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Matrix theory is the study of matrices as concrete objects, rather than as abstract linear operators between vector spaces (whose study belongs to [tag:linear-algebra]). For instance, this involves matrix factorizations and decompositions, nonnegative matrices and Perron-Frobenius theory, Schur ...

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Largest eigenvalues of a (random) correlation matrix?

I am recently studying on eigenvalues of a (random) correltion matrix. For a $N\times N$ correlation matrix (with a given meaning of randomness), its (1st, 2nd, etc.) eigenvalues have some ...
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1answer
86 views

How to compute inverse of sum of a unitary matrix and a full rank diagonal matrix?

$C = A+D$, $A$ being a unitary matrix and $D$ a full rank diagonal matrix. Is there any easy way to compute $C^{-1}$ from $A^{-1}$ and $D$, if it exists? I am interested in this question, because my ...
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1answer
119 views

non-backtracking random walk in regular (finite) graphs

I know that many things are known when dealing with random walks on a finite (or even infinite) graph: mixing time, returns to origin, etc. All is based in the use of the Markovian property of such a ...
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0answers
134 views

Is every stable matrix orthogonally similar to a $D$-skew-symmetric matrix?

Let $\mathrm{diag}(A)$ denote the diagonal matrix with diagonal entries of $A\in\mathbb{R}^{n\times n}$ and let $\succeq$ denote the standard partial order in the cone of (symmetric) positive definite ...
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174 views

The determinant of a $4\times4$ matrix associated to some specific polynomial as follow

Let $f\in \mathbb{R}[x_1,x_2,x_3,x_4]$ defined by $$f_a(x_1,x_2,x_3,x_4)=\prod_{1\leqslant i<j\leqslant4}(x_i-x_j)^{2a_{ij}}$$ where $a=(a_{12},a_{13},a_{14},a_{23},a_{24},a_{34})\in \mathbb{N}^6$. ...
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113 views

Existence of an “almost” skew-symmetric matrix

Let $A\in\mathbb{R}^{3\times 3}$ be a matrix of the form $$ A=\begin{bmatrix}a_{11} & a_{12} & a_{13} \\ -a_{12} & a_{22} & a_{23} \\ -a_{13} & -a_{23} & a_{33} \end{bmatrix} $...
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1answer
174 views

On the existence of integer square root of a $3 \times 3$ positive definite matrix

As far as I know, a real square matrix $M$ has a real square root if $M$ is positive semidefinite, i.e., if all eigenvalues are nonnegative. And, in fact, its square root is unique. I have read some ...
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84 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 $A$...
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2answers
194 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 $A$...
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57 views

Calculate the rank of a symmetric matrix

I am interested in calculate the rank of symmetric matrices. Currently I use rankMatrix of the Matrix package of R to calculate it. However it is slow. I was thinking that it might be due to not using ...
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2answers
107 views

A “positive diagonal plus skew-symmetric” matrix decomposition

Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and strictly positive eigenvalues (note that $A$ is not required to be symmetric). My question. Do there exist an orthogonal ...
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97 views

eigenvalues of a square block matrix

How can we show that there are not defective eigenvalues for this square block matrix of dimension $2d \times 2d $: \begin{bmatrix} A&B\\-B& 0 \end{bmatrix} where A, B are real matrices, $A =\...
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0answers
168 views

A parametrization of stable matrices

Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and strictly negative eigenvalues. Furthermore, suppose that $\mathrm{tr}(A)=-1$. My question. I'm wondering whether it is ...
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633 views

Is the linear span of special orthogonal matrices equal to the whole space of $N\times N$ matrices?

(Disclaimer : I know very well that $SO(N)$ has a Lie algebra of dimension $N(N-1)/2$ etc. This absolutely not the point of my question.) To make my problem more understandable, I start with the ...
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96 views

Bounds of Procrustes problem

We denote $\|\cdot\|_F$ as the Frobenius norm of some matrix. We define $f: \mathbb{R}^{d\times r}\times\mathbb{R}^{d\times r} \rightarrow \mathbb{R}^{d\times r}$ as the following: \begin{align} f(A,B)...
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105 views

About product of PSD matrices

In Theorem 3 in this paper, https://core.ac.uk/download/pdf/82822897.pdf, ``On a product of positive semidefinite matrices, A.R. Meenakshi, C. Rajian, Linear Algebra and its Applications, Volume 295, ...
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136 views

Matrix Bernstein for spherical random variables

Theorem 4.1 in Tropp's Matrix Concentration Inequalities provides an exponential concentration inequality for the spectral norm of a matrix $Z = \sum_i \gamma_i B_i $, where $\gamma_i$ are an i.i.d. ...
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1answer
140 views

