Questions tagged [matrix-theory]
Matrix theory is the study of matrices as concrete objects, rather than as abstract linear operators between vector spaces (whose study belongs to linear algebra). For instance, this involves matrix factorizations and decompositions, nonnegative matrices and Perron-Frobenius theory, Schur complements, structured and special matrices, matrix functions and equations.
466 questions
17
votes
2
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Is the determinant the only multiplicative matrix function? [closed]
Is there a matrix invariant or property that is multiplicative, i.e.,
$$f(AB) = f(A) f(B)$$
other than the determinant? In addition, some matrix norms are submultiplicative, but is there a ...
- 1,465
2
votes
0
answers
122
views
Number of distinct rows and columns in a matrix with bounded number of entries
How many distinct rows and columns a real square matrix can have (at least in symmetric case) such that rank of matrix is $r$ and entries:
are from $\{-b,-b+1,\dots,0,\dots,b-1,b\}$?
are from $\{-b,-...
- 13.9k
1
vote
0
answers
172
views
A vanishing sum of symmetric matrices
Let $\{G_i\}_{i=1}^N\in\mathbb{R}^{n\times m}$ be a set of full column rank matrices (i.e., $\mathrm{rank}(G_i)=m$ for all $i$) and $\{P_i\}_{i=1}^N\in\mathbb{R}^{m\times m}$ be a set of positive ...
- 2,712
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votes
0
answers
99
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What is this matrix decomposition called and does it exist always? - II
Given a rank $2r$ matrix $M\in\Bbb Q_{\geq0}^{n\times n}$ can we find two matrices $M_+\in\Bbb Q_{\geq0}^{n\times n}$ and $M_-\in\Bbb Q_{\geq0}^{n\times n}$ each of rank at most $r$ such that $M=M_+-...
- 13.9k
0
votes
1
answer
138
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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 $M_{1,ij}=0$ ...
- 13.9k
4
votes
1
answer
294
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What is this matrix decomposition called and does it exist always?
Given a rank $2r$ matrix $M\in\Bbb Q^{n\times n}$ can we find two matrices $M_+\in\Bbb Q_{\geq0}^{n\times n}$ and $M_-\in\Bbb Q_{\geq0}^{n\times n}$ each of rank $r$ such that $M=M_+-M_-$ holds?
...
- 13.9k
3
votes
1
answer
375
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Closed-form expression for differential of matrix function
Let $X$ be a real $n\times n$ positive semidefinite matrix of rank $m\le n$ and let $Y\in\mathbb{R}^{m\times n}$ be the unique matrix satisfying (i) $X=Y^\top Y$, and (ii) $Y\, [I\, |\, 0]^\top = L$ ...
- 2,712
3
votes
1
answer
1k
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Completing the square of a matrix expression
Let $A,C\in\mathbb{R}^{m\times n}$, $n\ge m$, $B\in\mathbb{R}^{n\times m}$, and $P$ be a real positive definite $m\times m$ matrix. Denote by $\mathcal{S}^n$ the space of $n\times n$ real symmetric ...
- 2,712
1
vote
1
answer
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Is there any relation between weights in the eigenvector (corresponding to least eigenvalue) and the columns of a correlation matrix?
This problem is motivated from one of my pattern mining research projects. Any helpful suggestions will be highly appreciated.
Consider an $n \times n$ correlation matrix A such that all the off-...
- 141
3
votes
1
answer
452
views
Explicit formula for the functional calculus of 2x2 matrices
Wikipedia gives the following explicit formula for the functional calculus of $2\times2$ matrices:
$$
f(A) = \frac{f(\lambda_+) + f(\lambda_-)}{2} I + \frac{\mathrm{tr}(A)/2 - \mathrm{adj}(A)}{\sqrt{\...
- 7,127
0
votes
1
answer
111
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A conjugation matrix $X\in \mathbb{C}^{ n\times p}$ where $p< n$
Given a Hermitian positive definite matrix $A\in \mathbb{C}^{n \times n}$ and a Hermitian matrix $B\in\mathbb{C}^{ p\times p},$ find the matrix $X$ so that $X^HAX=B$ holds where $X^H$ denotes ...
