All Questions
Tagged with matrices eigenvalues
323 questions
4
votes
1
answer
90
views
Tight upper bound on a ratio involving symmetric PSD matrices and Kronecker products
Let $\mathbf{A}_i \in \mathbb{R}^{d \times d}$ ($i = 1, \dots, T$) be symmetric positive semidefinite (PSD) matrices. Define the quantity
$$
m = \frac{\lambda_{\max}\left(\sum_{i=1}^T \mathbf{A}_i^2\...
- 73
0
votes
0
answers
46
views
max eigenvalue and schatten-1 norm of depolarizing channel acting on trace-0 Hermitian matrix
Denote $\mathcal{H}^n$ as the $n-$dimension Hermitian matrices. Depolarizing channel $\Delta_p:\mathcal{H}^2\to\mathcal{H}^2$ is defined as $\Delta_p(A)=p\text{ tr }(A)~I/2+(1-p)A$ where $A\in \...
- 91
52
votes
8
answers
5k
views
Is there a fast way to check if a matrix has any small eigenvalues?
I have hundreds of millions of symmetric 0/1-matrices of moderate size (say 20x20 to 30x30) which (obviously) have real eigenvalues.
I wish to extract from this list the tiny number of matrices that ...
- 12.7k
0
votes
0
answers
57
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
- 1
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
3
votes
1
answer
187
views
Eigenvalues of certain matrices
We write $R(\theta)=\left(\begin{smallmatrix}\cos(2\pi\theta)&\sin(2\pi\theta)\\ -\sin(2\pi\theta)&\cos(2\pi\theta)\end{smallmatrix}\right)$ for any $\theta\in\mathbb R$.
Let $d,m,n,r$ be a ...
- 2,446
2
votes
0
answers
35
views
Limiting spectral distribution of a random matrix with specific structure
First, consider an $N \times N$ Hermitian random matrix $V$ from the Gaussian Unitary Ensemble (GUE). It is well known that the empirical spectral distribution of the GUE satisfies the semicircle law ...
- 21
1
vote
1
answer
52
views
Eigendecomposition of a Gram matrix with specified columns
I originally posted this question on Math SE, but I am starting to think it is more suitable to post it here. After waiting about two weeks, I didn't get any activity. The original question is linked ...
- 111
5
votes
2
answers
392
views
Maximal eigenvalue of a real symmetric Toeplitz matrix
The $n×n$ matrix $A_n$ is defined by the elements $a_{ij}=n−|i−j|$.
\begin{bmatrix}
n & n-1 & n-2 & \cdots & 1\\
n-1 & n & n-1 & \cdots & 2\\
n-2 & n-1 & n &...
- 61
4
votes
1
answer
2k
views
Eigenvalues of a rank-one update of a symmetric matrix
I have a matrix $A$ $(n\times n)$ with eigenvalues $\lambda_i$, then I add another matrix to it as: $A+xx^\top$ where $x$ $(n\times 1)$ is a column vector.
and also $A=yy^\top$ with $y$ a $(n-1)$ rank ...
- 63
2
votes
0
answers
85
views
Smallest eigenvalue of certain PD matrix decreases under sparse perturbation
Let $\omega_1<\dots<\omega_n\in\mathbb{R}$. Then, define $G\in\mathbb{C}^{n\times n}$ such that $G_{k\ell}=\frac{1}{1-i(\omega_\ell-\omega_k)}$. For example, if $n=3$ we obtain $$ G=\begin{...
- 83
1
vote
0
answers
63
views
Reference request for non-banded Toeplitz matrix
I want to know references that treat the property of eigenvalues and eigenstates of the non-banded Toeplitz matrix.
I mean for example, the Toeplitz matrix $A$ whose matrix element is given by $A_{ij}=...
- 11
0
votes
0
answers
148
views
Is there a way to find the eigenvalues of a matrix using character table?
I am studying applications of representation theory. I want to know if there is a procedure to find the eigenvalues and eigenvectors of a matrix using the character table of the Group acting on its ...
- 1
0
votes
1
answer
309
views
Eigenvalues of $\operatorname{diag}({\bf v}) - {\bf v} {\bf v}^\top - \alpha({\bf v} - {\bf w})({\bf v} - {\bf w})^\top$
Given vectors ${\bf v}, {\bf w} \in [0,1]^n$ , where $n \in \mathbb{N} \setminus \{0\}$, and $\alpha > 0$, I would like to find the eigenvalues of the following matrix.
$$\operatorname{diag}({\bf v}...
- 13
1
vote
1
answer
48
views
Iteration matrix representation with complex conjugate operator
I am studying the convergence of a particular class of radial power flows, whose goal is to obtain the voltage solution for a given electric grid, i.e., a complex vector $\mathbf{V}$ that gives the ...
0
votes
0
answers
32
views
Eliminating nullity for enhanced non-singularity
If we have an
$n\times n$ matrix $A$ with entries either $0$ or $1$, where all diagonal entries are $0$ and the rank is $k<n$, can we reach full rank by changing exactly $n-k$ zero off-diagonal ...
