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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Determinant of discrete Laplacian
It can easy be shown by induction that the determinant of the $(N-1)\times (N-1)$ matrix
$$\begin{pmatrix}
2 & -1 & & \\
-1 & 2 & \ddots & \\
& \...
- 9,853
6
votes
0
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118
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Convex hull of all-ones principal submatrices
For a subset $S$ of $\{1,\ldots,n\}$,
let $\mathbf{1}_S\in\{0,1\}^n$ denote the indicator vector of $S$, with a $1$ on the $i$th coordinate iff $i\in S$. Let $\mathcal{X}$ denote the convex-hull of ...
- 617
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approximate stationary distributions of a doubly stochastic matrix and its supports
Given a doubly stochastic matrix $M$ and a distribution $v$,let $M=\sum_{\sigma\in S_n}p_{\sigma}M_{\sigma}$ be any Birkhoff decomposition of $M$, where $M_{\sigma}$ is the permutation matrix induced ...
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How to characterize singular matrix $X$ that solves det$(X−A)=0$, where $A$ is symmetric positive definite?
Consider real square matrices $X$ and $A$ of same size, where $A$ is known to be symmetric positive definite. I came across the matrix equation $XX^{\top} = AX^{\top}$, which solved for $X$ gives ...
- 1,538
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2
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Parametrization of positive semidefinite matrices
We know that a real, symmetric, positive definite matrix $A$ of size $n\times n$ can be parametrized by a vector $\theta$ of $\frac{n(n+1)}{2}$ parameters thanks to the Cholesky decomposition:
$$
A = ...
- 313
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How bad could $\|A^k\|$ be when $\rho(A) < 1-\delta$ [closed]
(Sorry, I do hate editing this many many times but let me try the last time)
Gelfand's formula says that
$$\lim_{k\rightarrow \infty} \|A^k\|^{1/k} = \rho(A)$$
I am wondering whether there is any ...
- 181
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What is the most efficient way to factor a matrix into a given set of generators?
I am studying finite index subgroups of certain finitely presented groups. The particular conditions on my groups make this problem easier than I phrase it here, but I am curious about a more general ...
- 2,436
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0
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Eigenvalues of a partitioned self-adjoint matrix
This is a repost of the same question on MSE (with no reply/comment):
https://math.stackexchange.com/questions/1454314/eigenvalues-of-a-partitioned-self-adjoint-matrix
I would be grateful just for a ...
- 27
2
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1
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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
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"Additive version" of Kronecker product
Let $A$ and $B$ be two square matrices with complex entries.
Let $\lambda_1, \ldots, ,\lambda_n$ be the Eigenvalues of $A$ and
$\mu_1, \ldots, ,\mu_m$ be the Eigenvalues of $B$.
Then the Eigenvalues ...
- 3,031
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1
answer
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Is SL(n,Z[x]) generated by transvections?
Is $\mathrm{SL}(n,\mathbb{Z}[x])$ equal to $E(n,\mathbb{Z}[x])$, the subgroup generated by transvections?
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$l_{\infty}$ 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
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1
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when does elementwise-log preserve positive-semidefiniteness?
Let $Z$ be a positive semidefinite matrix with nonnegative entries, and define $X=\log(1+Z)$, where the $\log$ is taken entrywise, i.e., $X_{ij}=\log(1+Z_{ij})$. Are there some simple sufficient ...
- 617
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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
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3
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544
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Product of a Finite Number of Matrices Related to Roots of Unity
Does anyone have an idea how to prove the following identity?
$$
\mathop{\mathrm{Tr}}\left(\prod_{j=0}^{n-1}\begin{pmatrix}
x^{-2j} & -x^{2j+1} \\
1 & 0
\end{pmatrix}\right)=
\begin{cases}
...
- 309
3
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1
answer
212
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Possible lower bound in quantum many body system with non-local terms
I am asking a question related to Lieb-Robinson bound and nonlocality.
As we know from Lieb-Robinson theorem (see e.g. http://arxiv.org/abs/1008.5137): Suppose a Hamiltonian system is local, i.e. $H=\...
