All Questions
Tagged with orthogonal-matrices linear-algebra
52 questions
4
votes
4
answers
2k
views
I want a smooth orthogonalization process
The following question is related to research I am doing on reinforcement learning on manifolds.
I have a set of basis vectors $\boldsymbol{B} = \{\boldsymbol{b}_1,\dots,\boldsymbol{b}_k\}$ that span ...
- 103
1
vote
1
answer
151
views
How to prove that each element of $A(A^TA)^{-1}A^Ty$ is greater than 0, if $A(i,j)>0$ and $y=[1, 1, 1, ..., 1]^T$
Let $A\in \mathbb{R}^{m\times n}$, $m>n$, $rank(A)=n$, and $\forall 1 \leq i \leq m, 1 \leq j \leq n, A(i, j)>0$, $y=[1, 1, 1, ..., 1]^T$. Let $\beta=A(A^TA)^{-1}A^Ty$, how to prove that each ...
- 10.4k
0
votes
0
answers
96
views
When can a point be reconstructed from relative angle measurements?
Given a set of points $p_1,\dots,p_n$ in $\mathbb{R}^d$ and a target point $x\in\mathbb{R}^d$, I measure all the angles between all pairs of points and the target point. In other words, I have the ...
- 427
7
votes
2
answers
201
views
When is a linear isomorphism of $M_n(\mathbb{C})$ given by unitary conjugation?
Let $M_n(\mathbb{C})$ represent the space of $n \times n$ matrices over $\mathbb{C}$. We will think of it as a $\mathbb{C}$-vector space.
Notice that if $A \in M_n(\mathbb{C})$ is invertible, then the ...
- 6,351
1
vote
1
answer
114
views
Sum of squares of $k\times k$ cofactors is $1$ for an orthonormal matrix [closed]
Let $n,k\in \mathbb N$ with $k\leq n$. Let $A$ be an $n\times n$ real orthonormal matrix. Fix any $k$ rows of $A$ and from there consider every possible $k\times k$ cofactors and there will be exactly ...
- 785
1
vote
1
answer
452
views
About the Hadamard conjecture
On the wikipedia article about Hadamard Matrix it says that "The smallest order that cannot be constructed by a combination of Sylvester's and Paley's methods is $92$"
But it also says that ...
- 696
2
votes
0
answers
80
views
Inequality involving minors of an orthogonal matrix
Fix $n \geq 3$ and take any orthonormal vectors $x,y,z \in \mathbb{R}^n$. Let also $A \in M_n(\mathbb{R})$ be a symmetric matrix with positive entries ($A_{ij} = A_{ji} > 0$). Is the following ...
- 21
1
vote
1
answer
138
views
Orthogonal vectors translation using standard vectors
When $n=2m$, let us consider the following vectors $\mathbf{v}_1,\ldots, \mathbf{v}_n$ in $\mathbb{R}^n$
$$\mathbf{v}_q=(v_{1q},\ldots,v_{n,q})$$
$$v_{p,q}=\sin\Big(\frac{pq}{n+1}\pi\Big)$$
It is ...
1
vote
1
answer
112
views
Orthonormal matrices with columns that switch signs
Consider an orthonormal matrix $W\in\mathbb{R}^{2n\times 2n}$ that satisfies the "abs property" $$|w_i|^T |w_{i+n}|=1$$ for all $i \in \{1,2,\ldots,n\}$, where $w_i \in \mathbb{R}^{2n}$ is ...
3
votes
1
answer
331
views
Variant of Wahba's problem
Wahba's problem is the following:
$$\min_R \sum_{k=1}^K \|v_k - Rw_k\|^2$$
where $v_k$ and $w_k$ are arbitrary $3\times 1$ vectors, and $R$ is a rotation matrix (i.e., orthogonal with $\det(R)=1$).
A ...
2
votes
2
answers
185
views
Orthonormal solution of overdetermined linear equations
I have a two matrices $A$ and $B$ in $\mathbb{R}^{m \times n }$ ($m \gg $ n) such that there exists an orthonormal matrix $X \in \mathbb{R}^{n \times n }$, such that:
$$AX = B$$
Given that $X$ is ...
- 123
1
vote
1
answer
158
views
How many householder matrices do I need for constructing a given unitary matrix?
