All Questions
Tagged with matrices eigenvalues
323 questions
6
votes
0
answers
465
views
Spaces of matrices with same eigenvalue/Great circles in O(n)-orbits
Let $Sym^2(V)$ be the set of symmetric matrices of a real $n$-dimensional vector space $V$. Given an element $\underline{\lambda}=[\lambda_1,\ldots \lambda_n]\in \mathbb{RP}^n$, where $\lambda_1\leq\...
- 1,452
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
3
votes
1
answer
264
views
When is this matrix singular?
Consider matrix $A$ with $(j,k)$′th entry $A_{j,k}=\sin(\omega_j t_k+\phi_j),\,\forall j,k\in\{1,2,...,n\}$, where $\omega_j,t_k,\phi_j\in \mathbf R$.
1) For $t_k=k$, what is the condition on $\...
- 2,239
0
votes
1
answer
422
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Parametrization of real diagonalizable matrices with given eigenvalues
Complex diagonalizable matrices with given eigenvalues can be conveniently parametrized as $A=T^{-1} \Lambda T$, where $T$ is any invertible matrix, and $\Lambda=diag(\lambda_1,...,\lambda_N)$ with $\...
- 103
1
vote
0
answers
148
views
Perturbation of eigenvalues of some special matrices
In perturbation theory of linear operators, one major question is how the eigenvalues of a linear operator $A$ change under a small perturbation, $A(x) = A + xP$, with $x\in\mathbb{R}$. For instance, ...
- 61
2
votes
0
answers
1k
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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
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
-1
votes
1
answer
492
views
Upper bound on iterations count for power iteration algorithm
I'm stuck trying to get upper bound on iterations count for power iteration algroithm for finding first eigenvalue of adjacency matrix $A$ given tolerance value. I've tried to figure something out ...
- 89
-3
votes
1
answer
270
views
Relationship of eigenvalue/eigenvector of hermitian matrix R and QRQ (Q is diagonal)
For a hermitian matrix R and a diagonal one Q, is there any relationship between eigenvalues/eigenvectors of R and QRQ?
To be specific, assuming the eigenvalue decomposition of R is R=VDV*, then can ...
- 101
1
vote
0
answers
136
views
when can I say that $UV^T$ is a permutation matrix? [closed]
suppose we have two p.s.d matrices A and B: so we can diagonalize them like this:
A= $UΛU^T$ and $B=VΣV^T$
1: on what condition for $A$ and $B$ I can say that $UV^T$ is a permutation matrix?
2: how ...
- 59
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
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
4
votes
1
answer
259
views
A complex sequence with positive values
Let $\lambda_1,\dots,\lambda_d$ be complex numbers that constitute the spectrum of a nonnegative integer matrix, and $P_1,\dots, P_d$ be complex polynoms, such that the sequence $$u_n=\Sigma_{i=1}^d ...
- 1,341
1
vote
0
answers
19
views
Empirical approaches to validate observational bounds on minimum gap between least eigenvalues of $n \times n$ correlation matrix and its submatrices
Let
$\Sigma$ be an $n \times n$ correlation matrix whose least eigenvalue is denoted by $\lambda$.
$\Sigma_i'$ be an $(n-1) \times (n-1)$ submatrix of $\Sigma$ obtained by eliminating the $i$-th row ...
- 141
1
vote
0
answers
109
views
An exact fraction of a matrix
Let $A$ be a $n \times m$ real matrix with $n<<m$ and of rank $r<n$. It is known that $A$ has exactly two distinct non-zero singular values: $\sigma_{\max}$ and $\sigma_{2}$, and also that $\...
- 6,962
2
votes
1
answer
248
views
Multiple eigenvalues over imperfect fields
Let $K$ be a field. For a matrix $A\in GL_n(K)$ we can find the Jordan normal form $A'$ in $GL_n(\overline{K})$, where $\overline{K}$ is the algebraic closure of $K$. We write $j_\alpha(A)$ for the ...
- 804
1
vote
0
answers
108
views
MInors related problem [closed]
A matrix $A$ has $m$ rows and $n$ colums, such that $m \leq n$. We know that each row of $A$ has the norm $1$ (the norm of an element $x=(x_1,x_2,...,x_n) \in \mathbb{R}^n$ is $||x||=\sqrt{x_1^2+x_2^2+...
- 11
1
vote
0
answers
235
views
positiveness of the inverse solution to Sylvester equation
I need to construct a non-negative matrix with desired eigenvalues. To that end, I came up with a block matrix of the following form:
$$
\mathbf{M} = \begin{vmatrix}
\mathbf{A} & \mathbf{b} \\\
\...
- 111
2
votes
1
answer
158
views
Destroying the structure of a linear system while preserving its maximum eigenvalue
I have an asymmetric square matrix with non-negative real entries in the range [0,10], representing the edge-weights of a directed network. Assume that the network is a linear system. My general ...
- 21
0
votes
0
answers
189
views
Summation of eigenvalues of tri-diagonal matrix smaller than specific value
Is there any analytic expression for summation of eigen-values of a tri-diagonal matrix which are smaller than a constant value? Or even a rough approximation for it. How about case of a general ...
- 1
0
votes
1
answer
139
views
Spectrum of a Laplacianized matrix
Suppose that $A$ is a positive matrix and that we let $R$ be the diagonal matrix of $A$'s row-sums. What can be said about the spectrum of $R-A$? I am particularly interested in the largest eigenvalue ...
- 6,962
3
votes
0
answers
221
views
Eigenvalues vs.matrix sparsity
For an n X n matrix whose entries are constrained to be in some [x,y], is the maximum absolute eigenvalue of the matrix a function of its sparsity?
Is there a closed-form expression that states this ...
- 31
2
votes
0
answers
132
views
Characterizing the singular values of a matrix with structure
Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$,
$$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