All Questions
202 questions
2
votes
1
answer
1k
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Is the sum of two stable matrices also stable?
Let $A$ and $B$ be two arbitrary real matrices of the same dimension. If the eigenvalues of $A$ and $B$ are all in the left half of the complex plane, can we estimate the the location of the ...
- 23
2
votes
1
answer
299
views
Eigenvalues of a specific matrix
I have a block matrix
$$M=\begin{bmatrix}
I_0& I_1& \cdots& I_1\\
I_2& I_0& \ddots& \vdots\\
\vdots& \ddots& \...
- 43
2
votes
1
answer
212
views
Similarity of two matrices
Consider the matrix, for some $\lambda \in \mathbb R$ .
$$A=\begin{pmatrix} i \lambda & -1 & i & 0 \\ 1 & 0 & 0& 0 \\ i & 0 & - i \lambda & -1 \\ 0 & 0 & 1 ...
- 124
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
2
votes
1
answer
728
views
Maximum eigenvalue of Hadamard power of a positive semidefinite matrix
Let $K$ be a covariance matrix. It is positive semidefinite, its diagonal elements are all 1, and its off-diagonals are between -1 and 1. Let $K.^2$ be its element-wise power (Hadamard power). Can we ...
- 181
2
votes
1
answer
8k
views
Properties of eigenvalues of general nonnegative matrices
I am aware, that an answer to this question can be found via Perron-Frobenius theory or something very similar, but unfortunately I am far from being an expert in the field and I am unable to find the ...
- 83
2
votes
1
answer
158
views
The relationship between a matrix and its coefficient matrix decomposed in Pauli matrix
For a dimension-$4$ Hermitian matrix $A$, denote pauli matrices $\{I,X,Y,Z\}$ as $\{\sigma_0,\sigma_1,\sigma_2,\sigma_3\}$ respectively. The pauli matrices form a basis of the matrix space if we take ...
- 91
2
votes
1
answer
998
views
Diagonalizing a symmetric block matrix
Let us consider the matrix
$$ A = \begin{pmatrix} a & c+ib \\ c-ib& a \end{pmatrix},$$
then this matrix has eigenvalues $a\pm \sqrt{c^2+b^2}.$
Now, let us consider a block matrix
$$ A = \begin{...
- 29
2
votes
1
answer
474
views
When is there a solution to these coupled eigenvalue equations?
I am trying to find the fixed point of a dynamical system, which requires solving two coupled eigenvalue-like equations. These equations are, in general, overconstrained. I'd like to have a simple ...
- 403
2
votes
1
answer
158
views
Destroying the structure of a linear system while preserving its maximum eigenvalue
I have an asymmetric square matrix with non-negative real entries in the range [0,10], representing the edge-weights of a directed network. Assume that the network is a linear system. My general ...
- 21
2
votes
1
answer
133
views
Is the sum of the circulant matrix with a super upper triangular matrix diagonalizable?
By the circulant matrix $C$ in $M_n(\mathbb{R})$, we mean that
$$C=[e_n|e_1|\cdots|e_{n-1}]$$ where $e_1,\cdots,e_n$ are the standard basis vectors in $\mathbb{R}^n$. It is well-known that
$$C=\...
- 4,058
2
votes
1
answer
74
views
Limitation through the singular values
Given matrix $X \in \mathbb{R}^{m\times n}$ and sequence $\left\{X^k\right\}_k$ converges to $X$ according to the Frobenius norm. I wonder that $\sigma_i(X^k)$ converge $\sigma_i(X)$ or not (where $\...
- 143
2
votes
1
answer
351
views
Eigenvalues of product of symplectic matrices
I have 2 symplectic matrices $X_{1},X_{2} \in \mathbb{R}^{2n\times2n}$. The matrix $X=X_{1} \cdot X_{2}$ is also symplectic.
Question: Are there any theorems which allow me to express eigenvalues of ...
- 133
2
votes
1
answer
345
views
Alike looking matrices imply convergence of eigenvalues?
This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators.
We want to look at matrices that agree in most of their entries and ...
user54300
2
votes
2
answers
269
views
Is my use of the eigendecomposition correct here?
I'm exploring different techniques to efficiently solve some matrix equations. My situation is that I have a matrix $\textbf{H} = \textbf{J}^T \textbf{J}$, where $\textbf{J}$ is a matrix with no ...
- 123
2
votes
1
answer
244
views
Expected minimal distance of eigenvalues
Let $A$ be an arbitrary symmetric matrix and $B$ be a random GUE matrix. I would like to know. Are there any results on the minimal eigenvalue distance between two distinct eigenvalues of $A+B$? I ...
