All Questions
Tagged with quadratic-forms matrices
26 questions
1
vote
1
answer
67
views
Low rank matrices which preserve maximizers of quadratic form
Suppose $x, y \in \{0,1\}^d$ are binary vectors. For a matrix $M$ consider the quadratic form,
\begin{align}
x^T M y + (\mathbb{1} - x)^T M (\mathbb{1} - y)
\end{align}
Does there exist an $M$ such ...
- 297
1
vote
1
answer
70
views
A question about the sign of quadratic forms on nonnegative vectors
Let $M$ be a real square matrix of order $n\ge 3$.
Assume that for every nonnegative vector $\textbf{z}\in \mathbb R^n$ which has at lease one zero entry we have $\textbf{z}^T M \textbf{z} \ge 0$.
Can ...
- 13
4
votes
2
answers
574
views
Existence of solution for a system of quadratic diophantine equations / symmetric quadratic froms
I am interested in solving, or even just deciding the existence of a solution, for a system of quadratic diophantine equations.
Let $p$ be a prime congruent to 1 modulo 8, so $ p =17$ is the first ...
- 91
11
votes
3
answers
705
views
System of quadratic equations
Let $B_1,\ldots,B_s$ be $(s\times s)$ symmetric real matrices and $x=\left(x_1,\ldots,x_s\right)^\prime$ a $(s\times 1)$ vector of unknowns. Is there a way or reference theory for studying the ...
- 131
3
votes
1
answer
347
views
The covariance matrix of quadratic form, without normal assumption
Assume $\mathbf{x}$ is a random vector with mean $\mathbf{\mu}$ and covariance matrix $\mathbf{\Sigma}$. Symmetric matrices $\mathbf{A}$ and $\mathbf{B}$ are given.
Without assuming normality, how to ...
- 51
3
votes
0
answers
138
views
Is there a method to solve a non-linear quadratic matrix equation?
I am interested in solving the following quadratic equation: $$x^{\top} A x = \sqrt{x^{\top} B x}$$
Here, $x \in \mathbb{R^q}$ is an unknown vector, and A and B are two q$\times$q-dimensional ...
- 31
10
votes
0
answers
177
views
Matrices whose pairwise products form a basis
Over the vector space of 2x2 matrices, the Pauli matrices $I, X, Y, Z$ form a complete basis. Each of these matrices square to $I$, and with the additional relation that $Z = iXY$, we see that every ...
- 1,203
0
votes
1
answer
995
views
Proof of A Positive Definite Covariance Matrix
I would like to prove such a matrix as a positive definite one,
$$
(\omega^T\Sigma\omega) \Sigma - \Sigma\omega \omega^T\Sigma
$$
where $\Sigma$ is a positive definite symetric covariance matrix ...
- 5
5
votes
1
answer
473
views
higher order analogues of sylvester's law of inertia?
Sylvester's law of inertia (here I quote wikipedia)
If A is the symmetric matrix that defines the quadratic form, and S is any invertible matrix such that D = SAS^{T} is diagonal, then the number ...
- 305
3
votes
1
answer
600
views
« Generalized simultaneous diagonalization » of a pair of symmetric, non-commuting, positive semi-definite matrices
I hope my question is trivial for some of you but for the time being I’m lost somewhere between the generalized eigenproblem, simultaneous diagonalization of quadratic forms, simultaneous SVD, ...
- 1,026
3
votes
1
answer
1k
views
Completing the square of a matrix expression
Let $A,C\in\mathbb{R}^{m\times n}$, $n\ge m$, $B\in\mathbb{R}^{n\times m}$, and $P$ be a real positive definite $m\times m$ matrix. Denote by $\mathcal{S}^n$ the space of $n\times n$ real symmetric ...
- 2,712
20
votes
3
answers
1k
views
Simultaneous "orthonormalization" in $\mathbb{C}^4$
Let $A$ be a positive, invertible $4 \times 4$ hermitian complex matrix.
So we have a positive sesquilinear form $\langle Av,w\rangle$. Say that a pair $(v,w)$ of vectors in $\mathbb{C}^4$ is good ...
- 42.8k
2
votes
1
answer
65
views
Limit of $(X' (\Delta + \varepsilon I_n)^{-1} X)^{-1}$ with $\Delta$ an $n \times n$ diagonal matrix
(Note: I have asked this question before on math.stackexchangecom, but it wasn't answered, so I am trying again here).
