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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 $...