All Questions
Tagged with sp.spectral-theory linear-algebra
128 questions
2
votes
1
answer
278
views
The effect of random projections on matrices
Let $A\in\mathbb{R}^{n\times n}$ be a given normal matrix, i.e. $A^TA=AA^T$. Let $P_s\in\mathbb{R}^n$ be a random projection matrix to an $s$-dimensional subspace in $\mathbb{R}^n$.
Suppose $\frac{A+...
- 1,495
8
votes
2
answers
323
views
Matrix rescaling increases lowest eigenvalue?
Consider the set $\mathbf{N}:=\left\{1,2,....,N \right\}$ and let $$\mathbf M:=\left\{ M_i; M_i \subset \mathbf N \text{ such that } \left\lvert M_i \right\rvert=2 \text{ or }\left\lvert M_i \right\...
- 225
6
votes
1
answer
487
views
Intuitive proof of Golden-Thompson inequality
Sutter et al. [1] in their paper "Multivariate Trace Inequalities" give an intuitive proof of the following Golden-Thompson inequality:
For any hermitian matrices $A,B$:
$$
\text{tr}(\exp{(A+B)}) \...
- 163
-2
votes
1
answer
475
views
sum of positive definite matrix
sum of positive definite matrix $A+B $is positive definite. I want to look at the spectrum of $C=A+B$
can we say the ith largest eigenvalue of $C$ is no less than the ith largest eigenvalue of $A$ i....
- 553
5
votes
1
answer
379
views
Hilbert representation of a bilinear form
Let $\sigma:\mathbb{R}^n\times \mathbb{R}^n\to \mathbb{R}$ be a bilinear symmetric form which is non-degenerate in the sense that for every $0\neq u\in \mathbb{R}^n$ there is $v\in \mathbb{R}^n$ with $...
- 5,529
3
votes
1
answer
271
views
Local-Global Principle in Graph Spectrum
The question is a bit vague, but any ideas/directions will be appreciated.
Let us fix an $n$-vertex $d$-regular graph $G=(V,E)$. As I understand it, the eigenvalues of the adjacency matrix $A$ of $G$ ...
- 949
0
votes
1
answer
138
views
On sum of matrices
Suppose we have a matrix $M\in\Bbb Q^{n\times n}$ with no $0$ elements and we write as sum of two matrices $M_1$ and $M_2$ on following constraint.
$M_{1,ij}=M_{ij}$ and $M_{2,ij}=0$ or $M_{1,ij}=0$ ...
- 13.9k
1
vote
0
answers
51
views
Relation between nullity of components to its parent graph
Let $G$ be an undirected graph and the corresponding adjacency matrix be $A$. Let $v$ be a cut-vertex of $G$. Let $G_1, G_2,\dots, G_k$ are the connected components of the induced graph $G-v$ ( the ...
- 640
5
votes
1
answer
1k
views
The spectrum of the discrete Laplacian
Consider a connected (we define connected components by defining the set of vertices where every vertex has one neighbour) sublattice $V$ of the square lattice $V \subset\mathbb{Z}^2.$
On this we ...
- 53
2
votes
2
answers
446
views
Entrywise modulus matrix and the largest eigenvector
Disclaimer. This is a cross-post from math.SE where I asked a variant of this question two days ago which has been positively received but not has not received any answers.
Let $A$ be a complex ...
- 623
1
vote
0
answers
266
views
Interlacing Suleĭmanova spectra
A set of real numbers $\{\lambda_1, \dots, \lambda_n \}$, $n \geq 1$, is called a Suleĭmanova spectrum if it contains exactly one positive value and $\sum_{i=1}^n \lambda_i \geq 0$. (It is well-known ...
- 1,719
5
votes
4
answers
839
views
Norm bounds on spectral variation and eigenvalue variation
Let $A$ and $B$ be two matrices of eigenvalues $\lambda_i$ and $\mu_i$, respectively.
The spectral variation of $B$ w.r.t. $A$ and the eigenvalue variation of $B$ and $A$ are, respectively,
\begin{...
