All Questions
187 questions
7
votes
1
answer
6k
views
Eigenvectors as continuous functions of matrix - diagonal perturbations
The general question has been treated here, and the response was negative. My question is about more particular perturbations. The counterexamples given in the previous question have variations not ...
CommunityBot
- 1
9
votes
1
answer
954
views
Convexity of the product of two exponential matrices
Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...
- 2,361
1
vote
0
answers
113
views
Is my particular finite dimension Toeplitz matrix always strictly positive?
Let $H(\omega), \; -\pi \leq \omega \leq \pi$ be a real-valued function with a continuous band of zeros, that is (for simplicity) $H(\omega)=0, \; |\omega|\geq \beta \pi$.
Define a sequence of banded ...
- 21
3
votes
1
answer
296
views
Upper bounds on elements of a matrix
During my research I have come across matrices this type
$$C=B\left(B^T B\right)^{-1}B^T\ ,$$
where $B$ is an $m\times n$ real matrix. If $B^TB$ is not invertible, then $\left(B^T B\right)^{-1}$ ...
- 131
1
vote
0
answers
132
views
Matrices with a common Fischer basis
Let $A$ be a real symmetric $n\times n$ matrix, normalized such that $Tr[A]=1$. Define a 'Fischer basis' as the basis in which all diagonal elements are equal to $\frac{1}{n}$. The motivation for ...
- 13.4k
-1
votes
1
answer
1k
views
How to show the square root function of a positive semidefinite matrix is differentiable? [closed]
How to show the square root function of a positive semidefinite matrix is differentiable?
In this context PSD means symmetric PSD.
- 20.9k
3
votes
0
answers
125
views
Copositivity in matrix pencils
Given two square symmetric matrices $A,B$ of the same order, the matrix pencil $P(A,B)$ is the set of linear combinations of $A$ and $B$. Finsler's theorem gives an elegant criterion for $P(A,B)$ to ...
- 6,962
6
votes
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 ...
- 15.4k
3
votes
0
answers
611
views
Can anyone help me deduce a matrix inequality?
The following lemma is taken from references firstly.
Lemma 1 [1-2] Given matrices $Q=Q^{T} , F, M$ and $N$ of appropriate dimensions, then $$Q+MFN+N^{T}F^{T}M^{T}<0$$
for all $F$ satisfying $F^{...
- 103
12
votes
0
answers
314
views
Ratio of entries of A and log A where A is a triangular matrix
Consider triangular matrices $A = \left( {a(n,k)} \right)$ of arbitrary order with $a(n,k) = 0$ if $n + k$ is odd and $a(n,n - 2k) = \frac{{n!}}{{k!(n - 2k)!}}\frac{{(m + n - k - 1)!}}{{(m + n - 1)!}}$...
- 5,622
-1
votes
1
answer
293
views
spectrum of a special class of tridiagonal matrices
Consider a real and symmetric tridiagonal matrix with zero diagonals and where subdiagonals and superdiagonals are equal to 1 except the (1,2)-th component being equal to $a$, i.e.,
$$\begin{bmatrix}...
- 3,741
5
votes
3
answers
693
views
Norm of triangular truncation operator on rank deficient matrices
Let $T_{n\times n}$ be a triangular truncation matrix, i.e.
$$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$
It is known that for arbitrary $A_{n\times n}$
$$\|T\circ A\|\le\frac{\...
- 9,486
2
votes
1
answer
345
views
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 ...
- 15.8k
0
votes
1
answer
546
views
Solution of infinite dimension linear system
Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...
- 720
3
votes
0
answers
193
views
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
6
votes
0
answers
489
views
Symmetric matrices with $\rho(A)\gg\|A\|_\infty$
For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...
CommunityBot
- 1
2
votes
0
answers
476
views
Norm bound of a complex resolvent
A well known result by Varah states that if $A$ is a strictly diagonally dominant matrix of dimension $n$, then
$\|A^{-1}\|_{\infty} \le \max_i\frac{1}{|a_{kk}|-\sum_{j \neq k}|a_{kj}|}$, where the ...
- 73
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
2
votes
0
answers
1k
views
Incoherence of the row/column span
Due to V.Chandrasekaran., et al (p.11) : In general for any $k$-dimensional subspace of $A_{n×n}$ we have that:
$$\sqrt{(k/n)} \leq incoherence(A)\leq 1$$
where the lower bound is achieved (for ...
- 21
0
votes
1
answer
268
views
Nonnegative Matrix
Let $A=E+\sqrt{-1}B$, where $E=diag\{0,1,\cdots,1\}$, $B$ is a real symmetric matrix. Let $A^*$ denote the adjoint matrix of $A$, i.e. $AA^*=\det A\cdot I$. I hope the real part of adjoint matrix ${\...
