All Questions
Tagged with matrices linear-algebra
479 questions with no upvoted or accepted answers
2
votes
0
answers
69
views
Unimodular eigenvalue of a H-self-adjoint matrix (indefinite innerproduct)
Let $A,H \in \mathbb{C}^{n \times n}$ be such that $H$ is Hermitian and invertible and $A = H^{-1} A^* H$. In this case, $A$ is said to be $H$-self-adjoint. This is due to the fact that if $\langle \...
- 175
2
votes
0
answers
97
views
Fractional reverse direction Cauchy-Schwarz inequality
If $Z_1,\dots,Z_r$ are complex $m\times m$-matrices, then let $\Phi(A_1,\dots,A_r):M_m(\mathbb{C})\rightarrow M_m(\mathbb{C})$ be the linear mapping defined by $\Phi(A_1,\dots,A_r)(X)=A_1XA_1^*+\dots+...
2
votes
0
answers
118
views
A gsvd variation: Two SVDs with common matrix
The generalized singular value decomposition (gsvd) is described on wikipedia here. Since there are several conventions, I'll just briefly present one.
The "MATLAB" convention decomposes two ...
- 61
2
votes
0
answers
121
views
Eigenvalues of two positive-definite Toeplitz matrices
Consider two positive-definite Toeplitz matrices $M_1$ and $M_2$ both with dimension $2^j \times 2^j$. Their matrix elements are:
$$M_1[x,y] = \frac{\text{sin}(\pi(x-y)/2^j)}{\pi(x-y)} \qquad M_2[x,y] ...
- 21
2
votes
0
answers
57
views
spilt the sum of singular values of matrices
Let $A_{i} \in GL(d, \mathbb{R})$ for $i=1, 2, 3.$ For $q>0$, we denote $t_{3}^{q}=\sum_{i=0}^{3} \sigma_{1}^{q}(A_{i})\sigma_{2}^{q}(A_{i})\sigma_{3}^{q}(A_{i})$, $t_{2}^{q}=\sum_{i=0}^{3} \sigma_{...
- 1,043
2
votes
1
answer
506
views
Effect of duplicated row on singular values and vectors
Let $\mathbf{A}$ be a $n\times n$ matrix with Singular Value Decomposition (SVD) $\mathbf{A}=\mathbf{U}\mathbf{S}\mathbf{V}$ and $\mathbf{a}_1$ be the first row of $\mathbf{A}$. What can we say about ...
- 287
2
votes
0
answers
72
views
How to delete the maximum number of rows of a Boolean matrix by maintaining the sum greater than zero in each column
I have a Boolean matrix (entries are "0" or "1"), which is not square. The sum over each row and each column is constant (but they can be two different values). I would like to ...
- 21
2
votes
0
answers
345
views
Extension of the Gershgorin circle theorem for symmetric matrices and localization of positive eigenvalues
In mathematics, the Gershgorin circle theorem can be used to localize eigenvalues of a matrix (including symmetric). Let $A$ be a real symmetry $n × n$ matrix, with entries $a_{ij}$. For $i∈{1,…,n}$ ...
- 145
2
votes
0
answers
502
views
Finding a basis for the range of a linear function
I realize this question is not high level but I have posted it on Math Stackexchange:
Stackexchange question
and have received some upvotes but no answers or comments, so I am trying here.
I will need ...
- 121
2
votes
0
answers
112
views
Product of two involutions in $\mathrm{PSL}_2(D)$
Let $D$ be a division ring and $\mathrm{PSL}_2(D)$. Suppose that $\overline{A}\in\mathrm{PSL}_2(D)$ where $A\in \mathrm{SL}_2(D)$. If $\overline{A}$ is identity, then $\overline{A}$ can express two ...
- 141
2
votes
0
answers
81
views
Perturbed Gram matrix
Let $x_t \in \mathbb{S}^{d-1}$, $\forall t\in \mathbb{N}$ and let $e_1$ be the first canonical basis vector of $\mathbb{R}^d$, ie, $e_1 = (1,0,\cdots,0)$. Let us form a Gram Matrix
$$\sum_{t=1}^T(x_t ...
