All Questions
921 questions with no upvoted or accepted answers
1
vote
0
answers
46
views
the 3th and 4th order statistics of Circularly Symmetric Complex Normal random vector?
Assume that ${\bf{z}} \in {\mathbb{C}}^{n \times 1}$ is a CSCG random vector denoted with $\mathcal{C} ~ (\bf{\mu} _0,\bf \Sigma _0)$ where $\mu _0$ and $\bf \Sigma _0$ are mean and contrivance matrix,...
1
vote
0
answers
122
views
Inverse of matrix of generalised harmonic numbers
For $s=0,1,\dots$ and $n=1,2,\dots$, denote $r_{n,s}=\sum_{k=1}^n k^s$. It is well-known that $r_{n,s}$ are polynomials in $n$ with leading term $\frac{1}{s+1}n^{s+1}$. Let $R_{n,s}$ be the $(s+1)\...
1
vote
0
answers
1k
views
Inverse Transpose of Jacobian Matrix
Let $f:\mathbb{R}^n\mapsto\mathbb{R}^n$ be a bijective function. Fixed $a\in\mathbb{R}^n$. For any $x$ closes to $a$, using Taylor's series we can approximate $f(x)$ by
\begin{equation}
f(x)\approx f(...
1
vote
0
answers
214
views
range of the difference-of-two-qubit-$4 \times 4$-density-matrix-determinants
The determinant of a two-qubit $4 \times 4$ density matrix--that is, a Hermitian, nonnegative definite matrix with unit trace--lies between $0$ and $(\frac{1}{2})^8$. (A "pure state" has determinant ...
1
vote
0
answers
244
views
Interpolating between two points on Stiefel manifold
I'm looking for a formula to interpolate between two given matrices from the Stiefel manifold (orthogonal n by k matrices).
I do not know the tangent direction, I only know the start and end points ...
1
vote
0
answers
60
views
Finding special vectors generated by a matrix
Let $G\in \Bbb Z^{n\times n}$ be a unimodular matrix.
Are there any efficient algorithms to find the maximum norm of a vector $v$ that satisfies $\langle\Delta(v),v\rangle=0$ over all vectors $v\in ...
1
vote
0
answers
172
views
double eigenvalue of a sum
Let $A\in \mathcal{M}_n(\mathbb{R})$ be a diagonal positive matrix. We assume that $A$ is generic (in a sense to clarify). Let $\lambda \in\mathbb{R}$ and $U\in O_n(\mathbb{R})$ ($UU^T=I$) be such ...
1
vote
0
answers
235
views
positiveness of the inverse solution to Sylvester equation
I need to construct a non-negative matrix with desired eigenvalues. To that end, I came up with a block matrix of the following form:
$$
\mathbf{M} = \begin{vmatrix}
\mathbf{A} & \mathbf{b} \\\
\...
1
vote
0
answers
2k
views
What does this notation mean: matrix norm with a two-number subscript
I recently came across this notation, without explanation, in a paper:
$||\mathbf{W}||_{2,1}$
From the context, I know that $\mathbf{W}$ is a matrix, which could be any size, and that $||\mathbf{W}||...
1
vote
0
answers
132
views
Matrices with a common Fischer basis
Let $A$ be a real symmetric $n\times n$ matrix, normalized such that $Tr[A]=1$. Define a 'Fischer basis' as the basis in which all diagonal elements are equal to $\frac{1}{n}$. The motivation for ...
1
vote
0
answers
296
views
Finding lower triangular matrix of an indefinite matrix
So I have the system $M = RS = RQQ^{-1}S $ and I have $R$ and $S$ currently.
I impose some constraints on $R$ in the form of $r^T$$QQ^Tr = 1$ where $r$ and $r^T$ are rows of R and their transposes. ...
1
vote
0
answers
221
views
Centralizer in a matrix algebra over commutative polynomials
Let $A=M_n(F[x_{ij}\mid 1\leq i,j\leq n])$ be the matrix algebra over commutative
polynomials in $n^2$ variables $x_{11},\dots,x_{nn}$ over a (nice enough) field $F$.
