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
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How to characterize singular matrix $X$ that solves det$(X−A)=0$, where $A$ is symmetric positive definite?
Consider real square matrices $X$ and $A$ of same size, where $A$ is known to be symmetric positive definite. I came across the matrix equation $XX^{\top} = AX^{\top}$, which solved for $X$ gives ...
- 1,538
2
votes
1
answer
114
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Regularity of decomposition of matrix-valued function
Here is the problem. Suppose I have a positive definite matrix-valued function $A\colon \mathbb{R}^n\to \mathbb{R}^{n\times n}$. Then we know that there is a matrix-valued function $B\colon \mathbb{R}^...
- 1,881
2
votes
1
answer
159
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Under row operations and column permutations a matrix A can be put in the non-unique form ( I | X ), what is known about the set of possible X?
Given a full row-rank matrix $A$, this can be put into a unique reduced row echelon form via elementary row operations. Allow column permutations (no column addition / multiplication) and this can be ...
- 33
2
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1
answer
117
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Primal identity in matrix semigroup
Given a finite set of matrix $\{M_1,M_2,\cdots,M_n\}\subseteq \mathbb{C}^{d\times d}$, we consider the semigroup generated by matrix product.
We call $s_1\cdots s_k$ an identity index if
$M_{s_1}M_{...
- 1,503
2
votes
1
answer
156
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Minimal Laplacian spread of a graph
Laplacian spread of a graph is the difference among the largest and the second smallest Laplacian eigenvalue of the graph. Is there any result or conjecture that discusses about the graphs having ...
2
votes
1
answer
81
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Existence of a matrix in $\mathbb{F}_2$ with some invertibility properties
All the matrices in this statement are in the field $\mathbb{F}_2$. Let $I$ be the identity matrix of size $10 \times 10$. What are all the possible $n$ ($\geq 6$) for which
there exists a matrix $X$ ...
user83947
2
votes
1
answer
375
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Bound for matrix inner product based on singular values
Regarding the matrix inner product based on singular values, Lewis (1995) "The convex analysis of unitarily invariant matrix functions" states the result by von Neumann that $\langle X,Y \rangle \leq \...
2
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1
answer
508
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Jordan decomposition of a block matrix
Assume $A$ is a block matrix of the form:
$$A=\left[\begin{array}{cccc}
A_{11}&A_{12}&\ldots&A_{1n}\\
A_{21}&A_{22}&\ldots&A_{2n}\\
\vdots&\vdots&\ddots&\vdots\\
...
- 21
2
votes
1
answer
236
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An inequality regarding projection
Let $a, b \in \mathbb{R}^k$ be two normalized vectors such that $a^T b << 1$. Define matrix $C$ such that $[a, b, C]$ is full column rank, and let matrix $D$ be positive definite. Define ...
- 482
2
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1
answer
456
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Constrained optimization over a trace functional
Let $A\in\mathbb{R}^{n\times n}$ be a stable matrix (i.e., the eigenvalues of $A$ have negative real parts). Consider the following optimization problem in $X \in \mathbb{R}^{n \times n}$
$$\begin{...
- 2,712
2
votes
1
answer
303
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Submatrix with small sum of elements
Let $A$ be an $n \times n$ matrix, for which I know the size of the sum of all its entries. Now I want to select an $m \times m$-submatrix, whose sum of entries is as small as possible. Is there any ...
- 2,207
2
votes
1
answer
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Choi type matrix condition for completely positivity on a certain operator system spanned by some unitaries
Let $B_1$ and $B_2$ be $C^*$-algebras. Let $U_1, \ldots, U_n$ be some unitaries in $B_1.$ We consider the operator system $S$ spanned by $U_iU_j^*.$
Let $\phi: S \rightarrow B_2.$
Given that the ...
- 1,429
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1
answer
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Distribution of the $\alpha$-parameter of a $2\times 2$ Haar-distributed, unitary matrix
It is well known that any $2\times 2$ unitary matrix $\mathbf{U}$ can be parametrized as
$$\mathbf{U}=\begin{pmatrix} 1 & 0 \\ 0 & \mathrm{e}^{\mathrm{j}\beta_1}\end{pmatrix} \begin{pmatrix} \...
- 21
2
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1
answer
2k
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power of a block triangular matrix
I have a matrix in the form :
$$M =
\begin{pmatrix}
A & 0 & 0 \\\
B & A & 0 \\\
C & D & A
\end{pmatrix}
$$
where $A,B,C,D$ are diagonalizable square matrices and I want to ...