- 215
2
votes
0
answers
181
views
Is every nearly rank-1 doubly stochastic matrix a product of pairwise averaging matrices?
A doubly stochastic matrix is a square matrix with non-negative real entries where the sum of each row is $1$ and the sum of each column is $1$. A pairwise averaging matrix is a matrix of the form $tA+...
2
votes
1
answer
398
views
Eigenvalue perturbation under sparse perturbations
Let $A \in \{0,1\}^{n \times n}$ be an irreducible matrix whose entries are in $\{0,1\}$, and let $\lambda_1(A)$ be the eigenvalue with the largest magnitude. By Perron–Frobenius theorem, we know that ...
- 21
2
votes
0
answers
358
views
Convex combinations $A$ of $n\times n$ permutation matrices such that every entry in $A^{k}$ is $1/n$
Recall that a doubly stochastic matrix is a square matrix $A$ with non-negative entries such that the sum of each row is $1$ and the sum of each column is $1$. The Birkhoff-von Neumann theorem states ...
2
votes
0
answers
176
views
System of matrix equations
Problem definition: Let $x_i \in \mathbb{R}^d$ and $a_i \in [0,1]$, for all $i = 1,\dots, k$ (with $k\geq d$). Define $M(a) = \sum_{i = 1}^k a_i x_ix_i^T,$ and assume $M(a) \succ 0.$
Question: Is ...
- 245
2
votes
0
answers
99
views
When does a matrix subspace contain a full rank matrix?
Cross-posted at Math SE
Let $S\subseteq M_{n,m}(\mathbb{C})$ be a $d$-dimensional subspace of the space of $n\times m$ complex matrices (with $n\leq m$, say). I am interested in figuring out ...
- 131
2
votes
0
answers
55
views
Does there always exist a(n uniform) polynomial that makes a positive definite symmetric matrix with polynomial entries into a sum of squares?
Suppose that I have a square and positive definite for every evaluation $x\in\mathbb{R}^{n}$ symmetric matrix $M(x)\in(\mathbb{R}[x])^{s\times s}.$
Does there always exist a polynomial $p(x)\in\...
- 573
2
votes
0
answers
336
views
For the following class of matrices, are the determinants invariant under permutations?
I want to ask a question regarding the invariance of determinants under permutation. The following matrix is the one I want to discuss here. (It's just a symmetric block tridiagonal matrix with non-...
- 21
2
votes
0
answers
226
views
Which matrix decompositions feature permutation matrices?
It's well known that LU decomposition is only numerically stable if it's combined with row and/or column pivoting. It makes me wonder if there are other matrix decompositions that can profitably be ...
- 4,943
2
votes
0
answers
206
views
The rank of a Laplacian-type matrix
Suppose that $M$ is an integer, symmetric matrix of order $n>2$ with the positive integers $K_1,\dotsc,K_n$ on its main diagonal, and with all the off-diagonal elements equal to $0$ or $1$ so that ...
- 23k
2
votes
0
answers
130
views
Pfaffian generalization
The identity
$$\left|
\begin{array}{cccc}
x & y_1 & y_2 & y_3 \\
z_1 & 0 & a & b \\
z_2 & -a & 0 & c \\
z_3 & -b & -c & 0 \\
\end{array}
\right|=\...
- 12.3k
2
votes
0
answers
99
views
Lower bound on iterated matrix application
Let $n \in \mathbb Z^2$ such that the non self-adjoint weighted Laplacian is
$$(\Delta u)(n)=u(n_1+1,n_2)-u(n_1-1,n_2) + i( u(n_1,n_2+1)- u(n_1,n_2-1))$$
the adjoint operator is then
$$(\Delta^* u)(n)=...
- 192
2
votes
0
answers
588
views
Bounding Frobenius norm of pseudo-inverse
$\DeclareMathOperator{\F}{\mathrm{F}}$Let $\mathbf{A}$ and $\mathbf{A}^\prime$ be two $m\times n$ matrix such that $\|\mathbf{A}-\mathbf{A}^\prime\|_{\F}\leq \delta$. Is there any bound for the ...