I would like to know what is the ...
1
vote
0
answers
115
views
How many extreme maximal cliques are in an n*m 0-1 matrix?
We can use an n*m 0-1 matrix to denote a bipartite graph. Mining maximal bicliques in such matrix is an open problem.
The extreme maximal clique is a special maximal clique. A clique in such matrix ...
1
vote
0
answers
243
views
Norm bound of the entrywise logarithm of a stochastic matrix stationary matrix
Hello,
Denote $\log_\star$ as the entrywise logarithm operation, and let $A$ be some row-stochastic matrix such that $\lim_{p\rightarrow\infty}A^p$ exists and all its entries are non-zero.
As a part ...
1
vote
0
answers
72
views
sharper interlacing
The usual interlacing inequalities say that if $M$ is a Hermitian $n \times n$ matrix and $\hat{M}$ is a principal submatrix of order $n-1$, then $\lambda_{\min}(M) \leq \lambda_{\min}(\hat{M})$. I ...
1
vote
0
answers
158
views
Comparing the volume of a rational lagrangian under a linear symplectomorphism.
Let's fix the standard symplectic structure $(\mathbb{R}^{2g}, \omega, J)$. A (marked) symplectic lattice then has the form $A\mathbb{Z}^{2g}$ for $A \in Sp_{2g}\mathbb{R}$. We say a vector subspace $...
1
vote
0
answers
628
views
Totally unimodular Matrices
A matrix is totally uni-modular if the determinant of any (square) sub-matrix is {+1, 0, -1}. My question is, "Is there a way to transform(linear or non) a general matrix into a totally uni-modular ...
1
vote
0
answers
190
views
The smallest real part of eigenvales of weighted sum of two matrices
I have a matrix problem that I need help with.
Let H=aA+bB, where a+b=1,a>0,b>0,and A,B are matrices having non-negative real part eigenvalues. In addition, A+B has positive real part eigenvalues. I ...
1
vote
0
answers
2k
views
Eigenvalues of Matrix Sum
Hello,
I have a linear algebra problem that I need help with.
Basically, I need to get the eigenvalues and eigenvectors of several (sometimes tens of thousands) very large Hermitian matrices (6^n x ...
1
vote
0
answers
182
views
matrix-theoretic terminology query
Is there an accepted term for the following property?
Let $A$ be a real matrix such that all entries of the eigenvector corresponding to the least eigenvalue have the same sign.
NOTES: (1) The case ...
1
vote
0
answers
176
views
On so-called self-covering matrices
(In this discussion I'm assuming all matrices are binary (0/1-valued).) We say that a matrix $M$ can be covered by another matrix $N$ if every entry in $M$ is either (1) NOT contained in $N$, or (2) ...
1
vote
0
answers
148
views
Bounding the Schur's complement of similiar matrices
Assume the following:
• $L\leq K$
.
• $\Gamma\in M_{K,L}$ is a $L$ rank ${ 0,1} $ matrix, without identical rows or the zeros row.
• $N\in M_{K,K}$ is a diagonal matrix, whose diagonal is a ...
1
vote
0
answers
305
views
tensor/hypermatrix analogues of $GL(n,\mathbb{C})$?
Please excuse me if this question turns out to be incredibly silly for one reason or another.
Are there tensor/hypermatrix analogues of $GL(n,\mathbb{C})$ that are interesting? What I'm mainly ...
1
vote
0
answers
227
views
Joint Convexity of Spectral functions of several matrices
$\{A_1 \ldots A_K \}$ is a set of matrices in $\mathbb{R}^{m \times n}$. Let $f (A_1,\ldots,A_K)$ be a function of the singular values of all matrices. For e.g., $f$ is just summation of singular ...
1
vote
0
answers
334
views
Signature of quadratic form associated to an integral circulant matrix with only real eigenvalues
I am stil stuck with the following:
Let $C$ be a symmetric circulant matrix with integer coefficients of order $n=4k$
(e.g., $C=circ(-1,1,1,1)).$
Assume that $C^{-1}$ is a polynomial (with ...
