All Questions
187 questions
0
votes
0
answers
47
views
"Probability" for a partitioned matrix to be singular
Let $A,B\in\mathbb{R}^{n\times n}$ be two nonsingular matrices with $A\ne B$, and consider the following partitioned matrix
$$
M:=\begin{bmatrix}AA^\top + BB^\top & A^\top \Delta_1 A + B^\top \...
- 2,712
2
votes
0
answers
1k
views
Estimates on norm Hessian Matrix
Let $u:\Omega \rightarrow \mathbb{R}$ a twice differential function, with $\Omega$ a subset of $\mathbb{R}^n$.
Suppose that we have the following:
$$D^2u\geq - \dfrac{(1+K^2)^{1/2}}{\epsilon}I$$
...
- 59
8
votes
3
answers
663
views
Representation theorem for matrices (reference request)
Motivation. If $A \in \mathbb{C}^{n \times n}$ is self-adjoint (or, more generally, normal), then we all know that
$$
A = \sum_{k=1}^n \lambda_k \, h_k \otimes h_k,
$$
where $\lambda_1,\dots,\lambda_n$...
- 12.5k
2
votes
0
answers
75
views
Case of equality in entrywise spectral radius bound
Let $A,B$ denote square matrices such that $\lvert A_{ij}\rvert\le B_{ij}$ for all $i,j$, and denote the spectral radius by $\rho$. From the Gelfand spectral radius formula it is easy to see that
$$\...
- 623
1
vote
1
answer
61
views
Effect of column normalization on maximum diagonal entry
Let $\mathbf{A}$ be a $M\times N$ complex matrix, and $\bar{\mathbf{A}}$ be constituted by normalizing each column of $\mathbf{A}$. Therefore, we have
$$\mathbf{A}=\bar{\mathbf{A}}\mathbf{\Gamma},$$
...
- 287
0
votes
1
answer
91
views
Choosing the best submatrix
Let $\mathbf{A}_{m\times n}$ be a matrix with non-negative elements. Assume that a submatrix $\mathbf{B}$ from $\mathbf{A}$ is defined as
\begin{align}
B_{i,j} =
\begin{cases}
A_{i,j}, & i\in\...
- 287
0
votes
0
answers
96
views
Eigenvalues of the matrix obtained by letting some of the rows vanish, hoping for some inequality
Let $A$ be an $n \times n$ matrix. Let $A_k$ be the matrix obtained by keeping the first $k$ rows of $A$ fixed and substituting $0$ for the rows $k+1$ to $n$. To be precise, we write $A= [R_1...R_k, ...
- 1,465
10
votes
1
answer
630
views
Minimum distance of a symmetric matrix to diagonal matrices
Let $A=(a_{ij})$ be an arbitrary $n \times n$ real symmetric matrix and $n\geq 2$. Let $\| \cdot \|$ denote the operator $2$-norm or equivalently the maximum absolute value of eigenvalues for ...
- 4,484
0
votes
0
answers
400
views
Comparison of two similarity matrices
English is not my first language, so please excuse any mistakes.
I'm working with two similarity matrices on the same data set: Suppose I have $n$ items, and I calculated the similarity of each item ...
- 1
8
votes
1
answer
1k
views
Operator norm of square root of matrix vs original
If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$?
More formally, I want to know whether there is always at least one square ...
- 81
1
vote
0
answers
132
views
Transformations preserving the number of distinct eigenvalues
Let $A\in\mathbb{R}^{n\times n}$ be an $n\times n$ symmetric, invertible matrix with nonnegative real entries, $\mathbf{1}$ be the all one $n$-dimensional vector, and $\mathrm{diag}(v)$, $v=[v_1,v_2,\...
- 2,712
2
votes
1
answer
498
views
Does the Perron vector maximize $x^TAx$ in the simplex?
Let $\mathbf{A}$ be any $n\times n$ symmetric positive matrix ($A_{ij}>0$). It is easy to show that the solution to the following optimization problem
\begin{align}
\max_{\mathbf{x}}~~\mathbf{x^...
- 1,421
0
votes
1
answer
129
views
Hadamard $\ell_2$ sum of two symmetric positive semidefinite matrices
This is a follow-up question to this and this.
Let $A=(a_{ij})$ and $B=(b_{ij})$ be symmetric positive semidefinite $n\times n$ matrices such that all $a_{ij}\geq 0$, $b_{ij}\geq 0$ and $a_{ii}=b_{ii}...
