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Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.
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Eigendecomposition of $A=I+BDB^H$
Suppose that we have $$A = I_m + BDB^H$$ where matrix $A$ is $m \times m$, matrix $B$ is $m \times k$, $BB^H \neq I_m$ and $D$ is a $k \times k$ diagonal matrix. Can we obtain the eigendecomposition …
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Optimization problem involving matrix
I am struggling to solve an optimization problem of the following form:
$$\begin{array}{ll} \underset{A}{\text{maximize}} & \log \det (A) \\ \text{subject to} & a^T A^{-1} a \le b\end{array}$$
Is ther …