- 43.2k
6
votes
2
answers
438
views
Can a perturbation of a matrix product always be represented as product of perturbations of its factor matrices?
Given $A=BC$ where $A\in\mathbb{R}^{m\times n}$ and for some $B\in\mathbb{R}^{m\times k}, C\in\mathbb{R}^{k\times n}$. We assume that $k>=\min(m,n)$ so that this decomposition always exists for any ...
- 135
5
votes
1
answer
1k
views
Intuition on Kronecker Product of a Transition Matrix
Let $T$ be a $N\times N$ transition matrix for a markov chain with $N$ states. Thus $T_{ij}$ is the probability of transition from state $i$ to state $j$ (and thus rows summing to one). Now consider ...
- 1,421
0
votes
1
answer
568
views
Perturbation theory for matrices
I encountered the following problem. Since this is somewhat not related to what I normally do, I wanted to know what the best estimates in this field are.
Let $A \in \mathbb{R}^{n \times n}$ be a ...
- 3
1
vote
0
answers
72
views
basis representation of a special sinc kernel
I have a functional map from $(x,y) \in \mathbb{R}^2$ to another function $f_{x,y}(z,w) \in \mathbb{C}$. (Variables $z,w $ range from $-\infty$ to $\infty$.) That is, for any pair $x,y$, I get a ...
- 31
20
votes
2
answers
5k
views
How are eigenvalues and eigenvectors affected by adding the all-ones matrix?
Given an $n \times n$ matrix $A$ and the $n\times n$ all-ones matrix $J = (1)_{ij}$, I'm interested in the relation between the eigenvalues and eigenvectors of the matrices $A$ and $A+J$, or more ...
- 1,142
2
votes
1
answer
968
views
Eigenvectors of symmetric positive semidefinite matrices as measurable functions
I'm currently interested in how discontinuous can get the eigenprojections of a continuous function taking values in a particular subspace of symmetric matrices.
I've been searching everywhere for an ...
1
vote
1
answer
1k
views
Spectral radius's relation with row sum
Let $A$ be a non-negative $N \times N$ square matrix with $a_{i,i}=0, 1 \leq i \leq N$. Also, let $r_i$ be the $i$-th row sum of $A$.
I know that $\rho(A)$, the spectral radius of $A$, is bounded as ...
- 355
-9
votes
1
answer
338
views
Does $\|(I-A)^{-1}\|_{2} \leq 1/(1-\|A\|_{2})$ holds for matrices with spectral radius smaller then 1?
Given a symmetric positive semidefinite matrix matrix $A$, if its spectral radius $0<\rho(A)<1$, does the inequality $\|(I-A)^{-1}\|_{2} \leq 1/(1-\|A\|_{2})$ hold true?
$\|A\|_{2}$ denotes ...
- 15
6
votes
0
answers
587
views
Lower bound on the sum of singular values for a sum of Hermitian matrices
Denote the eigenvalues of an $n\times n$ matrix $\mathbf{X}$ by $\lambda_i(\mathbf{X})$ and its singular values by $\sigma_i(\mathbf{X})$, $i=1,\ldots,n$. When $\mathbf{X}$ is Hermitian, we know that $...
- 907
4
votes
0
answers
126
views
An inequality from the "Interlacing-1" paper
This question is in reference to this paper, http://annals.math.princeton.edu/wp-content/uploads/annals-v182-n1-p07-p.pdf (or its arxiv version, http://arxiv.org/abs/1304.4132)
For the argument to ...
2
votes
0
answers
452
views
Largest eigenvalues distribution of tridiagonal symmetric random matrix
I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way.
All the ${\lambda}_i$ are distributed the same way with chi-square (...
- 21
2
votes
1
answer
86
views
Information on special matrices similar to Jacobi matrices
Jacobi matrices are well known and deeply investigated mathematical objects from various point of view. One can arrive at these operators while studying discrete systems of particles interacting with ...