- 175
2
votes
0
answers
92
views
Hadamard $\ell_p$ sum of two symmetric positive semidefinite matrices: follow-up
I asked the following question here: "Does there exist $p>1$ such that for all $n\geq 2$, if $(a_{ij})$ and $(b_{ij})$ are symmetric positive semidefinite $n\times n$ matrices and $a_{ij}, b_{ij}\...
- 175
3
votes
1
answer
381
views
Hadamard $\ell_p$ sum of two symmetric positive semidefinite matrices
Does there exist $p>1$ such that for all $n\geq 2$, if $(a_{ij})$ and $(b_{ij})$ are symmetric positive semidefinite $n\times n$ matrices and $a_{ij}, b_{ij}\geq 0$ then $\bigl(\|(a_{ij},b_{ij})\|...
- 175
5
votes
1
answer
403
views
Best orthogonal approximation of rank 1 matrix
Let $X=\lambda_0u_0v_0^T\in\mathbb{R}^{n\times n}$ be a rank 1 matrix where $\lambda_0\in\mathbb{R}$, $u_0,v_0$ are of unit Euclidean norm. What is the solution of the following problem?
$$\hat{X}=\...
- 1,495
4
votes
1
answer
413
views
Lipschitz property of matrix function only depending on singular values
Let $f$ be a function from $\mathbb{R}^{n\times n}$ to $\mathbb{R}$ such that there exists another symmetric function $g$ (invariant under permutation of coordinates) from $\mathbb{R}^{n}$ to $\mathbb{...
- 1,495
3
votes
1
answer
172
views
Representation of $4\times4$ matrices in the form of $\sum B_i\otimes C_i$
Every matrix $A\in M_4(\mathbb{R})$
can be represented in the form of $$A=\sum_{i=1}^{n(A)} B_i\otimes C_i$$ for $B_i,C_i\in M_2(\mathbb{R})$.
What is the least uniform upper bound $M$ for such $n(A)$...
- 356
1
vote
1
answer
146
views
Solve a linear matrix ODE involving symmetric blocks
Let $P \in \mathbb R^{n \times n}$ be a symmetric positive definite matrix with eigenvalues denoted by $\lambda_i$ and corresponding eigenvectors denoted by $v_i$. For each $j \in \{1, 2, 3, 4\}$, let ...
- 113
3
votes
1
answer
2k
views
Relation between Frobenius norm, infinity norm and sum of maxima
Let $A$ be a sequence of $n \times n$ matrices so that the Frobenius norm squared satisfies $\|A\|_F^2 \simeq n$ and the infinity norm squared is $\|A\|_{\infty}^2 = 1$. Is the following true?
$$\...
- 105
12
votes
0
answers
508
views
More mysterious properties of Gram matrix
This is another question related to the mysterious properties of the Gram matrix in dimension $4$. Here's the previous question.
The following fact could be extracted from 0402087:
For any $a_i\...
- 4,316
5
votes
1
answer
2k
views
Inverse of a matrix and the inverse of its diagonals
While researching a question, I faced with the following problem: I have to prove that for a positive definite matrix we have
$${\mathbf n}^T {\mathbf R}^{-1}{\mathbf n}\geq {\mathbf n}^T {\mathbf D}...
- 273
16
votes
0
answers
488
views
An inequality for matrix norms
Working on a problem in combinatorics I come up with the following inequality on matrix norms, which I checked it also numerically:
Let $A=(a_{ij})$ be a real symmetric $n\times n$ matrix with ...
- 4,484
3
votes
1
answer
196
views
Can we classify the general linear maps such that for a fixed matrix $A \in M_n(\mathbb R)$ the conjuagation action fixes the first column?
Let $A \in GL_n(\mathbb R)$ be fixed. Let us consider the conjugation action by $G \in GL_n(\mathbb R)$, i.e., $G^{-1}AG$. I would like to see a way to identify the matrices such that the action fixes ...
- 195
1
vote
2
answers
1k
views
A "positive diagonal plus skew-symmetric" matrix decomposition
Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and strictly positive eigenvalues (note that $A$ is not required to be symmetric).
My question. Do there exist an orthogonal ...