- 21
-1
votes
1
answer
195
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Determinant of $Z^TZ$ [closed]
If one is looking at the characteristic polynomial of the $m \times m$ dimensional matrix $Z^TZ$ then apparently the coefficient of $(-1)^{m-k}$ in it can be written as, $\sum_{U \subset [m], V \...
- 2,246
2
votes
1
answer
456
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Constrained optimization over a trace functional
Let $A\in\mathbb{R}^{n\times n}$ be a stable matrix (i.e., the eigenvalues of $A$ have negative real parts). Consider the following optimization problem in $X \in \mathbb{R}^{n \times n}$
$$\begin{...
- 2,712
2
votes
1
answer
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Condition for non-vanishing trace
Let $A$ and $B$ be two full column rank real matrices of dimension $n \times m$, where $n \ge m$. Let $P$ be an $m\times m$ positive definite matrix.
Question: Does there always exist a symmetric $n \...
- 2,712
10
votes
1
answer
615
views
A curious determinantal inequality I
Let $A, B$ be Hermitian matrices. Does the following hold?
$$\det(A^{2}+B^{2}+|AB+BA|)\leq \det(A^{2}+B^{2}+|AB|+|BA|)$$
As usual, $|X|=(X^*X)^{1/2}$. Clearly, quantities on both sides are no less ...
- 1,748
6
votes
2
answers
1k
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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{...
- 515
10
votes
0
answers
230
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Matrix identities in two variables
The famous Amitsur-Levitzki Theorem states that the algebra $M_n(\mathbb C)$ satisfies no polynomial identity of degree less than $2n$ and it satisfies
$$p(x_1,\dots,x_{2n}) = \sum_{\sigma \in \frak ...
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-1
votes
1
answer
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A simple matrix multiplication query [closed]
The entries of $\begin{bmatrix}a&b\\c&d\end{bmatrix}\begin{bmatrix}a'&b'\\c'&d'\end{bmatrix}=\begin{bmatrix}aa'+bc'&ab'+bd'\\ca'+dc'&cb'+dd'\end{bmatrix}$ are curiously given ...
- 13.9k
6
votes
1
answer
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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 ...
- 356
2
votes
0
answers
171
views
Bounding the distance between two matrix power sequences
Let $A,B$ be Hermitian matrices so that $0 \le A,B < I$ and also
$(1-\varepsilon)(I-B)\le I - A \le (1+\varepsilon)(I-B)$.
For every $t \in \mathbb{N}$, consider the matrix $A_{t} = \sum_{i=0}^{t}...
- 225
3
votes
1
answer
416
views
What's the best orthonormal matrix to align two matrices in the operator norm sense?
Let $A,B \in R^{n\times r}$ with $A^\top B $ invertible. It is known that
\begin{equation}
UV^\top :=\arg\min_{R \in \mathcal{O}^{r\times r}}\|AR-B\|_\mathrm{F},
\end{equation}
where $USV^\top$ is ...
- 515
1
vote
2
answers
485
views
Closed form for integral of function of a symmetric positive definite matrix
Let $M$ be a real symmetric positive definite matrix of size $n \times n$, and let $\log M$ denote its (principal) matrix logarithm.
Is it possible to evaluate the following integral in closed form?
...
- 1,538
1
vote
1
answer
129
views
Redistribute diagonal entries of a matrix
Let $d = (d_1,...,d_k)^t$ with positive entries. Denote $D:=diag(d)$ and let $m > k$. What are sufficient conditions on $d$ and $m$ so that there exists $V \in \mathbb{R}^{m \times k}$ with:
$V$ ...
- 185
1
vote
0
answers
122
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Fullrankness of sum of time shifts
I am working with finite Gabor frames and in this context a problem appeared which I am trying to solve for a couple of weeks now.
Given a $(p,k,1)$ cyclic difference set for $\mathbb{Z}_p$ which is ...
- 93
5
votes
2
answers
531
views
Does $R$ is Dedekind-finite imply $\mathbb{M}_n(R)$ is Dedekind-finite
Following Lam's notation, a ring (with identity) $R$ is called Dedekind-finite if $ab=1\iff ba=1$ in $R$.
There are a lot of result about left invertible implies right invertible. But the results all ...
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3
votes
1
answer
207
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Better name for “vec transposition permutation matrix”?
Let the operator vec($A$) unroll all the elements of $A$ into a single column vector in column-major order. Then, the elements of vec($A^T$) are a permutation of the elements of vec($A$). If I want to ...
