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.
715
questions
2
votes
0
answers
166
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Uniform continuity of Cholesky decomposition
I am trying to figure out whether the Cholesky decomposition is uniformly continuous within a set of matrices with bounded entries. Specifically, I would like to derive a modulus of continuity for the ...
1
vote
0
answers
62
views
Projecting matrix from LDL^T factorization
When factorizing a real symmetric matrix $A$ into $LDL^T$, the matrix $D$ can have 1x1 or 2x2 blocks on the diagonal. A condition for $A$ to be positive-definite is that all 1x1 and 2x2 blocks of $D$ ...
9
votes
1
answer
349
views
Kulkarni-Nomizu square root of the Riemann tensor
Given a Riemann tensor $Riem$, what are conditions such that $Riem=B\star B$ for some bilinear symmetric form $B$, where $\star$ is the Kulkarni-Nomizu product? It follows from the proof of ...
2
votes
0
answers
172
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 ...
-2
votes
1
answer
990
views
Derivative of log determinant [closed]
Let $x_i \in\mathbb{R}^d$ and $a_i\in [0,1]$ for $i = 1,\dots,k$. How to compute the following derivative?
$$
\frac{d}{da_j}\log \det\left(\sum_{i = 1}^k a_ix_ix_i^\top\right).
$$
0
votes
1
answer
110
views
Is there a specific name for this optimization problem?
Let $A$ be an $n\times n$ symmetric positive definite matrix with eigenvalues and eigenvectors $\lambda_1\ge\lambda_2\ge\cdots\ge\lambda_n>0$ and $v_1,v_2,\cdots,v_n$ respectively.
We know that the ...
1
vote
1
answer
63
views
Upper bound on the size of vectors contained in an ellipsoid?
Crossposted at Math SE
Consider the diagonal matrix
$$D=\left[\begin{array}{cccc}
1^{- 2 p} & 0 & \cdots & 0 \\
0 & 2^{-2 p} & \cdots & 0 \\
\vdots &...
1
vote
1
answer
192
views
Matrix equation involving quadratic form
Let $X,Y\in\mathbb{R}^{n\times k}$, $\Lambda(\alpha) = \text{diag}(\alpha)$, with $\alpha\in\mathbb{R}^k$, and let $c,d\in\mathbb{R}^+$ be positive constants. Let
$$A_i(\alpha) = (X\Lambda(\alpha) X^...
1
vote
0
answers
37
views
Growth of the number of columns $j=1,\dotsc,p$ such that $\|Ae_j\|_1 > p^\alpha$ for symmetric $A$ with bounded spectrum?
Consider the set $\mathcal S(p)$
of symmetric matrices $A$ of size $p\times p$
with bounded spectrum, say, $\lVert A\rVert_\text{op}\le 10$ and $\lVert A^{-1}\rVert_\text{op}\le 10$.
Let $\alpha>0$ ...
3
votes
0
answers
1k
views
Multiplication of two Pauli string
Given a Pauli string $P_i \in \{ I,X,Y,Z\}^{\otimes n} $
Example: $P_0 = XXYIZ = X \otimes X \otimes Y \otimes I \otimes Z $.
Here $I,X,Y,Z$ are Pauli matrices defined explicitly as:
$$
I = \begin{...
5
votes
2
answers
208
views
Distance of low-rank matrices to the identity for the $\infty$-norm
I am trying to get a lower bound (or even the exact value) of
$$
\min_{X \in \mathbb{R}^{n\times n}} \|X - I_n\|_{\infty} \enspace \text{s.t.} \enspace \mbox{Rank}(X) = m
$$
where $m \leq n$, and the ...
-2
votes
1
answer
150
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Stationary distribution of a weighted directed acyclic graph
Is there any way to calculate the equilibrium (stationary) distribution for a weighted directed acyclic graph?
Some references emphasized adjacency matrix to be symmetric.
https://arxiv.org/abs/1012....
-1
votes
1
answer
109
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Solving a fully nonlinear first order PDE
given a symmetric matrix of Holder continuous functions $A(x)$ such that
$$
\frac{1}{C} |\xi|^2 \leq \langle A(x)\xi,\xi \rangle \leq C |\xi|^2
$$
find a vector field $\Phi$ such that
$$
D \Phi(x)^t D ...
