# Questions tagged [matrix-equations]

Equations whose unknown is a matrix, such as, for instance, algebraic Riccati equations $XAX+XB+CX+D=0$ or matrix differential equations (e.g. $\dot X(t)=AX(t)$. This tag is *not* meant for general systems of linear equations $Ax=b$.

175
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### Does this recurent matrix sequence admit an explicit writing?

I have sequence defined by : 𝐏(n+1)=(𝐈−(Ф.𝐏(n).Ф′+𝐐).𝐇′.(𝐇.(Ф.𝐏(n).Ф′+𝐐).𝐇′+𝐑)^(−𝟏).𝐇).(Ф.𝐏(n).Ф′ +𝐐)
Where :
P(n), Q, R are square, NxN, symmetric, positive semidefinite.
R is square, ...

0
votes

0
answers

62
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### Follow-up question regarding real singular matrices with additional details

After my question whose answer turned out to be false, I re-examined the course of my proof, which is actually seperate from the one in my question, and found out that there's another condition, at ...

3
votes

1
answer

503
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### Is the set of real matrices with at least one real logarithm closed under multiplication?

Let $S$ be the set of real matrices with at least one real logarithm. For some couple of its elements, for example those with at least (one real logarithm each with submultiplicative norm smaller than ...

1
vote

1
answer

135
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### Solution to commutator equation in semisimple algebraic group

$\DeclareMathOperator\SL{SL}\DeclareMathOperator\GL{GL}$Let $K$ be a field of characteristic zero, and $\SL_n$ and $\GL_n$ the special and general linear groups over $K$. Let $\Phi \in \GL_n(K), H \in ...

3
votes

0
answers

123
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### Solvability of a matrix exponential equation - generalized matrix logarithm

For a given invertible real matrix $G\in \mathrm{GL}_d$ with $\det G>0$, we ask for a solution $B$ of the matrix exponential equation
$$
G = \exp(B) \exp\bigl(\tfrac{1}{2}(B^T-B)\bigr) .
$$
Basic ...

6
votes

1
answer

324
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### Is the set of purely real square matrices, that are complex-diagonalisable, dense in the set of real matrices?

A quick search for "diagonalisable matrix" on Wikipedia immediately gives the result that the set of real-diagonalisable matrices is not dense in the set of real matrices.
I need, however, ...

8
votes

7
answers

969
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### One observation of special type of square matrix exponentiation

I was studying the following type of matrices,
$$
A = \begin{pmatrix}
1 & x_{12} & \cdots &x_{1n}\\
0 & x_{22} & \cdots &x_{2n}\\
\vdots\\
0&\cdots&0&x_{nn}
\end{...

1
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0
answers

49
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### Solve linear matrix equation involving convolution

I am facing following equation:
$$
A * X + C \cdot X = D
$$
with:
$A, C, D \in \mathbb{R}^{n \times n}$ some known matrices without any particular structure,
$X \in \mathbb{R}^{n \times n}$ the ...

2
votes

0
answers

55
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### any ideas on how to solve matrix equation like this $X A_i Y = B_i$

the objective function is like
$$\operatorname*{argmin}_{X,Y} = \sum_i \|X A_i Y - B_i\|_F^2$$, and $A_i$ is a diagonal matrix
I've tried gradient-descent, but as it turns out not well, I wonder if ...

9
votes

1
answer

307
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### One question on circulant $(-1,1)$-matrices

Let $n > 13$ be a positive integer. Is there any $n\times n$ circulant $(-1,1)$-matrix $A$ satisfying the following property:
$$AA^T=(n-1)I+J$$
where $I$ is the $n\times n$ identity matrix and $J$ ...

1
vote

1
answer

107
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### Is it possible to simplify the coefficient matrix for large values of $x$?

If I have a system of $8$ linear equations for the eight variables $\{\alpha ,\beta ,\gamma ,\delta ,\eta ,\lambda ,\xi ,\rho \}$ and with the three parameters $\{x,y,z\}$ reals and $x>0$. I want ...

1
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0
answers

25
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### Finding variance-minimizing weights [closed]

I'm trying to solve the following matrix calculus problem:
$\text{argmin}_{v \in R_+^K}(v'\Sigma v) \hspace{0.5pc} \text{subject to} \hspace{0.5pc} 1'v=1$
where $\Sigma$ is a well-behaved (symmetric, ...

0
votes

0
answers

36
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### How to minimally perturb a matrix $A$ into $\hat{A}$ so that the inexact system of equations $Ax=b$, is exact on $\hat{A}x=b$?

Given that A is over-determined and, as written in the subject, how can I minimally perturb matrix $A$ into $\hat{A}$ so that the inexact system of equations $\hat{A}x=b$ is exact? The original ...

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votes

1
answer

85
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### Multiplication of a symmetric matrices [closed]

I'm wonder if the next claim is true or not:
If A,B is a symmetric matrices over the real numbers,
and A is PSD , B is PD implies than AB is PSD.
PD - positive definite
PSD - positive semidefinite
If ...

