Questions tagged [matrix-inverse]
For questions about inverses and pseudoinverses of matrices.
149 questions
7
votes
1
answer
477
views
Invertibility of a matrix defined using inner product
Let $n,m \geq 1$. We fix $n$ distinct vectors $x_1, ... , x_n \in \mathbb{R}^m$. We define $A \in \mathbb{R}^{n\times n}$ as
\begin{equation}
A_{ij} = x_i^T \left(n x_j - \sum_{1 \leq k \leq n} x_k \...
- 2,306
3
votes
1
answer
200
views
Matrix-tree theorem for inverse matrices
Let $L$ be the Laplacian of a directed weighted graph on $n$ nodes, e.g., for $n=4$:
$$
L = \left(\begin{array}{cccc} w_{1,1}+w_{1,2}+w_{1,3}+w_{1,4} & -w_{1,2} & -w_{1,3} & -w_{1,4}\\ ...
- 20.2k
0
votes
1
answer
83
views
Transform a matrix optimization problem into a semidefinite programming
I am working on a matrix optimization problem, and the constraints are difficult to handle.
The constraints are in the following form,
\begin{align}
\text{Given: } &b \in \mathbb{R}^n \text{ , and ...
- 11
1
vote
1
answer
47
views
Parameters of Wishart distribution and generalized inverse
I recently came across the Wishart Distribution and a few things are unclear to me.
The Wikipedia page for the Wishart Distribution says that if $G=[g_1 \vert \; g_2\vert \; \ldots \vert g_n]$ is a $...
- 11
8
votes
1
answer
361
views
Invertible matrix with group ring coefficient
Before asking the question I do need
some notations.
$G$ a (torsion-free) group, $\mathbb{Z}^{´}=\mathbb{Z}[\frac{1}{2}]$
$R:= \mathbb{Z}[G]$, $R^{´}=\mathbb{Z}^{´}[G]$ group rings.
$Mat_{n}(R)$ the ...
- 223
0
votes
1
answer
127
views
Under what conditions does $x^TA^{-1}y> 0$ hold? $A$ is a symmetric positive definite matrix,$A\in \mathbb{R}^{n\times n}_+, x,y\in \mathbb{R}^{n}_+$
This is a tricky problem I encountered in my research. $A\in \mathbb{R}^{n\times n}_+, x,y\in \mathbb{R}^{n}_+$, i.e. $\forall 1\leq i \leq n, 1 \leq j\leq n, A(i, j)>0, x(i), y(i)>0$.
As known, ...
- 27
1
vote
1
answer
150
views
How to prove that each element of $A(A^TA)^{-1}A^Ty$ is greater than 0, if $A(i,j)>0$ and $y=[1, 1, 1, ..., 1]^T$
Let $A\in \mathbb{R}^{m\times n}$, $m>n$, $rank(A)=n$, and $\forall 1 \leq i \leq m, 1 \leq j \leq n, A(i, j)>0$, $y=[1, 1, 1, ..., 1]^T$. Let $\beta=A(A^TA)^{-1}A^Ty$, how to prove that each ...
- 27
3
votes
1
answer
192
views
Deriving the "Explicit" formula for inverse of Hilbert/Cauchy matrices
My exact question is, how to derive the formula for $H^{-1}$, in which $H_{ij}=\frac{1}{i+j-1}$.
I am currently working my way through Hoffman&Kunze Linear Algebra. I noticed that a question on ...
- 183
0
votes
1
answer
127
views
update rule for the inverse after a rank-1 update plus scaled identity
Is there an update rule for $$\left(\tilde{X}^T\tilde{X}+\alpha\cdot I\right)^{-1}$$ with $\tilde{X}=[X\;\; a]$ as a function of $A\triangleq (X^TX)^{-1}$, $X$ and $a$?
I know that when $\alpha=0$ we ...
- 503
4
votes
2
answers
203
views
Results of invertibility of a matrix involving the Szego kernel
In the context of reproducing kernel Hilbert spaces, the Szego kernel is the function $k(z_i,z_j)=\frac{1}{1-z_j\overline{z_j}}$.
Given $2n$ points $\{z_1,\ldots,z_n\},\{w_1,\ldots,w_n\}\in\mathbb{D}\...
- 167
3
votes
0
answers
48
views
Inverse of a banded bisymmetric matrix
I have a banded bisymmetric matrix, say
$ A = \begin{pmatrix}
a & d & f & 0 & 0 \\
d & b & e & g & 0 \\
f & e & c & e & f \\
0 & g & e & b &...
0
votes
0
answers
64
views
When is a symmetric block Toeplitz matrix invertible?
