All Questions
Tagged with matrices linear-algebra
1,683 questions
1
vote
2
answers
229
views
Feasibility of a given set of homogenuous nonconvex quadratic inequality constraints
Let $C_1$,$C_2$,...$C_N$ be $M \times M$ indefinite hermitian matrices. What can we say about the following quadratic constriants
\begin{align}
w^{H}C_1w>0 \\\
w^{H}C_2w>0 \\\
...~~~~~~~~~~ \\\
....
- 1,421
6
votes
1
answer
1k
views
Efficient computation of Markov chain transition probability matrix
Consider a continuous Markov chain $X = (X_t)$ on a finite state space and let $Q$ be the (given) transition rate matrix. This matrix is very sparse, with non-zero values on 3 diagonals only (so from ...
- 63
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 ...
- 31
2
votes
1
answer
6k
views
Inversion of complex matrix
Hello all,
Assume matrix of complex numbers described as a sum of real matrices $A$ which is diagonal and $B$ which is symmetric (and block symmetric if the term is correct):
$A+ Bi$
I want to ...
5
votes
1
answer
670
views
The minimal norm of a shifted stochastic matrix
Given a row-stochastic matrix $M$ with singular values $\sigma_{1} \geq \cdots \geq \sigma_{n}$, I am looking for an upper bound on the expression
$$\min_{\alpha} \left\| M- \frac{\alpha}{n}J_{n} \...
- 225
2
votes
1
answer
567
views
integral basis of orthogonal complement
Suppose there are $r$ linearly independent vectors $v_1,\dots,v_r\in \mathbb{R}^n$, all of them have integer-valued entries and $\|v_i\|_\infty\leq m$ for some integer $m$.
My goal is to find an ...
- 145
8
votes
1
answer
2k
views
Symplectic block-diagonalization of a real symmetric Hamiltonian matrix
Given a $2n\times 2n$ real, symmetric, Hamiltonian matrix $W$ (anticommutes with the symplectic metric), is there an orthogonal, symplectic matrix $R$ such that $R^\top WR$ is block-diagonal?
Being ...
- 315
7
votes
2
answers
5k
views
Relationship between the derivative of a matrix and its eigenvalues
Is there any relationship between the derivative of a matrix and its eigenvalues? If, for example, the derivative is strictly positive definite, can I say that the eigenvalues are strictly increasing?
...
- 71
2
votes
1
answer
492
views
How to find the nilpotent submatrices of a symmetric, real matrix?
Given a symmetric, real $n \times n$-matrix $M$, is there a way to find all $m \times m$-submatrices ($1 < m < n$) that are nilpotent?
By the Cauchy interlacing theorem, I know that $M$ must ...
- 5,565
2
votes
0
answers
132
views
Characterizing the singular values of a matrix with structure
Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$,
$$f(x,y) = e^{\imath\pi x g(y)}$$
where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$
...
- 21
2
votes
1
answer
665
views
Covering the cone of positive semidefinite matrices by intervals
Is it possible to cover the cone of positive semidefinite matrices by a finite/countable/interesting family of closed intervals of matrices?
How about a general convex cone?
For the finite case the ...
- 6,962
7
votes
0
answers
294
views
Largest entry of the inverse matrix?
I wonder if there is a "qualitative way" of predicting from the structure ix of the matrix $A$ which entry of $A^{-1}$ will be the largest. I am specially interested in the case
that $A$ is a ...
- 6,962
23
votes
0
answers
8k
views
An $n \times n$ matrix $A$ is similar to its transpose $A^{\top}$: elementary proof?
A famous result in linear algebra is the following.
An $n \times n$ matrix $A$ over a field $\mathbb{F}$ is similar to its transpose $A^T$.
I know one proof using the Smith Normal Form (SNF). ...
- 3,320
3
votes
1
answer
5k
views
Sum of elements of inverse matrix
Hello all,
Assume NxN matrix A of complex values. I want to calculate the sum of all elements of its inverse.
The problem is that calculating the inverse is computationally expensive and since I am ...
0
votes
2
answers
1k
views
Is it possible to obtain the vectors orthogonal to a given one by orthogonal transformations?
Hello, everyone!
Supposing that there is a unit vector in $n$-dimensional real space $\mathbf{x}_1\in\mathbb{R}^n$, I want to get a group of $n-1$ vectors to form an orthogonal basis with $\mathbf{x}...
- 607
13
votes
1
answer
2k
views
Number of idempotent $n\times n$ matrices over $\mathbb{Z}/m\mathbb{Z}$?
Is there any known formula for the number of idempotent $n\times n$ matrices over $\mathbb{Z}_m:=\mathbb{Z}/m\mathbb{Z}$ ?
The number of idempotent matrices over a finite field is well-known and ...
user31416
6
votes
3
answers
1k
views
Subspace of Skew-symmetric Matrices of Rank Four
Let $n\geqslant 5$ and let $E_4(n)$ be a linear subspace of $(n\times n)$- real skew-symmetric matrices such that
$$
rank(A)=4,\text{ for all }A\in E_4(n),A\neq 0.
$$
I'm curious about the following ...
