All Questions
Tagged with matrices matrix-equations
111 questions
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
$$ X \mapsto ...
CommunityBot
- 1
4
votes
2
answers
180
views
What does the matrix-valued solution of $X = A X A^T + \operatorname{Id}$ look like?
Let $A \in \mathbb{R}^{n \times n}$ be an invertible contraction, i.e. all singular values are in $(0,1)$. By reformulating the equation
\begin{align*}
& X = A X A^T + \operatorname{Id} \tag{1}
\...
- 621
1
vote
1
answer
345
views
Solvability of $A X B=C$ with $X=X^\mathrm{T}$
I am studying symmetric solutions to the complex matrix equation
\begin{equation}
A X B=C,
\end{equation}
where $A$, $B$, and $C$ are $m\times n$, $n \times k$, and $m \times k$ complex matrices, ...
- 3,741
7
votes
1
answer
305
views
Efficiently solve the Sylvester equation $AX+XA = C$ where $X$ is skew-symmetric
Is there a way (more efficient than the standard vectorization) to solve the following Sylvester equation in the skew-symmetric matrix $X$ $$AX+XA = C$$ where the matrix $A$ is symmetric positive ...
- 3,741
4
votes
0
answers
262
views
Two questions about three circulant matrices
Consider the following matrix equation in $n \times n$ circulant $\pm 1$ matrices $A$, $B$, $C$
$$2AA^T+BB^T+CC^T=(4n+4)I-4J$$
where $I$ is the $n \times n$ identity matrix and $J$ is the $n×n$ matrix ...
0
votes
0
answers
131
views
On a matrix equation with Kronecker product
Is there any work on the matrix equation in unknowns $X, Y \in {\Bbb C}^{n \times n}$ $$(X \otimes Y + Y \otimes X) \operatorname{vec}(A)=0$$ where $\otimes$ is the Kronecker product? Or, in general, ...
3
votes
1
answer
155
views
Does this matrix equation always have a solution?
Let $\{A_i, i\ge 3\}$ be the matrices whose columns represent numbers from $0$ to $2^i-1$ in binary form. For example,
$A_3 = \begin{bmatrix} 0 & 0 & 0 & 0 & 1 & 1 & 1 & 1 \...
- 6,351
1
vote
1
answer
270
views
Solve permutation matrix equations of the form: $X^T A X = B_1$ and $X A X^T = B_2$
I have a hard time solving the following two matrix equations for unknown permutation matrix $X \in \mathbb{R}^{n \times n}$:
$$X^T A X = B_1$$
$$X A X^T = B_2$$
where, $A$, $B_1$ and $B_2$ are all $n ...
- 3,741
1
vote
1
answer
176
views
Symmetric linear least-squares solution ${\bf X} {\bf A} = {\bf B}$
Given the wide matrices ${\bf A} \in {\Bbb R}^{n \times m}$ and ${\bf B} \in {\Bbb R}^{p \times m} $, where $m > n > p$, form an overdetermined linear system in ${\bf X} \in {\Bbb R}^{p \times n}...
3
votes
0
answers
142
views
Solvability of a matrix exponential equation - generalized matrix logarithm
For a given invertible real matrix $G\in \mathrm{GL}_d$ with $\det G>0$, we ask for a solution $B$ of the matrix exponential equation
$$
G = \exp(B) \exp\bigl(\tfrac{1}{2}(B^T-B)\bigr) .
$$
Basic ...
- 1,081
7
votes
1
answer
626
views
Is the set of purely real square matrices, that are complex-diagonalisable, dense in the set of real matrices?
A quick search for "diagonalisable matrix" on Wikipedia immediately gives the result that the set of real-diagonalisable matrices is not dense in the set of real matrices.
I need, however, ...
- 286
8
votes
7
answers
1k
views
One observation of special type of square matrix exponentiation
I was studying the following type of matrices,
$$
A = \begin{pmatrix}
1 & x_{12} & \cdots &x_{1n}\\
0 & x_{22} & \cdots &x_{2n}\\
\vdots\\
0&\cdots&0&x_{nn}
\end{...
- 1,755
2
votes
0
answers
56
views
any ideas on how to solve matrix equation like this $X A_i Y = B_i$
the objective function is like
$$\operatorname*{argmin}_{X,Y} = \sum_i \|X A_i Y - B_i\|_F^2$$, and $A_i$ is a diagonal matrix
I've tried gradient-descent, but as it turns out not well, I wonder if ...