- 208
1
vote
0
answers
188
views
Maximum singular value of sum of an Hermitian and an anti-Hermitian matrix
Let $H$ be an $n\times n$ Hermitian matrix and $A$ an $n\times n$ anti-Hermitian matrix, i.e. $H^\dagger = H$, $A^\dagger = -A$. Consider their sum $S= H+A$. Let $\{\sigma_i(S)\}_{i=1,\dots,r}$ denote ...
- 11
1
vote
1
answer
229
views
zero patterns of M-matrices and their invereses
Suppose that the matrix $M$ has non-positive off-diagonal elements. The matrix $M$ is
said to be an M-matrix if $M$ is non-singular and each entry of $C:=M^{−1}$
is non-negative.
I think I've proved ...
2
votes
2
answers
123
views
Behavior of matrix rank under thresholding of its elements
Let $A$ be a $n \times n$ real matrix of, say, rank $r$. Consider the matrix $$\max \{0,A\}$$ whereby each negative element of $A$ is set to $0$ and the non-negative elements are left unchanged. Is ...
- 2,246
3
votes
0
answers
1k
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Eigenvalues of block-hermitian matrices with zero diagonal blocks
I have a matrix of the form
$$D = \left( \begin{array}{cc} 0 & C \\ C^{\dagger} & 0 \end{array} \right)$$
where $C$ is not necessarily hermitian. In general, can we say anything about the ...
- 47
2
votes
0
answers
167
views
Lower bound for the sum of cosines between singular vectors of diagonally dominant matrices
Let $A \in \mathbb{R}^{n \times n}$ be a nonsymmetric diagonally dominant matrix with $a_{ij} < 0$ $\forall i \ne j$ and $a_{ii}>0$.
Let the singular value decomposition of $A$ be $A=U \Sigma V^...
- 323
7
votes
1
answer
3k
views
When does the determinant distribute over addition?
When does $\det(A+B)=\det(A)+\det(B)$ hold?
I actually wonder if there is an easy answer for when $Per(A+B)=Per(A)+Per(B)$.
- 13.9k
17
votes
3
answers
2k
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Finding the nearest matrix with real eigenvalues
In this thread on MATLAB Central, I found a discussion on finding the nearest matrix with real eigenvalues. The first hypothesis was to simply truncate the complex part of the eigenvalues. So, given ...
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6
votes
2
answers
254
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A correlation matrix problem
I have a linear algebraic question about an arbitrary correlation matrix. If
$$
\lambda_{\min}
\begin{pmatrix}
1 & \rho_1 & \rho_2
\\
\rho_1 & 1 & \rho_3
\\
\rho_2 & \rho_3 & ...
- 719
1
vote
0
answers
43
views
relationships between $AA^T$ and $[(I-A)(I-A)^T]^{-1}$ with $A$ being strictly lower triangular
I have a matrix $A$ which is strictly lower triangular. Now, I am trying to find some general statements/relationships of following matrices $U,D,V,K$ defined as:
$AA^T=VKV^H$,
$[(I-A)(I-A)^T]^{-1}=...
- 21
3
votes
0
answers
56
views
Equivalence Classes of a Subgroup of Similarity Transformations
Let $X$ be a real, finite-dimensional vector space and $A, B, C,$ and $D$ be matrices on $X$. I'm interested in the similarity classes of the block matrices
$$
\begin{bmatrix}
A & B\\
C & D\\
...
- 263
8
votes
1
answer
490
views
Determinants (and traces) of linear maps of matrices
Let $k$ be a field or a commutative ring with unit and let $F:M_n(k)\to M_n(k)$ be a $k$-linear map. Suppose that $F$ is given in the form $F(X) = A_1XB_1 + \cdots + A_m X B_m$ for some $A_i,B_i\in ...
- 7,127
2
votes
2
answers
117
views
Powers of small square matrices over the Laurent polynomial ring with integer coefficients
I'm trying to calculate the powers of a 2 by 2 matrix with entries in $\mathbb{Z} \left[ t,t^{-1} \right]$.
The matrix is \begin{bmatrix}
0 & 1 \\
1 & t
\end{bmatrix}
I tought of writing my ...
- 205
1
vote
1
answer
622
views
Can I modify the singular values of a matrix in order to get a negative eigenvalue?
