All Questions
7,280 questions
7
votes
1
answer
1k
views
Can a continuous, nowhere differentiable function have specified "shape" at every point?
I'm a bit embarrassed to admit that:
a) This is a rather unmotivated question.
b) I can't remember whether or not I've asked this before, but searching doesn't seem to turn anything up so ...
...
10
votes
1
answer
5k
views
Eigendecomposition after multiplying by diagonal matrix
Hello,
If we possess the eigendecomposition of a positive definite matrix: $X = U \Sigma U^T$, is there an efficient way to compute the eigendecomposition of $D X D$ where $D$ is a diagonal matrix?
2
votes
2
answers
402
views
Maximization of a matrix product by iterative methods
This might not be very difficult, but I think I may have gotten a little confused.
Suppose we are given a matrix A, and would like to find the vector x of modulus 1 which maximises the product xt A x ...
5
votes
1
answer
3k
views
Is there a closed form expression for the inverse of the matrix with elements $A_{i,j}=x_i$ for $i=j$ and $A_{i,j}=1$ for $i\neq j$?
Hello All
Consider a matrix with elements:
$A_{i,j}=x_i$ for $i=j$
$A_{i,j}=1$ for $i\neq j$
Is there a closed form expression for the elements of $A^{-1}$?
Will be glad to know of any reference.
...
2
votes
2
answers
1k
views
Characterization of Weakly measurable functions
I wonder if we can characterize weak measurability of a function taking values in a Banach space using sequence of step functions (functions that have finite range) just like how we define strong ...
7
votes
1
answer
949
views
Norm of tridiagonal operator
Recently, I needed to estimate the operator norm of the tridiagonal operator, but I am sure answers much more refined than my simple observations must be known.
Let $T$ be the linear operator that ...
4
votes
0
answers
3k
views
The determinant of the hadamard product of two matrices
We know that the determinant of a Hadamard product of two positive semidefinite matrices $|{\bf A}\circ{\bf B}|$ is greater than or equal to $|{\bf A}||{\bf B}|$. Are there any general results on ...
12
votes
1
answer
898
views
Converse to Banach’s fixed point theorem for ordered fields?
Suppose $R$ is an ordered field. Call a continuous map $f: R \rightarrow R$ a contraction if there exists $r < 1$ (in $R$) such that $|f(x)-f(y)| \leq r |x-y|$ for all $x,y \in R$ (where $|x| := \...
3
votes
1
answer
621
views
Largest eigenvalue of a periodic Jacobi matrix
There is a vast literature on Jacobi matrices, I just don't know where to start looking. I'm interested in estimating the largest eigenvalue of the $n\times n$ periodic Jacobi matrix $D+P+P^{-1}$, ...
7
votes
3
answers
3k
views
incompleteness in real analysis
Godel's theorem tells us that any sufficiently powerful consistent formal theory of the integers is incomplete; but what about formal theories of the real numbers? More precisely, what about theories ...
11
votes
3
answers
3k
views
Is the supremum of continuous functions integrable?
Let $f_\alpha$ be a family of continuous positive functions $\mathbb R\to \mathbb R$
where the index $\alpha$ runs in a compact metric space
and the map $\alpha\to f_\alpha$ is continuous
with ...
6
votes
3
answers
11k
views
Sums of uncountably many real numbers [closed]
Suppose $S$ is an uncountable set, and $f$ is a function from $S$ to the positive real numbers. Define the sum of $f$ over $S$ to be the supremum of $\sum_{x \in N} f(x)$ as $N$ ranges over all ...
1
vote
2
answers
262
views
How to approx. decompose a sym. p.d. matrix M into X'X?
M: pxp symmetric p.d. matrix with unit diagonals
n: number much smaller than p
Want a nonrandom nxp matrix X such that X'X is
close to M element-wise. If n gets larger, hopefully
difference ...
0
votes
1
answer
604
views
Find a explicit choice function of the "rationally equivalence class"
Define two real numbers to be rationally equivalent provided their difference is a rational number.
from Royden Real Analysis
19
votes
1
answer
904
views
Is the norm of a $0-1$ matrix (almost) attained on a $0-1$ vector?
I'd like to state explicitly a problem which was somehow hidden in my three-week-old post:
Does there exist an absolute constant $c>0$ with the property that for any matrix $M\in{\mathcal M}_{m\...
6
votes
1
answer
2k
views
Matrices that are Hadamard products of $X$ and $X^{-T}$
What are the matrices that you can write in the form $X \odot X^{-T}$, for a complex square matrix $X$, where $X^{-T}$ is the inverse of the complex transpose (not conjugate) and $\odot$ is the ...
3
votes
1
answer
303
views
ABA-product of matrices and length of chains of principal inner ideals
Let $k$ be a field, $p,q$ positive integers, and let $R$ be the space of $(p \times q)$-matrices over $k$, and $S$ be the space of $(q \times p)$-matrices over $k$. For every matrix $A \in R$, we ...
