All Questions
Tagged with matrices eigenvalues
323 questions
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
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
36
votes
2
answers
32k
views
Eigenvalues of the product of two symmetric matrices
This is mostly a reference request, as this must be well-known!
Let $A$ and $B$ be two real symmetric matrices, one of which is positive definite. Then it is easy to see that the product $AB$ (or $BA$...
- 2,600
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
22
votes
4
answers
5k
views
Eigenvalues of permutations of a real matrix: can they all be real?
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and define the total spectrum $TS(M)$ as the union of all their spectra (counting ...
- 13.4k
21
votes
5
answers
2k
views
The middle eigenvalues of an undirected graph
Let $ \lambda_1 \ge \lambda_2 \ge \dots \ge \lambda_{2n} $
be the collection of eigenvalues of an adjacency matrix of an undirected graph $G$ on $2n$ vertices. I am looking for any work or references ...
- 784
21
votes
2
answers
3k
views
Integer matrices with no integer eigenvalues
Let $$A = \begin{pmatrix} 3&1 \\ 0&1 \end{pmatrix}$$ and $$B = \begin{pmatrix} 1&0\\ 1&2 \end{pmatrix}$$ I want to show that the only elements of the semigroup generated by $A$ and $B$...
- 1,045
20
votes
6
answers
42k
views
Eigenvalues of symmetric tridiagonal matrices
Suppose I have the symmetric tridiagonal matrix:
$$ \begin{pmatrix}
a & b_{1} & 0 & ... & 0 \\\
b_{1} & a & b_{2} & \ddots & \vdots \\\
0 & b_{2} & a & \...
19
votes
1
answer
2k
views
Smallest eigenvalue of a tricky random matrix
While experimenting with positive-definite functions, I was led to the following:
Let $n$ be a positive integer, and let $x_1,\ldots,x_n$ be sampled from a zero-mean, unit variance gaussian. Consider ...
- 28.6k
18
votes
1
answer
847
views
Showing that a certain matrix is not positive definite
Let $J_k$ be a $k \times k$ all ones matrix and $B$ any $k \times k$ binary matrix - that is $B$ only has entries from $\{0,1\}$.
I would like to show that the matrix $$X_B = (J_k -I) - B (J_k - I)^{-...
- 3,463
17
votes
3
answers
2k
views
Finding the nearest matrix with real eigenvalues
In this thread on MATLAB Central, I found a discussion on finding the nearest matrix with real eigenvalues. The first hypothesis was to simply truncate the complex part of the eigenvalues. So, given ...
- 185
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
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
16
votes
2
answers
4k
views
The singular values of the Hilbert matrix
The $n\times n$ Hilbert matrix $H$ is defined as follows
$$H_{ij} = \frac{1}{i+j-1}, \qquad 1\leq i,j\leq n$$
What is known about the singular values $\sigma_1 \geq \cdots \geq \sigma_n$ of $H$?
...
- 3,217
15
votes
4
answers
7k
views
Eigenvectors and eigenvalues of a tridiagonal Toeplitz matrix
Is it possible to analytically evaluate the eigenvectors and eigenvalues of the following $n \times n$ tridiagonal matrix
$$
\mathcal{T}^{a}_n(p,q) = \begin{pmatrix}
0 & q & 0 & 0 &...
- 153
15
votes
1
answer
1k
views
Existence of double eigenvalue
Let $A$ and $B$ be complex $4\times 4$ matrices. Assume both are Hermitian, and that they are linearly independent.
Must there exist a nonzero real linear combination $aA + bB$ which has a repeated ...
- 42.8k
15
votes
1
answer
474
views
Has Nambu's notion of an "eigenoperator" found a place in the mathematical literature?
The physicist Yoichiro Nambu introduced in a 1950 paper A Note on the Eigenvalue Problem in Crystal Statistics the notion of an "eigenoperator" (page 12, see Nambu and the Ising model for a ...
- 188k
14
votes
5
answers
989
views
Eigenvalues of a matrix with entries involving combinatorics
Let $F(n, l, i, j)$ be the cardinality of the set
\begin{eqnarray*}
\{(k_1, \cdots, k_n)\in\mathbb{Z}^{\oplus n}|0\leq k_r\leq l-1\text{ for }1\leq r\leq n\text{, }k_1+\cdots+k_n=lj-i\}.
\end{eqnarray*...
- 383
13
votes
3
answers
2k
views
Eigenvalue pattern
We consider a matrix
$$M_{\mu} = \begin{pmatrix} 1 & \mu & 1 & 0 \\ -\mu & 1 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 &-1 & 0 & 0 \end{pmatrix}$$
One easily ...
