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6 votes
3 answers
256 views

Determine unknown matrix function of particular form from known points

I encountered the following problem recently in a practical context. Fix $n \ge 1$. Suppose $f$ is an unknown function $\mathbb C ^ {n \times n} \to \mathbb C ^ {n \times n}$ of the form $$ X \mapsto ...
4 votes
2 answers
180 views

What does the matrix-valued solution of $X = A X A^T + \operatorname{Id}$ look like?

Let $A \in \mathbb{R}^{n \times n}$ be an invertible contraction, i.e. all singular values are in $(0,1)$. By reformulating the equation \begin{align*} & X = A X A^T + \operatorname{Id} \tag{1} \...
1 vote
1 answer
345 views

Solvability of $A X B=C$ with $X=X^\mathrm{T}$

I am studying symmetric solutions to the complex matrix equation \begin{equation} A X B=C, \end{equation} where $A$, $B$, and $C$ are $m\times n$, $n \times k$, and $m \times k$ complex matrices, ...
7 votes
1 answer
305 views

Efficiently solve the Sylvester equation $AX+XA = C$ where $X$ is skew-symmetric

Is there a way (more efficient than the standard vectorization) to solve the following Sylvester equation in the skew-symmetric matrix $X$ $$AX+XA = C$$ where the matrix $A$ is symmetric positive ...
4 votes
0 answers
262 views

Two questions about three circulant matrices

Consider the following matrix equation in $n \times n$ circulant $\pm 1$ matrices $A$, $B$, $C$ $$2AA^T+BB^T+CC^T=(4n+4)I-4J$$ where $I$ is the $n \times n$ identity matrix and $J$ is the $n×n$ matrix ...
3 votes
1 answer
155 views

Does this matrix equation always have a solution?

Let $\{A_i, i\ge 3\}$ be the matrices whose columns represent numbers from $0$ to $2^i-1$ in binary form. For example, $A_3 = \begin{bmatrix} 0 & 0 & 0 & 0 & 1 & 1 & 1 & 1 \...
1 vote
1 answer
270 views

Solve permutation matrix equations of the form: $X^T A X = B_1$ and $X A X^T = B_2$

I have a hard time solving the following two matrix equations for unknown permutation matrix $X \in \mathbb{R}^{n \times n}$: $$X^T A X = B_1$$ $$X A X^T = B_2$$ where, $A$, $B_1$ and $B_2$ are all $n ...
4 votes
3 answers
4k views

Non-linear matrix equation

I want to solve the following non-linear matrix equation for $X\in\mathbb{R}^{N\times N}$: \begin{equation} XX^{\top}+ABX^{\top}-A=0 \qquad (1) \end{equation} For a given matrices $A\in\mathbb{R}^{N\...
2 votes
0 answers
107 views

Gradient of QZ decomposition

Let $A$ and $B$ be an $m \times n$ matrix of rank $ k_1 \le \min(m,n) $ and $ k_2 \le \min(m,n) $. Then the QZ decomposition or the generalized Schur decomposition is $A = USV^T$ and $B = UTV^T $, ...
2 votes
2 answers
185 views

Orthonormal solution of overdetermined linear equations

I have a two matrices $A$ and $B$ in $\mathbb{R}^{m \times n }$ ($m \gg $ n) such that there exists an orthonormal matrix $X \in \mathbb{R}^{n \times n }$, such that: $$AX = B$$ Given that $X$ is ...
3 votes
1 answer
351 views

Solution to a Sylvester equation with positive definite coefficients

Consider the following Sylvester equation, where each of the known coefficient matrices ($A$, $B$, $C$) is symmetric positive definite and has dimensions $n \times n$ \begin{align*} C = A^TXA + B^TXB. ...
1 vote
0 answers
146 views

Identities for the determinant of a matrix similar to $\det(A)=\exp\circ\operatorname{tr}\circ\log(A)$ for different matrix functionals

The identity for the determinant of $A$ in the title is well know in matrix analysis and comes from the Jacobi's formula. I am interested in the existence of nontrivial formulas like this one (they do ...
1 vote
2 answers
389 views

Matrix equation $P^TAP=A$

Let $A\in \mathcal{M}_{m\times m}(\mathbb R)$ , $det(A)=1$ , $A$ is positively definite. Which matrices $P$ satisfy the equation $$P^TAP=A$$ In fact I am interested in sequences of traces $tr P^n$ of ...
1 vote
5 answers
639 views

Solution for $Xa + X^Tb = c$ where $X^TX = I$? [closed]

There are three known $n\times1$ vectors: $a, b, c$, along with one unknown $n\times n$ matrix: $X$. I am only interested in the $n={2,3}$ cases. $X$ is $2\times 2$ or $3\times 3$ rotation matrix ...
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 ...
1 vote
1 answer
201 views

Matrix equation involving quadratic form

Let $X,Y\in\mathbb{R}^{n\times k}$, $\Lambda(\alpha) = \text{diag}(\alpha)$, with $\alpha\in\mathbb{R}^k$, and let $c,d\in\mathbb{R}^+$ be positive constants. Let $$A_i(\alpha) = (X\Lambda(\alpha) X^...
1 vote
0 answers
192 views

What is the solution of the matrix equation $A X + X A' + B X B' + C = 0$ for $X$?