Let
$$
Q =
\begin{bmatrix}
Q_0 & Q_1 & Q_2 & \cdots\\
Q_{-1} & Q_{0} & Q_1 & \cdots\\
Q_{-2} & Q_{-1} & Q_0 & \cdots\\
\vdots & \vdots & \vdots & \ddots
...
2
votes
1
answer
140
views
Invertibility of message passing with invertible parametrization
Consider the message passing framework defined by, $$f(\boldsymbol{x}_i)= \boldsymbol{x}_i + \sum_{j \neq i} (\boldsymbol{x}_i -\boldsymbol{x}_j) g(\|\boldsymbol{x}_i -\boldsymbol{x}_j\|^2),$$ for $i=...
0
votes
1
answer
91
views
Matrix quantization and effect on singular values
Let $A$ and $B$ be an $N\times n$ matrix with $n\le N$, and let $\sigma_1(X),\dots \sigma_n(X)$ denote the singular values of $X\in \{A,B\}$. Do we have upper and lower bounds for
$$
\|
\sigma_i(A)-\...
- 5,407
2
votes
0
answers
97
views
Bound on the magnitude of the entries of the Laplacian pseudo-inverse
Let $L$ be the laplacian matrix of a connected graph $G$ with real positive weights and $N$ vertices, or that can be assumed to have binary weights for simplicity.My goal is to bound $\Vert L^+\Vert_{\...
- 21
0
votes
0
answers
35
views
What is the impact of individual estimate on each other in matrix inversion?
I am looking to understand the impact of each estimate on each other in matrix inversion.
Lets say I have a vector $A = \left[a_1, a_2 \right]^T$ of size $2 \times 1$ and $a_1$ and $a_2$ are related ...
- 1
1
vote
1
answer
345
views
Solvability of $A X B=C$ with $X=X^\mathrm{T}$
I am studying symmetric solutions to the complex matrix equation
\begin{equation}
A X B=C,
\end{equation}
where $A$, $B$, and $C$ are $m\times n$, $n \times k$, and $m \times k$ complex matrices, ...
- 61
2
votes
1
answer
193
views
Continuity of Moore-Penrose generalized inversion
Any matrix $A\in\mathbb{C}^{m\times n}$ has a unique generalized inverse $A^{\dagger}\in\mathbb{C}^{n\times m}$ with the properties $$AA^{\dagger}A=A,\qquad A^{\dagger}AA^{\dagger}=A^{\dagger},\qquad (...
- 1,093
1
vote
1
answer
118
views
A sine type Chebyshev system
A sequence of real functions $\{\phi_1,\cdots,\phi_n\}$ is called a Chebyshev system on an interval $I\subseteq\mathbb{R}$, if any real linear combination $\sum_{l=1}^n a_l\phi_l$ has at most $n-1$ ...
- 4,058
2
votes
0
answers
146
views
What are the name and inverse of an interesting integer matrix?
It is practicable to compute the matrix inverses
\begin{align*}
\begin{pmatrix}
1 & 0 & 0 \\
1 & 1 & 1 \\
1 & 2 & 2^2 \\
\end{pmatrix}^{-1}
&=\begin{pmatrix}
1 & 0 &...
- 1,091
1
vote
0
answers
67
views
Random matrix theory: accounting for mean
Assume a random matrix, denoted as $X$, which is an $n$ by $T$ matrix, $T\geq n$. While I understand the typical scenario where the random variables $X_{ij}$ are sampled from a $\mathcal{N}(0,\sigma_{...
1
vote
0
answers
122
views
Implicit function theorem / Implicit selections when Jacobian not invertible
I saw the attached result in the book by Dontchev and Rockafellar.
It requires the Jacobian to be of full rank m. I suspect this condition can be further relaxed. Assume that we know that the columns ...
- 393
2
votes
0
answers
137
views
Decompose a rational matrix as an integer matrix and an inverse of integer matrix
Suppose we have a non-singular rational matrix $Q$, consider the the $\mathbb{Z}$-span of the columns of $Q$ and $Q^{-1}$, denote it as $H = {\rm Span}_{\mathbb Z} \{ Q(\mathbb Z^{n}), Q^{-1}(\...
- 823
2
votes
1
answer
299
views
Product of a vector by an inverse of Toeplitz matrix
It is well known that using fast Fourier transform it's possible to multiply a vector by a Toeplitz matrix $A \cdot v = w$ in $n\cdot\log(n)$ operations.
I read somewhere that also the product of a ...