0
votes

0
answers

30
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### Matrix optimization to find ideal embedding

Basically, I am trying to find the embeddings so I can approximate $K \approx M(\vec{\phi})$. The embeddings are for each one of my samples $\vec{\phi}(x_i) \in \mathbb{R}^D$ so I thought it should ...

1
vote

1
answer

205
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### Two unknowns: one vector, one scalar, one equation

I would like to know if this equation is solvable for $a$ and $\alpha$:
\begin{equation}
\Sigma = \Gamma + a \left( \alpha 1^\top + 1\alpha^\top \right) +a^2 b
\end{equation}
$\Sigma$ & $\Gamma$ ...

2
votes

0
answers

80
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### Gradient of QZ decomposition

Let $A$ and $B$ be an $m \times n$ matrix of rank $ k_1 \le \min(m,n) $ and $ k_2 \le \min(m,n) $. Then the QZ decomposition or the generalized Schur decomposition is $A = USV^T$ and $B = UTV^T $, ...

2
votes

2
answers

90
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### Orthonormal solution of overdetermined linear equations

I have a two matrices $A$ and $B$ in $\mathbb{R}^{m \times n }$ ($m \gg $ n) such that there exists an orthonormal matrix $X \in \mathbb{R}^{n \times n }$, such that:
$$AX = B$$
Given that $X$ is ...

1
vote

0
answers

130
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### Solution that minimizes the sum of squared errors, with quadratic constraints

Given symmetric and positive definite $n \times n$ (real) matrices $A_1, \dots, A_m$ and $b_1, \dots, b_m \in {\Bbb R}^{n}$, I am trying to find the solution with the least sum of squared errors of ...

3
votes

2
answers

432
views

### A truncated "geometric" matrix series

Let $A$ be an $n\times n$ matrix, $B$ be an $n\times m$ matrix, $C$ an $m \times m$ matrix, and consider the sum
$$\sum_{k = 0}^{N-1} A^k B C^k.$$
Is there any smart way to rewrite this sum in a way ...

3
votes

1
answer

266
views

### Solution to a Sylvester equation with positive definite coefficients

Consider the following Sylvester equation, where each of the known coefficient matrices ($A$, $B$, $C$) is symmetric positive definite and has dimensions $n \times n$
\begin{align*}
C = A^TXA + B^TXB.
...

1
vote

0
answers

113
views

### Identities for the determinant of a matrix similar to $\det(A)=\exp\circ\operatorname{tr}\circ\log(A)$ for different matrix functionals

The identity for the determinant of $A$ in the title is well know in matrix analysis and comes from the Jacobi's formula. I am interested in the existence of nontrivial formulas like this one (they do ...

3
votes

2
answers

165
views

### Solving linear matrix equation

Given matrices $A, B, C' \in \Bbb R^{2 \times 6}$, where $'$ denotes matrix transposition, and matrix $L \in \Bbb R^{2 \times 2}$, how can one solve the following linear matrix equation in $X \in \Bbb ...

0
votes

1
answer

126
views

### Product of matrices equal identity

I need to solve the following equation for the matrix $P \in\mathbb{R}^{r\times d}:$
$$
((PAP^\top)^{-1} P S P^\top (PAP^\top)^{-1})^2 = I_r,
$$
where $S$ is a symmetric $d\times d$ matrix, $A$ is a ...

1
vote

0
answers

82
views

### In matrix product, differentiate one element with respect to another element

Background
Consider a system (roughly) along the lines of those shown in Sims, C. A. (2002). Solving linear rational expectations models, where you have
$$ AX_{t+1} = CX_t + M $$
where matrix $M$ is a ...

1
vote

2
answers

282
views

### Matrix equation $P^TAP=A$

Let $A\in \mathcal{M}_{m\times m}(\mathbb R)$ , $det(A)=1$ , $A$ is positively definite. Which matrices $P$ satisfy the equation
$$P^TAP=A$$
In fact I am interested in sequences of traces $tr P^n$ of ...

9
votes

3
answers

345
views

### System of quadratic equations

Let $B_1,\ldots,B_s$ be $(s\times s)$ symmetric real matrices and $x=\left(x_1,\ldots,x_s\right)^\prime$ a $(s\times 1)$ vector of unknowns. Is there a way or reference theory for studying the ...

1
vote

0
answers

129
views

### Optimization problem on trace of complex matrix product

Given a complex rectangular matrix $A$ $(k \times n)$, I am interested in solving the following optimization problem over $(k\times n)$ complex matrices $x$:
$$
\mathrm{arg}\max_X \,\mathrm{trace}(X^...