- 21
6
votes
1
answer
1k
views
Solve equation with matrix variable
I want to solve a matrix $\Omega$ from a equation $\sum_k (\Omega + \Theta_k)^{-1} = Q$. The $Q$ and $\Theta, \forall k=1,\ldots,K$ are known, and are positive definite matrices. $\Omega$ also has to ...
- 6,357
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\...
- 63.9k
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 $, ...
- 61
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 ...
- 123
8
votes
1
answer
1k
views
Closed form solution for $XAX^{T}=B$
Let $d \times d$ matrices $A, B$ be positive definite. Is there a closed form solution for the following quadratic equation in $X$?
$$X A X^{T} = B$$
Thank you.
- 1
3
votes
2
answers
763
views
A truncated "geometric" matrix series
Let $A$ be an $n\times n$ matrix, $B$ be an $n\times m$ matrix, $C$ an $m \times m$ matrix, and consider the sum
$$\sum_{k = 0}^{N-1} A^k B C^k.$$
Is there any smart way to rewrite this sum in a way ...
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.
...
- 6,351
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 ...
3
votes
2
answers
354
views
Solving linear matrix equation
Given matrices $A, B, C' \in \Bbb R^{2 \times 6}$, where $'$ denotes matrix transposition, and matrix $L \in \Bbb R^{2 \times 2}$, how can one solve the following linear matrix equation in $X \in \Bbb ...
- 3,741
6
votes
2
answers
179
views
How to obtain matrix from summation inverse equation
I have a set of square matrices $\{A_i\}_{i \in \{1,..., n\}}$ and another square matrix of equal size $K$. Under the assumption that such a matrix exists and is unique, I want to find the unique $B$ ...
- 3,741
0
votes
1
answer
155
views
Product of matrices equal identity
I need to solve the following equation for the matrix $P \in\mathbb{R}^{r\times d}:$
$$
((PAP^\top)^{-1} P S P^\top (PAP^\top)^{-1})^2 = I_r,
$$
where $S$ is a symmetric $d\times d$ matrix, $A$ is a ...
- 12.9k
11
votes
3
answers
705
views
System of quadratic equations
Let $B_1,\ldots,B_s$ be $(s\times s)$ symmetric real matrices and $x=\left(x_1,\ldots,x_s\right)^\prime$ a $(s\times 1)$ vector of unknowns. Is there a way or reference theory for studying the ...
1
vote
0
answers
84
views
In matrix product, differentiate one element with respect to another element
Background
Consider a system (roughly) along the lines of those shown in Sims, C. A. (2002). Solving linear rational expectations models, where you have
$$ AX_{t+1} = CX_t + M $$
where matrix $M$ is a ...
- 11
1
vote
2
answers
388
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 ...
- 356
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 ...
- 4,713
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
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
$$A_i(\alpha) = (X\Lambda(\alpha) X^...
- 188k
3
votes
0
answers
49
views
Stability of matrix equation
Let $M=I+A\in \mathbb{R}^{n\times n}$ for a skew-symmetric matrix $A$ with $\|A\|<1$ in the spectral norm. Using the $LU$-decomposition of $M$, it is easy to construct a solution $L,U\in \mathbb{R}^...
- 3,065
1
vote
0
answers
192
views
What is the solution of the matrix equation $A X + X A' + B X B' + C = 0$ for $X$?
I know that the matrix equation $A X + X A' + C = 0$ is in the form of the time-continuous Lyapunov equation, so solving for $X$ is pretty trivial since the solution already and numeric solvers ...
- 111
0
votes
1
answer
324
views
Solving two quadratic matrix equations [closed]
Given $10 \times 10$ matrices $A$ and $B$, I would like to find $10 \times 10$ matrix $X$ such that
$$A = X B X^T \tag{1}$$
$$B = X A X^T \tag{2}$$
How can I solve the issue? if there is a way to ...
- 188k
3
votes
2
answers
245
views
A problem about determinant and matrix
Suppose $a_{0},a_{1},a_{2}\in\mathbb{Q}$, such that the following determinant is zero, i.e.
$
\left |\begin{array}{cccc}\\
a_{0} &a_{1} & a_{2} \\
\\
a_{2} &a_{0}+a_{1} & a_{1}+a_{...
- 56.9k
28
votes
1
answer
2k
views
Integer matrices which are not a power
$\DeclareMathOperator\SL{SL}\DeclareMathOperator\Sp{Sp}$In a group $G$, an element $g$ is said to be primitive if there is no $h \in G$ and integer $n >1$ such that $g = h^n$. (For clarification, I ...