- 21
3
votes
1
answer
342
views
Inverting a matrix using the Matrix logarithm
This is probably going to lead nowhere, but maybe it be possible to use the matrix logarithm to invert matrices?
For positive definite matrices, we have that the logarithm exists and
$$
\log(A^{-1})= -...
- 385
1
vote
0
answers
132
views
Infinite dimensional matrix solvability
In order to solve a boundary problem for a conducting hemisphere, the following matrix equation arises (derived from the boundary condition on the curved part of the surface) where we must solve for ...
- 573
0
votes
0
answers
176
views
Given optimality of L1 norm, prove that absolute value of sum of a vector with proper sign is less than 1?
Problem:
Given a domain $\mathcal{D}\subset\mathbb{R}^{l}$, we can find $l$
points $\boldsymbol{v}_{i}\in\mathcal{D}$, $i=1,\cdots,l$. Each
point is a column vector with dimension $l\times1$. They ...
- 1
3
votes
1
answer
332
views
Complexity of inverting and multiplying against a symmetric Toeplitz matrix with two repeated entries
I know that the computational complexity of inverting a general $n \times n$ matrix $A$ is $O(n^{2.373})$ and multiplying it against an $n \times m$ matrix is $O(n^2m)$. Moreover, I've seen that ...
- 91
4
votes
2
answers
443
views
What is the inverse of a triangular matrix whose nonzero elements are binomial coefficients? What is the closed-form solution to a recursive relation?
Let
\begin{equation*}
\begin{split}
M_m
&=\begin{pmatrix}
-\binom{1}{0} & \binom{2}{0} &-\binom{3}{0} &\dotsm & (-1)^{m-1}\binom{m-1}{0} & (-1)^m\binom{m}{0}\\
0 & \binom{2}...
- 1,091
1
vote
0
answers
95
views
Algorithm for efficiently calculating $(A+\sum_{i=1}^n B_i)^{-1}$ where $A^{-1}\in\mathbb S^n_+$ is known and $B_i$ are sparse matrices
Let $A\in\mathbb R^{n\times n}$ be a symmetric positive-definite matrix and $A^{-1}$ is already known. Now I want to compute the matrix $(A+\sum_{i=1}^n B_i)^{-1}$ where each $B_i$ is a sparse ...
- 601
2
votes
2
answers
185
views
Orthonormal solution of overdetermined linear equations
I have a two matrices $A$ and $B$ in $\mathbb{R}^{m \times n }$ ($m \gg $ n) such that there exists an orthonormal matrix $X \in \mathbb{R}^{n \times n }$, such that:
$$AX = B$$
Given that $X$ is ...
- 123
2
votes
2
answers
272
views
Full-rank matrix
I have a sparse square matrix and want to see if it is full rank (so that I can apply the implicit function theorem).
$$\left[\begin{array}{cccccccccc}
0 & 1 & 1 & 1 & 0 & 0 & ...
- 188
0
votes
1
answer
103
views
Approximating the expectation of trace inverse of random Gaussian combination
Consider a random matrix $A \in \mathbb{R}^{m\times n}$ with i.i.d. entries, with mean zero and variance 1 and $m <n $. Has anyone studied this expectation in asymptotics $$E_{A}(\mathrm{Tr}( (A^T ...
- 25
2
votes
1
answer
231
views
Trace inverse of random PSD matrix?
Consider a random matrix $A \in \mathbb{R}^{m\times n}$ with i.i.d. entries, with mean zero and variance 1 and $m <n $. I am interested in the expectation of $$E_{A}(\mathrm{Tr}( (A^T A + \lambda \...
- 25
-2
votes
1
answer
261
views
Proving 2 matrices have the same trace [closed]
I found a problem in my textbook and I have tried solving it, but I had no succes. The problem is:
Let $A$ and $B$ be $n \times n$ matrices with complex number entries. Given that $AB−BA$ is ...
- 331
1
vote
1
answer
56
views
Characterization of pseudo unit-matrices
I accidently found a class of rank-deficient square matrices that are their own Moore-Penrose pseudo inverse:
$$\boldsymbol{A}\in\mathbb{R}^{n\times n}: a_{(i,i)}=n-1,\, a_{\lbrace i,j\rbrace}=-1\...
- 13.2k
2
votes
1
answer
277
views
Fast inverse of asymmetric diagonally dominant matrix with diagonal 1 and non-positive off-diagonals
I am interested in ways to obtain (even approximately) the inverse of an asymmetric diagonally dominant matrix with diagonal 1 and non-positive off-diagonals.
Formally, let $A$ be a $n\times n$ matrix ...