1
vote
0
answers
500
views
Dieudonné and generators of the orthogonal group
Let $k>0$ be a positive integer and $n=4k.$ A special case of a result of Dieudonné is
that every element $g$ of the orthogonal group in $n$ variables over the rational numbers
$$
G=O(n,\mathbb{Q}...
1
vote
0
answers
221
views
Nonunique low-rank matrix completion from a few entries
Suppose we want to have a good approximation for the following NP-hard problem
$$\min_{\bf X} \operatorname{rank}({\bf X}) \text{ s.t. } \mathcal{A}({\bf X}) = {\bf b}, {\bf X} \succeq 0$$
where ${\bf ...
1
vote
0
answers
576
views
Minimizing quadratic form over permutations
Let $Q$ be an $n \times n$ real symmetric matrix and $x$ an $n \times 1$ real vector. Consider the following minimization problem:
$\min_{\pi \in S_n} ~(\pi x)^{\rm T} Q (\pi x)$,
where $S_n$ ...
1
vote
0
answers
1k
views
Covariance matrix formula interpretation - what am I missing?
I'm reading a paper that outlines the calculation of a covariance matrix like the following:
$C=\displaystyle\sum^{N_b}_{i=1}\vec{x}_i\vec{x}_i^T$
What is the order of this matrix? My interpretation ...
1
vote
1
answer
292
views
Hessian matrix of vectorized matrix product
I need to find the Hessian Matrix of $f(X,Y) = C \operatorname{vec} (A X^{-1} Y)$ where $C$ and $A$ are constant matrices and $X$ and $Y$ are the variable matrices. This would be a vector function of ...
1
vote
1
answer
391
views
How one can show that this matrix is full rank?
Fix $d\in\mathbb{N}$ and consider $e_{i,j}\in\mathbb{C}$ for $i=1,\dots,d+3$ and $j=1,\dots,d-1$. Suppose to have the following matrices
$$N_{i,1}=\begin{pmatrix}
1 & 0 \\
e_{i,1} & 1
\end{...
0
votes
0
answers
46
views
max eigenvalue and schatten-1 norm of depolarizing channel acting on trace-0 Hermitian matrix
Denote $\mathcal{H}^n$ as the $n-$dimension Hermitian matrices. Depolarizing channel $\Delta_p:\mathcal{H}^2\to\mathcal{H}^2$ is defined as $\Delta_p(A)=p\text{ tr }(A)~I/2+(1-p)A$ where $A\in \...
0
votes
0
answers
87
views
Is there a name for "applying linear operations to vector sequences from the right"?
Let $v_1,...,v_n\in\Bbb R^d$ be a sequence of vectors. When we say that we "linearly transform" this sequence, we mean that we apply a linear transformation $T\in\Bbb R^{d\times d}$ to each ...
0
votes
0
answers
57
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
0
votes
0
answers
50
views
Degree of determinant of a (non-monic) matrix polynomial
Let $n=2, 3, \dots$ and consider the matrix polynomial $L(\lambda)=\sum_{k=0}^{\ell}A_k\lambda^k$, where $A_k \in \mathbb{C}^{n\times n}$.
In the so-called monic case (or that can be made monic by ...
0
votes
0
answers
68
views
Inequality between product of companion matrices and power of Pisot number
Let $d\geqslant 2$ be an integer and consider a convergent sequence of "companion" matrices
$$A_k := \begin{pmatrix}
a_{k,1} & a_{k,2} & \cdots & a_{k,d} \\\
& ...
0
votes
0
answers
23
views
Existence of a subregular element with abelian centralizer in a quadratic Lie algebra
All Lie algebras here will be finite dimensionnal complex Lie algebra.
We say that such an Lie algebra $\mathfrak{g}$ is quadratic if there exist a skew-symetric, non-degenerate bilinear form or ...
0
votes
0
answers
52
views
What are the injective embeddings of R^d into the cone of (semi-) positive definite matrices of dimension d?
How can we characterize the set of all injective functions from $\mathbb{R}^d$ to the set of all symmetric positive definite matrices of dimension d?