- 2,712
3
votes
0
answers
244
views
An inequality concerning the solution of a Lyapunov equation
Let $A$ be an Hurwitz stable matrix (i.e. the real part of the eigenvalues of $A$ lie in the left-half plane) and $Q$ be a positive semidefinite matrix ($Q\ge 0$, for short). Let $P>0$ be the ...
- 2,712
4
votes
1
answer
206
views
How to find the analytical representation of eigenvalues of the matrix $G$?
I have the following matrix arising when I tried to discretize the Green function， now to show the convergence of my algorithm I need to find the eigenvalues of the matrix $G$ and show it has absolute ...
- 153
1
vote
1
answer
103
views
On ranks of matrices with tensor structure
Fix two $2^t$ length vector of form $p=\begin{bmatrix}u_1&v_1\end{bmatrix}\otimes\dots\otimes\begin{bmatrix}u_t&v_t\end{bmatrix}$ and $r=\begin{bmatrix}w_1&z_1\end{bmatrix}\otimes\dots\...
- 13.9k
3
votes
0
answers
629
views
Diagonal elements of Hermitian matrices with given eigenvalues
Given real vectors $d = (d_1, \ldots, d_n)$ and $\lambda = (\lambda_1, \ldots, \lambda_n)$, where I will assume that their coefficients are arranged in non-increasing order, the Schur-Horn theorem ...
- 31
4
votes
0
answers
284
views
Maximizing a certain eigenvalue ratio
Let $A\in\mathbb{R}^{n\times n}$ be an Hurwitz stable matrix (i.e., the spectrum of $A$ lies on the left-half complex plane) and let $P$ be the unique positive definite solution of the following ...
- 2,712
1
vote
1
answer
2k
views
SVD of two matrices A and B having the same right singular vectors?
I saw this statement in a lecture note
Assume the generalized SVD of matrices $A\in R^{m\times n}$ and $B\in R^{p\times n}$ given as:
$$U^TAX = diag(\alpha_1, ..., \alpha_n),~ U^TU = I_m$$
$$V^TBX = ...
- 113
10
votes
2
answers
5k
views
Nuclear norm as minimum of Frobenius norm product
Nuclear, or trace, or Ky Fan, norm of a matrix is defined as the sum of the singular values of the matrix.
It is claimed that
$$
\|X\|_\sigma = \min_{UV^T=X} \|U\|\|V\| = \min_{UV^T=X} \frac{1}{2}(\|...
- 2,239
11
votes
2
answers
2k
views
Inverse of a small submatrix
Let $A$ be a large matrix (say, $1000 \times 1000$), and let $\mathcal I = \{2,3,5\}$ be a set of row/column indices. Let $(A^{-1})_{\cal I \times I}$ denote the submatrix of $A^{-1}$ that consists of ...
- 241
2
votes
1
answer
236
views
An inequality regarding projection
Let $a, b \in \mathbb{R}^k$ be two normalized vectors such that $a^T b << 1$. Define matrix $C$ such that $[a, b, C]$ is full column rank, and let matrix $D$ be positive definite. Define ...
- 482
14
votes
5
answers
5k
views
Matrix trace & norm [closed]
For any nonnegative semidefinite matrix $A$ and any matrix $B$, we have
$$\mbox{tr} (AB) \le \mbox{tr} (A) \, \|B\|$$
where $\mbox{tr}(\cdot)$ is the trace and $\|\cdot\|$ is the operator norm. How ...
- 157
0
votes
0
answers
224
views
Upper bound on matrix perturbation such that all eigenvalues lie within the unit circle
Consider the matrix
$$N=\left[\matrix{\mathbb{I}_n-\epsilon L & X\\ \epsilon Y & Z}\right]$$
where $\epsilon>0$ is a small positive parameter and $Z$ is a square $m\times m$ matrix with ...
- 101
49
votes
3
answers
4k
views
Is this proof of Perron's theorem correct, and if so is it original?
A few years ago, I came up with this proof of Perron's theorem for a class presentation:
https://pi.math.cornell.edu/~web6720/Perron-Frobenius_Hannah%20Cairns.pdf
I've written an outline of it below ...
- 493
4
votes
1
answer
289
views
A property of positive matrices
Let $\mathbb{S}^{dn} \ni X \succeq 0$ with $d,n \in \mathbb{N}$, where $X \succeq 0$ indicates that $X$ is positive semidefinite. Now partition $X$ into the block form
\begin{gather}
\begin{pmatrix}
...
