Questions tagged [matrix-analysis]

The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.

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34 views

Schaten p norm of block matrices

Let $A=D\oplus 0$ be a diagonal Hermitian matrix and $B$ is an invertible Hermitian matrix with $(1,1)$ block being $B_{11}$ and $B_{11}$ and $D$ have the same dimensions. Then is it true that if $(1+|...
6
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1answer
206 views

Matrix inequality : trace of exponential of Hermitian matrix

I want to know whether the following inequality holds or not. \begin{align} (\mathrm{Tr}\exp[(A+B)/2])^2\leq(\mathrm{Tr}\exp A)(\mathrm{Tr}\exp B)\tag{1} \end{align} where $A, B$ are Hermitian ...
6
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2answers
144 views

Reference request: continuity of Cholesky factor

It most books dealing with Cholesky decomposition, or it is variants, one finds a statement of the form if $A$ is symmetric $k\times k$ positive semi-definite (non-negative definite) then the $k\times ...
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23 views

Is the SVD optimal (by Eckart Young theorem) because maximal data variance is captured from both the column and row space?

I am asking this question seeking validation of an intuitive understanding of the veracity of the Eckart-Young theorem which struck me in my study of the SVD and Principle Component Analysis. The ...
2
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0answers
74 views

An elementary proof of Davies' inequality

In the paper Lipschitz continuity of functions of operators in the Schatten classes, Davies proved the following matrix inequality. Let $a_i,b_i>0$ for $1\leq i\leq n$ and $A$ be an $n\times n$ ...
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35 views

square matrix decomposition into the product of two non-square matrices using the Frobenius norm [closed]

I have a square matrix defined as $A=\operatorname{diag}[J_1,J_2,J_4]$ of size $n$ where $J_1=1$ $$J_2=\begin{pmatrix} 1 & a \\ 0 & 1 \end{pmatrix}$$ $$J_4=\begin{pmatrix} 1 & a & a^...
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1answer
42 views

How can I find minimum and maximum eigenvalue of non-positive define matrix [closed]

There is a power iteration method, but it only returns the greatest(in absolute value) eigenvalue of matrix. So when we have negative eigenvalues it'll give wrong results. Is there any method, which ...
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1answer
63 views

$\arg\max$ in the dual norm of the nuclear norm

Given a matrix $X \in \mathbb{R}^{m \times n},$ then the spectral norm is defined by $$\left \| X\right\| := \max\limits_{i \in \{1, \dots, \min\{m,n\}\} }\sigma_i (X)$$ whereas the nuclear norm is ...
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15 views

Difficult matrix inequality stemming from possible lipschitz equivalence of two metrics

I am interested whether there exists a constant $C\geq 1$ such that $\frac{\langle (x x^*)^{1/2}, (y y^*)^{1/2} \rangle}{\frac{1}{2}(||x||_2^2+||y||_2^2)}\geq C \frac{||x^*y||_1}{\frac{1}{2}(||x||_2^...
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41 views

“Probability” for a partitioned matrix to be singular

Let $A,B\in\mathbb{R}^{n\times n}$ be two nonsingular matrices with $A\ne B$, and consider the following partitioned matrix $$ M:=\begin{bmatrix}AA^\top + BB^\top & A^\top \Delta_1 A + B^\top \...
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1answer
118 views

Matrix whose entries are given by polynomial $A_{ij} = p(\lambda_i, \lambda_j)$; when is it positive semidefinite?

Let $A$ be a matrix whose entries are given by a polynomial, $$ A_{ij} = p(\lambda_i, \lambda_j) $$ where $p(\lambda_i,\lambda_j) = p(\lambda_j,\lambda_i)$ is symmetric. Are there standard methods ...
2
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1answer
51 views

Bound for matrix inner product based on singular values

Regarding the matrix inner product based on singular values, Lewis (1995) "The convex analysis of unitarily invariant matrix functions" states the result by von Neumann that $\langle X,Y \rangle \leq \...
3
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1answer
272 views

Inequality for $AB + BA$ when $A,B\geq0$, reference request

Let $A,B\geq0$ be positive semidefinite matrices of arbitrary size $n\times n$. Denote by $\alpha$ and $\beta$ their largest eigenvalues. It is well-known that the eigenvalues of the expression $AB +...
2
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1answer
68 views