- 895
2
votes
2
answers
421
views
On matrix norms
It is standard to define an induced matrix norm $|||\cdot|||$ from a vector norm $||\cdot||$ in this way:
$|||A|||=\max_{x \neq 0}{\frac{||Ax||}{||x||}}$.
Suppose we define a different function of ...
- 6,962
4
votes
1
answer
1k
views
Matrix perturbation theory
I am having matrix $M_0$ with coresponding eigenvectors and 4 eigenvalues {0,0,a,-a}. Eigenvalue $\lambda=0$ is double degenerated. Now I am appliing small perturbation $\epsilon M_1$ and want to get ...
- 41
0
votes
1
answer
139
views
Spectrum of a Laplacianized matrix
Suppose that $A$ is a positive matrix and that we let $R$ be the diagonal matrix of $A$'s row-sums. What can be said about the spectrum of $R-A$? I am particularly interested in the largest eigenvalue ...
- 6,962
2
votes
0
answers
136
views
Possible restrictions on generators of $M_n(\mathbb{C})$
Suppose matrices $a$ and $b$ generate $M_n(\mathbb{C})$. I would like to know what restrictions this imposes on $a$ and $b$. More concretely, do there exist $a,b\in M_n(\mathbb{C})$, which generate $...
- 179
17
votes
1
answer
4k
views
Geometric interpretations of matrix inverses
$A$ is an invertible $n \times n$ matrix. Interpret each row of $A$ as a point in $\mathbb{R}^n$; then these $n$ points define a unique hyperplane in $\mathbb{R}^n$ that passes through each point (...
- 693
2
votes
1
answer
1k
views
Subgradient of Minimum Eigenvalue
Consider three $N \times N$ Hermitian matrices $A_0$, $A_1$, $A_2$. Consider the function
\begin{align}
f(t_1,t_2)=\lambda_{\text{min}}(A_0+t_1A_1+t_2A_2)
\end{align}
where $\lambda_{\text{min}}$ ...
- 1,421
4
votes
1
answer
635
views
Full-rank linearly independent matrices
Can we find $n^2$ full-rank matrices in $\mathbb{F}^{n \times n}$ which are linearly independent (i.e. when vectorized are linearly independent)? If not, how many such matrices can be found?
- 91
15
votes
1
answer
1k
views
Free subgroups of $\mathrm{GL}(2,\mathbb{Z})$
Is there a bound $B$ such that every 2-generator subgroup
$G = \langle a, b \rangle \le {\rm GL}(2,\mathbb{Z})$
whose generators do not satisfy a relation of length $\leq B$ is free?
If it exists, ...
- 19.6k
0
votes
0
answers
257
views
What is the integer form of a projector into the intersection of the ranges of two integer projection matrices?
Consider two square integer matrices $X$ and $Y$ of the same dimension with the following properties:
$X^2=rX$, and $Y^2=sY$ for integers $r$ and $s$. The $\gcd$ of the entries of $X$ is 1 and the $\...
1
vote
0
answers
296
views
Finding lower triangular matrix of an indefinite matrix
So I have the system $M = RS = RQQ^{-1}S $ and I have $R$ and $S$ currently.
I impose some constraints on $R$ in the form of $r^T$$QQ^Tr = 1$ where $r$ and $r^T$ are rows of R and their transposes. ...
- 11
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
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
5
votes
4
answers
8k
views
Proving a determinant = 0
The two most elementary ways to prove an N x N matrix's determinant = 0 are:
A) Find a row or column that equals the 0 vector.
B) Find a linear combination of rows or columns that equals the 0 ...
- 51
9
votes
2
answers
1k
views
Rescaling positive definite matrices to force a unit eigenvector
Hello,
Let $X'X$ be a positive definite matrix and let $\mathbf{1}$ denote the vector of ones.
I'm hoping to construct a positive, diagonal matrix $W$ such that
$$(W X'X W) \mathbf{1} = \mathbf{1}$$...
- 193
42
votes
3
answers
5k
views
The probability for a symmetric matrix to be positive definite
Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio $p_n=...
- 52.3k
2
votes
0
answers
259
views
Eigenvalues of the products of a fixed unitari matrix with diagonal unitari matrices
How does the spectra of $DU$ change when $D$ runs over all diagonal unitary matrices? Here $U$ is a fixed unitary matrix. Precisely, let spec$(X)$ be a set of eigenvalues of $X$.
For a unitary matrix $...
- 723
1
vote
1
answer
206
views
What is such an equation called?
Is there a name and common technique for such equations, where $A$ and $B$ are matrices and $x$ a vector?
$Ax+f(\lambda)Bx=g(\lambda)x$.
- 6,962
12
votes
2
answers
3k
views
On the positive definiteness of a linear combination of matrices
In my work in PDE, the following problem in linear algebra came up. Any help in this direction is appreciated.