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2
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Existence and characterization of transitive matrices?
We call a matrix $M \in \mathbb{R}^{d \times d}$ transitive if it satisfies the following:
For any three vectors $u, v, w$ in $\mathbb{R}^d$. If $u^T M v > 0$ and $v^T M w > 0$ then $u^TMw &...
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almost diagonal Positive semidefinite Matrix
Consider the set $\mathcal{D}_n$ of $n$-dimensional positive semidefinite matrices.
A matrix $M\in \mathcal{D}_n$ is called $\epsilon$ diagonal in trace distance if there is a diagonal matrix $D\in \...
- 1,503
3
votes
2
answers
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generalization of result on K_1 of $SL(n,R)$
Let R be a "nice" ring with 1 (e.g. Euclidean domain). Then the subgroup E(n,R) generated by the elements $I+te_{i,j}$ is equal to $SL(n,R)$.
My question is as follows: Instead of $SL(n,R)$ I look ...
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rank minimization over vector subsets
Let $S$ be a set of $n$ vectors from $\mathbb{Q}^d$. For every $k=1,2,\dots,n$, define
$$r_k = \min_{T\subset S, |T|=k} \mathrm{rank}(T),$$
where $\mathrm{rank}(T)$ is the rank of a matrix formed by ...
- 34.3k
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4
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The sum of squared logarithms conjecture
I am searching for the first proof of (or counterexample to) the following conjecture.
(The sum of squared logarithms conjecture)
For all natural numbers $n$ and positive numbers $x_1,x_2, \ldots , ...
- 421
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2
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On closest unitary matrix
In this question $\|A\|_p$ is the normalized $p$-th Schatten norm which is defined to be $\left(\mathbb E_{i} \lambda_i^p\right)^{1/p}$, where $\lambda_i$ are singular values of matrix $A$.
Suppose ...
- 901
19
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1
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Number of matrices with given Smith normal form
Denote with $\mathcal{M}$ the set of $(m \times n)$-matrices with integer coefficients bounded by some $K$. Given a matrix $B \in \mathcal{M}$ that is in Smith normal form, is anything known about the ...
- 1,101
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Is my particular finite dimension Toeplitz matrix always strictly positive?
Let $H(\omega), \; -\pi \leq \omega \leq \pi$ be a real-valued function with a continuous band of zeros, that is (for simplicity) $H(\omega)=0, \; |\omega|\geq \beta \pi$.
Define a sequence of banded ...
- 21
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Samuel Karlin's problem: Probability of positive solution to system of random linear equations
I came to know this problem from Dr. W. Bryc's slides (at University of Cincinnati), and I have been continually working on this problem for almost 5 days using different techniques. But I am only ...
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What is the symmetry group fixing norms of elements of a unitary matrix?
Let $N\geq1$ be an integer and let us say that two matrices $U,V\in U(N)$ are related if $|U_{ij}|=|V_{ij}|$ for all indices $1\leq i,j\leq N$.
When exactly are two unitary matrices related in this ...
- 8,086
1
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0
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631
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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(...
3
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2
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522
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quadratic matrix equation
Find all symmetric matrices $X=X^{T}$ such that
\begin{align}
XDX^{T}=-D \quad (1)
\end{align}
where $D\ne 0$ is a real diagonal matrix.
For example, $X=iI$ satisfies $(1)$. Can you get a ...
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When is a Hankel matrix invertible?
I would like to have some conditions that render a general Hankel matrix of the form
\begin{pmatrix}a_1 & a_2 & a_3 &\cdots & a_n \\ a_2 & a_3 & a_4 & \cdots & a_{n+1} \...
- 327
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494
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The right expansion of a square root matrix
I have some issues in finding an asymptotic expansion for a square root matrix and I have already posted a question (Asymptotic expansion square root matrix). Somebody redirected me to a post where ...
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0
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Constructing pointwise-or independent binary matrices
Let $M$ be an $m \times n$ matrix such that every $M_{ij} \in \{0,1\}$.
We say that $M$ is `$\lor$-irreducible' if (i) no row is a pointwise-or of other rows, and (ii) no column is a pointwise-or of ...
