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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Best rank one approximation

Assume $u,v\in\mathbb{C}^n$ are complex vectors. I was wondering if there is a closed form expression for the following problem in terms of $u$ and $v$ \begin{equation*} \arg\min_{x\in\mathbb{C}^n} \|...
mohi's user avatar
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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 $f$ ...
Ewin's user avatar
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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 ...
Chilote's user avatar
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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 $...
Bullmoose's user avatar
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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 ...
Alexander Shamov's user avatar
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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 ...
Seva's user avatar
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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 ...
Felix Goldberg's user avatar
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 ...
ilovecp3's user avatar
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Is every real matrix conjugate to a semi antisymmetric matrix?

Is it true to say that every matrix $A\in M_n(\mathbb{R})$ is similar (conjugate) to a matrix $B=(b_{ij})$ with $b_{ij}=-b_{ji}$ for all $i\neq j$?(With some abuse of terminology,a matrix $B$ with ...
Ali Taghavi's user avatar
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1 answer
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A question about the paper "The Condition Number of a Randomly Perturbed Matrix"

My question pertains to this paper by Terence Tao and Van Vu, https://arxiv.org/abs/math/0703307 Both my questions pertain to the argument presented in this paper in its section 6 (page 5). We are ...
gradstudent's user avatar
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Nontrivial lower bound on the sum of matrix norms

Let $X, V\in\mathbb{R}^{n\times r}$ such that $X^\top V$ is symmetric. The central quantity I care about is \begin{equation} \|XV^\top\|_{F}^2+\|X^\top V\|_{F}^2 +[\text{Tr}(X^\top V)]^2. \end{...
Wuchen's user avatar
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2 answers
759 views

Optimization version of the Sylvester equation

The Sylvester equation is a matrix equation of the form $AX-XB=C,$ where $A,B,C$ are given matrices of dimension $m\times m,n\times n$ and $m\times n$ and $X$ is an unknown matrix of dimension $m\...
Uday's user avatar
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5 answers
902 views

Spectrum of transition matrix for symmetric random walk

I asked this question previously on math.stackexchange.com, where it had little traction. Consider the symmetric random walk on $\{0,1,…,n\}$ with transition probabilities $P(j→j±1)=1/2$ for $0 &...
Hans Engler's user avatar
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1 answer
292 views

Diagonalization of symmetric matrices of functions

I asked this question some time ago in MSE but I didn't recieved any feedback. https://math.stackexchange.com/questions/4672664/diagonalization-of-symmetric-matrices-of-functions This problem arised ...
user1234567890's user avatar
5 votes
2 answers
2k views

Finding roots of a recursively given polynomial sequence / eigenvalues of an almost Toeplitz matix

I would like to find the roots of the polynomial sequence given by a recurrence relation as follows: $V_0(x) = 1-a^2$ $V_1(x) = 1-a^2 - x$ $V_{k \geq 2}(x) = (1+a^2 - x)V_{k-1}(x) - a^2V_{k-2}(x)$ ...
kolixx's user avatar
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1 answer
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A matrix norm inequality II

Let $\|\cdot\|$ be the spectral norm, i.e., largest singular value. The condition number of an invertible complex matrix $X$ is defined as $\kappa(X):=\|X\|\|X^{-1}\|$. I am able to prove ...
M. Lin's user avatar
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2 answers
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How expressive is $e^A$ in the sense of universal approximation?

For any real matrix $B\in\mathbb{R}^{n\times n},n\ge 2$ and precision $\varepsilon$, is there a real matrix $A\in\mathbb{R}^{n\times n}$ such that $\|e^A-B\|_F<\varepsilon$? ($F$ refers to ...
li ang Duan's user avatar
5 votes
1 answer
240 views

Analytical form for the nuclear norm of an $n \times n$ matrix

I get the follow equation in a paper. Let $A \in \mathbb{R}^{2 \times 2}$, then $M = A^TA$ is a positive semi-definite matrix, the nuclear norm of $A$ is: $$ \Vert A \Vert_* = \sqrt{\operatorname{tr}(...
zhamao dra's user avatar
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 ...
PAb's user avatar
  • 187
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Is a pointwise " simple tensor" valued continuous map a tensor product of two continuous maps?

