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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

5 votes
2 answers
695 views

Maximal norm-1 projection

Suppose I have a real unitary matrix $U$ and a unit vector $\mathbf{x}, \|\mathbf{x}\|_2 = 1$. What is the solution to the following problem? $$ \widehat{\mathbf{x}} = \arg\max_{\mathbf{x}, ~\|\mathb …
Taha's user avatar
  • 137
1 vote
1 answer
2k views

Gradients of the Dominant Eigenvalue and Eigenvector

How can I compute the partial derivatives of the dominant eigenvalue and eigenvectors of a real symmetric matrix $\mathbf{A}$? In particular, given $ \mathbf{v}^* = \arg\max_{\mathbf{v}} \mathbf{v}^ …
Taha's user avatar
  • 137
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 a …
Taha's user avatar
  • 137
0 votes
0 answers
52 views

Dense Matrix Estimation

I have a matrix $X \in \mathbb{R}^{m\times n}$ and I want to estimate it with a dense matrix $Y^{m\times n}$ such that $Y$ is still close to $X$ in some distance measure. Is this doable in a computati …
Taha's user avatar
  • 137
2 votes
1 answer
545 views

Upper Bounds on the Largest Eigenvalue of Jacobi Matrices

Suppose I have a symmetric tridiagonal (Jacobi) matrix in the following form: $ \begin{pmatrix} 1 & a_{1} & 0 & ... & 0 \\\ a_{1} & 1 & a_{2} & & ... \\\ 0 & a_{2} & 1 & ... & 0 \\\ ... & & ... & …
Taha's user avatar
  • 137