QUESTION:
Let $m,n\in\mathbb{N}$ and let $A_1,\ldots, A_m\in M_n(\mathbb{R})$ be real, ...
- 895
5
votes
1
answer
346
views
Linear maps preserving positive semidefiniteness
I know of Choi's theorem and some related problems, but not a solution to this exact problem:
Characterize the linear maps from the space $S_n$ of symmetric $n \times n $ matrices to itself that ...
- 20.2k
3
votes
1
answer
451
views
Singular values of the sum of A and A^T
As a part of my research, I need to achieve a lower bound to the smallest singular value, $\sigma_{n}(A+A^{T})$ for a stochastic $A$ (as a function of the singular values of $A$), which is generally ...
- 225
26
votes
2
answers
3k
views
Singular values of sequence of growing matrices
I asked this question on math.stackexchange and haven't received an answer in two weeks, so I'm repeating it here.
Let
$$
H=\left(\begin{array}{cccc}
0 & 1/2 & 0 & 1/2 \cr
1/2 & 0 &...
- 656
4
votes
2
answers
1k
views
Minimum eigenvalue of a Affine Combination of two Hermitian matrices
Consider two $N \times N$ hermitian indefinite matrices $A_1$ and $A_2$. Consider their affine combination
\begin{align}
M(t)=(1-t)A_1+tA_2
\end{align}
I am interested in the minimum eigenvalue of $M(...
- 1,421
1
vote
1
answer
599
views
Linear (in)dependence of minors of a matrix
From (Italian, very nice book):"Lezioni di Geometria Analitica e Proiettiva" by Beltrametti, CArletti, Gallarati, Bragadin (pag. 21):
Let $K$ a field, $V:= K^{n+1}$ and let $e_1,\ldots, e_{n+1}$ a ...
- 4,165
1
vote
1
answer
4k
views
How to solve this optimization with the orthogonal constraint?
Problem
Supposing that $A$ is a symmetric real matrix and $\{\mathbf{w}\_i\}_{i=1}^n$ is any orthogonal basis on $\mathbb{R}^n$ such that $W^\top W=WW^\top=\mathbf{I}_n$ where $W=\left[\mathbf{w}_1\;\...
- 607
29
votes
6
answers
10k
views
how to find/define eigenvectors as a continuous function of matrix?
I asked this (with background) here
https://stats.stackexchange.com/questions/38494/principal-component-analysis-bootstrap-and-probability-of-eigenvalue-collision
but did not really get any answers. ...
- 2,600
1
vote
1
answer
416
views
Decomposition of Matrix to its sub-matrix with constant rank
When we study the structure of simple graphs with a lot of $1$ or $-1$ as its adjacency eigenvalues, the rank of its adjacency matrix is very important. The reason is, in these case, we can study the ...
- 4,784
2
votes
1
answer
299
views
Rayleight Ritz Ratio and smallest eigenvalue for a set of given matrices
I am familiar with Rayleigh Ritz Ratio for hermitian matrices. Let $A_1$ be a given $N \times N$ hermitian matrix. Then the smallest eigenvalue of $A_1$ is given by
\begin{align}
\lambda_{min}(A_1)=\...
- 1,421
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
5
votes
1
answer
2k
views
Condition for block symmetric real matrix eigenvalues to be real
I have a $2n \times 2n$ block symmetric matrix that in the simplest case ($n=2$) looks like:
$$
M_2 = \begin{bmatrix}
a_1 & 0 & b_{1,2} & -b_{1,2}\\\
0 & -a_1 & b_{1,2} & -b_{...
- 151
11
votes
1
answer
2k
views
Sum of commuting semisimple operators
Let $V$ be a finite dimensional vector space over a field $K$. An operator $T:V\to V$ is called semi-simple if every $T$-invariant subspace of $V$ has a $T$-invariant complement(for algebraically ...
- 2,233
2
votes
1
answer
486
views
Is there any connection between this matrices
Matrices I discuss are all $N\times N$ hermitian matrices. Define two positive (semi)definite matrices $H_1$ and $H_2$. Define the following matrices
\begin{align}
P_1&=H_1+(I+H_2)^{-1} \\\
P_2&...
- 1,421
15
votes
1
answer
2k
views
Necessary and sufficient conditions for a sum of idempotents to be idempotent
Given: a finite list of $n$-by-$n$ idempotent complex matrices $E_1, E_2, \ldots, E_k$.
If all pairwise products $E_i E_j$ (with $i \neq j$) are zero, it is trivial to show the sum $E_1 + E_2 + \cdots ...
- 151
9
votes
1
answer
1k
views
Determinantal formula for the nullspace of a singular matrix
In June 2012, Bill Press and Freeman Dyson published a remarkable paper on the iterated prisoner's dilemma. A key step in their derivation is a simple fact from linear algebra that I feel I should ...
- 82.6k