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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25
votes
0answers
830 views

Real square roots of symmetric matrices

In joint work with Andreas Fischle (TU Dresden, Germany) and Patrizio Neff (U Essen, Germany) we needed to use the following statement: If $S$ is a real $n\times n$ matrix with $S^2$ symmetric, then ...
23
votes
0answers
899 views

conjectures regarding a new Renyi information quantity

In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...
16
votes
0answers
311 views

An inequality for matrix norms

Working on a problem in combinatorics I come up with the following inequality on matrix norms, which I checked it also numerically: Let $A=(a_{ij})$ be a real symmetric $n\times n$ matrix with ...
12
votes
0answers
198 views

Which ordering of factors is needed to obtain this kind of determinantal inequalities?

Let $A$ and $B$ be $n\times n$ Hermitian positive definite matrices. The curious determinantal inequality given here, which can be stated as $$\det (A^{4}+ ABBA+BAAB+B^{4})\ge\det(A^{4}+ AABB+BBAA+B^{...
12
votes
0answers
283 views

Ratio of entries of A and log A where A is a triangular matrix

Consider triangular matrices $A = \left( {a(n,k)} \right)$ of arbitrary order with $a(n,k) = 0$ if $n + k$ is odd and $a(n,n - 2k) = \frac{{n!}}{{k!(n - 2k)!}}\frac{{(m + n - k - 1)!}}{{(m + n - 1)!}}$...
11
votes
0answers
254 views

More mysterious properties of Gram matrix

This is another question related to the mysterious properties of the Gram matrix in dimension $4$. Here's the previous question. The following fact could be extracted from 0402087: For any $a_i\...
11
votes
0answers
263 views

Jaffard's theorem - finite matrices

For infinite matrices, Jaffard's theorem states that if $(A(k,l))_{k,l\in \mathbb{Z}}$ is invertible and satisfies $$ A(k,l) \leq C (1+\left|k-l\right|)^{-r}, $$ for some $C>0$, then $$ A^{-1}(k,...
10
votes
0answers
627 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 ...
10
votes
2answers
456 views

A (linear) optimization problem subject to (linear) matrix inequality constraints

Let $A \in \mathbb{R}^{n \times n}$ be a Hurwitz matrix, i.e. $A$ satisfies $\mathrm{Re}\,\lambda_i< 0$, where $\{\lambda_i\}_{i=1}^n$ is the set of eigenvalues of $A$. Suppose that the trace of $A$...
9
votes
0answers
206 views

SVD-type decomposition for the tensor product of three Hilbert spaces?

(The questions How does the Schmidt decomposition generalize to tensor products of several finite-dimensional systems? and Is there a useful generalization of the Schmidt decomposition to the ...
8
votes
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 ...
8
votes
0answers
127 views

Geometric mean of three or more positive definite matrices

The geometric mean of two positive definite (Hermitian) matrices of same size is defined by $$A\natural B := A^{1/2}(A^{-1/2}BA^{-1/2})^{1/2}A^{1/2},$$equivalently, $$A\natural B =(BA^{-1})^{1/2}A=A(A^...
8
votes
0answers
499 views

Can we write unitary matrices as positive linear combinations of Hermitian matrices?

The space $M_n:=M_n(\mathbb{C})$ of complex $n\times n$ matrices has the structure of a finite-dimensional complex vector space. The space of Hermitian matrices forms a cone in this vector space $M_n$...
7
votes
0answers
162 views

A limiting sequence of positive definite matrices

Let $A\in\mathbb{R}^{n\times n}$ be a matrix with eigenvalues having (strictly) negative real part. Let $X\in\mathbb{R}^{n\times n}$, $X\succ 0$, be a positive definite matrix and let $P\succ 0$ be ...
7
votes
0answers
165 views

A special eigenvalue problem

For my research I need to solve a generalised eigenvalue problem $Ax=\lambda B x$, where $A$, $B$ are general matrices, and selectively find only eigen-pairs $\lambda, x$ such that $\lambda\in \mathbb{...
7
votes
0answers
185 views

Quantum coupon collection: positivity of an alternating sum of matrices

It is well-known that in the classic coupon collecting problem (CCP), the expected waiting time is \begin{equation*} T_n(x_1,\ldots,x_n) = \sum_{k=1}^n (-1)^{k+1}\sum_{1\le i_1 < \cdots < i_k \...
7
votes
0answers
363 views

Analytic expression for the Tsirelson bound of the I3322 inequality?

