All Questions
Tagged with matrices fa.functional-analysis
126 questions
1
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identity involving spectral functions
Let $A$ be any compact operator and let $A^*$ denote its adjoint. Let $f$ be a spectral function. Then is the following true :
$$ A^* f(AA^*) = f(A^* A) A^*$$
- 519
1
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1
answer
134
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Summation unknown notation [closed]
I am having trouble with a summation notation in a paper I am reading (talking about Semi Markov Processes), I am not how to use it.
The equation is as follow:
$$MTTSF_{\phi}=\sum_{i - 1}\frac{1}{\...
- 39
0
votes
1
answer
269
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Limit of eigenvalues of a matrix perturbation sequence
Suppose $H$ is an $n\times n$ symmetric positive definite matrix, $M_k$ is a sequence of $n \times n$ matrix (not necessarily symmetric) such that $M_k \to O$ where $O$ is the zero matrix. Let $\...
- 135
9
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164
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Comparison of the absolute value of an operator with its positive parts, II
Suppose $A,B\in M_n(\mathbb C)$ are self-adjoint. Does there exist a constant $C>0$ depending only on $n$ such that
$$
|A+iB| \leq C(|A| + |B|)?
$$
One can take $C=1$ if $A$ and $B$ commute.
More ...
- 3,984
-2
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1
answer
158
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About local maxima of multivariable polynomials
Lets say I have a real valued function which is writable as a polynomial in terms of Frobenius norms of a pair of matrices as in it is of the form, $f_B(A) = f(||A||_F^2, ||AB||_F^2, ||A^TAB||_F^2)$ ...
- 2,246
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1
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4k
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Is Hilbert–Schmidt and Frobenius norm the same?
From the definition on $\Bbb R$ those two norm are the same:
the Frobenius norm,
the Hilbert-Schmidt norm.
Is there some difference (on $\Bbb C$) or historical reason for two names for the same ...
- 197
3
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64
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A constraint satisfaction problem on matrix sum involving symmetric group
Given $n\in\Bbb N$ what is the smallest with $m>n$ we need such that there is a non-negative $\epsilon<1$ and $\Phi_i,\Psi_j\in\Bbb C^{m\times m}$ at every $i,j\in[n]$ ($[n]=\{1,\dots,n\}$) such ...
- 13.9k
11
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2
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714
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A neat evaluation of an infinite matrix?
Let $M_n$ be an $n\times n$ matrix defined as
$$M_n
=\left[\frac{2i+1}{2(i+j+1)}\binom{i-1/2}i\binom{j-1/2}jx^{i+j+1}\right]_{i,j=0}^n.$$
With $I_n$ the identity matrix, consider $A_n:=I_n-M_n^2$. ...
- 43.2k
4
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2
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670
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When does this linear matrix equation have a unique symmetric, positive definite solution?
I encountered the following matrix equation for $A, N, Q \in \mathbb{R}^{n \times n}$ and $A^T=-A$ and $N^T=-N$
$$[X,A]+N^TXN+Q = 0$$
where $Q$ is symmetric, positive definite. My final goal is to ...
- 41
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3
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3k
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Is this inequality involving the Frobenius norm right?
Let $A$ be a generic (or varying) square, real $ n \times n$ matrix. Let $G$ be a fixed $n \times k$ matrix, $k < n.$ Denote by $||.||_F$ the Frobenius norm.
Is it true that $||AG||_F \geq c(G) ||...
- 1,465
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0
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147
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Is the following inequality true for the norm of Moore-Penrose pseudoinverses?
Let $L$ be a real, positive semi-definite, symmetric, square matrix, with pseudoinverse $L^{+}$. It can be shown for the operator norms $||.||_{op}$ that: if $L$ is invertible and $||I - L||_{op} < ...