- 4,058
3
votes
0
answers
250
views
Generalized matrix determinant lemma for pseudo-determinant of symmetric matrix
The pseudo-determinant of a square matrix $A$ is the product of its nonzero eigenvalues. Consider the generalized matrix determinant lemma $$\det(A+UWV^\top) = \det A\det W\det(W^{-1} + V^\top A^{-1}U)...
- 141
5
votes
2
answers
721
views
Matrices with same eigenvalues
This question is a more precise version of this question.
Let's assume we have the matrix
$$\left(
\begin{array}{ccccc}
0 & a & 0 & 0 & 0 \\
f & 0 & b & 0 & 0 \\
0 &...
0
votes
1
answer
104
views
Change of the smallest positive eigenvalue after a rank-one update
Given natural numbers $n,r,R\in\mathbb{N}$ with $r,R\le n$, let $A\in\mathbb{R}^{n\times r}$ and $B\in \mathbb{R}^{n\times R}$ be two matrices with full column rank and let $c\in\mathbb{R}^n$.
Denote ...
4
votes
1
answer
230
views
Conditions for distinct nonzero eigenvalues in product DAD for symmetric matrix A with repeated nonzero eigenvalues and diagonal matrix D
Let $A\in\mathbb{R}^{n\times n}$ be an real symmetric matrix with eigenvalues $\lambda_1, \lambda_2, \cdots, \lambda_n$ with some of which be nonzero and repeated, i.e., there exist $\lambda_i \ne 0$ ...
- 187
16
votes
3
answers
2k
views
Why is the set of Hermitian matrices with repeated eigenvalue of measure zero?
The Hermitian matrices form a real vector space where we have a Lebesgue measure. In the set of Hermitian matrices with Lebesgue measure, how does it follow that the set of Hermitian matrices with ...
- 73
1
vote
1
answer
112
views
square matrix depending on complex value: spectral radius continous? [closed]
Let $A(z)$ be a $n\times n$ square matrix depending on the complex value $z$ and $\lambda_z$ is its spectral radius.
Is $\lambda_z$ continous or is it possible that it can jump? Or maybe someone knows ...
- 83
1
vote
2
answers
413
views
Eigenvectors of a non-symmetric rank-one update of a symmetric matrix
I have a matrix $A$ $(n\times n)$ with eigenvalues $\lambda_i$, then I add another matrix to it as: $A+uv^\top$ where $u$ $(n\times 1)$ and $v$ $(n\times 1)$ are column vector. Also, $A=yy^\top$ with $...
- 63
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
15
votes
1
answer
474
views
Has Nambu's notion of an "eigenoperator" found a place in the mathematical literature?
The physicist Yoichiro Nambu introduced in a 1950 paper A Note on the Eigenvalue Problem in Crystal Statistics the notion of an "eigenoperator" (page 12, see Nambu and the Ising model for a ...
- 188k
91
votes
5
answers
124k
views
Eigenvalues of matrix sums
Is there a relationship between the eigenvalues of individual matrices and the eigenvalues of their sum? What about the special case when the matrices are Hermitian and positive definite?
I am ...
- 1,013
2
votes
1
answer
401
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
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
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
$$C=\...
- 4,058
12
votes
1
answer
1k
views
Eigenvalues come in pairs
Consider the two matrices with some parameter $s \in \mathbb R$
$$A_1= \begin{pmatrix} s& -1 &0& 0 \\1&0 &0&0 \\ 0&0&1&0 \\0&0&0&1 \end{pmatrix}$$
and
$$...
- 124
3
votes
1
answer
309
views
Eigenvalues two-fold degenerate
Consider the matrix $$A:=\left(
\begin{array}{cccc}
0 & a & 0 & 0 \\
f & 0 & b & 0 \\
0 & e & 0 & c \\
0 & 0 & d & 0 \\
\end{array}
\right)$$
I ...
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
$$\sigma_2 A_2 \sigma_2 = \begin{...
3
votes
0
answers
145
views
Eigenvalues of random matrices are measurable functions
I have read that if a random matrix is hermitian then its eigenvalues are continuous, hence also measurable.
If the random matrix is not hermitian, the eigenvalues are not continuous in some cases. ...
- 31
13
votes
3
answers
2k
views
Eigenvalue pattern
We consider a matrix
$$M_{\mu} = \begin{pmatrix} 1 & \mu & 1 & 0 \\ -\mu & 1 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 &-1 & 0 & 0 \end{pmatrix}$$
One easily ...
- 133
16
votes
2
answers
1k
views
Spectral symmetry of a certain structured matrix
I have a matrix
$$ 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} $$
As ...
- 536
12
votes
4
answers
904
views
Show that the eigenvalues of a non-symmetric matrix built from positive matrices have positive real parts
Let $A, B, C \in \mathbb{R}^{n\times n}$ such that $N = \begin{bmatrix} A & B\\ B^{\top} & C\end{bmatrix}$ is a symmetric positive definite matrix. I'm trying to show that the following matrix
...
