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
6
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1
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Diagonalization of the matrix $(1/(i+j+\rm{const}))_{i,j}$
Consider the following infinite matrix: $A_{i,j}=\frac1{i+j+\gamma}$, $0\leq i,j<\infty$, $\gamma>0$ is a constant. Is it known how to diagonalize $A$, or, say, calculate $(I+tA)^{-1}$ for ...
6
votes
0
answers
238
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 ...
0
votes
0
answers
201
views
Exact diagonalization of tridiagonal centrosymmetric matrices
It is said that one can diagonalize a tridiagonal matrix using the analytical Lanczos method http://arxiv.org/abs/cond-mat/9712283v1. In some references in it, they always say that the starting point ...
8
votes
2
answers
351
views
Unitary factor in polar decompositions
Let $A, B$ be $n$-square (Hermitian) positive definite matrices. Let $AB=U|AB|$ be the polar decomposition of $AB$. So $U$ is unitary (called the unitary factor of $AB$). What is the optimal constant $...
3
votes
0
answers
610
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Can anyone help me deduce a matrix inequality?
The following lemma is taken from references firstly.
Lemma 1 [1-2] Given matrices $Q=Q^{T} , F, M$ and $N$ of appropriate dimensions, then $$Q+MFN+N^{T}F^{T}M^{T}<0$$
for all $F$ satisfying $F^{...
8
votes
2
answers
5k
views
About Sylvester's determinant
If $A$ is any $n \times m$ matrix and $B$ is any $m \times n$ matrix then one familiar form of the Sylvester's identity is $\det(I + AB) = \det(I + BA)$.
Now somehow curiously this above identity is ...
12
votes
0
answers
312
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 $a(n,n - 2k) = \frac{{n!}}{{k!(n - 2k)!}}\frac{{(m + n - k - 1)!}}{{(m + n - 1)!}}$...
0
votes
3
answers
621
views
Maximizing/Minimizing the Operator norms of 0-1 matrices subject to a constraint
Fix $n$ and let $B, C$ be two $n \times n$ 0-1 matrices of full rank such that $\sum_{i,j} b_{i,j}^2 = \sum_{i,j} c_{i,j}^2$, in other words they have the same number of $0$ entries and the same ...
4
votes
1
answer
130
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Counting Boolean Normal Matrices of size $2n \times 2n$
Fix $n$ a natural number. Consider the set of all $2n \times 2n$ matrices with entries from {0,1}. This is clearly a finite set. I would like to count the number of such normal matrices for fixed $...
10
votes
2
answers
717
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Product $PVPVP$ is elementwise nonnegative?
Let $P\in \mathbb{R}^{n\times n}$ be the inverse of a positive definite M-matrix and $V\in \mathbb{R}^{n\times n}$ be any diagonal matrix. Prove (or disprove) that $PVPVP$ is elementwise nonnegative.
...
11
votes
2
answers
3k
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Do singular values dominate eigenvalues?
Suppose $A$ is an $n \times n$ complex matrix with singular values $s_1 \ge s_2 \ge \cdots \ge s_n$ and eigenvalues $(\lambda_i)_{i=1}^{n}$ arranged so that $|\lambda_1| \ge |\lambda_2| \ge \cdots \...
2
votes
1
answer
1k
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lower bound of a trace quadratic form [closed]
i want to find a lower bound on the following expression:
$tr(AXA^T)$ in terms of $tr(X)$
where A is real $n\times n$ matrix and $X>0$ is positive symmetric. It seems that the following bound is ...
4
votes
0
answers
193
views
What is the significance of the median eigenvalue of a graph Laplacian?
Crossposted on Mathematics SE
When I look at the spectral density plots of my (usual) Laplacian graphs, they spike at the median eigenvalue. But what significance for the graph/matrix (which ...
4
votes
2
answers
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The eigenvectors and eigenvalues of matrix geometric mean
This is a follow up question on from How to solve a non-homogeneous quadratic matrix equation?.
Given the matrix $G = A(A^{-1}M)^{1/2}=A^{1/2}(A^{-1/2}MA^{-1/2})^{1/2}A^{1/2}$, where $A=-H^{-1}$, ...
4
votes
2
answers
816
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How to solve a non-homogeneous quadratic matrix equation?
I am looking to solve the following matrix equation for $G$
$$GHG + M = 0$$
where $G$, $H$, and $M$ are square, symmetric, real matrices. $H$ is negative-definite and $M$ is positive-definite. $G$ ...
1
vote
1
answer
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Partial Constraint of Low Rank Matrix
Suppose $X \in \mathbb{R}^{m \times n}$ is a rank $r$ matrix. Let $\Omega$ be a generic subset of $\in \{1, \ldots, m\} \times \{1, \ldots, n\}$ of cardinality $r(m + n - r)$. Denote by $X_{\Omega}$ ...