On conditionally negative definiteness of a kernel

We are interested in the kernel $\phi\left( x-y\right) =\frac{1}{2}\log\left( \cosh\left( x-y\right) \right) -\log\left( \cosh\left( \frac{x-y}{2}\right) \right)$ on $\mathbb{R} \times \mathbb{...
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34 views

Minimum rank of a product of two block diagonal matrices with an arbitrary matrix

Let us assume that we have an arbitrary full-rank $l\cdot b \times l\cdot p$ matrix, $\boldsymbol{H}$, with no specific structure (e.g., a realization of a Gaussian i.i.d. random matrix), an $m \times ...
3
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0answers
55 views

Regularity of Moore-Penrose pseudo-inverse

Let $k\in\mathbb{N}\cup\{0\}$, let $\Omega\subseteq\mathbb{R}^n$ be open, connected and let $G\in C^k(\Omega;\mathbb{R}^{n\times n})$ satisfy $$ \operatorname*{rank}G(x)= \operatorname*{rank}G(y),\...
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0answers
44 views

Upper bound on the condition number of the product of a random sparse matrix and a semi-orthogonal matrix

Let $G \in \mathbb{R}^{n \times m}$ (m > n, m = O(n)) whose all entries are i.i.d. distributed as $\mathcal{N}(0, 1) * \text{Ber}(p)$. Let $V \in \mathbb{R}^{m \times n}$ be a fixed semi-orthogonal ...
1
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1answer
119 views

Commuting matrices of complex functions

If $A(z) :=[A_{ij}(z)] $ and $B(z) :=[B_{ij}(z)] $ are two invertible $n\times n$ matrices of entire complex valued functions entries $A_{ij}(z)$, and $B_{ij}(z) $ with (1). $AA^{\#}=A^{\#}A$ ...
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1answer
80 views

Eigenvalues of adjacency matrix of a k-regular graph

If $A_G$ is the adjacency matrix of a k-regular graph, let $B = J+xA_G$, where J is the matrix whose elements are all 1s and $x\in R$ is a scalar. If $\lambda_1\geq\lambda_2\geq \dots \geq \lambda_n$ ...
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0answers
66 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: $$D^2u\geq - \dfrac{(1+K^2)^{1/2}}{\epsilon}I$$ ...
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0answers
84 views

Full-rank Hadamard product given a certain structure

Let us assume that we have a full-rank randomly chosen $k\times (m\cdot l)$ matrix, $\boldsymbol{H}$, with $l \leq k \leq (m\cdot l)$ and no specific structure (e.g., a realization of an IID complex ...
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0answers
38 views

Subgradient chain rule

Suppose $$F:\mathbb{R}^n \to \mathbb{R},\; F(x)=\mathrm{max}_\mathrm{eig}(C-\mbox{diag}(x)).$$ I am trying to find a subgradient of $F$ at $x_0$. A subgradient of $\mathrm{max}_\mathrm{eig}$ is given ...
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0answers
55 views

Matrix Lie algebra: Semisimple element = semisimple matrix?

I am considering the set $$ \mathbb{L} = \lbrace X \in \mathbb{C}^{2n \times 2n} \; ; \; J^{-1}X^HJ = -X \rbrace, \quad J = \begin{bmatrix} 0 & I_n \\ -I_n & 0 \end{bmatrix},$$ of complex ...
2
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0answers
61 views

Bound for the inverse of a summation of rank-1 matrices

Given vectors $x_1,\dots,x_T \in R^d$ satisfying $\|x_i\|_2 = 1$, define $A_0 = I$ and $A_t = I + \sum_{i=1}^tx_ix_i^\top$ for $t \geq 1$. We are interested in the following quantity: \begin{align} S_{...
2
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1answer
74 views

Dubious matrix monotonicity

Coming from a problem in game theory, I arose at some dubious monotonicity like property for matrices of the following art. Let $H=\lbrace h\in\mathbb{R}^{n}\colon h_{1}+\dots+h_{n}=0\rbrace$. I'm ...
5
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2answers
243 views

Is this subset of matrices contractible inside the space of non-conformal matrices?

