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 determine the distance between two matrices under the meaning of a matrix function? [closed]
Suppose a nonlinear infinitely continous differentiable function $f:\mathbb{D}\mapsto \mathbb{R^+}$, where $\mathbb{D}\subset\left\{X|\text{rank}{X}=2,X\in\mathbb{R}^{3\times 3}\right\}$ is a ...
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2
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Cholesky decomposition of a positive semi-definite
We know that a positive definite matrix has a Cholesky decomposition,but I want to know how a Cholesky decomposition can be done for positive semi-definite matrices?The following sentences come from a ...
- 121
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how to find all the solutions to $I+A+\cdots+A^n=0.$ [closed]
Let $GL_3(\mathbb{Z}[i])$ be the group of invertible $3\times 3$ matrices whose coefficients are Gaussian integers.I want to find all the pair $(A\in GL_3(\mathbb{Z}[i]),n\in\mathbb{Z})$ satisfying
$$...
- 197
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666
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Kernel of a projection
Given $m<n$. Suppose that $H$ and $K$ be $m \times n$ and $n\times (n-m)$ matrices such that rank$(H)=m$, rank$(K)=n-m$, and $HK=0$. For fixed non singular symmetric matrix $A$ define
\begin{...
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720
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Perturbation of Cholesky decomposition for matrix inversion
I am looking for a computationally cheap way to compute $x$ such that $$(L L^T + \mu^2 I)x = y$$
where $L \in \mathbb{R}^{n \times n}$ is a lower triangular definite positive matrix (with some very ...
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A generalization of van der Waerden's conjecture
I am wondering if the following generalization of van der Waerden's conjecture is true.
Suppose A is an n x n non-negative matrix with all column sums equal to 1, and the sum of row i equal to $T_i$. ...
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A Problem on Linear Algebra
I'm trying to calculate an integral over the generalized Poincare upper half plane, then I find that I need to show the following identity:
Let $X=(X_{i,j})\in\mathrm{GL}(n,\mathbb R)(n\geq 3)$ ...
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2
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643
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On a determinant inequality of positive definite matrices
Assume that $B$ and $A$ are two positive definite matrices. Take $B^*$ a block diagonal matrix with block $B_{11}$ and $B_{22}$ of $B$. This means the following:
$$
B=\left[\begin{array}{ll}
B_{11}&...
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eigenvalues of a symmetric tridiagonal matrix with zero diagonals
I was investigating a problem and came up with the following symmetric tridiagonal matrix (with zero diagonal elements):
$$
\left(\begin{array}{cccccc} 0 & a & 0 & \ldots & 0 \\ a &...
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Reachability in graphs using adjacent matrix
Assuming a graph $G$ with $N$ nodes distributed in a $\mathcal{L}\times\mathcal{L}$ area randomly. There is an edge between two nodes if and only if the Euler distance between them is equal or less ...
- 35
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Inverse of sparse matrix is not generally sparse [closed]
I have a question regarding inverse of square sparse matrices(or can be restricted to real symmetric positive definite matrices).
I encountered several times the web pages which states that the ...
- 137
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1
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What is the significance of matrix ordered algebras?
I am trying to grok matrix ordered operator algebras, but I am having a hard time understanding their significance from the definition. Here is the definition (or at least, one way of stating it):
...
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1
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adjacency matrix of random geometric graphs [closed]
Consider a graph with N nodes. All nodes are distributed as a Poisson point process with density of λ in a L*L area. There is an edge between two nodes if and only if the distance between them is less ...
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Structure theorem for finite dimensional $C^*$-algebras and their representations
I would like a source for some Artin-Wedderburn type facts about these algebras which seem to have easy proofs, and are probably written somewhere.
Let $\mathcal{A} \subset M_n(\mathbb{C})$ be an ...
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answer
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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)...
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Determinants in Graph Theory
In graph theory, we work with adjacency matrices which define the connections between the vertices. These matrices have various linear-algebraic properties. For example, their trace can be calculated (...
- 381
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Rational points with small denominator in $U(n)$
Fix integers $n,d>0$. (I'm probably thinking about $n\leq 6$ and $d\leq 2000$.) Let $X$ be the set of matrices $A\in U(n)$ such that the entries of $dA$ lie in $\mathbb{Z}[i]$.
Is there an ...
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Books or references on multidimensional matrix operations [closed]
Have the 2D matrix operations been generalized to n-dimensional matrices?
Are there any books that define various operations on multidimensional matrix? I'd like to see operations such as ...
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On the linear transformation between matrix space
Suppose we have two matrix subspaces, $n\times n$ matrix subspace $S_1$ and $m\times m$ matrix subspace $S_2$. Every element of $S_1$ and $S_2$ is complex symmetric matrix.
Suppose there exists ...
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How to understand the matrix behind a Hamiltonian?
thanks to the answers I received to my previous questions, I could derive correctly an elegant partition function for my problem which resembles a second quantized model taking the particles to be ...
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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\...
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Matrix Inverse with Same Principal Minors
Given an invertible matrix $A \in \mathbb{R}^{n \times n}$, and index set $\langle n\rangle = \{ 1, \dots, n \}$, and the submatrix $A(\alpha)$ with the columns and rows of $A$ with indices $\alpha \...
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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) ...
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2
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Is Ryser's conjecture on permanent minimizers still open?
Let $A(k,n)$ be the set of $\{0,1\}$ matrices of order $n$ with all their line sums equal to $k$.
Conjecture number 5 on the list from Minc's book, attributed to Ryser, says that if $A(k,n)$ ...
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2
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Average size of determinants of integer matrices?
I am interested in estimating how large determinants of matrices tend to be 'on average' given the following model: suppose we form $n \times n$ matrices $M$ such that all of the entries of $M$ are ...