Let $A \in \mathbb{R}^{n \times n}$ be a real nonsymmetric matrix with eigenvalues $\left\{\lambda_i : i=1..n\right\}$ with positive real part $\Re(\lambda_i) > 0$ $\forall i=1..n$
Let $A=U\Sigma ...
- 323
3
votes
1
answer
356
views
Simultaneous triangularization of two diagonal matrices and a symmetric matrix
I have the following quadratic eigenvalue problem:
$\det(\lambda^2M + \lambda D + J)=0$
where, M and D are both $n \times n$ real diagonal matrix with positive diagonal entries; $J$ is
1) a ...
- 91
1
vote
0
answers
76
views
When is $F(X)BF(X)$ operator monotone, if $F(X)$ is operator monotone?
Let $\Omega_{n}$ denote the cone of $n\times n$ real symmetric positive definite matrices, and consider $F:\Omega_{n} \mapsto \Omega_{n}$. For $X,Y \in \Omega_{n}$, the matrix valued function $F(\cdot)...
- 1,538
8
votes
1
answer
356
views
Rank of a combinatorial matrix
For any $2n$ with $n\in\mathbb{N}$, we conjecture the matrix $A\in\mathcal{M}_{3n\times 2n}$ to have rank $\lceil{\frac{5n-1}{3}}\rceil$ where $$A=\left(\begin{array}{cccccc}
0 & & & &...
- 83
3
votes
2
answers
3k
views
Generalized Hölder's inequality for operator (subordinate) norms
While perusing the Matrix norms section of Wikipedia, I came across this generalized version of Holder's inequality.
$$
\|A\|_2^2 \leq \|A \|_1 \|A \|_\infty\,,
$$
where,
$$
\|A \|_p = \max_{\|x\|_p ...
- 35
2
votes
0
answers
1k
views
Derivative of determinant of (parameterized) non-invertible matrix [closed]
Consider a function $A: \mathbb{R} \rightarrow \mathbb{R}^{n \times n}, t \rightarrow A(t)$. I want to compute the derivative of the determinant
$$\frac{d}{dt} \det(A(t)) \; .$$
Suppose $A(t)$ is ...
- 337
10
votes
1
answer
600
views
is it possible to have two non-isomorphic non-regular graphs with the same adjacent spectrum and the same laplacian spectrum?
For two regular graphs $G$ and $H$, it is possible for them to share the same adjacent spectrum and the same laplacian spectrum. While, on the other hand, is it possible to have two non-regular graphs ...
- 103
1
vote
0
answers
119
views
An analogue of Hermitian matrix - does it exist?
Let $k$ be any field and $R\subseteq M_s(k)$ be a subring of $s\times s$ matrices over $k$. Identify $k$ with the scalar matrices, so that $k\subseteq R$. Let $A\in M_n(R)$ be an $n\times n$ matrix.
...
- 3,041
3
votes
0
answers
481
views
"Natural" ways of interpolating unitary matrices
Given two unitary matrices $A$ and $B$, that are "near" each other in some sense (perhaps $\left\lVert A-B\right\rVert <\epsilon$ for some norm, what are some sensible ways to interpolate between ...
- 757
6
votes
0
answers
349
views
Exact determinant of a Cauchy-like matrix
Question. Is there a closed-form expression for the determinant of a $n \times n$ matrix $A$ with entries
$$
A_{i,j} = \frac{1 - \delta_{i, j}}{z_i - z_j}, \qquad 1\leq i, j\leq n,
$$
where $z_i$ ...
- 263
1
vote
0
answers
129
views
Matrix majorization when a diagonal matrix is multiplied from right and left
Let $D_1$ and $D_2$ be two diagonal matrices such that $D_1^2+D_2^2=I$ (identity matrix). Suppose matrix $A$ majorizes matrix $B$. Can we show that matrix $A$ majorizes matrix $D_1 A D_1 + D_2 B D_2$? ...
- 181
2
votes
1
answer
437
views
equality between the ratio trace and the determinant ratio
I have encountered the following equality
$\arg\max_{\text{tr}\left(\boldsymbol{S}^{H}\boldsymbol{S}\right)=1}\text{tr}\left(\boldsymbol{S}^{H}\boldsymbol{A}\boldsymbol{S}\left(\boldsymbol{S}^{H}\...
- 503