2
votes
0
answers
179
views
Does this permanent have a closed form?
What is the closed form of this permanent? (similar to the Cauchy determinant)
\begin{aligned}
f(z_1,z_2,\cdots,z_N,w_1,w_2,\cdots,w_N)=\left[
\small{\begin{matrix}
\frac{1}{(z_1-w_1)^2} && \...
17
votes
1
answer
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Hlawka inequality for determinants of positive definite matrices
It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) $...
2
votes
1
answer
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Connection between eigenvalues of A and its LDL decomposition
Consider an undirected graph $G$ with $N$ vertices and its adjacency matrix $n_{ij}$: $n_{ij} = 1$ if vertices $i$ and $j$ are connected by an edge and $n_{ij} = 0$ otherwise. Consider $A_{ij} \equiv \...
11
votes
2
answers
571
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Nearby matrices have nearby leading eigenvectors?
Suppose I have a symmetric positive semidefinite matrix $A$ with leading eigenvalue $1$ of multiplicity $1$ and remaining eigenvalues $\leq\epsilon$. I am told that another symmetric positive ...
2
votes
2
answers
4k
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Taking matrix derivative with MATLAB or Wolfram Alpha [closed]
I want to take the derivate of a rather complicated matrix expression. Is it possible to do this in MATLAB or Wolfram Alpha? Here is what I am trying to calculate:
\begin{equation}
\frac{\partial}{ \...
6
votes
1
answer
537
views
On the positivity of matrices
For given $n$, the following $n\times n$ real matrix $M=M^{T}$ is called positive, if
$x^{T}M x\geq 0$
holds for all non-negative real $x_1,x_2,\cdots,x_n$,
where $x=(x_1,x_2,\cdots,x_n)^T$.
...
7
votes
2
answers
484
views
What are the upper bound and stability conditions for the following simple linear system?
Consider the following linear system
$$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1)
$$
where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, $...
15
votes
3
answers
3k
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Determinant of a $k \times k$ block matrix
Consider the $k \times k$ block matrix:
$$C = \left(\begin{array}{ccccc} A & B & B & \cdots & B \\ B & A & B &\cdots & B \\ \vdots & \vdots & \vdots & \...
4
votes
2
answers
280
views
Is there an easy way to tell if all eigenvalues of a unitary or self-adjoint matrix only have eigenvalues of multiplicity two?
I am interested in a class of $2n\times 2n$ unitary matrices with complex entries (if you prefer, we can replace "unitary" with "self-adjoint").
I know that all the eigenvalues of matrices in this ...
0
votes
1
answer
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Efficient way to find SVD of sum of projection matrices?
Lets say that we have n matrices of data $X_i : i \in [1, n]$. All $X_i$ have the same number of rows.
Their associated projection matrices are $P_i = X_i(X_i^T X_i)^{-1}X_i^T$
Also say that we have ...
0
votes
1
answer
820
views
Relation between the subordinate norm and the spectral radius of a matrix
Let's define the following subordinate norm of a $(NM \times NM)$ matrix A norm as follows
\begin{eqnarray*}
||A||_{2,b} = \mathrm{max}_{x \in \mathbb{C}^{NM}} \left \{ \frac{||A x||_b}{||x||_2} \...
2
votes
1
answer
317
views
Alike looking matrices imply convergence of eigenvalues?
This is a question about convergence of eigenvalues which essentially came up in studying the spectrum of St.-Liouville operators.
We want to look at matrices that agree in most of their entries and ...
11
votes
2
answers
606
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Multiplicative Identity for all elements in SU(n)
Let $\{P_i\}$ be a subset of $SU(n)$ such that for any $U$ in another subset (or perhaps subgroup) $H$ of $SU(n)$: $$P_1UP_2U\cdots P_mU=I$$ where $I$ is the identity element. Is there a sequence $\{...
5
votes
3
answers
669
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Norm of triangular truncation operator on rank deficient matrices
Let $T_{n\times n}$ be a triangular truncation matrix, i.e.
$$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$
It is known that for arbitrary $A_{n\times n}$
$$\|T\circ A\|\le\frac{\...
0
votes
1
answer
514
views
Solution of infinite dimension linear system
Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...
2
votes
0
answers
1k
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Cholesky decomposition of a large covariance matrix
I have a tricky problem concerning a covariance matrix cholesky decomposition.
What I need is to obtain the cholesky decomposition of the estimated variance matrix of the set of samples stored in a ...
20
votes
2
answers
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Does the matrix exponential preserve the positive-semi-definite ordering?