Finding Tsirelson bounds for Bell inequalities is a well-loved problem in quantum information theory. A famous case where it is still open is for the I3322 inequality. In this paper Pál and Vértesi ...
7
votes
0answers
360 views

Minimizing the operator norm of a sum of matrices

Given an $m\times n$ real matrix $C$. Let $a_i\in\{-1,1\}$ and $b_i\in\{-1,1\}$. Consider $$q=\left\|\text{diag}(a_1,\ldots,a_m)C + C\text{diag}(b_1,\ldots,b_n)\right\|$$ where the norm is the ...
7
votes
0answers
213 views

Energy barriers between Hadamard matrices

Hadamard matrices may be characterized as $n\times n$ real orthogonal matrices $U$ that achieve the lowest possible "energy" as defined by the (scaled and shifted) entry-wise 1-norm: $$ E(U)=n^2 -\...
7
votes
0answers
271 views

An $L^{\infty}$ version of principal component analysis?

I have a $k$ by $n$ matrix $A$, with $k \ll n$. In case it helps, the $k$ rows are orthonormal. I'm interested in finding a $k$ by $k$ orthogonal matrix $M$ so as to maximize the $L^{\infty}$ norms ...
6
votes
0answers
532 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 $f$ ...
6
votes
0answers
170 views

Can we approximate any eigenvalue of an infinite matrix via eigenvalues of some sequence of submatrices which approximates the matrix?

Let $T:\ell^2\to\ell^2$ be a compact linear operator. Let $[T]=(a_{i,j})_{i,j=1}^{\infty}$ be the representing infinite matrix of $T$ with respect to the canonical base. Let $T_n$ be the finite rank ...
6
votes
0answers
354 views

Lower bound on the sum of singular values for a sum of Hermitian matrices

Denote the eigenvalues of an $n\times n$ matrix $\mathbf{X}$ by $\lambda_i(\mathbf{X})$ and its singular values by $\sigma_i(\mathbf{X})$, $i=1,\ldots,n$. When $\mathbf{X}$ is Hermitian, we know that $...
6
votes
0answers
218 views

Operator arithmetic-harmonic mean inequality with operator-valued weights

Let $\Lambda_1,\dots,\Lambda_n$ be strictly positive definite operators in the Euclidean space $\mathbb{R}^d$. By an operator arithmetic-harmonic mean inequality with weights $\Lambda_i$ I mean the ...
6
votes
0answers
365 views

Symmetric matrices with $\rho(A)\gg\|A\|_\infty$

For a symmetric real matrix $A$, denote by $\rho(A)$ the spectral radius of $A$, and by $\sigma(A)$ the largest absolute row sum of $A$; that is, $\sigma(A)=\max_i \sum_j |a_{ij}|$, where $a_{ij}$ are ...
6
votes
0answers
1k views

When is the inverse diagonally dominant?

There is a large literature devoted to studying the inverses of diagonally dominant matrices. I'd like to know if there is information about a so-to-say opposite situation: we have a matrix $A$ and ...
5
votes
0answers
66 views

Schur norm of weighted Cauchy matrix

The Schur norm of a matrix $A$ is defined to be $\|A\|_S=\max\{\|A\circ X\|: \|X\|\leq 1\}$, where $\|\cdot \|$ is the operator norm of a matrix, i.e., the largest singular value. Let $a_1,\ldots, ...
4
votes
0answers
55 views

Bound on difference of log of unitary matrices

Suppose I have two unitary matrices $u, v$ such that $\|u-v\|<\epsilon$ in the operator norm. Is there a way to bound the quantity $\|\log u-\log v\|$? We can assume that $\epsilon$ is sufficiently ...
4
votes
0answers
28 views

Product of values of a matrix-valued function over $S^1$

Assume you have a function $f:S^1 \rightarrow \mathrm{GL}_d(\mathbb{C})$ whose coefficients are Laurent polynomials $f_{i,j}(q)\in \mathbb{C}[q^{\pm 1}].$ I am interested in getting conditions for ...
4
votes
0answers
450 views

Generalizing Autonne-Takagi factorization

Autonne-Takagi factorization (Léon Autonne (1915) and Teiji Takagi (1925)) says that: A complex symmetric matrix can be 'diagonalized' using a unitary matrix: If $A$ is a rank-$n$ complex symmetric ...
4
votes
0answers
95 views

Is the closure $\overline{ \{X \in \mathbb{R}^{m \times n} : \rho(M-NX) < 1\} }$ equal to $ \{X \in \mathbb{R}^{m \times n} : \rho(M-NX) \le 1\}$

I am not sure whether this question fits this forum (I will delete it if not appropriate here). But I asked this on MSE over a week ago with no answer and then put a bounty still got no answer. Here ...
4
votes
0answers
159 views

Maximizing a certain eigenvalue ratio

Let $A\in\mathbb{R}^{n\times n}$ be an Hurwitz stable matrix (i.e., the spectrum of $A$ lies on the left-half complex plane) and let $P$ be the unique positive definite solution of the following ...
4
votes
0answers
381 views