-2
votes
1
answer
222
views
Gradient Descent for Markov Dynamics [closed]
The closed-loop dynamics of a linear optimal controller are simple but have interesting properties. From a starting state $\mathbf{v}(0)$ the dynamic can be iterated to reach a final state $\mathbf{v}(...
0
votes
0
answers
107
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Square root of a circulant matrix block
I'm trying to show the following:
Given the following $n\times n$ symmetric circulant matrices
$$A^*=\begin{pmatrix}
1 & -\mu_a & 0 & ...&0&-\mu_a \\
-\mu_a & 1 & -\mu_a &...
0
votes
1
answer
71
views
State-dependent positive definite matrix
Consider a function $f(\mathbf{x})=\mathbf{M}_\mathbf{x}$ that outputs a nonsymmetric matrix $\mathbf{M}_\mathbf{x} \in \mathbb{R}^{N \times N}$ given an input vector $\mathbf{x} \in \mathbb{R}^N$.
Is ...
0
votes
0
answers
89
views
Is a basis that almost diagonalizes a matrix 'close' to its eigenbasis?
Let $A\in\mathbb{R}^{n\times n}$ be diagonalisable (over $\mathbb{C}$) with pairwise distinct eigenvalues $\lambda_1,\ldots,\lambda_n\in\mathbb{C}$, and suppose that
$$\tag{1}S^{-1}\cdot A\cdot S = \...
0
votes
0
answers
176
views
Proof negative-definiteness of a nonsymmetric and rank-deficient matrix
Consider the vectors $\mathbf{a} \in \mathbb{R}^N$ and $\mathbf{b} \in \mathbb{R}^N$ with $N>1$ and $\mathbf{a} \neq \mathbf{b}$.
The product $\mathbf{C}=\mathbf{a} \mathbf{b}^T \in \mathbb{R}^{N \...
2
votes
0
answers
194
views
Infinite positive matrices with probability eigenvector
Let $A$ be an infinite non-negative matrix with integer entries ($a_{ij} \geq 0, \forall i,j \in \mathbb N$).
Suppose that $A$ is irreducible, aperiodic, and recurrent. So that it satisfies the ...
1
vote
1
answer
357
views
How do you solve this quadratic matrix equation?
could you please help me solve this quadratic matrix equation? I look around, seems like there is no general solution for it..
$$-BX^2 + X - C = 0$$ for X, B and C are (3x3) matrices. B and C are ...
0
votes
1
answer
253
views
The d(abc)-theorem, the abc-conjecture and positive definite kernels over the natural numbers?
I noticed in the work of Hector Pasten, Th.1.11 the $d(abc)$ theorem and have a question, after doing some experiments with sagemath.
Let $s_k(n) = \sum_{d|n}{ d^k }$ be the sum of divisiors $d$ of $n$...
0
votes
1
answer
104
views
How to design a matrix function to meet the following conditions
Suppose I have a matrix $X\in \mathbb{R}^{n\times n}$, such that
$X$ is symmetric
Do not know the rank
I want design a matrix function $f(X,Q)\in \mathbb{R}^{n\times n}$ with $Q = qq^T$ and $q\in \...
1
vote
2
answers
142
views
If $x \ge 0$ and $\mathbf{1}^Tx \le \|x\|^2$ then $\mathbf{1}^T(I - xx^T / \|x\|^2) \mathbf{1} \ge \| [\mathbf{1} - x]_+ \|^2$
Notation. Denote $\mathbf{1}=(1,1,\ldots,1)$ as the vector-of-ones in $\mathbb{R}^n$. Write the "positive part" as $[\alpha]_+ = \max\{\alpha,0\}$ for $\alpha\in\mathbb{R}$ and $[(x_1,x_2,\...
4
votes
1
answer
181
views
Uniform smoothness inequality for Schatten norms
I've previously asked this question on stack exchange.