Suppose $A$, $B$, are symmetric, real valued matrices and $B-A$ is positive-semidefinite, i.e. $A≼B$. Does that imply $e^A ≼ e^B$? Would love some intuition here.
I know for instance that $A≼cI \iff ...
7
votes
2
answers
735
views
An extension of the Golden-Thompson inequality
For three symmetric positive semidefinite matrices $A, B,C$, I am trying to figure out if the following inequality holds, at least in some cases:
$$ \operatorname{tr} \left( A e^{B+C} \right) \leq \...
24
votes
0
answers
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conjectures regarding a new Renyi information quantity
In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...
8
votes
7
answers
2k
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Source for roots of matrix polynomials?
A
matrix polynomial
is a polynomial whose variables are square $n \times n$ matrices,
let's say with entries in $\mathbb{C}$, and with coefficients in $\mathbb{C}$.
I am seeking a source of results on ...
3
votes
0
answers
204
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proving quasi convexity of multivariable function
Given
an arbitrary $(N \times N)$ square matrix ${\bf X}$
a positive definite $(M\times M)$ matrix ${\bf T}$
a $(Q\times MN), Q< MN$ matrix ${\bf Z}$ consisting of only 1s and 0s where there is
...
3
votes
0
answers
188
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Method to Generate Random Mutually Orthogonal Unitary Matrices
The title says it all, I'd like to know if such a method exists to generate random mutually orthogonal unitary matrices. If so, any supplementary references would be very much obliged. Thanks again!
-1
votes
1
answer
283
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spectrum of a special class of tridiagonal matrices
Consider a real and symmetric tridiagonal matrix with zero diagonals and where subdiagonals and superdiagonals are equal to 1 except the (1,2)-th component being equal to $a$, i.e.,
$$\begin{bmatrix}...
6
votes
3
answers
678
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Is $1/\max(i,j)$ a bounded matrix on Hilbert spaces?
I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$.
It would be sufficient to know if the Lehmer matrix $[\frac{...
1
vote
1
answer
1k
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Matrix Generator for M/M/1 Queue Waiting Time Distribution
I "believe" that generator, $\bf W$, of the waiting time distribution for the M/M/1 queue is given by the following (I'm not sure if this is even correct):
${\bf W} =\left( \begin{array}{ccccc}
0 &...
15
votes
1
answer
858
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Operator norms of circulant matrices
The definition and basic properties of circulant matrices can be found here: http://en.wikipedia.org/wiki/Circulant_matrix.
For complex numbers $a_1,\ldots,a_n$, I will use the notation
$$
\mbox{...
8
votes
1
answer
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Is the p-norm of a matrix strictly log-convex?
Let $A$ be a $n\times n$-matrix. We let $\|A\|_p$ denote the norm of $A$ when considered as a linear operator on $\ell^p(\{1,2,\ldots,n\})$, that is,
$$
\|A\|_p = \sup_{x\neq 0}\frac{\|Ax\|_p}{\|x\|_p}...
1
vote
0
answers
122
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Inverse of matrix of generalised harmonic numbers
For $s=0,1,\dots$ and $n=1,2,\dots$, denote $r_{n,s}=\sum_{k=1}^n k^s$. It is well-known that $r_{n,s}$ are polynomials in $n$ with leading term $\frac{1}{s+1}n^{s+1}$. Let $R_{n,s}$ be the $(s+1)\...
4
votes
1
answer
291
views
variation of the Lieb concavity theorem
A special case of the well known Lieb concavity theorem states that the following function is concave on positive operators A and B:
$$
(A,B) \to \text{Tr} \{A^s X B^{1-s} X^\dagger \}
$$
for $s \in ...
1
vote
1
answer
133
views
Any generic way to move a psd matrix to its neighbors?
Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...
6
votes
0
answers
475
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 ...
2
votes
0
answers
458
views
Norm bound of a complex resolvent
A well known result by Varah states that if $A$ is a strictly diagonally dominant matrix of dimension $n$, then
$\|A^{-1}\|_{\infty} \le \max_i\frac{1}{|a_{kk}|-\sum_{j \neq k}|a_{kj}|}$, where the ...
5
votes
1
answer
378
views
Simultaneous Tridiagonalization of a given set of hermitian matrices?
I have a set of $N\times N$ hermitian matrices $A_i,~i=1,\dots,M$. Are there any results on the possibility of simultaneously tridiagonalizing them?
5
votes
3
answers
2k
views
How to check whether a matrix is completely positive or not?
The definition:
cone of completely positive matrices
$$
\mathcal{C}=\left\{
\sum_{i=1}^kx_ix_i^T : \text{$x_i\in\mathbb{R}^n_+$ for $i=1,2,\ldots,k$}
\right\}.
$$
I just don't know how to check ...