- 21
2
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0
answers
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Find an $a \times m$ submatrix of an $n \times m$ matrix with smallest rank
Given a matrix $n \times m$, I want to find the submatrices $a \times m$ by selecting $a$ columns such that their rank is minimal. Can this problem be solved efficiently?
- 1,207
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Does every $(n-1)^2 + 1$-dimensional subspace of $n\times n$ Hermitian matrices that contains identity, contain a rank-1 matrix?
Let $M_i$, $i=1,\dots,(n-1)^2+1$, $M_1 = 1_{n\times n}$ be a set of linearly-independent Hermitian $n\times n$ matrices. Show that there exists a rank-1 matrix $P$, which is a linear combination of $...
- 628
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0
answers
75
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Smallest dimension, on which a set of matrices acts non-trivially
Let $A_i$, $i=1,\dots,N$, be a finite set of $D<\infty$ dimensional Hermitian matrices. Let $d$ be the smallest number for which there exists a unitary $D$-dimensional matrix $U$, and Hermitian $d$-...
- 628
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Gradient descent over the set of complex symmetric matrices
In the course of my research (somewhat related to compressive sensing), I am trying to determine a complex, symmetric matrix $L$ (i.e. $L = L^T$) through the following optimization formulation:
$$ \...
- 21
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0
answers
146
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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
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0
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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
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137
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Visualisation of general 3x3 matrices, with applications to the pedagogy of linear algebra?
I've got a method for visualising non-zero $2 \times 2$ real matrices (modulo non-zero scalar factor) using the fact that:
Nonnegative determinant matrices (modulo non-zero scalar factor) are in 1-to-...
- 4,943
2
votes
0
answers
53
views
Robustness of largest singular vectors with respect to noise
I would like to find a result that shows that the largest right-singular vectors of a data matrix are in some sense robust with respect to low-variance noise perturbations. Specifically, let $X = U D ...
- 61
2
votes
0
answers
102
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Decomposition of a 4D rotation into a particular sequence of simple rotations
I asked this question in math.stackexchange two days ago, but no one has answered yet. I suspect it is "hard enough" that it is appropriate to post it here as well. I am new to stackexchage, ...
- 21
2
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0
answers
173
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Perturbation theory for $UV^*$ in singular value decomposition
There is a fair amount of research into perturbation theory for singular value decompositions (e.g. Liu et al's 'First-Order Perturbation Analysis of Singular Vectors
in Singular Value Decomposition' ...
- 645
2
votes
0
answers
506
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Finding a basis for the range of a linear function
I realize this question is not high level but I have posted it on Math Stackexchange:
Stackexchange question
and have received some upvotes but no answers or comments, so I am trying here.
I will need ...
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answers
113
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Product of two involutions in $\mathrm{PSL}_2(D)$
Let $D$ be a division ring and $\mathrm{PSL}_2(D)$. Suppose that $\overline{A}\in\mathrm{PSL}_2(D)$ where $A\in \mathrm{SL}_2(D)$. If $\overline{A}$ is identity, then $\overline{A}$ can express two ...
- 141
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0
answers
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Uniform continuity of Cholesky decomposition
I am trying to figure out whether the Cholesky decomposition is uniformly continuous within a set of matrices with bounded entries. Specifically, I would like to derive a modulus of continuity for the ...
- 55
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votes
0
answers
176
views
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 ...
- 245
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When does a matrix subspace contain a full rank matrix?
Cross-posted at Math SE
Let $S\subseteq M_{n,m}(\mathbb{C})$ be a $d$-dimensional subspace of the space of $n\times m$ complex matrices (with $n\leq m$, say). I am interested in figuring out ...
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55
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Does there always exist a(n uniform) polynomial that makes a positive definite symmetric matrix with polynomial entries into a sum of squares?
Suppose that I have a square and positive definite for every evaluation $x\in\mathbb{R}^{n}$ symmetric matrix $M(x)\in(\mathbb{R}[x])^{s\times s}.$
Does there always exist a polynomial $p(x)\in\...
- 573
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251
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Infinite positive matrices with probability eigenvector
Let $A$ be an infinite non-negative matrix with integer entries ($a_{ij} \geq 0, \forall i,j \in \mathbb N$).
Suppose that $A$ is irreducible, aperiodic, and recurrent. So that it satisfies the ...
- 351
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0
answers
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Which matrix decompositions feature permutation matrices?
It's well known that LU decomposition is only numerically stable if it's combined with row and/or column pivoting. It makes me wonder if there are other matrix decompositions that can profitably be ...