- 73
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
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
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
2
votes
1
answer
484
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 $$C=\begin{bmatrix}A &...
- 135
2
votes
1
answer
430
views
Comparison of the smallest eigenvalues of two tridiagonal matrices
Let $n\geq2$ be an integer and $E_{ii}$ for an integer $2\leq i\leq n$ be the $n\times n$-matrix with its $ii$-entry equal to 1 and remaining entries equal zero. Furthermore, let $H_n:=\mathrm{tridiag}...
- 21
2
votes
1
answer
359
views
Dimension independent computational complexity of singular value decomposition
Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$).
Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time
which is ...
- 45
2
votes
0
answers
69
views
Unimodular eigenvalue of a H-self-adjoint matrix (indefinite innerproduct)
Let $A,H \in \mathbb{C}^{n \times n}$ be such that $H$ is Hermitian and invertible and $A = H^{-1} A^* H$. In this case, $A$ is said to be $H$-self-adjoint. This is due to the fact that if $\langle \...
- 175
2
votes
0
answers
121
views
Eigenvalues of two positive-definite Toeplitz matrices
Consider two positive-definite Toeplitz matrices $M_1$ and $M_2$ both with dimension $2^j \times 2^j$. Their matrix elements are:
$$M_1[x,y] = \frac{\text{sin}(\pi(x-y)/2^j)}{\pi(x-y)} \qquad M_2[x,y] ...
- 21
2
votes
0
answers
345
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 $i∈{1,…,n}$ ...
- 145
2
votes
0
answers
81
views
Perturbed Gram matrix
Let $x_t \in \mathbb{S}^{d-1}$, $\forall t\in \mathbb{N}$ and let $e_1$ be the first canonical basis vector of $\mathbb{R}^d$, ie, $e_1 = (1,0,\cdots,0)$. Let us form a Gram Matrix
$$\sum_{t=1}^T(x_t ...
- 215
2
votes
1
answer
400
views
Eigenvalue perturbation under sparse perturbations
Let $A \in \{0,1\}^{n \times n}$ be an irreducible matrix whose entries are in $\{0,1\}$, and let $\lambda_1(A)$ be the eigenvalue with the largest magnitude. By Perron–Frobenius theorem, we know that ...
- 21
2
votes
0
answers
106
views
Connections between eigenvalues of $B$ and $A+iB$
Consider two symmetric and real matrices $A,B\in\mathbb{R}^n$ and definie $A+iB$. Note that $A+iB$ is not hermitian in this case. There are many results based on Brendixson and Courant-Fischer, saying,...
- 21
2
votes
0
answers
146
views
Upper bound on some eigenvalue problem
Let $A_1,\ldots,A_m \in R^{n\times n}$ be symmetric and positive semidefinite, and suppose that their sum $A$ is positive definite. For some nonzero vector $u\in R^n$ with $u^TA_ju>0$ for all $j$, ...
- 3,873
2
votes
0
answers
52
views
Large-scale projected minimum-eigenvalue computations
I am interested in efficient numerical procedures for solving large-scale instances of the following projected minimum-eigenvalue problem:
$$\mu := \min_{v \in \mbox{ker}(A)} \frac{v^T H v}{\lVert v \...
- 35
2
votes
0
answers
330
views
Eigenvalues of special sum of Hermitian matrices
In my research on linear algebra and its applications, I have come across the following problem which has stumped me:
Let $ A $ be a positive definite matrix and let $ D $ be a positive diagonal ...
- 620
2
votes
0
answers
550
views
Eigenvalues of a specific Hankel matrix
I have an $\frac{N}{2} \times \frac{N}{2}$ matrix $G$ with entries given by
\begin{equation}
G_{ij} = \frac{1}{\sin(\frac{\pi}{N}(i+j-\frac{3}{2}))}, \;\;\;\;\;\;\;\; 1 \le i,j \le \frac{N}{2},
\end{...
- 101
2
votes
0
answers
148
views
Commutation relation and eigenvectors of infinite matrices [closed]
I'm given the Matrix $A$ and $A^T$:
$A =
\begin{bmatrix}
0 & 1 & 0 & 0 & \dots \\
0 & 0 & \sqrt{2} & 0 & \dots \\
0 & 0 & 0 & \sqrt{3} & \...
- 121
2
votes
0
answers
279
views
Eigenvalues of this matrix
I have a linear map that is defined by $$T:\text{lin}(1,...,x^m) \rightarrow \text{lin}(1,...,x^m) \text{ with}$$ $$x^k \mapsto 2w(k-m)x^{k+1}+(k^2-k-w^2)x^k-2kwx^{k-1}+(k-k^2)x^{k-2}$$
Let me give a ...