- 2,821
3
votes
0
answers
138
views
Is there a method to solve a non-linear quadratic matrix equation?
I am interested in solving the following quadratic equation: $$x^{\top} A x = \sqrt{x^{\top} B x}$$
Here, $x \in \mathbb{R^q}$ is an unknown vector, and A and B are two q$\times$q-dimensional ...
- 31
1
vote
1
answer
157
views
Global polynomial basis for the kernel of a matrix polynomial
Let $M(x)$ be an $m$ by $n$ matrix with entries in $\mathbb{C}[x]$. Suppose that for all $x\in \mathbb{C}$ the rank of $M(x)$ is constant and equal to $r<n$. Therefore, for any $x_0\in \mathbb{C}$ ...
- 1,766
1
vote
2
answers
124
views
Rank of a linear combination of linear operators
I asked this question a few days ago in MathExchange and received no satisfatory answer. I hope it is well suited for MathOverflow.
Suppose I have two linear operators $X,\,Y$ on $\mathbb{C}^n$. Now ...
- 7,300
4
votes
3
answers
239
views
Properties of matrix $X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}$
Let $\{\alpha_i\}_{i=1}^n$ be complex numbers such that $|\alpha_i|<1$, and consider the following $n\times n$ structured matrix
$$
X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}.
$$
Such ...
- 1,769
2
votes
1
answer
556
views
How to solve a quadratic matrix equation with positive semidefinite constraint?
I have the following quadratic matrix equation:
$$ XAX+X = B $$
where both $A$ and $B$ are given positive definite matrices, and $X$ is a covariance matrix and, hence, positive definite.
When there is ...
1
vote
1
answer
168
views
Solution for $AX+XA^T+XBX=C $ where $X$, $B$ and $C$ are symmetric
Is there a solution for $AX+XA^T+XBX=C$ where $X$, $B$ and $C$ are symmetric?
3
votes
4
answers
359
views
Coupled Sylvester equations
Let $n \in \mathbb{N}$. Let $A,B,C$ real matrices of size $n \times n$. Let $\alpha,\beta,\gamma,\delta \in \mathbb{R}^{4}$ such that $\alpha,\beta$ are non-zero.
I an looking for two matrices $...
8
votes
1
answer
2k
views
Symplectic block-diagonalization of a real symmetric Hamiltonian matrix
Given a $2n\times 2n$ real, symmetric, Hamiltonian matrix $W$ (anticommutes with the symplectic metric), is there an orthogonal, symplectic matrix $R$ such that $R^\top WR$ is block-diagonal?
Being ...
- 20.2k
2
votes
3
answers
324
views
Efficient algorithm for matrix equation $AXB + BXA = F$
For $n\in\mathbb{N}$, let $A\in\mathbb{R}^{n\times n}$ and $B\in\mathbb{R}^{n\times n}$ be two symmetric positive definite matrices and let $F\in\mathbb{R}^{n\times n}$ be arbitrary.
Is there any ...
- 20.2k
14
votes
1
answer
2k
views
Necessary conditions for the existence of solution of Sylvester equation AX=XB
Let's consider square matrices $A_{n \times n}$, $B_{n \times n}$ and $X_{n \times n}$ with elements from $\mathbb{R}$. Could you tell me please, what would be the necessary conditions for the ...
- 38k
6
votes
2
answers
313
views
Representation over matrices $A_i^3=I$, $A_0A_1^\dagger+A_1A_2^\dagger+A_2A_0^\dagger=0$, $A_0^\dagger A_1+A_1^\dagger A_2+A_2^\dagger A_0=0$
I would like to know what all the possible finite-dimensional representations of the following relations are.
$$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^\...
- 4,991
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 ...
- 909
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 ...
1
vote
1
answer
130
views
find a PSD matrix that that verify matrices sum of equality
$A $, $ C$ $(n,n)$ are symmetric PSD matrices,
$B$ is PD symmetric matrix, and $H_i$ $\; $ $(i=[1,m])$ represent $ m $ complex matrices. $H_i$ are all one rank matrix
Our objectif is to find ...
- 1,517
1
vote
0
answers
152
views
solving a non-linear Matrix equation
I am working on a problem of optimization of wireless sensor networks in order to achieve the optimal power allocation in the network. I find an equality matrix problem that can be written as ...
- 377