I know that the matrix equation $A X + X A' + C = 0$ is in the form of the time-continuous Lyapunov equation, so solving for $X$ is pretty trivial since the solution already and numeric solvers ...
3 votes
2 answers
246 views

A problem about determinant and matrix

Suppose $a_{0},a_{1},a_{2}\in\mathbb{Q}$, such that the following determinant is zero, i.e. $ \left |\begin{array}{cccc}\\ a_{0} &a_{1} & a_{2} \\ \\ a_{2} &a_{0}+a_{1} & a_{1}+a_{...
3 votes
0 answers
138 views

Is there a method to solve a non-linear quadratic matrix equation?

I am interested in solving the following quadratic equation: $$x^{\top} A x = \sqrt{x^{\top} B x}$$ Here, $x \in \mathbb{R^q}$ is an unknown vector, and A and B are two q$\times$q-dimensional ...
1 vote
1 answer
157 views

Global polynomial basis for the kernel of a matrix polynomial

Let $M(x)$ be an $m$ by $n$ matrix with entries in $\mathbb{C}[x]$. Suppose that for all $x\in \mathbb{C}$ the rank of $M(x)$ is constant and equal to $r<n$. Therefore, for any $x_0\in \mathbb{C}$ ...
4 votes
3 answers
239 views

Properties of matrix $X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}$

Let $\{\alpha_i\}_{i=1}^n$ be complex numbers such that $|\alpha_i|<1$, and consider the following $n\times n$ structured matrix $$ X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}. $$ Such ...
3 votes
4 answers
359 views

Coupled Sylvester equations

Let $n \in \mathbb{N}$. Let $A,B,C$ real matrices of size $n \times n$. Let $\alpha,\beta,\gamma,\delta \in \mathbb{R}^{4}$ such that $\alpha,\beta$ are non-zero. I an looking for two matrices $...
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 ...
2 votes
3 answers
324 views

Efficient algorithm for matrix equation $AXB + BXA = F$

For $n\in\mathbb{N}$, let $A\in\mathbb{R}^{n\times n}$ and $B\in\mathbb{R}^{n\times n}$ be two symmetric positive definite matrices and let $F\in\mathbb{R}^{n\times n}$ be arbitrary. Is there any ...
14 votes
1 answer
2k views

Necessary conditions for the existence of solution of Sylvester equation AX=XB

Let's consider square matrices $A_{n \times n}$, $B_{n \times n}$ and $X_{n \times n}$ with elements from $\mathbb{R}$. Could you tell me please, what would be the necessary conditions for the ...
6 votes
2 answers
313 views

Representation over matrices $A_i^3=I$, $A_0A_1^\dagger+A_1A_2^\dagger+A_2A_0^\dagger=0$, $A_0^\dagger A_1+A_1^\dagger A_2+A_2^\dagger A_0=0$

I would like to know what all the possible finite-dimensional representations of the following relations are. $$A_0^3 = A_1^3 = A_2^3 = I \tag{1}$$ $$A_0 A_1^\dagger + A_1 A_2^\dagger + A_2 A_0^\...
3 votes
2 answers
382 views

Diagonal Lyapunov equation with rank 1

Given the discrete-time Lyapunov equation (1): $$ A^T P A - P = bb^T $$ such that $P$ shall be diagonal and positive definite and $b$ is a column vector. How to characterize $A$ and $b$, where ...
3 votes
1 answer
355 views

Conditions for a certain matrix equation to have a full rank solution

Assume that we have the following equation to solve $$\sum_{\ell=1}^L A_\ell X_{\ell} B_{\ell} =0$$ over complex matrices where each $A_{\ell}$ is a given $m\times n$ matrix, each $B_{\ell}$ is a ...
4 votes
2 answers
932 views

Steady state Kalman filter

My question is how to solve specified matrix equation (see bellow). However let me first explain background and where the equation comes from. Kalman filter allows us to estimate state at time $t$ as ...
0 votes
0 answers
223 views

Solving a nonlinear matrix equation

Consider the following nonlinear matrix equation: $B=PX^{−1}AX$ where $B$ and $P$ are a $1\times n$ row vector and $A$ is a $n\times n$ matrix which are all strictly positive, and $X=diag(x_1,...,...
12 votes
5 answers
9k views

Solving Lyapunov-like equation

The following matrix equation might be a Lyapunov-like equation, but it seems hard for me to develop a simpler way to solve it. From the computation effort, I need some help for solving the special ...
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 ...
1 vote
1 answer
333 views

On a condition for a matrix sum to be zero

Let $\{Y_i\}_{i=1}^N\in\mathbb{R}^{n\times m}$ be a set of full column rank matrices ($\mathrm{rank}(Y_i)=m$ for all $i$) and $\{P_i\}_{i=1}^N\in\mathbb{R}^{m\times m}$ be a set of positive definite ...
9 votes
2 answers
684 views