- 1,465
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2
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570
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Matrices Representing Bounded Operators and Absolute Values
Let $A=(a_{ij})_{i,j=1}^{\infty}$ be an infinite matrix of complex numbers. For every positive integer $n$, we shall denote with $A_n$ the $n \times n$ matrix $A_n=(a_{i,j})_{i,j=1}^{n}$, and if $x \...
- 640
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256
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Significance of Tikhonov matrix
I am looking for a tutorial on Tikhonov matrix, in the sense what it can do or it cannot do. The definition of the matrix can be obtained in the wikipedia link. https://en.wikipedia.org/wiki/...
1
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174
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Negative eigenvalue of Toeplitz Hermitian matrix?
I am working on estimation of a covariance matrix and I know that the matrix is Toeplitz. The desired matrix should not produce negative eigenvalues at all. However, sometime my estimation leads to a ...
- 495
1
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3
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684
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Norm of an operator formed using a unitary operator
Suppose, $ A $ is a unitary matrix in $ M_n(\mathbb{C}) $ given by $ (a_{i,j})_{1\le i,j\le n} $ which has the property that, for all the basis elements $ e_i $, $ Ae_i\ne |\lambda| e_j $ for all $i,j ...
- 817
3
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1
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493
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Two minimization problems using singular value decomposition
Posted here too: https://math.stackexchange.com/questions/1711026/two-minimization-problems-using-singular-value-decomposition
Let $q_0, q_1:[0,1]\to \mathbb{R}^n$ be two maps whose components are $L^...
- 1,465
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2
answers
1k
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A matrix norm inequality
Suppose that $A, B$ are Hermitian positive definite matrices of the same order and $0\le p\le 1$. Using a standard approach in matrix analysis, one can show that
$\|A^{1-p}B^p\|\ge \|A\sharp_p B\|$, ...
- 1,748
13
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1
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1k
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An inequality for the spectral radius of matrices used by J. Bochi
I am interested in the history of an inequality for the spectral radius of a $d\times d$ real or complex matrix, which occurs in Jairo Bochi's 2002 article Inequalities for numerical invariants of ...
- 6,206
5
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0
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216
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Existence or construction of a sequence of orthogonal matrices with three properties
This is a problem that I encountered during my research, and I have spent a good amount of time on it without success. So I am reaching out for help ....
Any pointers or suggestions are appreicated!
...
- 984
10
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2
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1k
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The intuition behind the Hilbert projective metric and the Perron Frobenius Theorem
Recently I have read a proof of the Perron Frobenius Theorem for positive aperiodic matrices. In this proof, the trick is to put a metric in the "positive quadrant" of $\mathbb{R}^n$, $\mathbb{R}^{n}_+...
user11178
21
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1
answer
2k
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Almost commuting unitary matrices
Suppose that $A_1,\dots, A_k$ are unitary matrices such that any two of them can be approximated by commuting unitary matrices. i.e. for any $i$ and $j$, there are unitary matrices $A_i'$ and $A_j'$ ...
- 901
5
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0
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376
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Non-linear positive map
In the paper titled "Nonlinear completely positive maps" M. D. Choi and T. Ando extended natural definition of completely positive maps ignoring the linearity condition (Aspects of positivity in ...
- 421
1
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1
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218
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Row-stochasticity of the Jacobian matrix of a stationary distribution
Let $P_{\mathbf{p}}$ be a $n \times n$ row-stochastic matrix whose entries are a function of a probability vector $\mathbf{p} \in \mathbf{R}_{> 0}^n$, $\sum_i p_i = 1$ and define the following ...
- 113
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5
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2k
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Analogue of Cayley Hamilton theorem for operators on Hilbert space
Is there an analogue of Cayley Hamilton theorem which holds for operators on a separable Hilbert space. Obviously the characteristic polynomial will be replaced by something else.
- 2,099
4
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1
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615
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Does Schatten-p (quasi-)norm satisfy the norm inequality for 0<p<1?
