Questions tagged [singular-values]
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69 questions
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Courant-Fischer for nonsymmetric matrices
One way to write the Courant-Fischer theorem is the following: given symmetric $A$,
$$\sigma_k(A)=\sup_{U\in\mathbb C^{n\times k},U^*U=I}\sigma_k(U^*AU)$$
where $\sigma_k$ is the $k$th largest ...
- 479
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0
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43
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Absolute value of elements of b=Ax and the minimum singular value of A
For $b=Ax$, is there a way to relate the minimum absolute value of the element of $b$, $\min|b_i|$, and the minimum singular value, $\sigma_\text{min}$, of $A$?
What I want is something like: $\sigma_\...
0
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0
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123
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Realizable singular value spectra of normalized finite frames
$\DeclareMathOperator\tr{tr}$Let $m, n \in \mathbb{N}$, $m \geq n$, and let $\{f_i\}$, $1 \leq i \leq m$, be $m$ unit vectors (wrt. 2-norm) in $\mathbb{R}^n$. Let $A = [f_1 \, \, \, f_2 \, \, \, \...
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31
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An orthonormal sequence of functions with sufficient pointwise cancellation
I suspect that someone immediately knows an answer to this question.
I am looking for an infinite sequence of real-valued continuous functions $f_j:[0,1]\rightarrow\mathbb{R}$ such that $f_1,f_2,\...
- 3,217
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2
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62
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Nondegeneracy of dominant singular value and positivity of dominant singular vector of connected nonnegative matrix
Call a (not necessarily square) nonnegative matrix $M$ connected if there do not exist permutation matrices $P$ and $Q$ such that $PMQ=\begin{pmatrix}A&0\\0&B\end{pmatrix}$ for some $A$ and $B$...
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108
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Generalization of SVD algorithm
Let $K$ be a field, $A\in K^{n\times m}$ and $\lVert \cdot \rVert$ the Euclidean norm. Consider the problem: Find a $v\in K^m$ such that
\begin{align}
\lVert Av\rVert=\min_{\lVert x\rVert=1}\lVert Ax\...
- 157
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0
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165
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A property of the Riemannian metric on the symmetric space $X_\textsf{d}=\textsf{SL}(d,\Bbb R)/\textsf{SO}(d)$
Consider the symmetric space $X_\textsf{d}=\textsf{SL}(d,\Bbb R)/\textsf{SO}(d)$. For any $M\in X_d$, by transporting the Killing form on $T_I(X_d)$ (the space of symmetric matrices with trace zero) ...
- 1,097
2
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1
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135
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Cosine-sine decomposition yields zero diagonals
I have implemented the Cosine-Sine decomposition of a square matrix in Mathematica. That is, for a given matrix $U$ (where in my use-case, $U$ is unitary) with equally-sized partitions
$$
U = \begin{...
- 173
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Questions on the "generalized" min. singular value of $A$ given $B$: $\min_{L \in \mathbb{R}^{n \times m}} \{\|BL\|_F: \det(A + BL) = 0\}$
Let $A \in \mathbb{R}^{n \times n}$ be a matrix. Recall $\sigma_{\min}(A)$ is the Frobenius distance between $A$ and the set of singular matrices: $$\sigma_\min(A) = \min_{E \in \mathbb{R}^{n \times n}...
- 518
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Why are singular values of random matrix $[X \mid Y] \in \mathbb{R}^{N\times 2T}$ so close to those of $XY^T \in \mathbb{R}^{N \times N}$, $X\sim Y$
As an accidental byproduct of some numerical simulations I have been doing as part of a research paper in machine learning, I made the observation that the singular values of the random matrix $\frac{...
- 171
3
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1
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243
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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 ...
- 261
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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 [closed]
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 ...
- 405
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1
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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 ...
3
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2
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249
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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}^...
- 153
1
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1
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150
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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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175
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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 ...
2
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45
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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$...
- 21
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198
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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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115
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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 $...
- 61
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212
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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 ...
- 2,239
3
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1
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188
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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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400
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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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267
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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 ...
- 269
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1
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180
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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 ...
- 11
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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}$$
and
$$...