CommunityBot
- 1
7
votes
3
answers
2k
views
Optimization problem on trace of rotated positive definite matrices
Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$:
$$
\mathrm{arg}\max_R \,\...
- 7,514
2
votes
0
answers
130
views
A - B is semidefinite, what the relationship about their eigenvalues? [closed]
$A, B$ are two symmetric matrices, if $ A-B $ is semidefinite (i.e.$ A - B \geq 0$), if we rearrange the eigenvalues of two matrices, $\lambda_1 (A) \geq \lambda_2 (A) \geq ... \geq \lambda_n (A)$, ...
- 68.8k
2
votes
1
answer
359
views
Dimension independent computational complexity of singular value decomposition
Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$).
Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time
which is ...
CommunityBot
- 1
5
votes
2
answers
429
views
Simultaneous maximization of two Generalized Rayleigh Ritz Ratios
Consider hermitian positive semi-definite matrices $A_1$ and $A_2$. Consider also positive definite matrices $B_1$ and $B_2$. I want to maximize the minimum of the two Generalized Rayleigh Ritz ratios ...
- 342
2
votes
0
answers
372
views
What is the Birkhoff norm of a Perron vector?
Let $A$ be a positive matrix. What is known about the Birkhoff norm of its Perron vector?
By the Birkhoff norm of a vector $x$ I refer to the quantity $\frac{\max{x}}{\min{x}}$.
P.S. This is ...
CommunityBot
- 1
8
votes
1
answer
603
views
Inequalities for Hadamard products of complex symmetric matrices
Consider a complex symmetric matrix $$ C= C_R + i C_I $$ with $C_R,C_I \in \text{Mat}_{n\times n}(\mathbb R)$ symmetric, and assume that the eigenvalues of $C_R$ are all strictly positive. Then, $C$ ...
- 28.6k
17
votes
1
answer
3k
views
2x2 subdeterminants of a matrix
If N>2, it is well known that if two invertible NxN matrices A and B have the same determinants of any 2x2 corresponding submatrices, then A=B or A=-B.
Given then all these 2x2 determinants of an ...
- 1,309
1
vote
2
answers
508
views
Sufficient conditions for inverse-positivity
I am trying to determine when a certain parametric matrix is inverse-positive (it's actually the one about which I asked in Explicit formula for Cholesky factorization in a special case, but the ...
CommunityBot
- 1
0
votes
1
answer
1k
views
Simultaneous Jordanization
Hello everyone
I would like to have a detailed reference to the statement bellow:
Let $A,B\in \mathbb{R}^{n\times n}$ such that $AB=BA$. Suppose $A$ has real eigenvalues only and $B$ is ...
- 91.8k
1
vote
3
answers
5k
views
Number of parameters needed to specify a Hermitian matrix of rank r.
Hi,
i have two questions that seem to bother me lately. Maybe you could help me and/or point me in any related literature.
1) Assume hermitian matrix $H \in \mathcal{C}^{n \times n}$ that has rank $...
- 91.8k
5
votes
2
answers
495
views
Hadamard product and inertia
One of Schur's famous results says that if $A,B$ are positive semidefinite matrices, then the Hadamard (i.e. entrywise) product $A \circ B$ is also positive semidefinite. It's also true if "semi" is ...
- 41
0
votes
0
answers
161
views
vector equation
Suppose you have an equation of the form $Hx=Ky$, where $x,y$ are vectors of length $n,m$ respectively ($m>n$) and $H,K$ are matrices of orders $n \times n,n \times m$ respectively. Is there some ...
- 6,962
4
votes
3
answers
4k
views
upper bounds on a certain matrix norm
Is there some simple upper bound on $||(B^{-1}+A^{-1})^{-1}||$, where $A,B$ are $n \times n$ symmetric matrices?
- 54.2k
1
vote
2
answers
575
views
matrix stability criterion
I have a $5 \times 5$ parametric nonnegative matrix and want to show that it's stable (in the sense that all eigenvalues are positive). It is not symmetric, but I do know in advance that it has 5 real ...
- 6,962
3
votes
1
answer
1k
views
Explicit formula for Cholesky factorization in a special case
I have a positive definite matrix of the form $Q+sI-\alpha J$ ($s>2, 0 < \alpha <1$ and $J$ is the all-ones matrix), where $Q$ is "nice", nonnegative and known. I'd like to know if there is a ...
- 3,934
1
vote
0
answers
182
views
matrix-theoretic terminology query
Is there an accepted term for the following property?
Let $A$ be a real matrix such that all entries of the eigenvector corresponding to the least eigenvalue have the same sign.
NOTES: (1) The case ...
- 6,962
2
votes
1
answer
851
views
Null Space Perturbations
Hi,
I face a problem some time now (not a homework problem) and I believe it is related to matrix perturbations and how the null space behaves in these cases.
The distilled version of the ...
- 20.2k