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1
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1
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Derivative of log determinant and inverse
I have a matrix $\Sigma$ with element $(i,j)$
$$\Sigma_{i,j}= \exp(-h_{i,j}\rho).$$
The matrix is positive definite and symmetric (it is a covariance matrix).
Now I need to evaluate
$$\frac{\...
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2
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419
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A short question about the DFT matrix
Is the DFT matrix the unique* unitary matrix with all entries of same magnitude?
(*up to some trivial transformations)
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Characterizing the singular values of a matrix with structure
Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$,
$$f(x,y) = e^{\imath\pi x g(y)}$$
where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$
...
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An $n \times n$ matrix $A$ is similar to its transpose $A^{\top}$: elementary proof?
A famous result in linear algebra is the following.
An $n \times n$ matrix $A$ over a field $\mathbb{F}$ is similar to its transpose $A^T$.
I know one proof using the Smith Normal Form (SNF). ...
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On matrix norms
It is standard to define an induced matrix norm $|||\cdot|||$ from a vector norm $||\cdot||$ in this way:
$|||A|||=\max_{x \neq 0}{\frac{||Ax||}{||x||}}$.
Suppose we define a different function of ...
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Ring-theoretic version of a matrix problem
Problem #17 in Zhan's survey of open problems in matrix theory is the Li-Poon problem on writing a square real matrix as the linear combination of $k$ orthogonal matrices. They proved that it is ...
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system of homogeneous matrix equations
Edit: Maybe I should make it clear that by a solution I mean a pair of matrices $(A,B)$ such that the identity below holds for any complex numbers $x,y$.
One of my friend asked me the following ...
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Matrix groups and presentation
Suppose $K$ is a number field and I have a subgroup of $\operatorname{GL}_2(K)$ for which I know a (finite) set of generators. Is there an algorithm that gives me a presentation of the group?
More ...
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2x2 subdeterminants of a matrix
If N>2, it is well known that if two invertible NxN matrices A and B have the same determinants of any 2x2 corresponding submatrices, then A=B or A=-B.
Given then all these 2x2 determinants of an ...
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1
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1
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What is such an equation called?
Is there a name and common technique for such equations, where $A$ and $B$ are matrices and $x$ a vector?
$Ax+f(\lambda)Bx=g(\lambda)x$.
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1
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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 ...
- 43
1
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1
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Proof of Tracenorm Equality
Lemma 1 in this paper: http://ttic.uchicago.edu/~nati/Publications/SrebroShraibmanCOLT05.pdf claims that
$\|X\|_{\Sigma} = \min_{V^TU=X} \frac{1}{2}(\|U\|_{Fro}^2 + \|V\|_{Fro}^2),$
where $\|X\|_{\...
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is there any relationship between the eigenvector of sum(AA'+BB') and sum(A'A+B'B) ?
is there any relationship between the eigenvector of sum(AA'+BB') and sum(A'A+B'B) ?
thanks a lot!
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When are cones of matrices "generated" by vectors?
The cone $P_{n}$ of positive semidefinite matrices of order $n$ can be represented in this form: $P_{n}=\{A|\forall x\geq 0: \langle A,xx^{T}>0 \rangle \}$ with $x$ running over $\mathbf{R}^{n}-0$....
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bounds on the entries of an inverse circulant matrix
Suppose that $C$ is a (real) circulant invertible matrix defined by a vector $d$. Then $C^{-1}$ is also a circulant defined by some vector $f$. There exists a standard formula that expresses the ...
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Moore-Penrose question
Let $A=BD^{\dagger}B^{T}$. I am looking for conditions under which $A^{\dagger}$ is a "nice" expression in $B$ and $D$ and their Moore-Penrose pseudo-inverses.
Do you know of such conditions?
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1
answer
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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 ...
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1
vote
1
answer
309
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Scaling laws for singular values of random matrices
Assume that we have an $n\times n$ matrix ${\bf A}$ with elements drawn i.i.d. Gaussian with mean zero and variance 1.
Are there any results on the asymptotic behavior of its $i$-th largest singular ...
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4
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2
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Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.
Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ).
I have a ...
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Estimating a spectral gap
Suppose you have a real positive definite matrix $A$ who eigenvalues are $\lambda_{1} \leq \lambda_{2} \leq \ldots \leq \lambda_{n}$. I am interested in bounding from below $\lambda_{2}-\lambda_{1}$. (...
- 6,962
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3
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Number of parameters needed to specify a Hermitian matrix of rank r.
Hi,
i have two questions that seem to bother me lately. Maybe you could help me and/or point me in any related literature.
1) Assume hermitian matrix $H \in \mathcal{C}^{n \times n}$ that has rank $...
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3
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Convex Combination of 2 hermitian matrices
Assume all the matrices I discuss about are $N \times N$. Consider any two hermitian matrices $A_1$ and $A_2$ which are indefinite. The question is, In general, for any $A_1$ and $A_2$ (both matrices ...
- 1,421
1
vote
1
answer
86
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Is the trace of a Lyapunov transform of a semistable matrix always nonpositive?
Let $A$ be a semistable real matrix (i.e. the real parts of all the eigenvalues of $A$ are nonnegative). Let $P$ be a positive definite matrix.
Is it always true that $\operatorname{trace}{A^{T}P+PA}...
- 6,962
2
votes
1
answer
714
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Is there a natural distance between skew hermitian matrices?
Working in machine learning, I try to find a way to compare time series, which can be considered as semi-continuous matrices belonging to $\mathbb R^{n \times \mathbb R}$ (a column corresponds to n-...
- 103
1
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1
answer
305
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Eigenvector localizaiton
I have raised this sort of question before but I think that now I've found a better term for the subject, one which might ring more bells for people - hence the repost. Hope you won't be too angry ...
- 6,962