- 81
1
vote
0
answers
172
views
A vanishing sum of symmetric matrices
Let $\{G_i\}_{i=1}^N\in\mathbb{R}^{n\times m}$ be a set of full column rank matrices (i.e., $\mathrm{rank}(G_i)=m$ for all $i$) and $\{P_i\}_{i=1}^N\in\mathbb{R}^{m\times m}$ be a set of positive ...
- 2,712
2
votes
0
answers
87
views
Conditions for $B$ that make $ADB + (ADB)^T$ positive (semi-)definite
I am trying to find conditions under which this dynamical system converges. At the end of the day, we have something like
$$
0 \leq x^TD_0W_0D_1W_1D_2 \dots W_ND_NCx
$$
With $D_i$ matrices that are ...
- 121
-1
votes
1
answer
195
views
Determinant of $Z^TZ$ [closed]
If one is looking at the characteristic polynomial of the $m \times m$ dimensional matrix $Z^TZ$ then apparently the coefficient of $(-1)^{m-k}$ in it can be written as, $\sum_{U \subset [m], V \...
- 2,246
9
votes
1
answer
804
views
A singular value-eigenvalue inequality
Singular value or eigenvalue problems lie at the center of matrix analysis. One classical result is
$$\lambda_{j}(X^{*}X+Y^{*}Y)\geq 2\sigma_j(XY^*)$$
for $j \in \{1, \ldots, n\}$, where $\lambda_j(\...
- 1,748
10
votes
1
answer
615
views
A curious determinantal inequality I
Let $A, B$ be Hermitian matrices. Does the following hold?
$$\det(A^{2}+B^{2}+|AB+BA|)\leq \det(A^{2}+B^{2}+|AB|+|BA|)$$
As usual, $|X|=(X^*X)^{1/2}$. Clearly, quantities on both sides are no less ...
- 1,748
6
votes
2
answers
1k
views
Nontrivial lower bound on the sum of matrix norms
Let $X, V\in\mathbb{R}^{n\times r}$ such that $X^\top V$ is symmetric. The central quantity I care about is
\begin{equation}
\|XV^\top\|_{F}^2+\|X^\top V\|_{F}^2 +[\text{Tr}(X^\top V)]^2.
\end{...
- 515
11
votes
2
answers
777
views
Trace of non-commutable matrices
Let $M_1$ and $M_2$ be two symmetric $d\times d$ matrices. What is the relationship between
$tr(M_1M_2M_1M_2)$ and $tr(M_1^2 M_2^2 )$?
P.S. I tried a few examples and found
$$
tr(M_1M_2M_1M_2) \le tr(...
- 719
14
votes
4
answers
3k
views
Vandermonde matrix is totally positive
A totally positive matrix $M\in \mathcal{M}_{n\times m}(\mathbb R)$ is such that all of its minors of all sizes are positive. It is true that any Vandermonde matrix (with well-ordered positive entries)...
- 5,428
4
votes
0
answers
245
views
On the sum of the first row of the inverse of a certain symmetric Toeplitz matrix
(i) Consider a Toeplitz matrix $A_n = (a_{i, j})_{1 \le i, j \le n}$ of size $n$ defined as follows:
$$ a_{i, j} := |i-j|^{-1/2}, \text{ if } i \ne j; \ \ a_{i, j} := 2, \text{ if }i = j. $$
Let $...
- 195
11
votes
0
answers
313
views
Jaffard's theorem - finite matrices
For infinite matrices, Jaffard's theorem states that if $(A(k,l))_{k,l\in \mathbb{Z}}$ is invertible and satisfies
$$
A(k,l) \leq C (1+\left|k-l\right|)^{-r},
$$
for some $C>0$,
then
$$
A^{-1}(k,...
- 393
6
votes
1
answer
777
views
Is every real matrix conjugate to a semi antisymmetric matrix?
Is it true to say that every matrix $A\in M_n(\mathbb{R})$ is similar (conjugate) to a matrix $B=(b_{ij})$ with $b_{ij}=-b_{ji}$ for all $i\neq j$?(With some abuse of terminology,a matrix $B$ with ...
- 356
1
vote
2
answers
485
views
Closed form for integral of function of a symmetric positive definite matrix
Let $M$ be a real symmetric positive definite matrix of size $n \times n$, and let $\log M$ denote its (principal) matrix logarithm.
Is it possible to evaluate the following integral in closed form?
...
- 1,538