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7 votes
2 answers
3k views

Factorizing a block symmetric matrix

Let $X,Y\in\mathbb{R}^{n\times n}$ be symmetric matrices. You may assume that $X$ is positive semidefinite and $Y$ negative semidefinite, if needed, but not that they are invertible. I would like to ...
Federico Poloni's user avatar
4 votes
1 answer
719 views

Singular value decomposition of truncated discrete Fourier transform matrix

Let $\mathbf{F}$ be a discrete Fourier transform (DFT) matrix such that \begin{align} F_{m,n}=e^{-j2\pi(m-1)(n-1)/N},\quad m,n=1,\ldots,N. \end{align} What we can say about the singular value ...
Math_Y's user avatar
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