- 4,943
2
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0
answers
188
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Schrodinger operator with matrix potential
This question is inspired by attempts to extend in some way Shen's 1999 "On fundamental solutions of generalized Schrödinger operators" to Schrödinger operators $- \Delta + V $ with some ...
2
votes
0
answers
149
views
Random sparse and invertible matrices
Let $n\leq m$ and $0\leq k\leq (n\times m - \min\{n,m\})$ be in $\mathbb{N}$. Let $\mu$ be a probability measure dominated by the Lebesgue measure on $\mathbb{R}$ and generate a random $n\times m$ ...
- 5,405
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0
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172
views
Minimum of $\mathrm{rank}\left( \boldsymbol{W} \boldsymbol{H} \right)$, with $\boldsymbol{W}$ block diagonal
Let us assume that we have a full-rank $(n\cdot l)\times k$ matrix, $\boldsymbol{H}$, with no specific structure (e.g., a realization of a Gaussian i.i.d. random matrix), and an $m\times (n\cdot l)$ ...
- 61
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149
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Spectral abscissa of symmetric matrix with skew-symmetric perturbation
I am interested in bounds on the minimal distance between the spectral abscissa $\max_{\lambda\in\sigma(A)}\mathrm{Re}\lambda$ of a matrix $A$ and the eigenvalues of its perturbated version $A+S$. In ...
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Conjugation of Irreducible {0,1}-Matrices by Orthogonal Matrix
Let $A_1$ and $A_2$ be irreducible matrices with entries in $\{0,1\}$. Let $S$ be an orthogonal matrix such that,
$A_1=SA_2S^T$
Is it necessarily the case that $S$ is a permutation matrix?
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2
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2k
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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 ...
- 698
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0
answers
535
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 =\...
- 21
2
votes
0
answers
248
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 ...
- 2,712
2
votes
0
answers
79
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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 $O$,...
- 2,712
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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
$$
AX+XA^\top=-BB^\top....
- 2,712
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answers
125
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Ruelle-Perron-Frobenius for continuous time
I'm looking for a proof (or a reference for it) of the following result:
Let $L$ be a $n \times n$ $Q$-matrix, $p_0$ probability vector such that $L(p_0) = p_0$ and $V\colon \Omega \rightarrow \...
- 21
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0
answers
122
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Number of distinct rows and columns in a matrix with bounded number of entries
How many distinct rows and columns a real square matrix can have (at least in symmetric case) such that rank of matrix is $r$ and entries:
are from $\{-b,-b+1,\dots,0,\dots,b-1,b\}$?
are from $\{-b,-...
- 13.9k
2
votes
0
answers
171
views
Bounding the distance between two matrix power sequences
Let $A,B$ be Hermitian matrices so that $0 \le A,B < I$ and also
$(1-\varepsilon)(I-B)\le I - A \le (1+\varepsilon)(I-B)$.
For every $t \in \mathbb{N}$, consider the matrix $A_{t} = \sum_{i=0}^{t}...
- 225
2
votes
0
answers
167
views
Lower bound for the sum of cosines between singular vectors of diagonally dominant matrices
Let $A \in \mathbb{R}^{n \times n}$ be a nonsymmetric diagonally dominant matrix with $a_{ij} < 0$ $\forall i \ne j$ and $a_{ii}>0$.
Let the singular value decomposition of $A$ be $A=U \Sigma V^...
- 323
2
votes
0
answers
1k
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Derivative of determinant of (parameterized) non-invertible matrix [closed]
Consider a function $A: \mathbb{R} \rightarrow \mathbb{R}^{n \times n}, t \rightarrow A(t)$. I want to compute the derivative of the determinant
$$\frac{d}{dt} \det(A(t)) \; .$$
Suppose $A(t)$ is ...
- 337
2
votes
0
answers
412
views
Bound on eigenvalues of A+B (Hermitan matrices) which is better that the Lidskii and Weyl bounds
I have two positive definite $N\times N$ Hermitian matrices $A$ and $A$ and am interested in bounding the eigenvalues of $A+B$ in terms of the eigenvalues of $A$ and $B$. Let $\lambda_k(\cdot)$ be ...
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
2
votes
0
answers
677
views
Bounds on smallest Eigenvalue of the Sum of a Standard Laplacian and a Diagonal Matrix
I'm trying to find upper boundaries on the smallest Eigenvalue $\lambda_1$ of $L + E$, where $L$ is a standard Laplacian of an unweighted digraph, with $\lambda_1(L) = 0$ and $E \in \{0,1\}^{n \times ...
- 21