A matrix $A\in M_{4}(\mathbb{C})$ is called a simple tensor if $A=B\otimes C$ for two $2\times 2$ matrices $B,C$. Assume that $X$ is a Hausdorff topological space.Assume that $f:X\to M_{4}(\...
Ali Taghavi's user avatar
5 votes
2 answers
2k views

How to calculate the square root of matrix $A+B$ perturbatively?

$A=diag\{\lambda_1,...,\lambda_n\}$ and $\lambda_i>0$, $B$ is a positive definite symmetric matrix and $max\{B_{ij} \}\ll min\{\lambda_i\}$ Note that the perturbative calculation of square root ...
346699's user avatar
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1 answer
373 views

Best orthogonal approximation of rank 1 matrix

Let $X=\lambda_0u_0v_0^T\in\mathbb{R}^{n\times n}$ be a rank 1 matrix where $\lambda_0\in\mathbb{R}$, $u_0,v_0$ are of unit Euclidean norm. What is the solution of the following problem? $$\hat{X}=\...
neverevernever's user avatar
5 votes
1 answer
2k views

Inverse of a matrix and the inverse of its diagonals

While researching a question, I faced with the following problem: I have to prove that for a positive definite matrix we have $${\mathbf n}^T {\mathbf R}^{-1}{\mathbf n}\geq {\mathbf n}^T {\mathbf D}...
Mamal's user avatar
  • 273
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1 answer
389 views

Trace of a nonlinear matrix equation

Let $X_0$ be a trace-one positive definite matrix, i.e. $X_0>0$, $\mathrm{tr}(X_0)=1$. Let $A>0$ and consider the following iteration $$ X_{k+1} = X_k^{1/2}AX_k^{1/2},\quad k\geq 0,\quad (\star) ...
Ludwig's user avatar
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1 answer
389 views

Matrix integrals in combinatorics, for dummies

This is actually about one particular question that I posted a while ago, "Special" meanders. Among several approaches tried is a huge subclass of approaches which can be generated from ...
მამუკა ჯიბლაძე's user avatar
5 votes
3 answers
669 views

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{\...
sb945's user avatar
  • 153
5 votes
2 answers
464 views

Decomposition of a semi-definite matrix into sums of sparse semi-definite matrices

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
neil's user avatar
  • 51
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2 answers
684 views

Maximal norm-1 projection

Suppose I have a real unitary matrix $U$ and a unit vector $\mathbf{x}, \|\mathbf{x}\|_2 = 1$. What is the solution to the following problem? $$ \widehat{\mathbf{x}} = \arg\max_{\mathbf{x}, ~\|\...
Taha's user avatar
  • 137
5 votes
3 answers
3k views

Spectral properties of the LDL^T matrix factorization

Assume that a square, symmetric matrix $A$ can be factored into $A=LDL^T$ where $L$ is unit lower triangular and $D$ is diagonal. For indefinite $A$, $D$ may have $2x2$ blocks on the diagonal. How ...
Victor Liu's user avatar
5 votes
1 answer
226 views

A Schur-like product theorem on groups

Let $G$ be a finite group, and consider the composition $X * Y$ on $\mathbb{C}G$ defined by $$(\sum_g \alpha_g u_g) * (\sum_g \beta_g u_g) = \sum_g \alpha_g \beta_g u_g.$$ This composition can be ...
Sebastien Palcoux's user avatar
5 votes
1 answer
133 views

connected stable rank

There is a beautiful formula by Leonid Vaserstein relating the Bass and topological stable rank of a commutative unital Banach algebra A to that of the matrix algebra M_n(A). Is there something ...
ray's user avatar
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1 answer
722 views

Proving a majorization inequality for the singular value of the product of two matrices without using tensor product

For any two matrices $\mathbf{A},\mathbf{B} \in \mathbb{C}^{n \times n}$, we know that the following majorization inequality holds $$ \tag{1} \label{grz} \sigma^{\downarrow}(\mathbf{A}\mathbf{B}) \...
LayZ's user avatar
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1 answer
728 views

On faces of convex sets of positive semidefinite matrices

A face $F$ of a convex set $C$ is a set such that, if $x \in F$ is a convex combination of other elements in $C$, then they must also be in $F$. I will denote by $F(C,x)$ the smallest face of $C$ ...
DBB's user avatar
  • 51
5 votes
1 answer
266 views

Are inverse eigenvalue problems (IEPs) hopeless and not a fruitful area of research?

