All Questions
5 questions
5
votes
2
answers
1k
views
Lower bound for smallest eigenvalue of symmetric doubly-stochastic Metropolis-Hasting transition matrix
For my master's thesis research, I stumbled upon a question concerning the Metropolis-Hasting transition matrix $W$.
Context $\quad$
Let me start with some context. I consider connected undirected ...
- 51
4
votes
2
answers
477
views
Non-asympototic version of Gelfand's formula
Let $A$ be a $n\times n$ matrix. Let $\|A\|$ be the spectral norm of $A$, and $\rho(A)$ be the spectral radius. I am wondering whether the following statement is true.
There exists universal ...
- 181
1
vote
1
answer
77
views
Efficient way to compute eigenvalue decomposition for following problem
I have an optimization problem
$$\begin{array}{ll} \text{minimize} & Tr(X^TAX) \\ \text{subject to} & X^TX=I
\end{array}$$
where $A\in R^{n \times n}$ and it is symmetric positive definite, ...
- 111
1
vote
0
answers
119
views
inverse of asymptotic Toeplitz matrix with band limited associated function
I am reviewing a controversial paper, and the main result, a revolution within my field, comes down to whether or not the following is true. I strongly believe it is not, but would need confirmation.
...
- 61
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(...