Set $\mathcal{F}:=\{ A \in \text{SL}_2(\mathbb{R}) \, | \, Ae_1 \in \operatorname{span}(e_1) \, \, \text{ and } \, \, A \, \text{ is not conformal} \,\}$, and $\mathcal{NC}:=\{ A \in M_2(\mathbb{R}) \...
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81 views

Numerical range of tensor product of two matrix

Let $T\in M_n$. Is the following true $$\bigcap\limits_{B\in M_2\\\text{tr}(B)=0}\left\{X\in M_2: W(X)\subseteq W(T)\text{ and } W(B\otimes X)\subseteq W(B\otimes T)\right\}\subseteq\bigcap\limits_{...
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0answers
34 views

Spectral abscissa of symmetric matrix with skew-symmetric perturbation

I am interested in bounds on the minimal distance between the spectral abscissa $\max_{\lambda\in\sigma(A)}\mathrm{Re}\lambda$ of a matrix $A$ and the eigenvalues of its perturbated version $A+S$. In ...
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0answers
54 views

Eigenvector of Hadamard matrix functions

Let $X\in\mathbb{R}^{n\times n}$ with SVD $X=UDV^T$. Are there known results regarding the eigenvectors of $Y=X^{\odot g}$? I am mainly interested in simple functions such as $g(z)=z^2$, i.e. $Y_{ij}=...
2
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1answer
96 views

Flatness directions of the operator norm

It is known that the standard operator norm $\|\cdot\|_2$ over ${\bf M}_n({\mathbb R})$ is very flat, as is any operator norm (= subordinated norm) actually. The set of extremal points of the unit ...
8
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3answers
536 views

Representation theorem for matrices (reference request)

Motivation. If $A \in \mathbb{C}^{n \times n}$ is self-adjoint (or, more generally, normal), then we all know that $$ A = \sum_{k=1}^n \lambda_k \, h_k \otimes h_k, $$ where $\lambda_1,\dots,\lambda_n$...
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0answers
75 views

Vectors that satisfy $\sum_{i=1}^n Y_i X_i^\top = I$ and $\sum_{i=1}^n \frac{1}{p_i}Y_iY_i^\top = \Sigma(P)^{-1}$

Let $X_1,\dots,X_n$ be vectors in $\mathbb{R^d}$. Assume all of the vectors are inside the unite $\ell_2$ ball. Let $P$ be a vector in the probability simplex $\Delta_n$ with $P_i>0$ for all $i$. ...
20
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1answer
1k views

The abc-conjecture as an inequality for inner-products?

The abc-conjecture is: For every $\epsilon > 0$ there exists $K_{\epsilon}$ such that for all natural numbers $a \neq b$ we have: $$ \frac{a+b}{\gcd(a,b)}\,\ <\,\ K_{\epsilon}\cdot \text{rad}\...
6
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0answers
533 views

Spectral norm bound on smooth primary matrix function perturbation

Consider an $L$-Lipschitz function $f: \mathbb{R} \to \mathbb{R}$ (so $|f(x) - f(y)| \leq L|x-y|$ for all $x,y$) and Hermitian PSD matrices $A, B \in \mathbb{C}^{n\times n}$. Define $f(A)$ to be $f$ ...
10
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0answers
628 views

Two questions around the $abc$-conjecture

Let $d(a,b) = 1-\frac{2 \gcd(a,b)}{a+b}$, $d_{ABC}(a,b) = 1-\frac{2\gcd(a,b)^3}{ab(a+b)}$ be two metrics on natural numbers. The abc-conjecture can be formulated using these two metrics as: For ...
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0answers
37 views

Sum of a two dimensional arithmetico-geometric suite

I am trying to compute the first column $P_{k,1}^n$ of the power of matrix $P^n$ where $P$ is a lower bidiagonal matrix with terms : $$P_{i,j} = \left\{\begin{array}{cc} i\alpha & \text{if }i=j,\\ ...
2
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0answers
32 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 $$\...
0
votes
1answer
37 views

