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This tag is used if a reference is needed in a paper or textbook on a specific result.
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
$$
A_n=\begin{bmatrix} a & b & 0 & \cdots & \cdots & 0 & 0\\ b & a & b & \cdots & \cdots & 0 & 0\\ 0 & b & a & \cdots & \cdots & 0 & 0\\ \vdots & \vdot …
4
votes
1
answer
263
views
Bounds on discrepancy metric of product measures
Consider two measurable spaces $X_1 = (\mathbb{R}^m,\mathcal{B}(\mathbb{R}^m),\mu_1)$ and $X_2 = (\mathbb{R}^m,\mathcal{B}(\mathbb{R}^m),\mu_2)$ and the product spaces
$$X_1^{q} = (\times_{i=1}^q\math …
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 …
2
votes
0
answers
54
views
Lower bounds on eigenvalues of Lyapunov solutions
Let $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{n\times m}$ and let $X\in\mathbb{R}^{n\times n}$, $X=X^\top>0$ be the solution of the following Lyapunov algebraic equation
$$
AX+XA^\top=-BB^\top.
$ …
1
vote
0
answers
105
views
Primitivity of $AA^\top$
Let $A\in\mathbb{R}^{n\times n}$ be a non-negative and irreducible matrix. Consider $B:=AA^\top$. It can be proved (I can post a proof if needed) that the following condition is necessary and sufficie …
1
vote
1
answer
157
views
Estimates of product of eigenvalues gaps for Wigner matrices
Let $W_n$ be an $n\times n$ Wigner matrix$^{1}$, and let $\lambda_1\le \lambda_2\le \cdots \le \lambda_n$ be the eigenvalues of $\frac{W_n}{\sqrt{n}}$.
My question. For any fixed $i\in\{1,\dots,n\}$, …
1
vote
0
answers
30
views
Eigenvalue assignment via state feedback: existence proof
Consider the linear time invariant system:
$$\tag{1}\label{eq1}
\dot{x}(t) = Ax(t) + Bu(t), \ \ x(0)=x_0\in\mathbb{R}^n,
$$
where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{n\times m}$. Let $p_M(s …
0
votes
0
answers
272
views
Fixed-point iteration depending on a parameter
Let $f\colon X\times \mathbb{R}\to X, (x,\varepsilon)\mapsto y$, with $X$ open, be a continuous function in both arguments. Consider the following fixed-point iteration
\begin{align}
x_{k+1} = f(x_k,\ …