- 197
6
votes
4
answers
1k
views
Under what conditions are the eigenvalues of a product of two real symmetric matrices real?
Under what conditions are the eigenvalues of a product $M = A B$ of two real symmetric matrices $A$ and $B$ real?
And is there a way to relate the signs of the eigenvalues of $M$ to any properties of $...
- 61
4
votes
1
answer
477
views
Are eigenvalues preserved under derived equivalence?
Let $A$ and $B$ be finite dimensional algebras such that $A$ and $B$ are derived equivalent.
Denote by $C_A$ (resp. $C_B$) the Cartan matrix of $A$ (resp. $B$).
Then does the set of eigenvalues of $...
- 49
5
votes
2
answers
343
views
Maximal eigenvalue of a correlation matrix with some entries fixed as zeros
Let $A$ be real a positive semidefinite matrix of dimension $n$ and with $1$s on the diagonal. Those matrices are sometimes referred to as correlation matrices. From the positivity of the minors, we ...
- 51
20
votes
6
answers
42k
views
Eigenvalues of symmetric tridiagonal matrices
Suppose I have the symmetric tridiagonal matrix:
$$ \begin{pmatrix}
a & b_{1} & 0 & ... & 0 \\\
b_{1} & a & b_{2} & \ddots & \vdots \\\
0 & b_{2} & a & \...
0
votes
0
answers
79
views
Approximate solution problem of rank-one modification matrix secular equation
In Golub's paper , page 327,the eigenvalues of a rank-one modification of a $n\times n$ symmetric matrix can be computed by findng the zeros of the secular equation
\begin{equation*}
w(\lambda_j)=...
- 63
4
votes
1
answer
187
views
largest eigenvalue of the difference between two quadratic forms
Let $U,V\in\mathbb{R}^{4\times n}$ such that $UU^T=VV^T=I$, and $A\in\mathbb{R}^{n\times n}$ be an Hermitian matrix.
Is it true that
$$\sqrt{\lambda_{\text{max}}\left(\left(UAU^T-VAV^T\right)^2\right)}...
- 503
0
votes
1
answer
224
views
Faulty algorithm for simultaneous diagonalization?
I found a simple algorithm for simultaneous diagonalization of two commuting matrices (Nordgren - Simultaneous Diagonalization and SVD of Commuting Matrices), which seemed to be well-founded. For ...
- 103
3
votes
2
answers
394
views
Eigenvalues and eigenvectors of non-symmetrical tridiagonal matrix
The question is the following: given a matrix
$$A=\begin{pmatrix}
1& 2 & & & & \\
1& 0& 1 & & & \\
& 1& 0& 1 & &\\
& &...
- 145
4
votes
0
answers
989
views
Lower bound minimum eigenvalue of a positive semi-definite Hermitian matrix with bounded entries
Let $M \in \mathbb{C}^{n \times n}$ be a matrix with the following properties:
$M$ is Hermitian and positive semi-definite (all the eigenvalues are real and nonnegative).
The diagonal entries of $M$ ...
- 41
0
votes
0
answers
69
views
Spectrum of Moore-Penrose pseudo-inverse multiplied by a constant
Consider a random rectangular matrix $X\in\mathbb{R}^{N\times P}$ where each entry is drawn from iid distribution with mean $m$ and variance $s^2$, and denote $X^+$ the Moore-Penrose pseudo-inverse.
...
- 373
1
vote
0
answers
223
views
Fastest algorithm for finding the closest semi-definite matrix?
Given a real-valued, symmetric matrix $A \in \mathbb{R}^{n \times n}$, I'm interested in finding the closest positive semi-definite matrix $X^*\in \mathbb{R}^{n \times n}$:
$$
X^* = \mathop{\text{...
- 723
3
votes
1
answer
5k
views
Relation between the eigenvalues of a block matrix and the eigenvalues of its diagonal blocks
Consider the $(m+n) \times (m+n)$ block matrix
$$M = \begin{bmatrix} A & B \\ C & D \end{bmatrix}$$
I need references where they are talking about the relation between the eigenvalues of $M$ ...
- 1,269
1
vote
0
answers
292
views
Eigenvalue decomposition of normalized adjacency matrix
Let $A$ be an adjacency matrix of undirected graph $G$, where $G$ is a connected graph. The normalized adjacency matrix is defined as $\hat{A}=D^{-1/2}AD^{-1/2}$, where $D$ is degree matrix of graph $...
- 11
-2
votes
1
answer
183
views
Property of positive semi-definite
Let $A$ is a positive semi-definite matrix like this:
$$ A = \begin{bmatrix}
1 & \alpha_{1,2} & \alpha_{1,3} & \alpha_{1,4}\\
\alpha_{1,2} & 1 & \alpha_{2,3} & \alpha_{2,4}\\
\...
- 25