I'm reading the paper by ANGELIKA ROHDE AND ALEXANDRE B. TSYBAKOV, ESTIMATION OF HIGH-DIMENSIONAL LOW-RANK MATRICES.
And in the paper, they provide an inequation of the Schatten-p (quasi-)norm, ...
- 63
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254
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A weak Perron-Frobenius property for sets of positive matrices
A popular form of the Perron-Frobenius theorem states the following result: if $A$ is a $d \times d$ real matrix all of whose entries are positive, then the spectral radius of $A$ is a simple ...
- 6,206
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0
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201
views
Range of a trace preserving completely positive projection
I'm working in $M_n(\mathbb{C})$, the algebra of complex $n\times n$ matrices. I managed to build a completely positive, trace preserving, star preserving, projection $P$. That is
$$\text{Tr}(P(A)) = ...
- 515
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620
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Is there a method to simultaneously block-diagonalize a set of group matrices?
Assume that you are explicitly given the representation matrices of a group.
How does one go about finding that common basis which will find the irreducible components of all of them simultaneously?
...
- 1,893
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85
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What are good bounds on ratios of subdeterminants?
Let $A$ be a symmetric matrix and $A_i$ be the matrix obtained from $A$ by dropping the $i^{th}$ row and column. Then what are some good bounds on the value of $\frac{det(A_i)}{det(A)}$ ?
Using the ...
- 1,893
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0
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270
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Eigenvalue of product of self adjoint compact operators
Suppose A is a self adjoint $m \times m$ real matrix with eigenpairs $\{e_j, \lambda_j\}$ such that $\lambda_j > \lambda_{j + 1}$. Let $B$ be another self adjoint real $m \times m$ matrix such that ...
- 157
3
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1
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274
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Finite codimensional subvector space of $C^{*}$ algebras which contains no invertible elements
Assume that $A$ is a unital $C^{*}$ algebra. Is there a subvector space $Y\subset A$ of finite codimension which does not contain any invertible element?
Let $n(A)$ be the infimum of such ...
- 356
7
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1
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787
views
Subadditivity of the square root for matrices
For positive numbers $a$ and $b$ we have the inequality $\sqrt{a+b} \leqslant \sqrt{a} + \sqrt{b}$. Is it true that the same holds if we take $a$ and $b$ to be positive semidefinite matrices?
If not, ...
- 5,005
1
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1
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1k
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The norm of a Finite Hilbert matrix
Let $H$ be an $n\times n$ Hilbert matrix,
$$h_{ij}=(i+j-1)^{-1}.$$
The matrix $p$-norm corresponding to the p-norm for vectors is:
$\left \| A \right \| _p = \sup \limits _{x \ne 0} \frac{\left \|...
- 1,748
6
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1
answer
277
views
Diagonalization of the matrix $(1/(i+j+\rm{const}))_{i,j}$
Consider the following infinite matrix: $A_{i,j}=\frac1{i+j+\gamma}$, $0\leq i,j<\infty$, $\gamma>0$ is a constant. Is it known how to diagonalize $A$, or, say, calculate $(I+tA)^{-1}$ for ...
- 109k
9
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0
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978
views
Strong convexity of the trace of the square root of a matrix function
Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...
- 91
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265
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How can I prove that the negative biased triangular kernel is positive semidefinite
How can I prove that the following triangular kernel function defined in $[0, 1] \subset R^1$
$k(x, x') = (1 - 2|x-x'|)$
is a positive semidefinite function?
It turns out to be psd function when ...
5
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1
answer
3k
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Operator norm vs spectral radius for positive matrices
I believe the following statement should be true but somehow I don't see an argument:
For every integer $d>1$ there exists a constant $C=C(d)>1$ such that whenever $A$ is a $d \times d$ matrix ...