I'm looking for a proof of the inequality
$$
\left[ \frac12(\left\|A+B\right\|_p^p + \left\|A-B\right\|_p^p)\right]^{2/p} \leq \left\|A\right\|_p^...
0
votes
0
answers
123
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Parseval's equivalent of Norm that includes a Projection matrix
I need to optimize the norm, ${\bf x}^H {\bf P}_{\bf B} {\bf x} $, where, ${\bf P}_{\bf B} = {\bf B}^H({\bf B} {\bf B}^H)^{-1} {\bf B}$, ${\bf B}$ is a known $M \times N$ matrix, with $M < N$ and $...
3
votes
1
answer
192
views
Growth of eigenvalues for certain sequences of matrices
Suppose we have an aperiodic matrix $A_t$ that has entries that are either $0$ or are positive integer powers of $t$, i.e. we could have
$$A_t =
\begin{pmatrix}
0 & t & t^2\\
t & t^2 &...
8
votes
1
answer
736
views
Counting eigenvalues without diagonalizing a matrix
Today's arXiv has a paper by Pierpaolo Vivo, Index of a matrix, complex logarithms, and multidimensional Fresnel integrals, which asks the question whether it is possible to calculate the number $N(\...
2
votes
1
answer
513
views
Is this lower bound on the singular values of the sum of two matrices correct?
Equation 7 of this paper (Ramazan Türkmen, Zübeyde Ulukök, Inequalities for Singular Values of Positive Semidefinite Block Matrices, International Mathematical Forum, Vol. 6, 2011, no. 31, 1535 - 1545)...
1
vote
0
answers
119
views
A lower-bound on matrix-function with vector product
I am currently trying to show that a sequence of homeomorphisms converges to some limiting homeomorphism using Anderson's the inductive convergence criterion. However I can't explicitly compute the ...
0
votes
1
answer
465
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Follow up: Show that these vectors are linearly independent almost surely
I posted this question some time ago here. I started a bounty for it and received an answer which helped me a lot. However, I still have some issues I want to discuss regarding it. Unfortunately I can'...
2
votes
1
answer
155
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Characterize matrix range
$\DeclareMathOperator{\col}{\operatorname{col}}\DeclareMathOperator{\diag}{\operatorname{diag}}\DeclareMathOperator{\Range}{\operatorname{Range}}$Let $A \in \mathbb{R}^{n\times m}$, $D = \diag(d) = \...
11
votes
1
answer
955
views
Show that these vectors are linearly independent almost surely
So I'm doing research in control theory and I have been stuck with this problem for a while. Let me explain my issue, then my proposal, and finally my concrete question.
Problem: I have $m<n$ real $...
0
votes
0
answers
146
views
L_q matrix inequality
The following arose out of studying $\ell_q$ Lewis weights. Let $P$ be a real $n \times n$ orthogonal projection matrix (i.e., $P$ is symmetric and $P^2 = P$) and let $W$ be the diagonal matrix ...
-1
votes
1
answer
172
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$A\geq B\Rightarrow A^{-1}\leq B^{-1}$ entrywise for pos.def. symmetric matrices?
My question follows from https://math.stackexchange.com/questions/3857976/inverse-inequality-of-symmetric-matrix. Suppose we assume that $A$ and $B$ are two positive definite matrices with positive ...
2
votes
1
answer
414
views
How to find upper and lower bound
Let $\Sigma \in S_{++}^n$ be a symmetric positive definite matrix with all diagonal entries equal to one. Let $U \in \mathbb{R}^{n \times k_1}$, $W \in \mathbb{R}^{n \times k_2}$, $\Lambda \in \mathbb{...
2
votes
0
answers
558
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 ...
6
votes
1
answer
1k
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Condition number for a symmetric positive definite matrix
I am trying to get an estimate for the induced 2-norm condition number $\kappa_{2}(M)$ of this matrix $M$:
$$M_{ij} = \frac{1}{(n-i)!(n-j)!(2n-i-j+1)} = \displaystyle\int_{0}^{1}\frac{x^{n-i}}{(n-i)!} ...