- 124
1
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1
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236
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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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2
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0
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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_{...
- 1,043
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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
$$\begin{...
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1
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Unit singular value conjecture for discrete Fourier transform submatrix
This question was motivated by Singular value decomposition of truncated discrete Fourier transform matrix
Consider for integers $1\leq k\leq N$, $1\leq n_0\leq N-k+1$ the $k\times k$ sub-unitary ...
- 188k
1
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1
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178
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Local discriminant variety
I'm looking for good (as simple as it is possible) reference for the local discriminant variety.
I need it in the following situation:
I have an unfolding $F: (\mathbb{K}^n \times \mathbb{K}^p, 0) \to ...
- 194
4
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1
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276
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Mappings between 2-manifolds with symmetries with fixed singular values
Let $\left(\mathcal{M}^2,g_\mathcal{M};X\right)$ and $\left(\mathcal{N}^2,g_{\mathcal{N}};Y\right)$ be two smooth two-dimensional, simply connected Riemannian manifolds (with or without boundary), ...
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0
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152
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A truncated Frobenius norm of a matrix is convex or not?
Given a positive integer $k$ and a matrix $X\in \mathbb{R}^{m\times n}$. A truncated frobenius norm of a matrix $X$ is defined by
$$\Vert X \Vert_{k,F} = \sqrt{\sum_{i=k+1}^{m} \sigma_i^2(X)},$$
where ...
- 143
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1
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Limitation through the singular values
Given matrix $X \in \mathbb{R}^{m\times n}$ and sequence $\left\{X^k\right\}_k$ converges to $X$ according to the Frobenius norm. I wonder that $\sigma_i(X^k)$ converge $\sigma_i(X)$ or not (where $\...
- 143
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How do the singular values of a Hankel matrix, generated by some data time series, change when we add/remove rows and columns?
Suppose I have a smooth time series $C(t)$ defined on the interval $t=[0,T]$, from which I extract the sub-series $c=\{x_1,\cdots,x_N\}$ of $N$ entries, where $x_i=C(i*T/N)$. Naturally, the number $N$ ...
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17
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Listing applications of the SVD
The SVD (singular value decomposition) is taught in many linear algebra courses. It's taken for granted that it's important. I have helped teach a linear algebra course before, and I feel like I need ...
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34
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Interpolation spaces defined by singular value decomposition
Let $ X $ and $Y$ be Hilbert space, $A:X \to Y $ compact and injective, $(\sigma_n;v_n,u_n)$ be its singular value decomposition, that is,
$$
Av_n = \sigma_n u_n \\
A^* u_n = \sigma_n v_n
$$
Since $\...
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0
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142
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Is the singular value decomposition a measurable function?
$\DeclareMathOperator\svd{svd}$Consider the SVD of rectangular matrices as operators
$$\svd:\mathbb C^{n\times m}\to \mathbb U_n\times \mathbb D_{n, m}\times\mathbb U_m$$
where $\mathbb U_n$ is the ...
- 201
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1
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178
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Expressing the singular values of a 2-by-2 real-valued matrix by the norm of the two columns and the angle between them
I'm looking for an elegant way to show the following claim.
Claim: Let $m_1, m_2 \in \mathbb{R}^2$ be the two columns of matrix $M \in \mathbb{R}^{(2 \times 2)}$. The singular values of the matrix are ...
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1
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Maximizing sum of vector norms
Given matrices $A, B \in \mathbb{R}^{n\times n}$, I would like to solve the following optimization problem,
$$\begin{array}{ll} \underset{v \in \mathbb{R}^n}{\text{maximize}} & \|Av\|_2+\|Bv\|_2\\ ...
- 1,203
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1
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182
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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 ...
- 134
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1
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386
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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 ...
- 21
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0
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48
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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 ...
- 31
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0
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150
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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 ...
- 3,873
1
vote
1
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156
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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 ...
- 433
1
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1
answer
96
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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 \...
- 113
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0
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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{...
- 6,741
1
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1
answer
250
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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 ...
- 6,741
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0
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118
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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=|\...
- 345
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1
answer
735
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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 ...
- 194