I've been studying IEPs, in particular, the Nonnegative Inverse Eigenvalue Problem, some basic theoretical framework, the many open questions that IEPs have, and now sort of realize the computational ...
User001's user avatar
5 votes
1 answer
1k views

Upper bound of the largest eigenvalue of a PSD block matrix in terms of blocks

Let $\mathbf A=\left[\begin{matrix}\mathbf A_{11}&\mathbf A_{12}\\ \mathbf A_{21}&\mathbf A_{22}\end{matrix}\right]$ be a positive semi-definite matrix, $\mathbf A_{ij}\in\mathbb C^{n\times n}...
Ignat's user avatar
  • 103
5 votes
1 answer
335 views

Log determinant of quadratic form

I am reading a paper Cook and Forzani - Likelihood-Based Sufficient Dimension Reduction where the author uses the following result from matrix analysis but does not explain why it is true nor provide ...
lmn2609's user avatar
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5 votes
2 answers
304 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}) \...
Asaf Shachar's user avatar
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5 votes
2 answers
958 views

Lower bound for smallest eigenvalue of symmetric doubly-stochastic Metropolis-Hasting transition matrix

For my master's thesis research, I stumbled upon a question concerning the Metropolis-Hasting transition matrix $W$. Context $\quad$ Let me start with some context. I consider connected undirected ...
Koen's user avatar
  • 51
5 votes
1 answer
685 views

Optimization of a function of a positive definite matrix and its inverse

This question is a little ill-posed, but I've been playing with some equations and am just wondering if this resembles any known problems that have been solved. Suppose I have two real, positive ...
Nick's user avatar
  • 51
5 votes
1 answer
257 views

Epidemic threshold

Need some help / ideas to proceed. Stuck for a while on this. In the literature of epidemic theory, it is found that the epidemic threshold is $1/\lambda_{\max}(A)$ where $\lambda_{\max}(A)$ is the ...
Val K's user avatar
  • 355
5 votes
2 answers
423 views

Simultaneous maximization of two Generalized Rayleigh Ritz Ratios

Consider hermitian positive semi-definite matrices $A_1$ and $A_2$. Consider also positive definite matrices $B_1$ and $B_2$. I want to maximize the minimum of the two Generalized Rayleigh Ritz ratios ...
dineshdileep's user avatar
  • 1,371
5 votes
2 answers
552 views

Perron Frobenius with one negative pair of entries

Suppose you have a real symmetric matrix $A$ which is positive except for $a_{ij},a_{ji}$, who are negative. While it is not generally true that the eigenvector of the dominant eigenvalue of $A$ is ...
Felix Goldberg's user avatar
5 votes
1 answer
313 views

Is the set $\{\zeta: \rho(A(\zeta))< 1\}$ connected for matrices under parameterization of first $m$ rows?

$\newcommand{\eqqcolon}{=\mathrel{\vcenter{:}}}$ Fix $n, m \in \mathbb N$ with $n > m$. Let $\zeta \in \mathcal{M}(m \times n; \mathbb C)$ and we fix a $\zeta_0 \in \mathcal M( (n-m) \times n; \...
user1101010's user avatar
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?
dineshdileep's user avatar
  • 1,371
5 votes
1 answer
283 views

Are there any known results on numerical ranges of rank-one positive semi-definite matrices?

In my problem, I came across numerical ranges of rank-one positive semidefinite matrices. Through Toeplitz-Hausdorff theorem and some other extensions, I know if there are at most three matrices, then ...
dineshdileep's user avatar
  • 1,371
5 votes
0 answers
261 views

Analysis proof of dual number spectral theorem

Let the dual numbers be $\mathbb R[\varepsilon]/(\varepsilon^2)$. Write a general dual number as $a + b \varepsilon$ (where $\varepsilon^2 = 0$). Given a symmetric matrix $M$ over the dual numbers (i....
wlad's user avatar
  • 4,823
5 votes
0 answers
683 views

Gershgorin's 2nd theorem (disjoint circles): elementary proof?

Let $A \in \mathbb{C}^{n\times n}$ be a complex matrix. We let $a_{i,j}$ be the $\left(i,j\right)$-th entry of $A$ for all $i, j \in \left[n\right]$ (where $\left[n\right]$ denotes $\left\{1,2,\ldots,...
darij grinberg's user avatar
5 votes
0 answers
89 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, ...
user07001129's user avatar
5 votes
0 answers
558 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 ...
Hans's user avatar
  • 2,169
5 votes
0 answers
411 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} \...
baronbrixius's user avatar

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