- 329
2
votes
0
answers
210
views
Dominant eigenvalue of sum of tridiagonal and diagonal matrices
Suppose I have a tridiagonal square matrix $A$ of some nice form, for which I know the eigenvalues $\lambda_1<\dots<\lambda_n$. $A$ is also essentially nonnegative (nonnegative everywhere except ...
- 21
2
votes
0
answers
132
views
Characterizing the singular values of a matrix with structure
Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$,
$$f(x,y) = e^{\imath\pi x g(y)}$$
where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$
...
- 21
2
votes
0
answers
1k
views
Eigenvalue problem for symmetric block tridiagonal matrices?
Is there a procedure to find the eigenvalues of $\textbf{M}$?
$$\begin{eqnarray}
\textbf{M}=\left[
\begin {array}{ccccc}
\textbf{A} & \textbf{B} & & &\\
\...
- 21
2
votes
1
answer
512
views
Submatrices of matrices in $\mathrm{SL}(4, \mathbb{Z})$ with all eigenvalues equal to $1$ [closed]
This is a follow-up question to my question from Math Stackexchange (Thank you Dietrich Burde and Michael Burr for the help).
Let $M\in \mathrm{SL}(4, \mathbb{Z})$ with all eigenvalues equal to $1$ (i....
- 823
1
vote
1
answer
6k
views
Largest eigenvalue of the sum of Hermitian matrices [closed]
Is there an expression for the largest eigenvalue of the sum of two Hermitian matrices in terms of the spectrum of the same matrices?
- 2,099
1
vote
1
answer
546
views
Existence of a real eigenvalue
I have a matrix $M \in \mathbb{R}^{(n+1) \times (n+1)}$ that is tridiagonal.
In numerical computations I found out that I always find a real eigenvalue. My question is: Is there a theorem that ...
user37929
1
vote
1
answer
209
views
Eigenvalues invariant under 90° rotation
Consider $N \times N$ matrices
$$A = \begin{bmatrix}
0 & 0 & \cdots & 0 & 1 \\
1 & 0 & 0 & & 0 \\
\vdots & 1 & 0 & \...
- 536
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?
$$
\begin{pmatrix}
a_1 & b_1 & 0 & 0 & 0 & \ldots & 0 \\
b_1 & ...
- 335
1
vote
3
answers
1k
views
Simple Spectrum of Jacobi matrices
I want to call a matrix a Jacobi matrix (cause there may be different notions of Jacobi matrices) if it is a tridiagonal matrix with positive off-diagonal entries. Now, I read that the spectrum of ...
- 21
1
vote
1
answer
241
views
Monotonicity of eigenvalues II
In a previous question here, I asked the question below for block matrices and received an answer showing the question is true if $\mathcal B$ is hermitian and false, in general if $\mathcal B$ is non-...
- 536
1
vote
1
answer
711
views
Eigenvalues of the product of traceless unitary hermitian matrices [closed]
As a follow up of the question raised in Determinant involving traceless unitary hermitian matrices, I would like to pose a similar question.
If A and B are distinct traceless unitary hermitian ...
1
vote
1
answer
48
views
Iteration matrix representation with complex conjugate operator
I am studying the convergence of a particular class of radial power flows, whose goal is to obtain the voltage solution for a given electric grid, i.e., a complex vector $\mathbf{V}$ that gives the ...
1
vote
1
answer
136
views
Matrix transformation that always works?
Consider the matrix
$$A_2:= \begin{pmatrix} a & b_1 \\ b_2 & a\end{pmatrix}.$$
Let $\sigma_2 = \begin{pmatrix} 0 & i \\ -i & 0 \end{pmatrix}$, then
$$\sigma_2 A_2 \sigma_2 = \begin{...
1
vote
2
answers
446
views
Transforming matrix to off-diagonal form
I wonder if one can write the following matrix in the form $A = \begin{pmatrix} 0 & B \\ B^* & 0 \end{pmatrix}.$
The matrix I have is of the form
$$ C = \begin{pmatrix} 0 & a & b & ...
- 536
1
vote
1
answer
1k
views
Prove that absolute value of eigenvalue is smaller than 1 [closed]
I want to prove that the absolute value of the eigenvalues of a matrix A are smaller than 1 for $$A=\left(\begin{array}{cc}
0 & -H_{11}^{-1} H_{12} \\
-H_{22}^{-1} H_{21} & 0
\end{array}\right)...
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