Questions tagged [singular-values]
The singular-values tag has no usage guidance.
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Using Dudley Integral to estimate maximum singular value of Gaussian random matrices [migrated]
On Exercise 5.14 of Wainwright, it provides a way to estimate maximum singular value of Gaussian random matrices using the one-step discretization bound and Gaussian comparison inequality as shown.
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Existence of a matrix with bounded entries and large smallest singular value
Is the following statement true?
For all $n$ large enough, there exists an $M_n \in [-1,1]^{n \times n}$ such that the smallest singular value of $M_n$, $\sigma_n(M_n) \gtrsim \sqrt{n}$.
If $n$ is ...
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How is SVD made resilient to high condition number?
I am trying to develop an algorithm that is very similar to one that would find the best rank one approximation to a matrix $A\in\mathbb R^{m\times n}$, and this is very similar to how SVD works. I am ...
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How to compute the spectral norm of this matrix
Consider $$\left\|2\sum_{i<j}L_{ij}+4\sum_i \operatorname{diag}e_i \right\|,$$ where
(1) $L_{ij}=\operatorname{diag}e_i+\operatorname{diag}e_j-e_ie_j^T-e_je_i^T$
(2) $e_i$ denotes $n$-by-$1$ vector ...
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Reference for (general case) of uniqueness of singular value decomposition (SVD)
My statistics research requires me to understand the non-uniqueness of SVD in the degenerate case of repeated singular values.
I believe that the statements and proofs on this StackExchange posts are ...
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Extend an inequality on matrix norms
Let $A$ denote an $n \times n$ matrix, and $\sigma_i(\cdot)$ denote $i$-th largest singular value. Can we extend the following result to general $p \geq 1$?
For all $k = 1, \dots, n$,
$$ \sum_{i = 1}^...
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eigenvalues of matrices (with positive entries)
I am reading an old paper by Kawpien and Pelczynski, Studia Math. 1970. It claims that singular values of a matrix (with positive entries? I am not sure) is given by $t_i=\sqrt{\sum_{j\ge 1}a(i,j)^2}$....
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Relationship between singular values, traces and Hermitian conjugate
I am working on a following problem in my free time (which is a simplified version of a problem described here - arxiv.org/abs/0711.2613):
Let $A$, $B$ be zero-trace $4 \times 4$ matrices that meet ...
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Reference request: truncated SVD and congruence transformations
I am interested in how the singular value decomposition relates to congruence transformations.
Suppose $X$ is positive definite of full rank $n$, and $X_k$ is the best rank $k$ approximation of $X$ in ...
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Combining SVD subspaces for low dimensional representations
Suppose we have matrix $A$ of size $N_t \times N_m$, containing $N_m$ measurements corrupted by some (e.g. Gaussian) noise. An SVD of this data $A = U_AS_A{V_A}^T$ can reveal the singular vectors $U_A$...
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The singular values of truncated Haar unitaries
I've been playing around numerically with Haar random $\text{CUE}$ unitary matrices of size $N$ by $N$, with $N$ around $1000$. If I "truncate" the matrix by keeping the upper left $fN$ by $...
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Singular vectors of sum of positive definite matrices
Presume we have two positive semi-definite matrices $X = UDU^{\top}$ and $X' = U'D'U'^{\top}$. Is there a result on how the singular vectors for the sum $X + X'$ can be expressed in terms of $U$ and $...
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Singular value decomposition for tensor
I am looking at (the limitation of) the extension of the singular value decomposition to tensors. I would like to show that there is a tensor $A_{i,j,k}$ that cannot be decomposed in the following ...
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Semi-orthogonal decomposition for maximally non-factorial Fano threefolds
Let $X$ be a nodal maximally non-factorial Fano threefold. If there is $1$-node and no other singularities, they by the work of Kuznetsov-Shinder https://arxiv.org/pdf/2207.06477.pdf Lemma 6.18, $D^b(...
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When do we have $\|X - Y\| = \|\Sigma(X) - \Sigma(Y)\|$?
For any $X \in \mathbb{C}^{m\times n}$, let $\Sigma(X)$ be the "middle factor" in its SVD, so that $X = U\Sigma(X) V^H$ and the diagonal of $\Sigma(X)$ is arranged in descending order.
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Majorization for singular values of the difference of two matrices: $|\sigma(A)-\sigma(B)| \prec_w \sigma(A-B)$?
For two vectors $x$ and $y$ in $\mathbb{R}^n$, recall that $y$ weakly majorizes
$x$, denoted by $x\prec_w y$, if the sum of the $k$ largest entries of $x$ is smaller than or equal to that of $y$ for ...
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Singular values of a Gaussian random times deterministic diagonal matrix
Suppose $S$ is a tall-and-skinny $m \times n$ matrix with iid Gaussian entries and $D$ is a $m \times m$ deterministic diagonal matrix. What can be said about the bounds on the largest and smallest ...
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Eigenvalues come in pairs
Consider the two matrices with some parameter $s \in \mathbb R$
$$A_1= \begin{pmatrix} s& -1 &0& 0 \\1&0 &0&0 \\ 0&0&1&0 \\0&0&0&1 \end{pmatrix}$$
and
$$...