1
vote

2
answers

261
views

### Proving that a system of polynomial matrix equations over $\mathbb{F_2}$ has no solution

I am working on a problem involving nilpotent matrices over $\mathbb{F}_2$ and I was able to reduce it to proving that the system
\begin{equation}
\begin{cases}
A^2+ BC+ BCA+ ABC+A = I_4 \\
...

3
votes

1
answer

260
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### Is the solution to the Fredholm integral equation of the first kind a continuous analogue of Cramer's rule for matrix equations?

When we have a system of of $n$ linear equations represented by $$A \vec{x} = \vec{b} $$ with $\vec{x} = (x_{1}, x_{2}, \dots, x_{n})^{\intercal} $, we can solve for each component of this vector by ...

2
votes

0
answers

169
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### 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 ...

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vote

1
answer

145
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### 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^...

3
votes

0
answers

41
views

### Stability of matrix equation

Let $M=I+A\in \mathbb{R}^{n\times n}$ for a skew-symmetric matrix $A$ with $\|A\|<1$ in the spectral norm. Using the $LU$-decomposition of $M$, it is easy to construct a solution $L,U\in \mathbb{R}^...

1
vote

0
answers

125
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### What is the solution of the matrix equation $A X + X A' + B X B' + C = 0$ for $X$?

I know that the matrix equation $A X + X A' + C = 0$ is in the form of the time-continuous Lyapunov equation, so solving for $X$ is pretty trivial since the solution already and numeric solvers ...

0
votes

1
answer

280
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### Solving two quadratic matrix equations [closed]

Given $10 \times 10$ matrices $A$ and $B$, I would like to find $10 \times 10$ matrix $X$ such that
$$A = X B X^T \tag{1}$$
$$B = X A X^T \tag{2}$$
How can I solve the issue? if there is a way to ...

3
votes

2
answers

208
views

### A problem about determinant and matrix

Suppose $a_{0},a_{1},a_{2}\in\mathbb{Q}$, such that the following determinant is zero, i.e.
$
\left |\begin{array}{cccc}\\
a_{0} &a_{1} & a_{2} \\
\\
a_{2} &a_{0}+a_{1} & a_{1}+a_{...

0
votes

1
answer

63
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 ...

1
vote

1
answer

265
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### 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 ...

27
votes

1
answer

2k
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### Integer matrices which are not a power

$\DeclareMathOperator\SL{SL}\DeclareMathOperator\Sp{Sp}$In a group $G$, an element $g$ is said to be primitive if there is no $h \in G$ and integer $n >1$ such that $g = h^n$. (For clarification, I ...

5
votes

3
answers

190
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### Determine unknown matrix function of particular form from known points

I encountered the following problem recently in a practical context.
Fix $n \ge 1$.
Suppose $f$ is an unknown function $\mathbb C ^ {n \times n} \to \mathbb C ^ {n \times n}$ of the form
$$ X \mapsto ...

3
votes

0
answers

104
views

### Is there a method to solve a non-linear quadratic matrix equation?

I am interested in solving the following quadratic equation: $$x^{\top} A x = \sqrt{x^{\top} B x}$$
Here, $x \in \mathbb{R^q}$ is an unknown vector, and A and B are two q$\times$q-dimensional ...

2
votes

1
answer

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### Number of 5x5 matrix permutations without repetitions in rows or columns

Context
In the boardgame Azul, your goal is to complete as much as possible of a $5\times5$ board by placing 25 tiles of 5 different colours (5 tiles of each colour) so that no colour appears twice in ...

1
vote

0
answers

56
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### 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 $\...

0
votes

1
answer

100
views

### An otherwise linear matrix equation with the presence of a signum function : reference request

Consider the equation $$\pmb{c}+\text{sign}(G\pmb{c}) = L$$
$\pmb{c}$ is a $n\times1$ matrix.
$G$ is a $n\times n$ matrix which is also positive definite.
matrices $G$ and $c$ are real.
$L$ is a $n\...

1
vote

1
answer

127
views

### Global polynomial basis for the kernel of a matrix polynomial

Let $M(x)$ be an $m$ by $n$ matrix with entries in $\mathbb{C}[x]$. Suppose that for all $x\in \mathbb{C}$ the rank of $M(x)$ is constant and equal to $r<n$. Therefore, for any $x_0\in \mathbb{C}$ ...

1
vote

2
answers

104
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### Rank of a linear combination of linear operators

I asked this question a few days ago in MathExchange and received no satisfatory answer. I hope it is well suited for MathOverflow.
Suppose I have two linear operators $X,\,Y$ on $\mathbb{C}^n$. Now ...

4
votes

3
answers

222
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

102
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 $\rho_i(A(\lambda))$ ...

6
votes

2
answers

172
views

### How to obtain matrix from summation inverse equation

I have a set of square matrices $\{A_i\}_{i \in \{1,..., n\}}$ and another square matrix of equal size $K$. Under the assumption that such a matrix exists and is unique, I want to find the unique $B$ ...

8
votes

1
answer

938
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.