As we know we can construct unitary matrix as $H=H_1H_2\dots,H_k$, by stacking householder matrices $H_i\in \mathbb{R}^{d\times d}$. The number of householder matrices we use, i.e., $k$, determines ...
- 6,045
3
votes
0
answers
46
views
Evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthonormal matrices of a certain size
I am trying to evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthogonal matrices of a certain size. $M$ is an arbitrary real matrix (of a certain size).
This is equivalent to
$$\...
- 433
5
votes
2
answers
495
views
Existence of parametrizations of rational orthogonal matrices
I suppose that there are formulas which parametrize all the orthogonal matrices with rational coefficients. Does anyone know anything about it? And what are some publications that discuss this?
Thanks....
- 91.8k
3
votes
2
answers
569
views
What do you call a scaled orthogonal map?
What do you call a linear map of the form $\alpha X$, where $\alpha\in\Bbb R$ and $X\in\mathrm O(V)$ is an orthogonal map ($V$ being some linear space with inner product)? Are there established names, ...
- 3,768
1
vote
1
answer
99
views
Orthogonal invariance of (weighted) Laplacian
It is well-known that if $O$ is an orthogonal map, then $\Delta u(Ox) = \Delta u$ where $\Delta$ is the Laplacian.
Now, let $A$ be a constant invertible matrix, then we define the weighted Laplacian
$$...
- 128k
2
votes
0
answers
194
views
Maximize the product of Hadamard matrix and a vector
Let $X$ be an $n \times n$ Hadamard matrix (i.e. entries are in $\{-1,1\}$ and rows are orthogonal). For my application, we can assume $n=2^k$.
Given a vector $\bf{w} \in R^n$, I want to find the $X^*$...
- 21
7
votes
2
answers
374
views
Proving a lemma for a decomposition of orthogonal matrices
Setting
Consider two independent orthogonal matrices, which are decomposed into 4 blocks:
\begin{align}
Q_{1}
=
\left[\begin{array}{cc}
A_{1} & B_{1}\\
C_{1} & D_{1}
\end{array}\right]
,
\,Q_{...
- 673
3
votes
0
answers
156
views
Matrix equation and spherical harmonics
I have a set of functions expanded in a finite number of spherical harmonics (up to degree $L$),
$$
\eta_k^n(\theta,\phi) = \sum_{l=0}^L \sum_{m=-l}^l d_{kl}^{nm} Y_l^m(\theta,\phi)
$$
Similar to the ...
- 69
1
vote
5
answers
639
views
Solution for $Xa + X^Tb = c$ where $X^TX = I$? [closed]
There are three known $n\times1$ vectors: $a, b, c$, along with one unknown $n\times n$ matrix: $X$. I am only interested in the $n={2,3}$ cases.
$X$ is $2\times 2$ or $3\times 3$ rotation matrix ...
- 4,713
12
votes
3
answers
383
views
Probability of $\ell_1$-norms of vertices of the rotated Hamming cube
Let $O$ be a $d$-dimensional rotation matrix (i.e., it has real entries and $OO^T = O^TO = I$). Let $\mathbf{x}$ be a uniformly random bitstring of length $d$, i.e., $\mathbf{x} \sim U(\{0,1\}^d)$. In ...
- 408
4
votes
0
answers
1k
views
Can an orthogonal matrix move monotonically toward a signed permutation matrix?
The question is motivated by this question on Mathematics SE.
Let $A \in O(n)$ be an orthogonal matrix that is not a signed permutation matrix, and let $P$ be the nearest signed permutation matrix to $...
- 209
0
votes
1
answer
144
views
Maximize function on rotation matrices [closed]
Let $A$ be a fixed 3-by-3 matrix and $Q$ be a rotation matrix whose yaw, pitch, and roll angles are $\phi\in[0,\pi]$, $\theta\in[0,\pi]$, and $\psi\in[0,\pi/2]$, respectively:
\begin{equation}
Q=
\...
- 20.2k
1
vote
0
answers
1k
views
How to project a matrix to a unitary matrix?
Given a nonzero vector $v \in \mathbb{R}^n$, we all know that it's projection onto the unit $\ell_2$ ball is just $\frac{v}{\|v\|}$. Let $X$ be some nonzero $n \times n$ matrix. What is the projection ...