- 59
1
vote
1
answer
252
views
Condition on the probabilities for the $J\times J$ matrix $[ \Pr(X=j \mid Y=k) ]$ to be invertible
$\DeclareMathOperator\Pr{P}\newcommand\cPr[2]{\Pr(#1 \mid #2)}$I have a $J \times J$ matrix:
$$
M:= \begin{bmatrix}
\cPr{X=1}{Y=1} & \cPr{X=2}{Y = 1} & \cdots & \cPr{X=J}{Y = 1} \\
\cPr{X=...
- 151
0
votes
1
answer
138
views
Does there exist a function $f(X)$ with the following gradient $\mathrm{Tr}[(I-X)^{-1}]\cdot g(X)$?
Let $f: \mathbb{R}^{n\times n} \to \mathbb{R}$ be a function that receives a square matrix and spits out a scalar. Does there exist a function $f$ such that the gradient $\nabla_Xf(X) = \mathrm{Tr}[(...
- 59
0
votes
1
answer
155
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 ...
- 245
2
votes
2
answers
235
views
When is $(I - X)^{-\top} \circ X = 0$?
I am currently looking at the following expression $(I - X)^{-\top} \circ X = 0$, where $\circ$ is the Hadamard product, $\top$ is the transpose, $I$ is the identity, and $X$ is non-negative and ...
- 59
2
votes
1
answer
137
views
Existence of matrices with some invertibility properties
Prove that there exists five matrices $B_i \in \mathbb{F}_2^{5\times 10}$, $i\in \{1,2,3,4,5\}$, such that any two $B_i$'s form an invertible matrix in $\mathbb{F}_2^{10\times 10}$.
I am interested ...
user83947
3
votes
1
answer
427
views
Minimum upper bound for sum of the entries of the inverse covariance matrix
Let $x \in \mathbb{R}^n$ and $k$ is RBF kernel
$$k(x, x') := \exp \left(-\frac{\|x-x'\|^2}{2\sigma^2}\right)$$
and let $\mathbf{K}$ be the following $n \times n$ covariance matrix
$$\mathbf{K} = \...
1
vote
1
answer
155
views
If $\Vert A-B\Vert_{op}\leq \varepsilon$ then $A^{-1}$ and $B^{-1}$ are uniformly close
Let $A,B$ are two $p\times p$ positive definite matrices such that $0<\delta_0\leq \min\{\lambda_{\min}(A), \lambda_{\min}(B)\}\leq \max\{\lambda_{\max}(A), \lambda_{\max}(B)\}\leq \delta_1$. Also ...
- 399
5
votes
2
answers
730
views
Do any two hermitian matrices A and B commute with the support of their commutator?
Let $A$ and $B$ be Hermitian matrices. Let $[A,B] = AB - BA$ be their commutator and let $[A,B]^+$ be the Moore-Penrose pseudoinverse of $[A,B]$.
Is it then true that $A$ and $B$ both commute with the ...
- 1,947
2
votes
1
answer
438
views
Mistake in Karl Pearson's 1900 paper introducing the chi-squared distribution
Background
I'm reading Karl Pearson's 1900 paper titled:
On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be ...
- 41
2
votes
1
answer
841
views
Matrix derivative w.r.t. a general inverse form: $(A^TA)^{-1/2}D(A^TA)^{-1/2}$
I want to find derivative of matrix $(A^TA)^{-1/2}D(A^TA)^{-1/2}$ w.r.t. $A_{ij}$ where D is a diagonal matrix. Alternatively, it is okay too to have
$$\frac{\partial}{\partial A_{ij}} a^T(A^TA)^{-1/2}...
- 519
0
votes
2
answers
102
views
Computation to differentiate a determinant [closed]
Consider a positive Hermitian $N \times N$ matrix $A$ with complex valued coefficients. We list its eigenvalues in increasing order and with their multiplicities, $\mu_{1} \leq \mu_{2} \leq \cdots \...
- 97
2
votes
1
answer
369
views
Ratios of Gaussian integrals with a positive semidefinite matrix
Cross-post from MSE
https://math.stackexchange.com/questions/4118128/ratios-of-gaussian-integrals-with-a-positive-semidefinite-matrix
Generally speaking, I’m wondering what the usual identities for ...
- 1,026
5
votes
2
answers
971
views
Sufficient conditions for invertibility of a block tridiagonal matrix
Let $M_n \in \mathbb{R}^{N \times N}$ be a block-tridiagonal matrix:
$$M_n = \begin{bmatrix} B_1 & C_1 & 0 & 0 & \cdots & 0 \\ A_1 & B_2 & C_2 & 0 & \cdots & 0 \...
- 397