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

9 votes
2 answers
673 views

A trace-constrained maximization problem in the cone of positive definite matrices

Let $A\in\mathbb{R}^{n\times n}$ be a matrix having eigenvalues with strictly negative real part (in other words, $A$ is supposed to be Hurwitz stable). Let $\mathrm{tr}(\cdot)$ denote the trace opera …
Ludwig's user avatar
  • 2,712
5 votes
1 answer
152 views

Finding a particular matrix factor

Consider the following Laurent polynomial matrix-valued function in the variable $x\in\mathbb{C}$ $$ A(x) = \begin{bmatrix} 0 & x \\ x^{-1} & 0\end{bmatrix}. $$ I'm interested in finding a factorizat …
Ludwig's user avatar
  • 2,712
5 votes
1 answer
366 views

$(AB)^+\approx B^+A^+$ for $B$ "fat" enough?

Let $A\in\mathbb{R}^{r\times m}$ be a matrix of full row rank, and let $\cdot^+$ denote the Moore-Penrose inverse. Consider a sequence of matrices $\{B_n\}_{n>1}$, $B_n\in\mathbb{R}^{m\times n}$, who …
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  • 2,712
5 votes
2 answers
249 views

Eigenvalue density of a symmetric tridiagonal matrix

Let $A_n\in\mathbb{R}^{n\times n}$ be defined as $$ A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 & b & a & \cdots & \cdots & 0 & 0\\ \vdots & \vdot …
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  • 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
4 votes
0 answers
248 views

Is every stable matrix orthogonally similar to a $D$-skew-symmetric matrix?

Let $\mathrm{diag}(A)$ denote the diagonal matrix with diagonal entries of $A\in\mathbb{R}^{n\times n}$ and let $\succeq$ denote the standard partial order in the cone of (symmetric) positive definite …
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  • 2,712
4 votes
3 answers
238 views

Properties of matrix $X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}$

Let $\{\alpha_i\}_{i=1}^n$ be complex numbers such that $|\alpha_i|<1$, and consider the following $n\times n$ structured matrix $$ X=\left[\frac{1}{1-\bar\alpha_i \alpha_j}\right]_{ij}. $$ Such matri …
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  • 2,712
4 votes
1 answer
376 views

On the solvability of a matrix equation

Let $\{C_i\}_{i=1}^N$ be a set of $n\times m$ real matrices of full column-rank and such that $\mathrm{Range}[C_1,C_2,\dots,C_N]=\mathbb{R}^n$, $\{P_i\}_{i=1}^N$ a set of $m\times m$ positive definite …
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  • 2,712
3 votes
0 answers
558 views

On a matrix algorithm involving rank-one projections

Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors spanning $\mathbb{R}^n$. Let $p\in [0,1]$ be a rational number and consider the iteration \begin{equation} X_{k+1}=\frac{1}{N}\sum_{i=1}^ …
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  • 2,712
3 votes
1 answer
163 views

Normalizing a matrix via triangular transformations

Consider the following $n\times n$ real-valued matrix: $$ A=\begin{bmatrix} \alpha_1 & \beta_1 & 0 &\cdots & 0 &\gamma_n\\ \gamma_1 & \alpha_2 & \beta_2 & \cdots & \cdots & 0\\ 0 & \ddots & \ddots & …
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  • 2,712
3 votes
1 answer
652 views

Upper bounds on the condition number of the eigenvector matrix

Let $A$ be an $n\times n$ real matrix with entries in a fixed interval $[a_\min,a_\max]$, with $a_\min$, $a_\max>0$. Question: Are there any upper bounds on the condition number of the eigenvector …
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  • 2,712
3 votes
1 answer
267 views

Solving a "reversed" Stein equation

Let $P$ and $Q$ be positive definite matrices. Consider the following matrix equation $$\label{star}\tag{$\star$} XPX^\top - P = -Q, \quad X\in\mathbb{R}^{n\times n}. $$ My question. Is it true th …
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  • 2,712
3 votes
0 answers
241 views

An inequality concerning the solution of a Lyapunov equation

Let $A$ be an Hurwitz stable matrix (i.e. the real part of the eigenvalues of $A$ lie in the left-half plane) and $Q$ be a positive semidefinite matrix ($Q\ge 0$, for short). Let $P>0$ be the solution …
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  • 2,712
2 votes
0 answers
79 views

Characterizing a subclass of row-orthogonal matrices

Let $O\in\mathbb{R}^{n\times m}$, $m>n$, be such that $O O^\top =I_n$. (Here $\bullet^\top$ denotes transposition and $I_n$ the $n\times n$ identity matrix.) Consider the following partition of $O$, $ …
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  • 2,712
2 votes
0 answers
248 views

A parametrization of stable matrices

Let $A\in\mathbb{R}^{n\times n}$ be a diagonalizable matrix with real and strictly negative eigenvalues. Furthermore, suppose that $\mathrm{tr}(A)=-1$. My question. I'm wondering whether it is pos …
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  • 2,712

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