2
votes
1
answer
221
views
Necessary conditions for existence of linear combination of these matrices to be singular
I'm doing some research in Control theory, and a stumbled with this problem. Any help is appreciated.
QUESTION
Let $P_1,\dots,P_m$ be $m$ symmetric positive definite $n\times n$ matrices with $m<n$ ...
1
vote
0
answers
68
views
Approximation bounds for matrix multiplication
$\DeclareMathOperator{\op}{\mathrm{op}}$Since matrix multiplication is continuous, I expect that if $A_n\to A\in \mathrm{Mat}_{d\times d}(\mathbb{R})$ for the operator-norm and if $x_n\to x$ in $\...
9
votes
2
answers
477
views
When does $\left\Vert f(\mathbf{N}) - f(\mathbf{M})\right\Vert_{\mathrm{op}} \leq k\left\Vert \mathbf{N} - \mathbf{M}\right\Vert_{\mathrm{op}}$ hold?
Define the Frobenius norm of a matrix as $\left\Vert A \right\Vert_{\mathrm{F}}=\sqrt{\sum_{i,j} A_{ij}^2}$ and the operator norm as $\left\Vert A \right\Vert_{\mathrm{op}}=\sup_{x \not = 0} \frac{\...
1
vote
1
answer
197
views
How could I extend this result to a case where the matrices were not of full rank?
I'm reading this paper by Bhatia, Jain and Lim and on page 6 theorem 2, they state
$$
\sqrt{\operatorname{tr}(A^{1/2}BA^{1/2})} = \max_{X>0} \{ |\operatorname{tr} X|: A\geq XB^{-1}X^{*} \}
$$
where ...
0
votes
0
answers
49
views
Non-square multiplication operator matrix
Let $A(x), x\in (0,1)$ an $2\times n$ matrix, with $n\geq 2$.
Consider the multiplication operator $K$ on $[L^2(0,1)]^n$ defined as $$K: f(x) \mapsto Kf(x)=A(x).f(x).$$
Intuitively, $$K: [L^2(0,1)]^n ...
0
votes
1
answer
140
views
Expectation of random matrix
Assume $Q$ is a positive definite random matrix such that $0 < \lambda_{\min}(Q)....\leq \lambda_{\max}(Q) \leq 1$ holds. I want to show that
\begin{align}
E\left[\frac{\lambda_{\min}(Q)}{\lambda_{\...
3
votes
1
answer
312
views
What are the John ellipsoids for a pair of (9- and 15-dimensional) convex sets of $4 \times 4$ positive-definite matrices?
What are the John ellipsoids (JohnEllipsoid) for the 9- and 15-dimensional convex sets ($A,B$) of $4 \times 4$ positive-definite, trace-1 symmetric (Hermitian) matrices (in quantum-information ...
6
votes
1
answer
274
views
Recover approximate monotonicity of induced norms
Let $A$ some square matrix with real entries.
Take any norm $\|\cdot\|$ consistent with a vector norm.
Gelfand's formula tells us that $\rho(A) = \lim_{n \rightarrow \infty} \|A^n\|^{1/n}$.
Moreover, ...
4
votes
1
answer
107
views
Is the Loewner maximum uniquely defined?
Given 2 (symmetric) PSD matrices $A,B$, is the following set $S_{A,B}$ non-empty?
$$ S_{A,B} = \{ C: C\succeq A, C\succeq B, \text{ and }\forall D, D\succeq A, D\succeq B \implies D\succeq C \} $$
If ...
0
votes
1
answer
141
views
Is it a sufficient condition for linearity?
Edit: According to the comment by LSpice we come back to the initial version of this question
Let $f:\mathbb{R}^n\to \mathbb{R}^n$ be a smooth function such that for every $x\in \mathbb{R}^n$ the ...
4
votes
3
answers
231
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
vote
1
answer
112
views
Asymptotic behavior of a matrix equation and its eigenvalues
We have a matrix valued function $A:\mathbb{R}_+\to \mathbb{R}^{m\times m}$. It is known that $A(\lambda)$ is a positive definite matrix for all $\lambda\in\mathbb{R}_+$ Denoting $\rho_i(A(\lambda))$ ...
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.