A trace-constrained maximization problem in the cone of positive definite matrices

Let $A\in\mathbb{R}^{n\times n}$ be a matrix having eigenvalues with strictly negative real part (in other words, $A$ is supposed to be Hurwitz stable). Let $\mathrm{tr}(\cdot)$ denote the trace ...
3 votes
1 answer
277 views

Solving a "reversed" Stein equation

Let $P$ and $Q$ be positive definite matrices. Consider the following matrix equation $$\label{star}\tag{$\star$} XPX^\top - P = -Q, \quad X\in\mathbb{R}^{n\times n}. $$ My question. Is it true ...
4 votes
3 answers
1k views

Solving a quadratic matrix equation with fat matrix

I am trying to find an $n \times m$ fat (i.e., $m > n$) matrix $T$ that solves $$T^T T = X$$ where $X$ is a given $m \times m$ symmetric, positive semidefinite matrix. I saw this post, but ...
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 ...
5 votes
1 answer
315 views

Rank-constrained least-squares solution of the Sylvester matrix equation

For the Sylvester matrix equation $AX+XB=C$, I want to find the least-squares solution $X$ via $$\begin{array}{ll} \text{minimize} & \| AX + XB - C \|_{\text{F}}^2\\ \text{subject to} & \mbox{...
4 votes
1 answer
1k views

Solving the matrix equation $XX^t = A$ for binary matrix $X$

How to find all matrices $X \in \{0,1\}^{n \times m}$ that satisfy these equations? $$X X^t = A \\ \sum_{j=1}^m x_{ij} = 2$$ These articles maybe could help us: Completely Positive Matrices Solving ...
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? ...
8 votes
1 answer
490 views

Determinants (and traces) of linear maps of matrices

Let $k$ be a field or a commutative ring with unit and let $F:M_n(k)\to M_n(k)$ be a $k$-linear map. Suppose that $F$ is given in the form $F(X) = A_1XB_1 + \cdots + A_m X B_m$ for some $A_i,B_i\in ...
6 votes
0 answers
450 views

Can this nonlinear vector equation be solved analytically?

I have the following vector equation: $$ {\bf Ax} + {\bf b} + {\bf Cx}^{ \circ - 1} = {\bf 0}_n $$ Where ${\bf x}$ is a vector of unknown variables. ${\bf b},{\bf x}, {\bf x}^{\circ - 1}, {\bf 0}_n ...
4 votes
1 answer
378 views

On the solvability of a matrix equation

Let $\{C_i\}_{i=1}^N$ be a set of $n\times m$ real matrices of full column-rank and such that $\mathrm{Range}[C_1,C_2,\dots,C_N]=\mathbb{R}^n$, $\{P_i\}_{i=1}^N$ a set of $m\times m$ positive definite ...
4 votes
2 answers
671 views

When does this linear matrix equation have a unique symmetric, positive definite solution?

I encountered the following matrix equation for $A, N, Q \in \mathbb{R}^{n \times n}$ and $A^T=-A$ and $N^T=-N$ $$[X,A]+N^TXN+Q = 0$$ where $Q$ is symmetric, positive definite. My final goal is to ...
2 votes
0 answers
91 views

Matrix (geometric sum) orbit problem

Is the following algorithmic problem known to be decidable/undecidable? Input: an element $\mathbf{v} \in \mathbb{Z}^n$, a matrix $\mathbf{A} \in GL_n(\mathbb{Z})$, and a subgroup $H \leqslant \...
15 votes
3 answers
24k views

How to solve this quadratic matrix equation?

I would like to solve for $X$ in the matrix equation $$ XCX + AX = I $$ where all the matrices are $n\times n$, have real components, $X$ is positive semidefinite and $C$ is symmetric. My (possibly ...
3 votes
2 answers
2k views

Matrix equation with Hadamard product and its own inverse involved

I know there is an almost exactly same question here but I have further specifications. So my problem is as follows: $$ \Omega^{-1}=\dfrac{1}{n}\left(\Omega\odot \mathbf{W}+\mathbf{X}'\mathbf{X}+\...
3 votes
0 answers
560 views

On a matrix algorithm involving rank-one projections

Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors spanning $\mathbb{R}^n$. Let $p\in [0,1]$ be a rational number and consider the iteration \begin{equation} X_{k+1}=\frac{1}{N}\sum_{i=1}^...
11 votes
1 answer
453 views

A variant of Cholesky decomposition involving binary matrices

Studying a problem that is not directly related to linear algebra I came across the following problem. Let $B$ be $n \times n$ symmetric matrix whose entries are non-negative integers. I would like ...
-2 votes
1 answer
213 views

Solving a difficult equation for a variable?

I'm trying to obtain the maximum likelihood estimate of the parameters for a model I'm building. I have constants $\sigma$, $\mu$, and $q_0$; a boolean matrix $\alpha$; and vectors $A, \beta, r, d,$ ...