- 287
2
votes
1
answer
456
views
Integrality certification for product of two matrices $A B^{-1}$
Let's consider two non-singular integer matrices $A,B \in\mathbb{Z}^{n\times n}$. I want a test to check if $A\times B^{-1}$ is integral (or no denominators). I am referring the unimodular ...
- 149
2
votes
0
answers
172
views
Minimum of $\mathrm{rank}\left( \boldsymbol{W} \boldsymbol{H} \right)$, with $\boldsymbol{W}$ block diagonal
Let us assume that we have a full-rank $(n\cdot l)\times k$ matrix, $\boldsymbol{H}$, with no specific structure (e.g., a realization of a Gaussian i.i.d. random matrix), and an $m\times (n\cdot l)$ ...
- 61
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
2
votes
0
answers
106
views
Connections between eigenvalues of $B$ and $A+iB$
Consider two symmetric and real matrices $A,B\in\mathbb{R}^n$ and definie $A+iB$. Note that $A+iB$ is not hermitian in this case. There are many results based on Brendixson and Courant-Fischer, saying,...
- 21
2
votes
0
answers
326
views
Explicit formula for this distance between positive semi-definite matrices?
Let $A$ and $B$ in $\mathbb{R}^{d\times d}$ be positive semi-definite (psd) matrices and let $d\tau$ be the uniform probability distribution on the unit sphere $\mathbb{S}^{d-1}$ in $\mathbb{R}^d$. I ...
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
$$\...
- 623
2
votes
0
answers
41
views
Understanding a subset of linear transformations with 2 DOF produced by 3 shear transformations
I'm interested in a subset of linear transformations of the plane that has only two degrees of freedom. They must have determinant equal to 1, thus a subset of the special linear group. The other ...
- 121
2
votes
0
answers
159
views
Formula for a completely positive map
Is there a family of completely positive maps $L(A,B)$ depending continuously on two nonzero, symmetric positive semidefinite $n\times n$ matrices $A$ and $B$, such that $L(A,B)$ maps $A$ to $B$ and ...
- 3,873
2
votes
0
answers
146
views
Upper bound on some eigenvalue problem
Let $A_1,\ldots,A_m \in R^{n\times n}$ be symmetric and positive semidefinite, and suppose that their sum $A$ is positive definite. For some nonzero vector $u\in R^n$ with $u^TA_ju>0$ for all $j$, ...
- 3,873
2
votes
0
answers
52
views
Large-scale projected minimum-eigenvalue computations
I am interested in efficient numerical procedures for solving large-scale instances of the following projected minimum-eigenvalue problem:
$$\mu := \min_{v \in \mbox{ker}(A)} \frac{v^T H v}{\lVert v \...
- 35
2
votes
0
answers
77
views
Rank-1 decomposability of symmetric tensors
My question is about rank-1 decomposability of symmetric tensors over the reals.
Let $v_1,\dots,v_n\in\mathbb{R}^d$ be vectors. Construct the object:
$$
V=\sum_{j=1}^n \underbrace{v_j\otimes v_j\...
- 1,096
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
2
votes
0
answers
98
views
Orthogonal Matrices and Cosets (translates) of Linear Subspaces
Let $M_n(F_2)$ be the vector space of all $n\times n$ matrices over the finite field $F_2$. Let $O(n)\subset M_n(F_2)$ be the set of all orthogonal matrices and $W\subseteq O(n)$ be an affine subspace ...
- 205
2
votes
2
answers
2k
views
How to compute inverse of sum of a unitary matrix and a full rank diagonal matrix?
$C = A+D$, $A$ being a unitary matrix and $D$ a full rank diagonal matrix. Is there any easy way to compute $C^{-1}$ from $A^{-1}$ and $D$, if it exists?
I am interested in this question, because my ...
