Questions tagged [nonnegative-matrices]

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Determinant of some covariance matrix (Gaussian kernel process)

Let $x_1,\dots,x_p$ be $p$ points in $\mathbb{R}^n$ ($n\geq 2$) with $x_1=0$. Consider the symmetric matrix $M(x)=(m_{ij}(x))_{1\leq i,j\leq p}$ where $m_{ij}(x) = \exp(-\frac{1}{2}\Vert x_i - x_j\...
user avatar
5 votes
0 answers
226 views

An inequality concerning non-negative integer matrices with constant row and column sums

[I posted this question on math.stackexchange a few weeks back, but no luck there so far: https://math.stackexchange.com/questions/1095659/an-inequality-concerning-non-negative-integer-matrices-with-...
Navin K.'s user avatar
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2 votes
0 answers
352 views

Likelihood convexification

I am doing constrained vector optimization using a non-convex non-linear likelihood function. My problem is of the following form: $$\begin{align*}\hat Q &= \underset{\vec Q}{\arg\min} -\log \...
rhombidodecahedron's user avatar
4 votes
1 answer
214 views

Spectrum of primitive nonnegative integer matrices

Let $P(X) = a_nX^n + \cdots + a_1X + a_0$ with $a_i \in \mathbb Z$. Question 1. Is there an efficient criterion on the $a_i$ to decide if there exists a primitive nonnegative integer matrix with ...
subshift's user avatar
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1 vote
1 answer
145 views

Are certain normal matrices circulant? (Part 2)

Let $\mathcal{F}$ denote the family of real normal matrices $A$ such that $ A^TA=\begin{pmatrix} a & b \\ b & \ddots \end{pmatrix}$, for $b>0$. As a user observed in the solution of Part 1 ...
pre-kidney's user avatar
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6 votes
2 answers
437 views

Is a normal matrix satisfying $A^TA=...$ circulant?

Let $A=\{a_{ij}\}$ be a normal matrix such that $a_{ij}\geq 0$ with equality iff $i=j$. Suppose that $$ A^TA=\begin{pmatrix} a & b & \cdots & b\\ b & a & \ddots & \vdots\\ \...
pre-kidney's user avatar
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10 votes
2 answers
717 views

Product $PVPVP$ is elementwise nonnegative?

Let $P\in \mathbb{R}^{n\times n}$ be the inverse of a positive definite M-matrix and $V\in \mathbb{R}^{n\times n}$ be any diagonal matrix. Prove (or disprove) that $PVPVP$ is elementwise nonnegative. ...
vansy's user avatar
  • 143
3 votes
1 answer
179 views

Which nonnegative matrices have exact nonnegative matrix factors of smaller dimensionality?

The nonnegative matrix $V = \left( \begin{array}{cc} 1 & 1 \\ 1 & 1 \end{array} \right)$ has nonnegative matrix factors $W = \left( \begin{array}{c} 1 \\ 1 \end{array} \right)$ and $H = \...
rhombidodecahedron's user avatar
7 votes
2 answers
735 views

An extension of the Golden-Thompson inequality

For three symmetric positive semidefinite matrices $A, B,C$, I am trying to figure out if the following inequality holds, at least in some cases: $$ \operatorname{tr} \left( A e^{B+C} \right) \leq \...
nikka's user avatar
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2 votes
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A - B is semidefinite, what the relationship about their eigenvalues? [closed]

$A, B$ are two symmetric matrices, if $ A-B $ is semidefinite (i.e.$ A - B \geq 0$), if we rearrange the eigenvalues of two matrices, $\lambda_1 (A) \geq \lambda_2 (A) \geq ... \geq \lambda_n (A)$, ...
Weeson Dorne's user avatar
3 votes
2 answers
1k views

Eigenvectors and eigenvalues of Tridiagonal matrix with varying diagonal elements

is it possible to analytically evaluate the eigenvectors and the eigenvalues of a tridiagonal $n\times n$ matrix of the form : \begin{pmatrix} 1 & b & 0 & ... & 0 \\\ b & 2 &...
ram's user avatar
  • 31
3 votes
0 answers
463 views

An optimization problem over real symmetric matrices

Given an $n\times s$ matrix $P$ of positive real numbers and $T\geq n$, find (either by a formula or an algorithm) the real symmetric $n\times n$ Z-matrix $A$ which maximizes $\min\limits_{1\leq i<...
Binzhou Xia's user avatar
4 votes
1 answer
429 views

Finding all local maximum points of a function?

Let ${\boldsymbol \theta}=(\theta_1,\theta_2,\ldots,\theta_n) \in{\mathbb T}^n$ and $P:{\mathbb T}^n\rightarrow {\mathbb R}$ be a function defined on $n$-torus as $$ P({\boldsymbol \theta}) = \sum_{i&...
Mohammad Khosravi's user avatar
3 votes
1 answer
902 views

numerical range of a column-zero-sum matrix

I am trying to produce an example of a (necessarily non-normal) matrix that has only eigenvalues with positive real part, but whose numerical range contains elements with strictly negative real part. ...
Delio Mugnolo's user avatar
2 votes
1 answer
441 views

Positive definite to nonnegative

A simple question that I was pondering on while examining some algorithms that work similarly for positive definite and nonnegative matrices. Let $\mathcal{H}$ be the space of (let's say for now $2\...
Federico Poloni's user avatar
8 votes
1 answer
594 views

Inequalities for Hadamard products of complex symmetric matrices

Consider a complex symmetric matrix $$ C= C_R + i C_I $$ with $C_R,C_I \in \text{Mat}_{n\times n}(\mathbb R)$ symmetric, and assume that the eigenvalues of $C_R$ are all strictly positive. Then, $C$ ...
martin's user avatar
  • 123
6 votes
2 answers
4k views

similarity transformation into symmetric matrices

I want to determine some structures of matrices that can be transformed into a symmetric matrices using similarity transformation, i.e., $B=T^{-1}AT$ where $T$ is the similarity transformation ...
Xiao Junhui's user avatar
13 votes
1 answer
1k views

When is a matrix similar to a non-negative matrix?

