All Questions
25 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
$$ X \mapsto ...
CommunityBot
- 1
0
votes
0
answers
131
views
On a matrix equation with Kronecker product
Is there any work on the matrix equation in unknowns $X, Y \in {\Bbb C}^{n \times n}$ $$(X \otimes Y + Y \otimes X) \operatorname{vec}(A)=0$$ where $\otimes$ is the Kronecker product? Or, in general, ...
3
votes
0
answers
142
views
Solvability of a matrix exponential equation - generalized matrix logarithm
For a given invertible real matrix $G\in \mathrm{GL}_d$ with $\det G>0$, we ask for a solution $B$ of the matrix exponential equation
$$
G = \exp(B) \exp\bigl(\tfrac{1}{2}(B^T-B)\bigr) .
$$
Basic ...
- 1,081
8
votes
7
answers
1k
views
One observation of special type of square matrix exponentiation
I was studying the following type of matrices,
$$
A = \begin{pmatrix}
1 & x_{12} & \cdots &x_{1n}\\
0 & x_{22} & \cdots &x_{2n}\\
\vdots\\
0&\cdots&0&x_{nn}
\end{...
- 1,755
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
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
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
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
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
1
vote
0
answers
101
views
Controlling the rank of a Matrix product
Let $\bf{Q}$ be an $(m-k)\times m$ matrix satisfying $\bf{QQ}^H=\bf{I}$, $\bf{W}$ an $m\times m\ell$ matrix of the form
$$\bf{}W=\left[\begin{array}{ccccc}{\bf{w}}_1 &\bf{0} &\bf{0}&\...
16
votes
2
answers
504
views
The number of 0-1 normal matrices
Let $A\in\{0,1\}^{n\times n}$ be a $n\times n $ matrix with entries in the discrete set $\{0,1\}$.
My question: What is the number of matrices in $\{0,1\}^{n\times n}$ that are normal, that is, ...
- 11
5
votes
2
answers
539
views
On the existence of integer square root of a $3 \times 3$ positive definite matrix
As far as I know, a real square matrix $M$ has a real square root if $M$ is positive semidefinite, i.e., if all eigenvalues are nonnegative. And, in fact, its square root is unique.
I have read some ...
- 52.3k
3
votes
0
answers
178
views
On a matrix inequality based on the Schur-Horn theorem
Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and (strictly) positive eigenvalues. (Notice that $A$ is not required to be symmetric.)
Let $A_s$ denote the symmetric part of $A$...
- 2,712
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 ...
- 1,517
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 ...
- 2,712
3
votes
1
answer
1k
views
Completing the square of a matrix expression
Let $A,C\in\mathbb{R}^{m\times n}$, $n\ge m$, $B\in\mathbb{R}^{n\times m}$, and $P$ be a real positive definite $m\times m$ matrix. Denote by $\mathcal{S}^n$ the space of $n\times n$ real symmetric ...
- 20.2k
2
votes
1
answer
456
views
Constrained optimization over a trace functional
Let $A\in\mathbb{R}^{n\times n}$ be a stable matrix (i.e., the eigenvalues of $A$ have negative real parts). Consider the following optimization problem in $X \in \mathbb{R}^{n \times n}$
$$\begin{...
- 1,538
2
votes
1
answer
184
views
Condition for non-vanishing trace
Let $A$ and $B$ be two full column rank real matrices of dimension $n \times m$, where $n \ge m$. Let $P$ be an $m\times m$ positive definite matrix.
Question: Does there always exist a symmetric $n \...
CommunityBot
- 1
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?
...
- 21.5k
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 ...
- 883
3
votes
1
answer
3k
views
Solving a vector of quadratic equations
I have a system of $n \times 1$ equations
$$
0 = A\,vec(xx^t) + B x + C
$$
where
$x$ is a $n \times 1$ vector of unknowns
$x^t$ means transpose
$vec$ means $xx^t$ has been vectorized so has dimension ...
- 20.2k
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 ...
- 3,463
1
vote
0
answers
305
views
how to find all the solutions to $I+A+\cdots+A^n=0.$ [closed]
Let $GL_3(\mathbb{Z}[i])$ be the group of invertible $3\times 3$ matrices whose coefficients are Gaussian integers.I want to find all the pair $(A\in GL_3(\mathbb{Z}[i]),n\in\mathbb{Z})$ satisfying
$$...
- 117
0
votes
1
answer
666
views
Kernel of a projection
Given $m<n$. Suppose that $H$ and $K$ be $m \times n$ and $n\times (n-m)$ matrices such that rank$(H)=m$, rank$(K)=n-m$, and $HK=0$. For fixed non singular symmetric matrix $A$ define
\begin{...
- 181