- 2,188
4
votes
2
answers
1k
views
Spectral theorem from Jordan decomposition in infinite dimensions
The finite-dimensional spectral theorem is a simple special case of the finite-dimensional Jordan decomposition. We also have various infinite-dimensional generalizations of the spectral theorem; can ...
- 5,827
-1
votes
1
answer
360
views
Which operators other than self-adjoint operators have no purely imaginary eigenvalues? [closed]
Given an operator mapping between suitable spaces, what is the condition that guarantees all eigenvalues have nonzero real part? Obviously self-adjointness implies all eigenvalues are real, but how ...
- 7
3
votes
1
answer
1k
views
Proof of eigenvalue stability inequality via Courant-Fischer min-max theorem
T. Tao in his notes on eigenvalue inequalities uses Courant-Fischer min-max theorem to prove the eigenvalue stability inequality. Specifically, I am looking for proof of Eq. (13) where he states as ...
- 137
1
vote
0
answers
631
views
Bounding the largest Singular value
D is a $n \times n$ diagonal matrix whose diagonal entries lies in $(0,1]$.
B is any $n \times n$ n.n.d. matrix.
What will be the sharpest upper bound on the largest eigenvalue of:
$(D+B)^{-1}D^2(...
2
votes
1
answer
1k
views
About distinct eigenvalues of a graph
if a graph with adjacency matrix $A$ and Laplacian $L$ has $k$ distinct eigenvalues then does this fact naturally help define or prove existence of a polynomial $p$ of degree $k-1$ such that $[p(A)]_{...
- 1,893
7
votes
0
answers
217
views
Characterizing matrices with rank constraint
Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...
- 13.9k
0
votes
1
answer
72
views
Characterisation of a matrix ordering property
Let $n$ be a positive integer; we consider all matrices mentioned henceforth to be $n$-by-$n$ matrices. Let $A$ and $B$ be matrices wherein all entries are nonnegative (such matrices will be called ...
- 345
8
votes
3
answers
526
views
Lower bound for spectral radius on $\operatorname{GL}(n,\mathbb{Z})$
Consider the group of matrices $G =\operatorname{GL}(n,\mathbb{Z})$ with integer entries and determinant $\pm 1$. For each matrix $D \in G$, the product of the eigenvalues of $D$ is equal to $\det D =\...
- 345
1
vote
0
answers
127
views
Unitary transformation of a Hermitian indefinite pencil to a real non-symmetric pencil
Given a Hermitian indefinite pencil $(A-\lambda B)$ where both $A=A^H$ and $B=B^H \in \mathbb{C}^{n\times n}$ are possibly indefinite, it is straightforward to show that the eigenvalues are either ...
- 757
0
votes
1
answer
218
views
When is a $2$-lift of a graph connected? [closed]
Let $\ (V\ E)\ $ be a graph, i.e. $\ E\subseteq\binom V2.\ $ A $2$-lift pattern of a graph is a function $\ e:E\rightarrow\{-1\,\ 1\}.\ $ The induced 2-lift is defined as the graph $\ V\times\{-1\,\ ...
- 1,893
2
votes
1
answer
238
views
Laplacian spectrum of $2-$lifts of graphs
We know that a $2-$ lift of a graph is specified by a $\pm 1$ assignment on the edges of the graph ( given as a signing matrix) denoting which edge is to be duplicated by the identity permutation on ...
- 1,893
0
votes
1
answer
204
views
Are these particular kinds of matrices well known?
Given two positive integers $n$ and $a \leq \frac{n}{2}$ consider a $n \times n$ matrix $A$ such that,
all the diagonal entries are either $a$ or $a+1$
all the non-zero off-diagonal entries are $\pm ...
- 1,893
4
votes
5
answers
4k
views
About adding a negative definite rank-1 matrix to a symmetric matrix
If $B$ is a symmetric matrix then how do its eigenvalues compare to the eigenvalues of $B - vv^T$? ( where $v$ is a vector of the same dimension as $B$)
I guess that the eigenvalues of $B - vv^T$ ...
- 1,893
1
vote
0
answers
244
views
Distribution of a signal covariance matrix
A common estimation problem in signal processing assumes the following signal model
\begin{equation}
\mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n}
\end{equation}
where $\...