The question is pretty much in the title; $X$ is an $n\times r$ matrix with $n&...
- 123
2
votes
0
answers
156
views
Optimization of quadratic form with band matrices
Let $A_1$ be the $N \times N$-matrix for which $a_{i,j} = 1$ for $i=j$ and 0 otherwise. Let $A_2$ be the matrix for which $a_{i,j}=1$ for $|i-j| \leq 1$ and 0 otherwise. Similarly define $A_3$ (which ...
- 2,207
1
vote
0
answers
396
views
Bound of spectral radius of polynomial of a complex matrix
I am trying to prove or disprove the following inequality.
$$ ||P(A)||_2\leq 2 \max_{\alpha\in W(A)}| P(\alpha)|,$$
where $P(\cdot)$ is a complex polynomial, $A\in \mathbb{C}^{n\times n}$ and $W(A)...
- 163
9
votes
0
answers
217
views
Is there any study about positive definiteness of some matrix space whose matrices don't have to be positive-definite?
--Updated description--
I'm trying to investigate the stability of tensegrity structures, and this question is related to the second order test.
Suppose there is a vector space $W=\operatorname{span}...
- 91
2
votes
2
answers
187
views
Asymptotic property of a quadratic form
suppose $x=\Delta$, $y=M \Phi \Delta$, where $\Delta\in N\times 1$, $M^T=M \in N \times N$ and $\Phi^T=\Phi \in N \times N$. Define $Z=xy^T+yx^T$. It is known from the answer to my previous question ...
4
votes
3
answers
1k
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Solving a quadratic matrix equation with fat matrix
I am trying to find an $n \times m$ fat (i.e., $m > n$) matrix $T$ that solves
$$T^T T = X$$
where $X$ is a given $m \times m$ symmetric, positive semidefinite matrix.
I saw this post, but ...
- 143
7
votes
3
answers
2k
views
Optimization problem on trace of rotated positive definite matrices
Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$:
$$
\mathrm{arg}\max_R \,\...
- 362
5
votes
3
answers
3k
views
A nice necessary and sufficient condition on positive semi-definiteness of a matrix with a special structure
Let
$$
A =
\begin{pmatrix}
\sum_{j\ne 1}a_{1j} & -a_{12} & \cdots & -a_{1n}\\
-a_{21} & \sum_{j\ne 2}a_{2j} & \cdots & -a_{2n}\\
\vdots & \vdots & \ddots & \...
12
votes
2
answers
3k
views
On the positive definiteness of a linear combination of matrices
In my work in PDE, the following problem in linear algebra came up. Any help in this direction is appreciated.
QUESTION:
Let $m,n\in\mathbb{N}$ and let $A_1,\ldots, A_m\in M_n(\mathbb{R})$ be real, ...
- 895
0
votes
1
answer
253
views
two non-degenerate quadratic forms on $GF(2)^2r$
I know this:
There are two non-degenerate quadratic forms on $GF(2)^2r$. The hyperbolic form may be taken to be
$Q^+(x)=x_0 x_1 + \cdots +x_{2r-2}x_{2r-1}$ ,
and the elliptic form to be
$Q^-(x)=x^...
- 179
5
votes
2
answers
1k
views
Canonical form for a pair of quadratic forms
Could anyone recommend a reference to a canonical form for a pair of quadratic forms over R (not necessarily positively definite)? This is probably related to the Weierstrass elementary divisors (but ...
- 1,488
12
votes
2
answers
2k
views
Integral positive definite quadratic forms and graphs
Let me start with a question for which I know the answer. Consider a symmetric integral $n\times n$ matrix $A=(a_{ij})$ such that $a_{ii}=2$, and for $i\ne j$ one has $a_{ij}=0$ or $-1$. One can ...
- 13.1k
22
votes
1
answer
13k
views
Non-diagonalizable complex symmetric matrix
This is a question in elementary linear algebra, though I hope it's not so trivial to be closed.
Real symmetric matrices, complex hermitian matrices, unitary matrices, and complex matrices with ...
- 23.3k
7
votes
1
answer
854
views
Invariant quadratic forms of irreducible representations
Let $G$ be a finite group, and $k$ be a field of characteristic zero (not necessarily algebraically closed!). Let $\rho : G \to \mathrm{End}_k \left(k^n\right)$ be a irreducible representation of $G$ ...
- 33.8k