- 133
13
votes
2
answers
1k
views
A log inequality for positive definite trace-one matrices
Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. I would like to prove (or disprove) the following ...
- 2,712
13
votes
0
answers
809
views
Can one Gershgorin circle (only) contain all eigenvalues, when the other circles are not contained in it
In short, following a question from my students, I am trying to find a special case where all the eigenvalues of a matrix lie within only one circle, but not in the others, and the other circles are ...
- 673
12
votes
2
answers
1k
views
Eigenvalue perturbation theory via Feynman diagrams
Suppose I have a matrix given by a sum
$$A=D+\epsilon B$$
where $D$ is diagonal and $\epsilon$ is small, and I want the eigenvalues of $A$ as a power series in $\epsilon$. The first two orders in ...
- 1,549
12
votes
3
answers
737
views
How to find Suleimanova's work on the Nonnegative Inverse Eigenvalue Problem?
Many papers cite the work of Suleimanova when studying inverse eigenvalue problems - in particular, the nonnegative inverse eigenvalue problem (NIEP). However, I cannot seem to find her work anywhere....
- 121
12
votes
2
answers
2k
views
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix?
What is known about the eigenvectors of the $2^n \times 2^n$ Hadamard matrix defined recursively by $H_1=(1)$ and $$ H_N=\begin{pmatrix}H_{N/2} & H_{N/2} \\ H_{N/2} & -H_{N/2}\end{pmatrix}, $$ ...
- 1,324
12
votes
4
answers
904
views
Show that the eigenvalues of a non-symmetric matrix built from positive matrices have positive real parts
Let $A, B, C \in \mathbb{R}^{n\times n}$ such that $N = \begin{bmatrix} A & B\\ B^{\top} & C\end{bmatrix}$ is a symmetric positive definite matrix. I'm trying to show that the following matrix
...
- 197
12
votes
1
answer
1k
views
Eigenvalues come in pairs
Consider the two matrices with some parameter $s \in \mathbb R$
$$A_1= \begin{pmatrix} s& -1 &0& 0 \\1&0 &0&0 \\ 0&0&1&0 \\0&0&0&1 \end{pmatrix}$$
and
$$...
- 124
12
votes
0
answers
825
views
Eigenvalues of permutations of a real matrix: how complex can they be?
This is sort of complementary to this thread. I’ll repeat the definitions here:
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...
- 13.4k
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
11
votes
1
answer
2k
views
Eigenvalues of the complement of a graph
Let $A$ and $\widetilde A$ be the adjacency matrices of a graph $G$ and of its complement, respectively.
Is there any relation between the eigenvalues of $A + \widetilde A$ and the eigenvalues of $A$ ...
- 1,269
11
votes
3
answers
1k
views
Maximum singular value of a random $\pm 1$ matrix
Define a matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$ such that each element is independently and randomly chosen with probability $\frac 12$ to be either $+1$, or $-1$. Do you know any result in ...
- 199
11
votes
1
answer
980
views
Exact eigenvalues of a specific tridiagonal matrix
I'm studying the following tri-diagonal matrix
$$
X = \begin{pmatrix}
0 & x_0 & 0 & 0 &\cdots & 0 & 0 & 0 \\\
x_0 & 0 & x_1 & 0 &\cdots & 0 & ...
- 161
10
votes
2
answers
614
views
Lower eigenvectors of nonnegative matrices with zero trace
Let $A$ be an $N\times N$ nonnegative matrix with all diagonal entries equal to zero and such that there is $n_0$ such that all entries of $A^{n_0}$ are strictly positive. Let $\lambda_1,\ldots, \...
- 1,897
10
votes
5
answers
2k
views
The maximal eigenvalue of a symmetric Toeplitz matrix
Let $0\le x\le 1$ be a real number. Denote by $A_n(x)=(a_{ij})$ the $n$ by $n$ matrix such that $a_{ij}=x^{|i-j|}$ and let $\lambda_n(x)$ be the maximal eigenvalue of $A_n(x)$.
Is there any ...
- 1,418
10
votes
1
answer
1k
views
Relationship between eigenvalues of $A-B$ and eigenvalues of $A^2-B^2$
Let us suppose that $A_{n}$ and $B_n$ are sequences of positive definite matrices satisfying
$$c \leq \lambda_{\min}(A_n)\leq \lambda_{\max}(A_n)\leq C$$
and
$$c \leq \lambda_{\min}(B_n)\leq \...
- 103
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
9
votes
3
answers
383
views
convergence of 2nd eigenvalue
Fix $0<h_1<h_2<h_3<1$ reals. All matrices below are $3\times3$ real.
Suppose the sequence of matrices $M(n)$ are symmetric positive definite and these converge (point-wise) to a symmetric ...
