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The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
6
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0
answers
2k
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When is the inverse diagonally dominant?
There is a large literature devoted to studying the inverses of diagonally dominant matrices. I'd like to know if there is information about a so-to-say opposite situation: we have a matrix $A$ and wa …
5
votes
2
answers
560
views
Perron Frobenius with one negative pair of entries
Suppose you have a real symmetric matrix $A$ which is positive except for $a_{ij},a_{ji}$, who are negative.
While it is not generally true that the eigenvector of the dominant eigenvalue of $A$ is …
2
votes
4
answers
230
views
Nonlinear eigenvalue problem - sorta
Suppose you have an equation of the form $Ax=f(x)$, where $A$ is a $n \times n$ matrix, $x$ is a vector of length $n$ and $f(\cdot)$ is some function. Is there a name for this sort of problem?
0
votes
1
answer
866
views
Bounding a determinant ratio
Let $A=[A_{0}\ E;E^{T} \ B]$ be a real positive definite matrix and let $B$ be a principal submatrix. I am interested in tightly bounding $\frac{|B|}{|A|}$ from below in some "explicit" way that will …
1
vote
2
answers
506
views
Sufficient conditions for inverse-positivity
I am trying to determine when a certain parametric matrix is inverse-positive (it's actually the one about which I asked in Explicit formula for Cholesky factorization in a special case, but the quest …
1
vote
2
answers
570
views
matrix stability criterion
I have a $5 \times 5$ parametric nonnegative matrix and want to show that it's stable (in the sense that all eigenvalues are positive). It is not symmetric, but I do know in advance that it has 5 real …
0
votes
0
answers
161
views
vector equation
Suppose you have an equation of the form $Hx=Ky$, where $x,y$ are vectors of length $n,m$ respectively ($m>n$) and $H,K$ are matrices of orders $n \times n,n \times m$ respectively. Is there some kind …
1
vote
0
answers
181
views
matrix-theoretic terminology query
Is there an accepted term for the following property?
Let $A$ be a real matrix such that all entries of the eigenvector corresponding to the least eigenvalue have the same sign.
NOTES: (1) The case …
3
votes
1
answer
1k
views
Explicit formula for Cholesky factorization in a special case
I have a positive definite matrix of the form $Q+sI-\alpha J$ ($s>2, 0 < \alpha <1$ and $J$ is the all-ones matrix), where $Q$ is "nice", nonnegative and known. I'd like to know if there is a way to o …
4
votes
2
answers
2k
views
Woodbury formula
I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything?
It might be a useful computational …
1
vote
1
answer
881
views
sign-flipping inverse
Consider this matrix:
$Z=\begin{bmatrix}23.9 & -7 & -17 \\\\ -7 & 23.9 & -17 \\\\ -17 & -17 & 33.9 \end{bmatrix}$
Its inverse is entrywise negative (you can check...) and quite small in absolute val …
4
votes
3
answers
4k
views
upper bounds on a certain matrix norm
Is there some simple upper bound on $||(B^{-1}+A^{-1})^{-1}||$, where $A,B$ are $n \times n$ symmetric matrices?
13
votes
2
answers
935
views
Computing a large permanent
Is there a practical way to compute the permanent of a large ($91 \times 91$) $(0,1)$ matrix?
I have tried to use the matlab function written by Luke Winslow which works great for smaller matrices bu …
3
votes
0
answers
124
views
Copositivity in matrix pencils
Given two square symmetric matrices $A,B$ of the same order, the matrix pencil $P(A,B)$ is the set of linear combinations of $A$ and $B$. Finsler's theorem gives an elegant criterion for $P(A,B)$ to c …
5
votes
2
answers
471
views
Hadamard product and inertia
One of Schur's famous results says that if $A,B$ are positive semidefinite matrices, then the Hadamard (i.e. entrywise) product $A \circ B$ is also positive semidefinite. It's also true if "semi" is d …