4
votes
0
answers
162
views
Symmetric functions and regularity (II)
My previous question (where $n=2$) was a bit too naive. I think that this one, which is the one being of genuine interest to me, is more involved.
Let $f=\mathbb R^n\rightarrow\mathbb R$ be a ...
6
votes
4
answers
15k
views
how to find one column or one entry of the matrix inversion
Let $A$ be a square $n \times n$ matrix, which is invertible. Now we want to find the $i$-th column of $A^{-1}$ and one $(i,j)-$ entry of $A^{-1}$. Is there any way to compute only a small of portion ...
5
votes
1
answer
316
views
Symmetric functions and regularity
Let $f:\mathbb R^2\rightarrow\mathbb R$ be a symmetric function: $f(y,x)=f(x,y)$. It can therefore be written has a function of the elementary symmetric polynomials, here $f(x,y)=F(x+y,xy)$, where $F(\...
2
votes
3
answers
3k
views
Is there any conclusions generalized Singular Value Decomposition into Hilbert Space
Spectrum decomposition can be regarded as the generalizations of the following fact that:
Every Hermitian matrix $A$ can be decomposed into $A=U^{*}\Lambda U$,where $U$ is a unitary matrix
Singular ...
12
votes
4
answers
4k
views
Is any $(n-1)\times (n-1)$ submatrix of an $n \times n$ Vandermonde matrix invertible?
Given an $n \times n$ vandermonde matrix $V$ which is invertible, is any $(n-1) \times (n-1)$ submatrix of $V$ invertible also?
I think the answer is yes, but I don't know how to prove.
3
votes
1
answer
218
views
decompositions of matrices over $\mathbb{Q}$
Given a matrix $A\in GL_n(\mathbb{Q})$. Can it be expressed as a product of two matrices $B,C$ with $B\in GL_n(\mathbb{Z}[1/p])$ and $C\in GL_{n}(\mathbb{Z}_{(p)})$, where $ \mathbb{Z_p}$ denotes the ...
0
votes
2
answers
2k
views
How to accelerate/avoid multiplication for large matrices in Matlab? [closed]
The setting is here.
X: 6000x8000 non-sparse matrix
B: 8000x1 sparse vector with only tens of non-zeros
d: positive number
M: is sparsified X'X, i.e. thresholding the elements smaller than d ...
9
votes
2
answers
1k
views
Question on eigenvalue square root subadditivity
ORIGINAL QUESTION
Let $\lambda_{1}\left(\cdot\right)$ be the larger eigenvalue of a
$2\times2$ matrix and $\lambda_{2}\left(\cdot\right)$ the smaller
eigenvalue of a $2\times2$ matrix. Is it true ...
0
votes
1
answer
1k
views
A question about regular signed or complex Borel measure under LRN decomposition
Suppose $\nu$ is a regular signed or complex Borel measure on $\mathbb R^n$, m is the Lebesgue measure on the class of Borel sets $\mathcal B_{\mathbb R^n}$ and the Lebesgue-Radon-Nikodym ...
5
votes
2
answers
680
views
Finding the solution to b = Ax that minimizes the Hamming weight (everything over the field F_2).
Is there an efficient algorithm for finding the solution $x$ of
$b = Ax$
that minimizes the Hamming weight of $x$, where
$A$ is a nxm-matrix over the field $\mathbb{F}_2$ ("integer matrix modulo 2")...
3
votes
2
answers
2k
views
Examples of deterministic processes of quadratic variation which are of unbounded variation
In [Föllmer 81] (English translation to be found here) writes: "The class of processes of quadratic variation is clearly larger than the class of semimartingales: Just consider a deterministic process ...
5
votes
0
answers
583
views
Cohomology of Real algebraic Varieities
I understand Serre's GAGA theorem as saying that equations over algebraically closed fields can be studied equally from the algebraic and analytic points of view, at least with respect to cohomology.
...
1
vote
1
answer
275
views
Shift operator that generates separable orbit
Suppose, that $f$ is bounded measurable function, $T_h(f)(x) = f(x+h)$ is the shift operator.
How to prove, that if the whole orbit $T_h(f):\, h\in\mathbb{R}$ has a dense, countable subset $T_{n_k}(f)$...
9
votes
2
answers
791
views
Asymptotic difference between a function and its "binomial average"
(I posted this question on Math.SE a few weeks ago. I got a few comments, but nothing definite, and so I thought I would try MO.)
The origin of this question is the identity
$$\sum_{k=0}^n \binom{n}{...
3
votes
0
answers
302
views
functions on intervals with endpoints
Would most analysts say that $(2/3) x^{3/2}$ is an antiderivative of $x^{1/2}$ on $[0,\infty)$, or
just on $(0,\infty)$?
More generally, is there a standard interpretation of the assertion "$F$ is an ...
2
votes
3
answers
285
views
is there any efficient way to compute the follow matrix equations easily
Let $A$ and $D$ are $n\times n$ diagnal matrices, and $B$ is an $n\times n$ orthogonal matrix. Is there any efficient way to compute the follow matrix equations easily?