- 1,703
2
votes
1
answer
536
views
Minimize matrix norm over the unitary matrices
Suppose $C_1$ and $C_2$ are some fixed $n \times n$ matrices. Define the norm $\| M \| = \sum_{i = 1}^n \max_j |M_{ij}|$. What is $\min_U \|C_1 U C_2 \|$? Here $U$ ranges over the $n \times n$ unitary ...
- 6,351
3
votes
1
answer
464
views
Bounding the Frobenius norm of orthogonalised matrices
Context: I am trying to show the convergence of an optimization method which includes orthogonalization in the update step.
Problem: Let's say I have real matrices $A, B \in \mathcal{R}^{n xm}$. If ...
- 20.2k
6
votes
3
answers
651
views
Real orthogonal and sign [closed]
I came across the following conjecture, reading a recent paper in the Monthly, an orthogonal matrix of order $n\neq 0 \pmod 4$ has a nonnegative (up to a scalar) row vector.
It should be straight in ...
- 2,139
10
votes
2
answers
2k
views
Is there a standard name for (non-square) matrices with orthonormal columns?
One encounters often in numerics non-square matrices with orthonormal columns, i.e., $U\in\mathbb{R}^{m\times n}$, with $m > n$, such that $U^TU=I$ (but, clearly, $UU^T \neq I$).
Is there a name ...
- 31.5k
2
votes
0
answers
170
views
Infinitesimal matrix rotation towards orthogonality
TLDR; I am trying to prove the existence of an infinitesimal rotation which always moves a matrix "closer" to being orthogonal.
Setting
In this setting, we have a matrix $W \in \mathbb{R}^{n \times ...
- 181
8
votes
1
answer
484
views
A question about special linear group
Is there any way to find all matrices $G \in SL(n,\mathbb Z)$ such that there exists a matrix $A \in GL(n,\mathbb R)$ satisfying
$$
AGA^{-1} \in SO(n,\mathbb R)?
$$
- 44.8k
2
votes
0
answers
98
views
Orthogonal Matrices and Cosets (translates) of Linear Subspaces
Let $M_n(F_2)$ be the vector space of all $n\times n$ matrices over the finite field $F_2$. Let $O(n)\subset M_n(F_2)$ be the set of all orthogonal matrices and $W\subseteq O(n)$ be an affine subspace ...
- 205
2
votes
3
answers
550
views
Inverse of matrix $D + ADA^T$
Let $D$ be an arbitrary diagonal matrix and let $A$ be an orthogonal matrix ($A'A = AA' = I$). How to compute the following matrix inverse efficiently?
$$(D + ADA^T)^{-1}$$
Hints or references are ...
2
votes
1
answer
154
views
Finding a similarities and differences of sent of matrices
Suppose we have a set of rank deficient covariance matrices. How can I know the similarities and differences between those set of matrices?
Regards,
- 21
2
votes
0
answers
79
views
Characterizing a subclass of row-orthogonal matrices
Let $O\in\mathbb{R}^{n\times m}$, $m>n$, be such that $O O^\top =I_n$. (Here $\bullet^\top$ denotes transposition and $I_n$ the $n\times n$ identity matrix.) Consider the following partition of $O$,...
- 2,712
5
votes
1
answer
3k
views
Positive definite matrices diagonalised by orthogonal matrices that are also involutions
Let $A$ be a positive definite matrix. Then, $A$ is diagonalized by an orthogonal matrix $P$.
I want to know when this matrix is also an involution, i.e., $P^2 = I$.
If there is any ...
3
votes
1
answer
416
views
What's the best orthonormal matrix to align two matrices in the operator norm sense?
Let $A,B \in R^{n\times r}$ with $A^\top B $ invertible. It is known that
\begin{equation}
UV^\top :=\arg\min_{R \in \mathcal{O}^{r\times r}}\|AR-B\|_\mathrm{F},
\end{equation}
where $USV^\top$ is ...
- 28.6k
2
votes
1
answer
1k
views
maximum of orthogonal vectors
$$v_1=(x_1,x_2,x_3\cdot\cdot\cdot,x_n)$$is such a vector. By changing its signs and positions of each component $x_i$, we can get different vectors. When n is odd, it's impossible for any of ...
CommunityBot
- 1
3
votes
0
answers
298
views
Singular value decomposition of a low rank weak diagonally dominant M-matrix. When is the unitary polar matrix positive semi-definite?