Clebsch–Gordan decomposition for $\mathrm{SU}(2)$, in indices

Let $\pi_m$, $m \geq 0$, be the unitary irreps of $\mathrm{SU}(2)$. The Clebsch–Gordan decomposition then gives that $$ \pi_m \otimes \pi_n = \bigoplus_{k=0}^{\min(m,n)}\pi_{m+n-2k}.$$ But suppose I ...
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75 views

Derivative of complex matrix pseudo inverse with respect to real and imaginary components

I have a complex non-square matrix $\mathbf{Y}\in\mathbb{C}^{n \times m}$ whose inverse I compute using the Moore-Penrose pseudo inverse, $\mathbf{Z}=\mathbf{Y^+}$. I am interested in evaluating the ...
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29 views

find linear approximation of non-linear matrix transform [closed]

I have a square matrix denoted as $A$ and an element-wise square operator $\sigma$, such that $\sigma(A)=a_{ij}^2$,$\forall i,j$, $a_{ij}$ is the ith row and jth column element of $A$. Is there exists ...
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70 views

Characterizing a subclass of row-orthogonal matrices

Let $O\in\mathbb{R}^{n\times m}$, $m>n$, be such that $O O^\top =I_n$. (Here $\bullet^\top$ denotes transposition and $I_n$ the $n\times n$ identity matrix.) Consider the following partition of $O$,...
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1answer
83 views

On ranks of matrices with tensor structure

Fix two $2^t$ length vector of form $p=\begin{bmatrix}u_1&v_1\end{bmatrix}\otimes\dots\otimes\begin{bmatrix}u_t&v_t\end{bmatrix}$ and $r=\begin{bmatrix}w_1&z_1\end{bmatrix}\otimes\dots\...
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99 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 ...
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1answer
115 views

Connections between eigenvectors after matrix multiplication

Suppose we have an M$\times$N complex matrix $H$ and its singular value decomposition $H=U\Lambda V^*$ and an N$\times$N covariance matrix $R_s$ with its eigendecomposition $R_s = U_s\Lambda_sU_s^*$. ...
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1answer
199 views

On a condition for a matrix sum to be zero

Let $\{Y_i\}_{i=1}^N\in\mathbb{R}^{n\times m}$ be a set of full column rank matrices ($\mathrm{rank}(Y_i)=m$ for all $i$) and $\{P_i\}_{i=1}^N\in\mathbb{R}^{m\times m}$ be a set of positive definite ...
7
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1answer
185 views

Square root of a large sparse symmetric positive definite matrix

I am trying to calculate $$Y = A^{\frac 12} X$$ where $A$ is a very large and sparse positive definite matrix, say, $10^4 \times 10^4$. Matrix $X$ is known and, say, $10^4 \times 100$. Is there any ...
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193 views

An upper bound on the Jordan condition number of a matrix

The Jordan condition number of a matrix $A$ is defined to be $\min_{V}\kappa(V)$, where $V$ ranges over complex matrices that satisfy $A = VJV^{-1}$ for $J$ being the unique Jordan normal form matrix ...
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29 views

Classifications of the indefinite generalized Cartan matrix

I want to know that the present results about classifications of generalized indefinite Cartan matrices. I only have known that the classifications of hyperbolic matrces.
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325 views

Well known matrix inequality?

I suspect that the following matrix inequality is well known, but I can't find a reference or proof: Given $n \times n$ symmetric matrices $A,B$ such that $I_n \leq A,B$, is the following true? $${...
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803 views

Differentiability of Eigenvalues - Perturbation Theory

first, I have a general question. In perturbation theory, I saw perturbations in eigenvalues and eigenvectors of square, non-symmetric matrices and the calculations were all right but no one ever ...
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1answer
389 views

Is it hard to decide whether a matrix is a square of another matrix?

According to the well-know quadratic residue (QR) theory over integers, we know that it is hard to decide whether a given integer $m\in\mathbb Z_N$ is a quadratic residue (i.e., a square of another ...
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311 views

Finding an adjacency matrix whose cube's diagonal is equal to a given vector

How can I find all binary matrices $A$ such that $A^3$ is a non-negative, integer square matrix and $$\mbox{diag}\left(A^3\right)=b$$ for some given vector $b$? Is there a way to characterize all ...
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486 views

Nuclear norm as minimum of Frobenius norm product

Nuclear, or trace, or Ky Fan, norm of a matrix is defined as the sum of the singular values of the matrix. It is claimed that $$ \|X\|_\sigma = \min_{UV^T=X} \|U\|\|V\| = \min_{UV^T=X} \frac{1}{2}(\|...
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201 views

A variant of Specht's Theorem using sum of elements (rather than trace) of complex matrices?