- 43.2k
9
votes
1
answer
3k
views
Frobenius-Perron eigenvalue and eigenvector of sum of two matrices
Suppose that I have two positive matrices, $A$, and $B$, and I know their Frobenius-Perron eigenvalues ($\lambda_A$, $\lambda_B$) and eigenvectors ($v_A$, $v_B$). I'm interested in what I can say ...
- 403
9
votes
1
answer
3k
views
Connection between eigenvalues of matrix and its Laplacian.
Hello!
There are two definitions of graph spectrum:
1) Eigenvalues of adjacency matrix $A$.
2) Eigenvalues of Laplacian of adjacency matrix ($L$).
Different sources offer different properties based ...
- 89
9
votes
1
answer
396
views
Bound on the ratio of top 2 eigenvalues
Let $P$ be a $n \times n$ stochastic matrix such that $P_{ij}=\tau$ if $i \neq j$ and $P_{ii} = 1 - (n-1)\tau$ where $0<\tau < \frac{1}{n}$.
It is clear that the largest eigenvalue of $P$ is 1, ...
user31317
9
votes
0
answers
802
views
Positive definiteness of matrix
This question is about the positive definiteness of a (non-random) matrix that is defined using random variables as follows:
We fix the vector $v=(1,1)$ (yet, it seems the final result does not ...
- 192
9
votes
0
answers
624
views
Eigenvalues of leading principal submatrix of the Clement-Kac-Sylvester tridiagonal matrix
It's well-known that the eigenvalues of the Clement-Kac-Sylvester tridiagonal matrix
$$\begin{pmatrix}
0 & n-1 & 0 & \dots & 0 \\\
1 & 0 & n-2 & \dots & 0\\\
0 & ...
- 139
8
votes
2
answers
15k
views
Upper bounds on eigenvalues of PSD matrix?
Suppose A is a symmetric positive semidefinite matrix. Is there a way to upper bound the largest eigenvalue using properties of its row sums or column sums?
For instance, the Perron–Frobenius ...
- 301
8
votes
3
answers
1k
views
Does small Perron-Frobenius eigenvalue imply small entries for integral matrices?
Suppose that $M$ is an $n \times n$ matrix where each entry is a positive integer. Then $M$ is Perron-Frobenius and so has unique largest real eigenvalue $\lambda_{\textrm{PF}}$.
Does an upper ...
- 3,165
8
votes
3
answers
8k
views
Spectrum of an adjacency matrix
The adjacency matrix of a non-oriented connected graph is symmetric, hence its spectrum is real.
If the graph is bipartite, then the spectrum of its adjacency matrix is symmetric about 0. A few ...
- 3,388
8
votes
2
answers
12k
views
Relation between eigenvalues of $A$ and $A^TA$?
For an $n\times n$ diagonizable matrix $A$, is there a relation between the eigenvalues of $A$ and the eigenvalues of $A^TA$?
I ask this because I am looking into the relation between $A$ and $A+cI$, ...
- 181
8
votes
1
answer
5k
views
Eigenvectors of Kronecker Product [closed]
Conjecture If $A$ and $B$ are two complex square matrices, then every eigenvector of $A\otimes B$ is of the form $x\otimes y$, where $x$ is an eigenvector of $A$ and $y$ is an eigenvector of $B$.
...
8
votes
1
answer
7k
views
Upper bound on largest eigenvalue of a real symmetric $n \times n$ matrix with all main diagonal entries positive, everywhere else nonpositive
Is there a good analytic upper bound on the largest eigenvalue of a real symmetric n*n matrix with all main diagonal entries strictly positive, all other entries <=0 with typically many of them ...
- 83
8
votes
2
answers
380
views
Projecting onto space of matrices with spectral radius less than one
Consider the space
$$ S = \left\{ A \in \mathbb{R}^{n \times n} : \mathrm{SpectralRadius}(|A|) \leq 1 \right\}$$
where $|A|$ is the entry-wise absolute value. Given a matrix $M \in \mathbb{R}^{n\times ...
- 123
8
votes
1
answer
904
views
A generalized log inequality for positive definite trace-one matrices
Let $\{V_i\}_{i=1}^N$ be a set of $n\times m$, $n\geq m$, real matrices of full column rank and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. Moreover, let $A^{1/2}=(...
- 2,712
8
votes
0
answers
392
views
Bounding eigenvalues by taking high powers of matrices: history?
Let $A$ be real symmetric matrix. It is a well-known observation that we can bound any eigenvalue $\lambda$ of $A$ by using the fact that
$$\lambda^{2 k} \leq \textrm{Tr} A^{2 k}$$
for any $k\geq 1$. ...
- 20.2k