- 698
2
votes
0
answers
203
views
Space of change of basis matrices between two similar matrices - how to reduce it with additional tests?
Assume we have two real symmetric $n\times n$ matrices: $A, B$. We can easily test their similarity: $\textrm{Tr}(A^k)=\textrm{Tr}(B^k)$ for $k=1..n$. In this case both can be rotated to the same ...
- 171
2
votes
0
answers
248
views
A parametrization of stable matrices
Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and strictly negative eigenvalues. Furthermore, suppose that $\mathrm{tr}(A)=-1$.
My question. I'm wondering whether it is ...
- 2,712
2
votes
0
answers
79
views
Characterizing a subclass of row-orthogonal matrices
Let $O\in\mathbb{R}^{n\times m}$, $m>n$, be such that $O O^\top =I_n$. (Here $\bullet^\top$ denotes transposition and $I_n$ the $n\times n$ identity matrix.) Consider the following partition of $O$,...
- 2,712
2
votes
0
answers
222
views
How to solve the inverse problem of least-squares?
Focusing on following least squares problem:
$$\min\limits_{V} \lVert Z - WV \rVert _{_F}^2$$
$$Z∈{R}^{m*n},\quad W∈{R}^{m*k},\quad V∈{R}^{k*n},\quad k\lt m\lt n $$
This problem can be easily ...
- 53
2
votes
0
answers
256
views
The nonlinear operator defined as the commutator of a matrix and a nonlinear operator
In my studies of applied analysis and applied linear algebra, this interesting problem and concept came up:
Let us consider the space of all $ m \times n $ real matrices, and define a scalar ...
- 620
2
votes
0
answers
330
views
Eigenvalues of special sum of Hermitian matrices
In my research on linear algebra and its applications, I have come across the following problem which has stumped me:
Let $ A $ be a positive definite matrix and let $ D $ be a positive diagonal ...
- 620
2
votes
0
answers
98
views
Points on Sphere whose image, under symmetric positive definite matrix, is contained in cube
Let $\Sigma \in \mathbb{R}^{n \times n}$ be a symmetric, positive definite matrix and let $\mu_r$ denote surface measure on the sphere in $\mathbb{R}^n$ with radius $r$. Let
$$
R = \{x \in \mathbb{R}^...
- 143
2
votes
0
answers
90
views
Representable integer matrices
Let $C, R \in \mathbb{Z}^n$. If there is an $n \times n$-matrix $M$ with all entries being integers such that the sum of the entries of column $k$ equals $C(k)$, and the sum of the entries of row $k$ ...
- 48.8k
2
votes
0
answers
87
views
How to prove this matrix is idempotent and that it obeys a telescoping identity
Let $P_k$ be the size $k$ leading principal submatrix of the real-valued $N \times N$, invertible matrix $M$, and let $Q_k$ be the size $N$ matrix having $P_k^{-1}$ in the top left corner, and zeroes ...
- 51
2
votes
0
answers
149
views
Non singularity of a generalised Vandermonde matrix through Hadamard product
I'm currently trying to prove the following.
Consider $k_1,\dots,k_N$ complex numbers not lying on the real and imaginary axes. Then consider
\begin{equation}
W_N(x)= \text{Wronskian}\big(\cosh(k_1x),...
- 21
2
votes
0
answers
550
views
Eigenvalues of a specific Hankel matrix
I have an $\frac{N}{2} \times \frac{N}{2}$ matrix $G$ with entries given by
\begin{equation}
G_{ij} = \frac{1}{\sin(\frac{\pi}{N}(i+j-\frac{3}{2}))}, \;\;\;\;\;\;\;\; 1 \le i,j \le \frac{N}{2},
\end{...
- 101
2
votes
0
answers
122
views
Number of distinct rows and columns in a matrix with bounded number of entries
How many distinct rows and columns a real square matrix can have (at least in symmetric case) such that rank of matrix is $r$ and entries:
are from $\{-b,-b+1,\dots,0,\dots,b-1,b\}$?
are from $\{-b,-...
- 13.9k
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