All Questions
921 questions with no upvoted or accepted answers
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Dense Matrix Estimation
I have a matrix $X \in \mathbb{R}^{m\times n}$ and I want to estimate it with a dense matrix $Y^{m\times n}$ such that $Y$ is still close to $X$ in some distance measure. Is this doable in a ...
- 137
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189
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Summation of eigenvalues of tri-diagonal matrix smaller than specific value
Is there any analytic expression for summation of eigen-values of a tri-diagonal matrix which are smaller than a constant value? Or even a rough approximation for it. How about case of a general ...
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257
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What is the integer form of a projector into the intersection of the ranges of two integer projection matrices?
Consider two square integer matrices $X$ and $Y$ of the same dimension with the following properties:
$X^2=rX$, and $Y^2=sY$ for integers $r$ and $s$. The $\gcd$ of the entries of $X$ is 1 and the $\...
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237
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Geometric Mean of Positive Matrices
Hello all,
My question regards the geometric mean (GM) of two positive matrices. The definition of the GM for two positive matrices $(A,B)$ is given by:
$M_0(A,B)=A^{\frac{1}{2}}(A^{-\frac{1}{2}}BA^{-...
- 155
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409
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Singular Value Decomposition Question
Hi: I'm new to this list so apologies if I do anything wrong with my question.
Suppose I have a matrix $Y$ whose SVD can be decomposed as
$Y = U_{0}\Sigma_{0}V_{0}^{*} + U_{1}\Sigma_{1} V_{1}^{*}$...
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188
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Matrix Maximization.
Hi everyone,
I'm trying to solve/define the following optimization problem:
$\max_M f(M)$
s.t.
$M \theta = b$
$\sum_j \theta_j = 1$
When:
M is an m*n real matrix
$\theta$ and $b$ are n*1 column ...
- 101
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161
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vector equation
Suppose you have an equation of the form $Hx=Ky$, where $x,y$ are vectors of length $n,m$ respectively ($m>n$) and $H,K$ are matrices of orders $n \times n,n \times m$ respectively. Is there some ...
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345
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Jacobian of the inversion map
Let $F:Tr(n,\mathbb{R})\cap GL_n(\mathbb{R})\rightarrow Tr(n,\mathbb{R})\cap GL_n(\mathbb{R})$ be the map which sends a matrix $A$ to its inverse $A^{-1}$. If we consider $F$ as a function from $(\...
- 657
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185
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Why does the OLS estimator simplify as follows for the single regressor case?
I was reading in "A Guide to Econometrics" that given $Y = X \beta + \epsilon$, the variance covariance matrix of $\beta^\text{OLS}$ is given by $\sigma^2 (X' X)^{-1}$ where $\sigma^2$ is the variance ...
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Eigenvalues of anti-circulant matrices
Is there any theorem to find the eigenvalues of any anti-circulant matrix using the equivalent (with the same first row) circulant matrix. I found out that,
for any anti-circulant matrix, the ...
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177
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Exotic isomorphism of matrix rings (2)
Let $R,S,T$ be (associative, with a 1) rings, and $m,n,r,s$ be non-negative integers.
If
(a) $R$ is isomorphic to $M_{m\times m}(T)$ and $S$ is isomorphic to $M_{n\times n}(T)$ and $m\cdot r = n\...
user5810
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1
answer
199
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Intersection between a line and an n-dimensional parallelotope
Suppose that I have a line in an $n$-dimensional space described by
$$ X=A+Bk, \quad \quad X,A,B \in \mathbb{R}^n, k \in \mathbb{R} $$
here $A$ is known and I want to find all the possible vectors $B$ ...
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1
answer
257
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How to find $K,W,S$ in the Mostow decomposition theorem?
The Mostow decomposition theorem states:
Let $Z$ a nonsingular complex matrix, then $Z$ can be factored as:
$$Z=We^{iK}e^S$$ where: $W$ is unitary, $K$ is real and skew symmetric and $S$ is real and ...
- 399
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268
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Nonnegative Matrix
Let $A=E+\sqrt{-1}B$, where $E=diag\{0,1,\cdots,1\}$, $B$ is a real symmetric matrix. Let $A^*$ denote the adjoint matrix of $A$, i.e. $AA^*=\det A\cdot I$. I hope the real part of adjoint matrix ${\...
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1
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180
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(probably simple) optimization question
Suppose you have a concave function defined over a non-polyhedral convex cone and you are interested in the infimum. What would be standard approaches to tackle the question? (The cone is actually PSD ...
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21
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Choosing between matrix normal and multivariate normal for Bayesian inference
I’m working on a Bayesian inference problem where I need to estimate a graph structure G with a spike-and-slab prior on each edge of G. My likelihood model is built on observed data R and covariance ...
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-1
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1
answer
293
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spectrum of a special class of tridiagonal matrices
Consider a real and symmetric tridiagonal matrix with zero diagonals and where subdiagonals and superdiagonals are equal to 1 except the (1,2)-th component being equal to $a$, i.e.,
$$\begin{bmatrix}...
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1
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492
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Upper bound on iterations count for power iteration algorithm
I'm stuck trying to get upper bound on iterations count for power iteration algroithm for finding first eigenvalue of adjacency matrix $A$ given tolerance value. I've tried to figure something out ...
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1
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445
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What is wrong with the argument that zero permanent is polynomial?
This Lecture summarizes some well known facts about $\#P$ completeness of permanent.
Given a CNF formula $\phi$ on $n$ variables, they construct
matrix $A$ such that:
$$perm(A)=4^{3m} \#SAT(\phi)$$
...
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-2
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1
answer
183
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Property of positive semi-definite
Let $A$ is a positive semi-definite matrix like this:
$$ A = \begin{bmatrix}
1 & \alpha_{1,2} & \alpha_{1,3} & \alpha_{1,4}\\
\alpha_{1,2} & 1 & \alpha_{2,3} & \alpha_{2,4}\\
\...
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-3
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1
answer
270
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Relationship of eigenvalue/eigenvector of hermitian matrix R and QRQ (Q is diagonal)
For a hermitian matrix R and a diagonal one Q, is there any relationship between eigenvalues/eigenvectors of R and QRQ?
To be specific, assuming the eigenvalue decomposition of R is R=VDV*, then can ...
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