Consider a real square matrix $A$ of size $n\times n$. Under which conditions on $A$ does there exist a row-stochastic matrix $U$ (non-negative, rowsums = 1), such that $A'=U^{-1}AU$ is a non-negative ...
J Reichardt's user avatar
3 votes
1 answer
781 views

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) ...
Hans's user avatar
  • 2,169
5 votes
2 answers
1k views

spectral radius monotonicity

I encountered an inequality when reading a paper. Can someone help to show how to prove it? Let be the spectral radius of matrix $A$ or $\rho(A)=\max\{|\lambda|, \lambda \text{ are eigenvalues of ...
Hans's user avatar
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0 votes
1 answer
294 views

eigenvalues of two nonnegative matrices

Let $A$ and $B$ be symmetric non-negative matrices. If $A\geq B$ (i.e., $A-B$ is a nonnegative matrix), can we say that $\lambda_i(A) \geq \lambda_i(B)$ for all $i$, where $\lambda_i$ denotes the i--...
Jamil Tau's user avatar
3 votes
1 answer
3k views

Non symmetric matrices with real eigenvalues

Consider the following block matrix $A=\pmatrix{A_1 & A_2\cr kA_2^\top & A_3}$ where $A_1$ is a symmetric matrix, $A_3$ is diagonal matrix and all entries of $A$ are real and non-negative. ...
Jamil Tau's user avatar
6 votes
1 answer
886 views

A matrix inequality involving the Hilbert-Schmidt norm

This question comes from a problem in PDEs on which I'm currently working. Let $a$ be a $3\times 3$ matrix, real symmetric and positive definite. Denote with $\|a\|^2 _ 2=\sum a_{ij}^2$ the square of ...
Piero D'Ancona's user avatar
12 votes
2 answers
3k views

Eigenvalues of nonnegative integer matrices

Edit I realized that the key piece of information that I need is question 1, and so I'd like to rephrase this post: What are the possible eigenvalues of nonnegative integer matrices? Any answer to ...
Brian Rushton's user avatar
0 votes
0 answers
224 views

When does a real-valued function of a matrix depend only on eigenvalues?

Let $\mathcal{N}$ be the space of all $n \times n$ matrices that are similar to some nonnegative matrix with zero diagonal and let $f: \mathcal{N} \to \mathbb{R}$ be a continuously differentiable ...
Ben Golub's user avatar
  • 1,058
4 votes
1 answer
423 views

non negative solution of the matrix equation $A^T U A = U - C$ if C is non-negative

Given $A$ a matrix with spectral radius smaller than 1 and a matrix $C$ symmetric. It can be shown that $U=\sum_{k=0}^\infty (A^T)^k C A^k$ converges, is symmetric and is the solution of the equation ...
Giovanni's user avatar
2 votes
1 answer
7k views

Properties of eigenvalues of general nonnegative matrices

I am aware, that an answer to this question can be found via Perron-Frobenius theory or something very similar, but unfortunately I am far from being an expert in the field and I am unable to find the ...
042's user avatar
  • 83
1 vote
0 answers
143 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 ...
ifog's user avatar
  • 285
12 votes
2 answers
1k views

Matrix inequality $(A-B)^2 \leq c (A+B)^2$ ?

Let A and B be positive semidefinite matrices. It is not hard to see that $(A-B)^2 \leq 2A^2 + 2B^2$. In fact, $2A^2 + 2B^2 - (A-B)^2 = (A+B)^2$ is positive semidefinite. My question is: Is there a ...
Omar's user avatar
  • 123
8 votes
4 answers
1k views

Doubly stochastic matrices as squares of entires of unitary matrices

Given a unitary matrix $A$ with entries $a_{ii}$, it's clear that the matrix $B$ with entries $b_{ii} = |a_{ii}|^2$ is doubly stochastic. Is the inverse of this statement true? Namely, given a ...
Ben Lerner's user avatar
25 votes
5 answers
2k views

When is a matrix power nonnegative

The following question came up today during a discussion: Suppose $A$ is an $n \times n$ real matrix. Is there some way to tell whether there exists an integer $q > 0$ such that $A^q$ is ...
Suvrit's user avatar
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5 votes
1 answer
609 views

Characterizing invertible nonnegative matrices with bounded sums

Almost a year ago, I asked in this question about obtaining a tight bound on the sum of the entries of the inverse of a strictly positive definite matrix. Denis Serre gave a nice counterexample ...
Suvrit's user avatar
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7 votes
1 answer
4k views

How much can a diagonal matrix change the eigenvalues of a symmetric matrix?

Suppose that we have a symmetric matrix ${\bf S}$ with eigenvalue decomposition ${\bf S} = {\bf Q}{\bf \Lambda}{\bf Q}^T$. Assume that we have two diagonal matrices ${\bf D}_1$ and ${\bf D}_2$ that ...
Anadim's user avatar
  • 449
6 votes
2 answers
1k views

Extreme points of transportation polytope

I'm interested in $n \times m$ joint probability tables with prescribed row and column marginals. Such tables form a convex set known as the transportation polytope. What are the extreme points of ...
Memming's user avatar
  • 291
21 votes
3 answers
2k views

Sampling from the Birkhoff polytope

The set of $n\times n$ real, nonnegative matrices whose rows and columns sum to one forms the well-known Birkhoff polytope Recently someone asked me if I knew How to sample (in polynomial time) ...
Suvrit's user avatar
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