- 1,271
1
vote
0
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359
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Asymptotic expansion square root matrix
I am looking for an asymptotic expansion for $\underline\gamma$ which is the "square root" matrix of a symmetric $p\times p$ matrix $\gamma$. Here $\underline\gamma$ is assumed to be symmetric, e.g. ...
- 11
1
vote
0
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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 ...
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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 ...
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1
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Calculating the dimension of the algebra generated by some given matrices
Let $X_1, X_2, \ldots, X_d$ be $n \times n$ matrices over some field $K.$ I want to calculate the dimension of the unital algebra generated by $X_1, X_2, \ldots, X_d$ for some examples in a problem I ...
- 1,429
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1
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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
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0
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Can anyone help me deduce a matrix inequality?
The following lemma is taken from references firstly.
Lemma 1 [1-2] Given matrices $Q=Q^{T} , F, M$ and $N$ of appropriate dimensions, then $$Q+MFN+N^{T}F^{T}M^{T}<0$$
for all $F$ satisfying $F^{...
- 103
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A problem that involves matrix and Lorentz Transformation [closed]
To be clear I address the question in two parts as below. All matrixes involved are real four-dimensional matrixes.
$1.$Let $G$ be the matrix $diag(1,-1,-1,-1)$. $A$ is a matrix satisfying $A G A^T=A^...
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1
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On the positivity of matrices
For given $n$, the following $n\times n$ real matrix $M=M^{T}$ is called positive, if
$x^{T}M x\geq 0$
holds for all non-negative real $x_1,x_2,\cdots,x_n$,
where $x=(x_1,x_2,\cdots,x_n)^T$.
...
- 1,503
7
votes
2
answers
507
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What are the upper bound and stability conditions for the following simple linear system?
Consider the following linear system
$$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1)
$$
where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, $...
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0
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Multi-dimensional permanent of structured tensor
I am facing the multidimensional permanent
\begin{equation} \text{perm}(W) = \sum_{\sigma, \rho \in S_n} \prod_{j=1}^n W_{j, \sigma_j, \rho_j } \end{equation}
of a 3-tensor $W_{j,k,l}$ of ...
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5
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2
answers
372
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Ergodic theory reference for converging sequences of matrices
I have been told that the following is a well known theorem in ergodic theory & have been given the book by Furstenberg as a reference. However, I cannot find such a statement in it. Would anyone ...
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votes
1
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315
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How to find matrix representations of a boolean algebra? [closed]
Given a boolean algebra with a finite number of elements {a, b, c, ...}, and the usual operations: $\cup, \cap, \neg$.
How to find matrix representations of the elements such that:
boolean $\cup$ ...
- 558
0
votes
1
answer
546
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Solution of infinite dimension linear system
Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...
- 111
2
votes
0
answers
1k
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Cholesky decomposition of a large covariance matrix
I have a tricky problem concerning a covariance matrix cholesky decomposition.
What I need is to obtain the cholesky decomposition of the estimated variance matrix of the set of samples stored in a ...
11
votes
1
answer
453
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A variant of Cholesky decomposition involving binary matrices
Studying a problem that is not directly related to linear algebra I came across the following problem.
Let $B$ be $n \times n$ symmetric matrix whose entries are non-negative integers. I would like ...
- 3,463
1
vote
1
answer
194
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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} \...
- 289
5
votes
2
answers
322
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Stabilization of the pencil of skew symmetric matrices by the orthogonal group
During my researches I've come across the following question.
Let $A$ and $B$ be a couple of square $k\times k$ skew symmetric matrices on $\mathbb R$. Let us consider the (real) pencil generated by $...
user17697
1
vote
1
answer
136
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Any generic way to move a psd matrix to its neighbors?
Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...
- 363
21
votes
3
answers
51k
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What is the time complexity of truncated SVD?
Full SVD, on an $m \times n$ matrix $A$, [U,S,V] = svd(A), would cost $O(m^2n + mn^2 + n^3)$ time. But what is the time complexity if we only need the $k$ largest ...
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