All Questions
Tagged with matrix-theory sp.spectral-theory
13 questions
18
votes
2
answers
5k
views
Minimum off-diagonal elements of a matrix with fixed eigenvalues
I am an engineer working in radar research. I came accross a problem on which I cannot seem to find literature. I can ask it in two different ways. Perhaps depending on the reader, the alternative ...
0
votes
1
answer
138
views
On sum of matrices
Suppose we have a matrix $M\in\Bbb Q^{n\times n}$ with no $0$ elements and we write as sum of two matrices $M_1$ and $M_2$ on following constraint.
$M_{1,ij}=M_{ij}$ and $M_{2,ij}=0$ or $M_{1,ij}=0$ ...
CommunityBot
- 1
3
votes
1
answer
807
views
A spectral radius inequality
Define $\rho(A)$ to be the spectral radius of a square matrix $A$. Let $S$ and $T$ be two non-negative square matrices and $h$ a real number such that $\rho(S+T) < h$. Show that $\rho((hI-S)^{-1}T) ...
5
votes
4
answers
2k
views
Differentiability of eigenvalue and eigenvector on the non-simple case
Let $h:\mathbb{R}^n\to\mathbb{R}^m, n>1$ be a twice continuously differentiable function and $J_h:\mathbb{R}^n\to\mathbb{R}^{m\times n}$ be its jacobian matrix. Let us consider the functions $A(x):=...
- 25.3k
1
vote
0
answers
119
views
inverse of asymptotic Toeplitz matrix with band limited associated function
I am reviewing a controversial paper, and the main result, a revolution within my field, comes down to whether or not the following is true. I strongly believe it is not, but would need confirmation.
...
CommunityBot
- 1
2
votes
0
answers
452
views
Largest eigenvalues distribution of tridiagonal symmetric random matrix
I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way.
All the ${\lambda}_i$ are distributed the same way with chi-square (...
- 21
0
votes
0
answers
160
views
$l_{\infty}$ norms of matrix perturbations
Say $B$ is a real symmetric matrix of dimension $n$ and $A$ is another real symmetric matrix of the same dimension.
What needs to be the bounds on (which?) norm of $B$ to ensure that $\lambda_{max}(...
- 1,893
1
vote
0
answers
631
views
Bounding the largest Singular value
D is a $n \times n$ diagonal matrix whose diagonal entries lies in $(0,1]$.
B is any $n \times n$ n.n.d. matrix.
What will be the sharpest upper bound on the largest eigenvalue of:
$(D+B)^{-1}D^2(...
- 1
1
vote
0
answers
127
views
Unitary transformation of a Hermitian indefinite pencil to a real non-symmetric pencil
Given a Hermitian indefinite pencil $(A-\lambda B)$ where both $A=A^H$ and $B=B^H \in \mathbb{C}^{n\times n}$ are possibly indefinite, it is straightforward to show that the eigenvalues are either ...
- 757
1
vote
1
answer
194
views
Using Marchenko - Pastur type Theorems on Regression Analysis
Sometimes when doing regression analysis, we estimate our function $g(x) = E(Y |X =x )$ using an orthonormal series, and in particular we use an approximate series $g_{p_n}(x) = \sum_{k=1}^{p_n} \...
- 7,514
6
votes
1
answer
1k
views
Lower bounds on matrix eigenvalues
Let $A$ be a real $n\times n$ matrix and let $\mu_1, \dots, \mu_n$ the (generalized, complex) eigenvalues of $A$. Assume that
$$ 0 < \alpha < \mathrm{Re}(\mu_1) < \dots < \mathrm{Re}(\mu_n)...
- 9,486
1
vote
0
answers
87
views
Possible diagonal values of a product of matrices with some specific characteristics
Hello all,
This is a question that might or might not be related to my previous one.
Imagine you have two matrices:
Matrix $\mathbf{\Phi}=[\Phi_1,\ldots,\Phi_M]\in\mathbb{R}^{L\times M}$ where $M\...
CommunityBot
- 1
2
votes
1
answer
276
views
Asymptotic Behavior of Non-Analytic Function of the Eigenvalues
Hello,
Let $A_n = (a_{k-j};\;k,j = 0,1,\ldots,n-1)$ be a sequence of $n\times n$ Toeplitz matrices, with eigenvalues $(\lambda_{n,i};\;i = 0,1,\ldots,n-1)$.
If $A_n$ were a sequence of Hermitian ...
- 15.8k