Effect of column normalization on maximum diagonal entry

Let $\mathbf{A}$ be a $M\times N$ complex matrix, and $\bar{\mathbf{A}}$ be constituted by normalizing each column of $\mathbf{A}$. Therefore, we have $$\mathbf{A}=\bar{\mathbf{A}}\mathbf{\Gamma},$$ ...
0
votes
1answer
67 views

Choosing the best submatrix

Let $\mathbf{A}_{m\times n}$ be a matrix with non-negative elements. Assume that a submatrix $\mathbf{B}$ from $\mathbf{A}$ is defined as \begin{align} B_{i,j} = \begin{cases} A_{i,j}, & i\in\...
2
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0answers
96 views

Is the matrix $\mu_f(X_i \cap X_j)$ positive definite?

Let $X_1,\ldots, X_n$ be finite subsets of some larger finite set $Z$. Let $f:Z \rightarrow \mathbb{R}_{>0}$ be any function, and define a (counting) measure $\mu_f(X) = \sum_{x \in X} f(x)$ for a ...
0
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0answers
60 views

Eigenvalues of the matrix obtained by letting some of the rows vanish, hoping for some inequality

Let $A$ be an $n \times n$ matrix. Let $A_k$ be the matrix obtained by keeping the first $k$ rows of $A$ fixed and substituting $0$ for the rows $k+1$ to $n$. To be precise, we write $A= [R_1...R_k, ...
8
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0answers
180 views

Minimum distance of a symmetric matrix to diagonal matrices

Let $A=(a_{ij})$ be an arbitrary $n \times n$ real symmetric matrix and $n\geq 2$. Let $\| \cdot \|$ denote the operator $2$-norm or equivalently the maximum absolute value of eigenvalues for ...
0
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0answers
107 views

Comparison of two similarity matrices

English is not my first language, so please excuse any mistakes. I'm working with two similarity matrices on the same data set: Suppose I have $n$ items, and I calculated the similarity of each item ...
1
vote
1answer
87 views

A unitary matrix of functions [closed]

If $A(z)=[A_{ij} (z)] $ is an $n\times n$ unitary matrix valued functions. Is there a characterization of such matrix if: (1) the entries are analytic functions on a set $D$. and (2) if the ...
6
votes
1answer
405 views

Operator norm of square root of matrix vs original

If I have a nonsymmetric matrix whose operator norm is $\leq 1$ and square root it, does its operator norm remain below $1$? More formally, I want to know whether there is always at least one square ...
0
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0answers
93 views

Numerical range of a 2-by-2 matrix

Let $X\in M_2(\mathbb{C})$ s.t. $W(X)\subseteq\text{Conv}\{\lambda_1,\cdots,\lambda_k\}$ and $\Vert X\Vert\leq\text{max}_{1\leq j\leq k}\vert\lambda_j\vert$. Then does it true that there exist $H_1, ...
2
votes
0answers
101 views

Distance between two algebraic sets

We are in $M_n(\mathbb{R})$ equipped with the Frobenius norm $||A||^2=tr(AA^T)$. Let $Z=\{(A,B)\in M_n(\mathbb{R})^2;A^2-AB-B^2=0\}$ and $T=O(n)^2$. It is easy to see that $Z\cap T=\emptyset$ and ...
4
votes
2answers
157 views

Commutant of the conjugations by unitary matrices

Let $\mathcal{L}(\mathbb{C}^{n \times n})$ denote the algebra of all linear mappings from $\mathbb{C}^{n \times n}$ to $\mathbb{C}^{n \times n}$ and let $\mathcal{C} \subseteq \mathcal{L}(\mathbb{C}^{...
0
votes
0answers
82 views

Special kind of translation and rotational invariance of the numerical range

Let $T\in\mathscr{B(\mathcal{H})}$ and $X\in M_n(\mathbb{C})$. Is the following statement true? If $W(B\otimes X)\subseteq W(B\otimes T)$ for any $B\in M_n$ then $W(B\otimes (X+I_n))\subseteq W(B\...
28
votes
2answers
4k views

Consequences of eigenvector-eigenvalue formula found by studying neutrinos

This article describes the discovery by three physicists, Stephen Parke of Fermi National Accelerator Laboratory, Xining Zhang of the University of Chicago, and Peter Denton of Brookhaven National ...

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