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eigenvalues of matrices or operators

13 votes
2 answers
1k views

A log inequality for positive definite trace-one matrices

Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. I would like to prove (or disprove) the following in …
Ludwig's user avatar
  • 2,712
8 votes
1 answer
895 views

A generalized log inequality for positive definite trace-one matrices

Let $\{V_i\}_{i=1}^N$ be a set of $n\times m$, $n\geq m$, real matrices of full column rank and let $X=X^\top\in\mathbb{R}^{n\times n}$ be a positive definite trace-one matrix. Moreover, let $A^{1/2}= …
Ludwig's user avatar
  • 2,712
4 votes
0 answers
278 views

Maximizing a certain eigenvalue ratio

Let $A\in\mathbb{R}^{n\times n}$ be an Hurwitz stable matrix (i.e., the spectrum of $A$ lies on the left-half complex plane) and let $P$ be the unique positive definite solution of the following Lyapu …
Ludwig's user avatar
  • 2,712
1 vote
0 answers
131 views

Transformations preserving the number of distinct eigenvalues

Assume that $g(A,0)$ has $k$ distinct eigenvalues $\lambda_1,\dots,\lambda_k$. Then, does $g(A,t)$ have $k$ distinct eigenvalues for all (finite) values of $t> 0$? …
Ludwig's user avatar
  • 2,712
5 votes
2 answers
249 views

Eigenvalue density of a symmetric tridiagonal matrix

It is well-known that the eigenvalues of $A_n$ are $$ \text{eig}(A_n) =\left\{ a+2b\cos\left(\frac{\pi}{n+1}k\right), \ k=1,2,\dots,n \right\}. $$ My question. …
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