Let us first recall Specht's Theorem. Denote by $\text{Mat}_{\mathbb{C}}(n)$ the set of all $n\times n$ matrices over the complex field $\mathbb{C}$. Let $A$ be a matrix in $\text{Mat}_{\mathbb{C}}(n)$...
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1answer
117 views

An inequality regarding projection

Let $a, b \in \mathbb{R}^k$ be two normalized vectors such that $a^T b << 1$. Define matrix $C$ such that $[a, b, C]$ is full column rank, and let matrix $D$ be positive definite. Define ...
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1k views

Expected value of determinant of simple infinite random matrix

Suppose we have a matrix $A \in \mathbb{R}^{n\times n}$ where $$A_{ij} = \begin{cases} 1 & \text{with probability} \quad p\\ 0 &\text{with probability} \quad1-p\end{cases}$$ I would like to ...
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64 views

Is there a usual technical term for this set-valued function associated to a zero-one matrix?

Let $m$ and $n$ be cardinals, and let $A\in \{0,1\}^{m\times n}$ be any zero-one matrix, considered as a function $A\colon m\times n\to\{0,1\}$. For every $j\in n$, let $A(\cdot,j)^{-1}(1):=\{i\in m\...
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2answers
174 views

Regarding minimal elementary generators for $GL(n, \mathbb{Z})$

I have a result concerning the minimal number of elementary generators (and by this I mean generators which are elementary matrices) for $GL(3, \mathbb{Z})$. I'm currently working on extending the ...
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1answer
152 views

Matrix continued fractions

I am aware of the classical continued fraction in the field of real numbers, but recently I have come across the term matrix continued fraction and when I checked on the internet there are varieties ...
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30 views

Lower bounds on eigenvalues of Lyapunov solutions

Let $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{n\times m}$ and let $X\in\mathbb{R}^{n\times n}$, $X=X^\top>0$ be the solution of the following Lyapunov algebraic equation $$ AX+XA^\top=-BB^\top....
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1answer
150 views

A Handbook of Matrix Factorizations

I am looking for a good collection of facts regarding the various types of matrix factorizations, something like a "Handbook of Matrix Factorizations" or a very-thorough review paper. I am hoping for ...
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1answer
570 views

Eigenvalues and eigenvectors of tridiagonal matrices

What can I say about the eigenvalues and eigenvectors of the tridiagonal matrix $T$ given as $T = \begin{pmatrix} a_1 & b_1 \\ c_1 & a_2 & b_2 \\ & c_2 & \ddots & \ddots \\ &...
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1answer
234 views

Matrix elements of exponential of tridiagonal matrices

Is there a way to compute one matrix element of the exponential of a tridiagonal matrix without having to compute the rest of the elements? Motivation: I'm trying to find the first passage time ...
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1answer
67 views

$A_{n \times m} D_{m \times m} A^T_{m \times n} + \alpha I_{n \times n}$

Assume that we have a matrix product of form $B=A_{n \times m} D_{m \times m} A^T_{m \times n} + \alpha I_{n \times n}$. $D$ is a positive diagonal matrix, $I$ is identity matrix, $\alpha>0$ and $m ...
2
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1answer
77 views

Equality or inequality for determinant of $A_{n \times m} D_{m \times m} A^T_{m \times n}$

Assume that we have a matrix product of form $B=A_{n \times m} D_{m \times m} A^T_{m \times n}$. $D$ is a positive diagonal matrix and $m > n$. Is there any equality or inequality over $|B|$, $|AA^...
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288 views

If $S$ is a nonsingular symmetric matrix over a number field and $D_k$ is its principal minor of order $k$, is $\frac{D_k}{D_{k-1}} > 0$ always true?

In Chapter II, Paragraph 4, Section 1 of F. R. Gantmacher, The Theory of Matrices. Vol. 1 English translation by K. A. Hirsch. Chelsea Publishing Company. 1959. SBN 8284-0131-4, the following ...
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2answers
457 views

Inverse of particular lower triangular matrix

I have an $n \times n$ lower triangular matrix $A$ where $$A_{i,j} = {\bf x}_i{\bf x}_j^H,\quad i>j$$ $$A_{ii}=1, \quad 1 \leq i \leq n,$$ and ${\bf x}_i$ is a $1 \times k$ (row) vector, where $...
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1answer
59 views

Proving symmetry of trace function of special matrix

Let $W = aI_{n\times n} + bJ_{n\times n}$, where $I$ is an identity matix, $J$ is the matrix of all ones, $a,b\in\mathbb{R}$ and a+b>0. Also, let $A = \mathbf{P} - \mathbf{p}\mathbf{p}^{T}$, where $\...
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1answer
170 views

A property of positive matrices

Let $\mathbb{S}^{dn} \ni X \succeq 0$ with $d,n \in \mathbb{N}$, where $X \succeq 0$ indicates that $X$ is positive semidefinite. Now partition $X$ into the block form \begin{gather} \begin{pmatrix} ...
3
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0answers
107 views

The inverse of sum of two positive matrices with almost orthogonal supports

I am interested to find an approximate formula for $$A (A+B)^{-1} A\ ,$$ for two positive matrices $A$ and $B$ whose supports are almost orthogonal. If the support of $A$ and $B$ are orthogonal ...