
A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 &...
- 2,712
2
votes
1
answer
450
views
Eigenvalues of A^T D A for positive A and diagonal D
Suppose I have a diagonal matrix $D$ whose entries are bounded in absolute value. I also have a matrix $A$ that is positive (entry-wise, so $A_{ij} > 0\ \forall\ i,j$): one can assume that the ...
- 269