0
votes
0
answers
53
views
Relations between the optimal solutions of two related SDPs
In system theory, we often encounter Semi-Definite Programs (SDPs) with Linear Matrix Inequality (LMI) constraints, such as those presented in this paper. I have introduced new variables based on the ...
0
votes
0
answers
43
views
Absolute value of elements of b=Ax and the minimum singular value of A
For $b=Ax$, is there a way to relate the minimum absolute value of the element of $b$, $\min|b_i|$, and the minimum singular value, $\sigma_\text{min}$, of $A$?
What I want is something like: $\sigma_\...
0
votes
0
answers
44
views
The eigenvalues of tridiagonal matrices
Can we determine the number of positive eigenvalues for the following tridiagonal matrix under some criterion in terms of $a_i,b_i,c_i$:
$$
A_n=
\begin{pmatrix}
a_{1} & b_{1} \\\
c_{1} & a_{2}...
0
votes
0
answers
32
views
Finding measure representation for rank 2 moment matrices
Assuming the following equation has a solution, I'm interested in finding any concrete values of $x_{1},\dots x_{n},y_{1},\dots y_{n},c_{1},c_{2},R$ that fulfills it.
$$
\begin{bmatrix}
1 & 1 \\
...
0
votes
0
answers
101
views
Eigenvectors of tridiagonal hermitian matrix
In my paper, I investigate the coordinates of the eigenvectors of a hollow tridiagonal hermitian matrix, which is defined as:
\begin{align*}
Q_n =
\begin{pmatrix}
0 & q_{1,2} & 0 & 0 & ...
0
votes
0
answers
72
views
Minimizing the Spectral Norm of the Hadamard Product of a Quadratic Form Using CVX
I am trying to use CVX to minimize the spectral norm of the Hadamard product of two matrices, one of which is in quadratic form. Specifically, I am trying to minimize $\|{\bf A} \odot {\bf XX}^H\|_2$, ...
0
votes
0
answers
36
views
Conjugate gradient-like algorithm with multiple search directions
I am solving an $n*n$ system $Ax=b$ in CUDA where $A$ is a sparse matrix. Currently I am solving it using the conjugate gradient algorithm.
I have noticed that $Ax$ where $x$ is $n*1$ has roughly the ...
0
votes
0
answers
61
views
Combinatorial counting question related to count (anti)commuting N-tuples of matrices (more generally $(X_1,...X_n): F(X_i,X_j)=0$ - only one F)
Consider some finite set $S$ (can be matrices over $F_p$), consider some symmetric relation $F(s1,s2)$ which values are True or False (for example - matrices (anti)commutate or not).
Question 1: can ...
0
votes
0
answers
66
views
Random elliptical potential lemma
Elliptical Potential Lemma: Let $V_0 \in \mathbb{R}^{d \times d}$ be positive definite and $a_1,a_2,...,a_n \in \mathbb{R}^{d}$ be a sequence of vectors with $||a_t ||_2 \leq L < \infty$ for all $t ...
0
votes
0
answers
33
views
determinantal ideal of sum of Galois conjugate matrices
Given $n$ matrices $A_i \in \mathbb{Z}^{m\times m}$. I am interested in the ideal $I_d(A)$ generated by the $d\times d$-minors of $A = \sum_{i=1}^n x_iA_i \in \mathbb{Z}[x_1, \dots , x_n]$.
The matrix ...
0
votes
0
answers
32
views
Eliminating nullity for enhanced non-singularity
If we have an
$n\times n$ matrix $A$ with entries either $0$ or $1$, where all diagonal entries are $0$ and the rank is $k<n$, can we reach full rank by changing exactly $n-k$ zero off-diagonal ...
0
votes
0
answers
37
views
Largest root of the Adjacency matrix of two graphs (comparison)
Let $G$ and $H$ be two graphs whose spectral radius (largest eigenvalue) of the adjacency matrix is the largest root of the following polynomial:
$$P_G(x) = x^6-x^5-(2a-n+5)x^4+(2a-n+1)x^3+2(5a-3n+5)x^...