- 421
2
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1
answer
345
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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
3
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0
answers
83
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Invexity of the $L_2$ norm
I have the following function:
$ f({\bf A,b}) = \| {\bf y - XAb} \|_2^2$
where ${\bf y}_{n \times 1}$ and ${\bf X}_{n \times p}$ are fixed, and ${\bf A}_{p \times r}$ and ${\bf b}_{r,1}$ are the ...
- 291
3
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0
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193
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Method to Generate Random Mutually Orthogonal Unitary Matrices
The title says it all, I'd like to know if such a method exists to generate random mutually orthogonal unitary matrices. If so, any supplementary references would be very much obliged. Thanks again!
- 133
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1
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1k
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Is the p-norm of a matrix strictly log-convex?
Let $A$ be a $n\times n$-matrix. We let $\|A\|_p$ denote the norm of $A$ when considered as a linear operator on $\ell^p(\{1,2,\ldots,n\})$, that is,
$$
\|A\|_p = \sup_{x\neq 0}\frac{\|Ax\|_p}{\|x\|_p}...
- 3,497
14
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2
answers
1k
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Order-preserving operator norms
Let us regard the $n\times n$ matrices as operators on the $n$-dimensional $\ell_p$ space; that is, we consider them as linear operators $\ell_p^n\to \ell_p^n$. When $p=2$, $M_n$ is a C*-algebra and ...
- 11.3k
4
votes
1
answer
135
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Characterization(?) of coersive(?) elements in the special linear group
Take your favorite matrix norm $\|\bullet\|$ (my favorite is the Frobenius norm $\|A\| = \sqrt{\operatorname{tr} A A^t}$). Now consider the set $S_x$ of matrices $A,$ such that
$\|A\| < x$ and $\|...
- 96.4k
9
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1
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698
views
Is this Hankel matrix in trace class
Let A be the infinite Hankel matrix with the coefficient
$$A_{kj}=e^{(-t(k+j)^2)}-e^{(-t(k+j+2)^2)},$$ with $t$ a nonnegative real number.
Is $A$ in trace class with a norm bounded by an absolute ...
- 93
5
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0
answers
148
views
Groups of operators between local unitaries and full unitaries
Consider the group $U(d_1) \otimes U(d_2)$ of "local unitary" operators acting on the complex space $\mathbb{C}^{d_1} \otimes \mathbb{C}^{d_2}$ (i.e., $U(d_1) \otimes U(d_2)$ is the group of unitary ...
- 6,351
1
vote
0
answers
1k
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Inverse Transpose of Jacobian Matrix
Let $f:\mathbb{R}^n\mapsto\mathbb{R}^n$ be a bijective function. Fixed $a\in\mathbb{R}^n$. For any $x$ closes to $a$, using Taylor's series we can approximate $f(x)$ by
\begin{equation}
f(x)\approx f(...
- 133
4
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1
answer
189
views
Weak ergodicity of nonhomogenous products of 0-1 matrices
Here is a question which probably has a negative answer, but I couldn't find any literature directly on it.
Let $(A_n)$ be a sequence of rectangular 0-1 matrices (that is, the entries are restricted ...
- 4,679
9
votes
1
answer
598
views
Trouble with Jordan form of the truncated Carleman-matrix for $\sin(x)$ as size $n$ goes to infinity
I'm currently trying to get familiar with the Jordan normal form for matrices; and after some example I ask for the possible Jordan-form for the Carleman matrix for the function $f(x) = \sin(x)$ when ...
- 5,342
3
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1
answer
494
views
A question on Grassmannian
Let $V$ be the space of $4$ by $4$ Hermitian matrices, that
is a vector space of dimension $16$ over $\mathbb{R}$. Is the uniform
measure of
$$
\left\{ W\in Gr\left(5,V\right):W \text{contains no ...
- 119
2
votes
0
answers
458
views
Random variable matrix exponential
I am trying to find out the distribution of a matrix exponential which is a function of a random variable. My mathematics background is very limited and I hope I can receive some help from here.
What ...
- 21