- 345
2
votes
0
answers
279
views
Eigenvalues of this matrix
I have a linear map that is defined by $$T:\text{lin}(1,...,x^m) \rightarrow \text{lin}(1,...,x^m) \text{ with}$$ $$x^k \mapsto 2w(k-m)x^{k+1}+(k^2-k-w^2)x^k-2kwx^{k-1}+(k-k^2)x^{k-2}$$
Let me give a ...
- 329
1
vote
1
answer
546
views
Existence of a real eigenvalue
I have a matrix $M \in \mathbb{R}^{(n+1) \times (n+1)}$ that is tridiagonal.
In numerical computations I found out that I always find a real eigenvalue. My question is: Is there a theorem that ...
user37929
2
votes
1
answer
520
views
Neighborhood overlap matrix for a bipartite graph
Let $G$ be an undirected, simple, bipartite graph with parts $V$ (having $n$ vertices) and $W$ (having $m$ vertices). Define the following $n$-by-$n$ matrix: for any $i,j \in V$, $$a_{ij} = |N_i \cap ...
- 1,068
1
vote
0
answers
209
views
An optimization problem on the sphere
Let $S$ be a sphere centered at origin in $\Bbb R^{2n}$ of radius $\sqrt{2n}$. Let $D$ be a diagonal matrix. Let $U$ be an orthogonal matrix. Let $r\in\Bbb Z_+$ be a fixed integer.
Let vector $v\in\...
- 13.9k
0
votes
0
answers
117
views
"Almost orthogonalizing" matrices using a signature matrix
Suppose $A$ and $B$ are two real symmetric $n \times n$ matrices (If simpler, consider $A$ and $B$ to be 0/1 matrices, say, adjacency matrices of d-regular graphs).
Then $||AB||_{op} \leq ||A||_{op}||...
- 949
6
votes
1
answer
371
views
Separating the spectrum of a Hermitian matrix
Given Hermitian matrix $A$, I would like to perturbate it so that its eigenvalues become well-separated.
Specifically, let $A$ be some Hermitian matrix, and let $G$ be a Gaussian matrix, with each
...
- 445
2
votes
1
answer
358
views
positive semidefinite matrix condition
There is a great work of Alizadeh that in section 4 speaks about Minimizing sum of the first few(k-largest) eigenvalues of a symmetric matrix. Instead of a symmetric model we use the weighted ...
- 161
3
votes
1
answer
944
views
numerical range of a column-zero-sum matrix
I am trying to produce an example of a (necessarily non-normal) matrix that has only eigenvalues with positive real part, but whose numerical range contains elements with strictly negative real part. ...
- 3,388
1
vote
1
answer
753
views
square root of a certain matrix [closed]
Hello,
I'd like to know the square root of the following $n$ by $n$ matrix, for $n > 2$ and $r>0$:
$R_{ii}=r+1$ for $i < n$
$R_{ij}=r$ otherwise
The $2$ by $2$ case is given by
$\sqrt{R}=\...
user32851
2
votes
0
answers
172
views
Second eigenvalue of a weighted tree
Hello,
I am interested in upper bounding the second largest eigenvalue of the adjacency matrix of a graph $T$ with the following property:
1. $T$ contains self loops.
2. $T$ contains multiple edges (...
- 225
1
vote
1
answer
720
views
Eigenvalues of Sum of non-singular matrix and diagonal matrix
Suppose $D={\rm diag}(d_i)$ is a diagonal matrix with all diagonal entries $d_i=\pm 1$. This implies $D^2=I$.
Suppose $A$ is a non-singular Hermitian matrix. If we know that $A+A^{-1}+D$ has rational ...
- 427
2
votes
0
answers
143
views
Optimization over Spectral Laplacian in cycles and trees
Is there any idea on how one can deal with an optimization problem of sum of k largest eigenvalues(min) of Laplacian matrix of a simple cycle or tree?
I would like to use semidefinite programming for ...
- 161