$\sum_{i=0}^{k} A^i \cdot B^T \...
1
vote
0
answers
174
views
Eigenvalues of a Parametrized Family of Linear Functions
Suppose that we have a family of linear functions $L(\alpha) : \mathbb{R}^n \rightarrow \mathbb{R}^n$, where $\alpha$ is a positive real number.
For each $\alpha$, it is given that $L(\alpha)$ is a ...
21
votes
2
answers
924
views
Codimension of Measurable Sets
I am currently teaching an advanced undergraduate analysis class, and the following question came up.
Intuition suggests that "most" subsets of $[0,1]$ are not Lebesgue measurable. However, the ...
1
vote
1
answer
685
views
This limit converges to the partial derivative?
Let a function $f:X \times \mathbb{R} \rightarrow \mathbb{R}$ continuous, with $X \subset \mathbb{R}$ compact, and supose that $\partial_2 f(x,t)$ exists for all $x \in X$ and is continuous. (here $\...
18
votes
1
answer
1k
views
Commuting unitaries
Is the following true:
For every unit vectors $x_1,..., x_n$, $y_1,..., y_n$ in $\mathbb{C}^k$
there exist a Hilbert space $H$, unitary operators $U_1,...,U_n$ and $V_1,...,V_n$ in $B(H)$ and unit ...
4
votes
1
answer
3k
views
Cauchy-like inequality for Kronecker (tensor) product
General question first: upper/lower bound a sum of Kronecker products by its components. More specifically,
how is $$
\Vert\sum_{\alpha}S_{\alpha}\otimes B_{\alpha}\Vert$$
bounded by the operator ...
4
votes
1
answer
1k
views
dominant eigenvector
Hi, everyone! Is there any efficient way to simplify the following tensor product
$X \otimes X + X^T \otimes X^T$, where $X$ is a square $n \times n$ matrix.
My goal is to efficiently compute the ...
5
votes
0
answers
369
views
Independent Events Inducing Probability Measures
Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
0
votes
1
answer
1k
views
Whether the system of matrix equations is always solvable
In recent days, I learned a linear algebra problem from one of my friends.
It can be stated as follows.
Given four matrices $A,B,C,D$, find three matrices $E,G,F$, not simultaneously zero, such that ...
2
votes
1
answer
3k
views
Is it possible to decompose a symmetric, positive definite matrix in this way?
Let $\Sigma$ be a symmetric positive definite matrix. Then the Cholesky decomposition gives us $\Sigma=LL'$ where $L$ is lower triangular and unique.
Under what conditions (if any) does there exist ...
0
votes
1
answer
937
views
Lebesgue's Majorized Convergence Theorem
Can anyone point me to an explanation and a proof of this theorem?
For reference, it is mentioned in Kolmogorov's almost everywhere divergent function in $L$ as given in Zygmund, volume I. In the ...
4
votes
1
answer
1k
views
An application of Baire category theorem
Hi,
Does somebody know a proof (or a reference) for the following statement:
Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an infinitely differentiable function. Suppose that for all $x$, $f^n(x)=0$ ...
12
votes
5
answers
2k
views
Is this formulation of the Singular Value Decomposition standard?
In customary formulations of the Singular Value Decomposition or SVD that I have seen,
(e.g., Wikipedia or Gil Strang's textbooks) it is always stated in terms of writing an
$m \times n$ matrix $M$ (...
2
votes
1
answer
331
views
Symmetric polynomials preserving $-1,1$ matrices
If $A$ is an $n\times n$ integer matrix, then trivially $S=A+A^t$ and $P = AA^t$
where $t$ is ``transpose", are both symmetric.
Assume that $A$ is also a "$\lbrace -1,1 \rbrace$" matrix, i.e., the ...
3
votes
0
answers
528
views
A question about the generalized Lidskii-Wielandt inequality for matrices proved by Thompson and Freede
In 1971, Thomson and Freede generalized the Lidskii-Wielandt inequalites as follows (version for singular values)
Let $A$, $B$ be $n\times n$ Hermitian matrices. Suppose $\alpha_1\geq \alpha_2 \geq \...
8
votes
3
answers
813
views
Strange real functions
I know there are a lot of strange functions $f~:~\mathbb R \to \mathbb R$.
I'm looking for an "elementary but complete" exposition of a result discovered by W. Sierpi\'nski and A. Zygmund in "Sur une ...
44
votes
3
answers
4k
views
Smooth functions for which $f(x)$ is rational if and only if $x$ is rational
A friend of mine introduced me to the following question: Does there exist a smooth function $f: \mathbb{R} \to \mathbb{R}$, ($f \in C^\infty$), such that $f$ maps rationals to rationals and ...
6
votes
0
answers
998
views
Generalized Courant-Fischer theorem
Consider some quaternionic matrix $A$. A right eigvenvalue of $A$ is a quaternion $q$ such that $Ax=xq$ for some $x\in \mathbb{H}^n$. Similarly, a left eigenvalue of $A$ is quaternion $q$ such that $...