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The eigenvalue/singular values of (large) square random matrices
$M$ is an iid random matrix with $M_{ij} \sim \mathcal{N}(0,\frac{g^2}N)$ except that the diagonal entries are $-1$.
I am to compute, in the limit $N\to\infty$,
the eigenvalue/singular value spectrum/...
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spilt the sum of singular values of matrices
Let $A_{i} \in GL(d, \mathbb{R})$ for $i=1, 2, 3.$ For $q>0$, we denote $t_{3}^{q}=\sum_{i=0}^{3} \sigma_{1}^{q}(A_{i})\sigma_{2}^{q}(A_{i})\sigma_{3}^{q}(A_{i})$, $t_{2}^{q}=\sum_{i=0}^{3} \sigma_{...
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Properties of a matrix built via a "matricization" of a unit vector [closed]
Suppose I have a unit vector $\vec v$, and I write it as a matrix, e.g., $16$-vector $\vec v=(v_1,\dots,v_{16})$, where $v_i$ is the $i$-th entry of the vector $\vec v$, is written as follows
$$\begin{...
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Unit singular value conjecture for discrete Fourier transform submatrix
This question was motivated by Singular value decomposition of truncated discrete Fourier transform matrix
Consider for integers $1\leq k\leq N$, $1\leq n_0\leq N-k+1$ the $k\times k$ sub-unitary ...
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Local discriminant variety
I'm looking for good (as simple as it is possible) reference for the local discriminant variety.
I need it in the following situation:
I have an unfolding $F: (\mathbb{K}^n \times \mathbb{K}^p, 0) \to ...
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Mappings between 2-manifolds with symmetries with fixed singular values
Let $\left(\mathcal{M}^2,g_\mathcal{M};X\right)$ and $\left(\mathcal{N}^2,g_{\mathcal{N}};Y\right)$ be two smooth two-dimensional, simply connected Riemannian manifolds (with or without boundary), ...
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A truncated Frobenius norm of a matrix is convex or not?
Given a positive integer $k$ and a matrix $X\in \mathbb{R}^{m\times n}$. A truncated frobenius norm of a matrix $X$ is defined by
$$\Vert X \Vert_{k,F} = \sqrt{\sum_{i=k+1}^{m} \sigma_i^2(X)},$$
where ...
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Limitation through the singular values
Given matrix $X \in \mathbb{R}^{m\times n}$ and sequence $\left\{X^k\right\}_k$ converges to $X$ according to the Frobenius norm. I wonder that $\sigma_i(X^k)$ converge $\sigma_i(X)$ or not (where $\...
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How do the singular values of a Hankel matrix, generated by some data time series, change when we add/remove rows and columns?
Suppose I have a smooth time series $C(t)$ defined on the interval $t=[0,T]$, from which I extract the sub-series $c=\{x_1,\cdots,x_N\}$ of $N$ entries, where $x_i=C(i*T/N)$. Naturally, the number $N$ ...
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Listing applications of the SVD
The SVD (singular value decomposition) is taught in many linear algebra courses. It's taken for granted that it's important. I have helped teach a linear algebra course before, and I feel like I need ...
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Interpolation spaces defined by singular value decomposition
Let $ X $ and $Y$ be Hilbert space, $A:X \to Y $ compact and injective, $(\sigma_n;v_n,u_n)$ be its singular value decomposition, that is,
$$
Av_n = \sigma_n u_n \\
A^* u_n = \sigma_n v_n
$$
Since $\...
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Is the singular value decomposition a measurable function?
$\DeclareMathOperator\svd{svd}$Consider the SVD of rectangular matrices as operators
$$\svd:\mathbb C^{n\times m}\to \mathbb U_n\times \mathbb D_{n, m}\times\mathbb U_m$$
where $\mathbb U_n$ is the ...
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Expressing the singular values of a 2-by-2 real-valued matrix by the norm of the two columns and the angle between them
I'm looking for an elegant way to show the following claim.
Claim: Let $m_1, m_2 \in \mathbb{R}^2$ be the two columns of matrix $M \in \mathbb{R}^{(2 \times 2)}$. The singular values of the matrix are ...
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Maximizing sum of vector norms
Given matrices $A, B \in \mathbb{R}^{n\times n}$, I would like to solve the following optimization problem,
$$\begin{array}{ll} \underset{v \in \mathbb{R}^n}{\text{maximize}} & \|Av\|_2+\|Bv\|_2\\ ...
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Signs of curvatures of integrals lines of frames with constant principal values
Let $D\subset\mathbb{R}^2$ be a planar domain (maybe simply connected) and consider all the mappings $f:D\to\mathbb{R}^2$ with constant, fixed, positive singular values. Let $E=(E_1,E_2)$ be the ...
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Singular value of Hadamard product
Let $A$ be an $n \times n$ random symmetric matrix with $E(A_{i j}) = 0$, $Var(A_{i j}) = 1/n$ for any $i,j$. $B$ is an $n \times n$ symmetric matrix with $B_{ii} = 0$.