A minimal eigenvalue inequality

Suppose $A$ is an $n\times n$ real symmetric positive definite matrix. Let $A^{(-1)}_{i,j}$ be the $n\times n$ matrix the entries $(i,i),\,(i,j),\,(j,i),\,(j,j)$ of which equal to the corresponding ...
4
votes
0answers
76 views

Non-singularity of a series of matrices

Let $A_1$, $A_2$ be $n\times n$ real matrices. Suppose that $A_1$ and $A_2$ are Schur stable (i.e., their eigenvalues are strictly inside the unit circle in the complex plane). Let $B_1$, $B_2$ be two ...
4
votes
0answers
178 views

On the sum of the first row of the inverse of a certain symmetric Toeplitz matrix

(i) Consider a Toeplitz matrix $A_n = (a_{i, j})_{1 \le i, j \le n}$ of size $n$ defined as follows: $$ a_{i, j} := |i-j|^{-1/2}, \text{ if } i \ne j; \ \ a_{i, j} := 2, \text{ if }i = j. $$ Let $...
4
votes
0answers
56 views

When is $\left\|\hat S\left(\hat S+T\right)^{-1}\right\|_2\le 1$ for p.d. $S$ and $T$?

Let $x_1,\dots,x_n$ be i.i.d. $N(0,I_{p\times p})$. Let $S$ be the covariance of the $x_i$, $\hat S=\frac1n\sum_{i=1}^n x_ix_i^T$. What is the set of positive-definite $p\times p$ matrices $T$ such ...
4
votes
0answers
209 views

Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, i.e.,...
4
votes
0answers
321 views

When is a Hankel matrix invertible?

I would like to have some conditions that render a general Hankel matrix of the form \begin{pmatrix}a_1 & a_2 & a_3 &\cdots & a_n \\ a_2 & a_3 & a_4 & \cdots & a_{n+1} \...
3
votes
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),\...
3
votes
0answers
40 views

Matrix series with Hadamard products

Let $A$ and $B$ be hermitian matrices (a special case that would already help would be $A^{-1} = B^T$). I'm looking for a closed form of the series $$X := \sum_{n=0}^\infty A^n \circ B^n$$ where $\...
3
votes
0answers
83 views

What kind of set is this, spanned by two positive definite matrices?

Let $A$ and $B$ be Hermitian positive definite $n\times n$ matrices over $\mathbb C$ or $\mathbb R$. Then for real $k,\ell,$ the matrix $A^kB^\ell A^k$ is well-defined and again Hermitian positive ...
3
votes
0answers
52 views

How to show that a continuous family of symmetric matrices is uniformly positive?

My problem : I have a family of $4 \times 4$ symmetric matrices. More precisely consider an interger $d$, a real $\lambda> 0$ and define the family $S_{\lambda}$: $ \{A(\lambda,x_1,x_2) ; (x_1,...
3
votes
0answers
199 views

On the existence of fixed points of a matrix iteration

Let $A\in\mathbb{R}^{n\times n}$ be a Hurwitz stable matrix (i.e. all eigenvalues of $A$ have negative real part). Let $\succeq$ denote the standard partial order in the cone of positive semidefinite ...
3
votes
0answers
131 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 $A$...
3
votes
0answers
337 views

Diagonal elements of Hermitian matrices with given eigenvalues

Given real vectors $d = (d_1, \ldots, d_n)$ and $\lambda = (\lambda_1, \ldots, \lambda_n)$, where I will assume that their coefficients are arranged in non-increasing order, the Schur-Horn theorem ...
3
votes
0answers
43 views

Questions on “The condition number of a randomly perturbed matrix”

This question is about the two vectors $w'$ and $y$ that are necessary for the argument in section $7$ (page 6) of this paper by Terence Tao and Van Vu, https://arxiv.org/abs/math/0703307 (that ...
3
votes
0answers
53 views

Equivalence Classes of a Subgroup of Similarity Transformations

Let $X$ be a real, finite-dimensional vector space and $A, B, C,$ and $D$ be matrices on $X$. I'm interested in the similarity classes of the block matrices $$ \begin{bmatrix} A & B\\ C & D\\ ...
3
votes
0answers
240 views

Singular value decomposition of a low rank weak diagonally dominant M-matrix. When is the unitary polar matrix positive semi-definite?

Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has ...
3
votes
0answers
708 views

Diagonalization of real symmetric matrices with symplectic matrices

Consider the following real symmetric matrix $M=\left[\begin{array}{ccc} A & B\\ B^T & D \end{array}\right]$ Both A and D are real symmetric $n\times n$ matrices. B is a real $n\times n$...
3
votes
0answers
220 views

Exponential of tridiagonal matrix and boundedness of successive quotients of components

Let $a\geq 0,b>0$, $N\in \mathbb N$ and $$ A_N = \begin{pmatrix}a(-N) & b && 0\\b & \ddots & \ddots & \\ &\ddots & \ddots & b\\0 && b & a N \end{...