Let $A$ be an $n \times n$, non-symmetric, real, weak diagonally dominant M-Matrix. Its diagonal is strictly positive, its off-diagonal is negative or zero and all its columns sum to zero. $A$ has ...
- 323
6
votes
2
answers
236
views
Bounding the non-multiplicativity of isometric projection
Every $A \in \text{GL}_n(\mathbb{R})$ has a unique Polar decomposition:
$A=O_AP_A$, $O \in \operatorname{O}_n, P \in \operatorname{Psym}_n$.
In particular the orthogonal factor is given by $$O_A=A(\...
CommunityBot
- 1
-1
votes
1
answer
180
views
Orthogonal polynomials of the second kind
Let $L: \mathbb{R}[x] \rightarrow \mathbb{R}$ be a positive definite linear functional and let that $\{s_n\}$ be a positive semi-definite sequence such that $L(x^n)= s_n, n\ge 0.$ Given a positive ...
- 256
7
votes
3
answers
221
views
What is special in dimension $2$ (When characterizing isometries using the cofactor matrix)?
Let $A$ be a real $n \times n$ matrix. Denote by $\operatorname{cof} A$ The cofactor matrix of $A$. By definition, $A (\operatorname{cof} A)^T=\det A \cdot I$.
Thus, it is immediate that $A \in \...
CommunityBot
- 1
5
votes
1
answer
214
views
When does isometric projection respect multiplication?
Every $A \in \text{GL}_n(\mathbb{R})$ has a unique orthogonal polar factor $O_A=A(\sqrt{A^TA})^{-1}$,
( $A=O_AP_A$, $O \in \operatorname{O}_n, P \in \operatorname{Psym}_n$see Polar decomposition).
...
CommunityBot
- 1
0
votes
1
answer
460
views
A question on orthogonal matrix [closed]
Let $P\in R^{n\times n}$ be an orthogonal matrix. I want to ask whether or not there exists some vector $x\in R^n$ containing no zero entries such that $Px$ also contains no zero entries.
- 377
4
votes
2
answers
890
views
Partitioning an orthogonal matrix into full rank square submatrices
Let $U$ be an $n \times n$ orthogonal matrix. Given an arbitrary partition ${\mathcal P}_c=\{y_1,y_2,\ldots,y_k\}$ of the columns of
$U$, does there always exist a corresponding partition ${\mathcal ...
- 81
2
votes
1
answer
191
views
Heuristics for counting degrees of freedom
I have recently learned about the representation theorem for isotropic,
linear operators, which says the following:
Defintion:
Let $M_n$ be the vector space of $n \times n$ real matrices. We say a ...
CommunityBot
- 1
2
votes
2
answers
664
views
On $XX'=I$ such that $AX=XB$ is true when $A,B\in\{0,1\}^{n\times n}$
Given real symmetric matrices $A,B\in\{0,1\}^{n\times n}$ is it true that $$AX=XB$$ has a solution of form $X$ a permutation matrix iff a solution with $XX'=I$ exists? We are over reals.
It is clear ...
- 6,349
6
votes
3
answers
247
views
On $XX'=I$ such that $AX=XB$ is true
Given list of symmetric matrices $\{A_i,B_i\}_{i=1}^r\in\Bbb R^{n\times n}$ where $r\in\Bbb N$ is arbitrary what is a good description of collection of $X\in\Bbb R^{n\times n}$ such that $$XX'=I$$ $$...
- 52.3k
1
vote
1
answer
275
views
Dense symmetric unitary integer matrix?
Can someone give me a nontrivial example of a symmetric unitary integer matrix? I'm looking for something as dense as possible (i.e., not too many 0's); 5 <= size <= 8 would be ideal.
- 96.4k
1
vote
0
answers
108
views
MInors related problem [closed]
A matrix $A$ has $m$ rows and $n$ colums, such that $m \leq n$. We know that each row of $A$ has the norm $1$ (the norm of an element $x=(x_1,x_2,...,x_n) \in \mathbb{R}^n$ is $||x||=\sqrt{x_1^2+x_2^2+...
- 11
0
votes
0
answers
163
views
Applying a linear operator to a basis set following SVD orthonormalization
Define $\Phi$ as an $N$x$N$ dense, symmetric matrix, who's columns represent a set of $N$ non-orthogonal bases.
My intention is to:
decompose $\Phi$ via SVD:
$U \Lambda V^T = \Phi$
to create it's ...
- 1