I need to find a upper bound of ...
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Connection of the singular value before and after normalization
Given a matrix $P \in \mathbb{R}^{n \times d}$, we can get $P = U \Sigma V^T$ by using SVD.
Let's say, we have another matrix $P' \in \mathbb{R}^{n \times d}$, it is the $P$ matrix with normalization ...
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condition number of random submatrices
If we randomly pick $k\ll n$ columns from a fixed $n\times n$ matrix $A$, what can one say about the distribution of the 2-norm condition number of the resulting $n\times k$ matrices $A_k$?
I'd expect ...
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Matrix reconstruction puzzle
Say a reconstruction of matrix $A$ is $A'$ and it's defined as
$$
A' = PDP^TA
$$
where $P$ is an orthogonal matrix, $D$ is a diagonal binary (1 or 0) matrix. In a trivial case, when all diagonal ...
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Asymptotics of the right singular vectors as the number of rows diverge [duplicate]
Write $X_m \in \mathbb{R}^{m \times n}$ as a Gaussian ensemble, so that $(X_m)_{ij} \sim \mathcal{N}(0, 1)$ are independent and identically distributed. Assume that $m \geq n$. Write $X_m = U_m \...
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Is there a concentric map from the disk onto the ellipse with constant sum of singular values?
$\newcommand{Vol}{\text{Vol}}$
Let $c > 2$, and let $0<b<1$ be fixed parameters. Does there exist a $C^1$ monotone bijection $\psi:(0,1] \to (0,1]$, and a $C^1$ function $h:(0,1] \to \mathbb{...
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Local obstructions for maps with constant singular values
$\newcommand{\M}{\mathcal{M}}$
$\newcommand{\N}{\mathcal{N}}$
Let $\M, \N$ be smooth two-dimensional Riemannian manifolds.
Are there any local obstructions for the existence of a smooth map $f:\M \to ...
- 6,499
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Traceless low rank approximation of a symmetric matrix by SVD
I have a symmetric matrix $M\in \mathcal{S}^n$ with rank $\mathbf{r}>2$. We can arrange its singular values by
$$(\sigma_1=|\lambda_1|)\geq (\sigma_2=|\lambda_2|)\geq \dots \geq (\sigma_r=|\...
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Non-transverse intersection of submanifolds
What can we tell about non-transverse intersection points of (smooth) submanifolds?
Especially, in the case of complementary dimensions, how can we define and calculate the ''multiplicity'' of an ...
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Is this lower bound on the singular values of the sum of two matrices correct?
Equation 7 of this paper (Ramazan Türkmen, Zübeyde Ulukök, Inequalities for Singular Values of Positive Semidefinite Block Matrices, International Mathematical Forum, Vol. 6, 2011, no. 31, 1535 - 1545)...
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A diffeomorphism of the torus with constant singular values
Let $\mathbb{T}^2=\mathbb{S}^1 \times \mathbb{S}^1$ be the flat $2$-dimensional torus, and let $0<\sigma_1 < \sigma_2$ satisfy $\sigma_1 \sigma_2=1$.
Does there exist an area-preserving ...
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What proportion of $n m \times n m$ positive-definite fixed-trace symmetric (Hermitian) matrices remain positive-definite under a certain operation?
Given the class of $n m \times n m$ positive-definite (symmetric or Hermitian) fixed-trace (say, 1), $n,m\geq 2$, what "proportion" of the class remains positive-definite if either the $n^2$ ...
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Are a map with constant singular values and its inverse always conjugate through isometries?
Let $U \subseteq \mathbb R^2$ be open, connected and bounded, and let $0<\sigma_1<\sigma_2$ satisfy $\sigma_1 \sigma_2=1$.
Suppose that $f:U \to U$ is a diffeomorphism whose singular values (of $...
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Proving a majorization inequality for the singular value of the product of two matrices without using tensor product
For any two matrices $\mathbf{A},\mathbf{B} \in \mathbb{C}^{n \times n}$, we know that the following majorization inequality holds
$$
\tag{1}
\label{grz}
\sigma^{\downarrow}(\mathbf{A}\mathbf{B}) \...
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Can we extend a function from the diagonal matrices to an orthogonally-invariant function on $\text{GL}_n$?
This is a cross-post.
Let $g:(0,\infty)^n \to [0,\infty)$ be a symmetric function -i.e. $g(\sigma_1,\dots,\sigma_n)$ does not depend on the order of the $\sigma_i$, with $g(1,\dots,1)=0$.
We ...
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Is standard, affine infinity of extended reals quite small on the scale of infinities?
Some time ago I had a conversation with a guy who was into surreal numbers and he said that in surreal numbers the affine infinity is quite minor entity compared to the ordinality of natural numbers $\...
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Bound for matrix inner product based on singular values
Regarding the matrix inner product based on singular values, Lewis (1995) "The convex analysis of unitarily invariant matrix functions" states the result by von Neumann that $\langle X,Y \rangle \leq \...
