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eigenvalues of matrices or operators
7
votes
Accepted
Bounding the eigenvalues of $B A B^T$ with the eigenvalues of $A$
The following paper studies relations between $\lambda(BAB^T)$ and $\lambda(A)$:
Li, Mathias (1999). The Lidskii-Mirsky-Wielandt theorem – additive and multiplicative versions. Numerische Mathematik. …
6
votes
Accepted
Largest Eigenvalue of a Matrix with Special Form in terms of n
Your matrix has entries given by $a_{ij}=\min(i,j)$, where $0\le i,j\le n-1$. Have a look at Section 3 of this paper of mine for a derivation of explicit bounds.
3
votes
Largest element in inverse of a positive definite symmetric matrix
Let the (unique wlog) largest element of $A^{-1}$ be at position $(i,j)$. Since $A^{-1}$ is positive definite, it follows that
\begin{equation*}
2e_i^TA^{-1}e_j \le e_i^TA^{-1}e_i + e_j^TA^{-1}e_j.
…
10
votes
Sum of the absolute eigenvalues of A>=B
The claim is false.
In particular, we have $A=kee^T-kI$, so that $\lambda(A)=((n-1)k,-k,\ldots,-k)$, so that $\|A\|_* = 2(n-1)k$.
Now generate a random matrix $B$ such that $B_{ii}=0$, $B_{ij}=B_{ji …
37
votes
Accepted
Eigenvalues of the product of two symmetric matrices
Let $\lambda^\downarrow(X)$ denote the vector of eigenvalues of $X$ in decreasing order; define $\lambda^\uparrow(X)$ likewise. … However, when dealing with matrix products, it is more natural to consider singular values rather than eigenvalues. …
10
votes
Accepted
Anti-bidiagonal matrix with main anti-diagonal {1,2,3,...} and first sub-anti-diagonal {-1,-...
This problem is essentially the same as this one. In particular, let $J$ be the anti-diagonal identity matrix, and $P^{-1}$ be the matrix mentioned in the link above. Then, the matrix in the current p …
7
votes
Accepted
Proving that a specific kernel is positive definite
We show below a slightly more general claim (to simplify notation, I'll write only in terms of matrices).
$\newcommand{\reals}{\mathbb{R}}$
Def. We say a kernel $\psi: X \times X \to \reals$ is negat …
1
vote
Accepted
Dimension independent computational complexity of singular value decomposition
Have a look at the references cited in my older answer here, for the results of the kind you are looking for (complexity in there though is shown with a worst case O($\log n$) dependence on the dimens …
7
votes
Accepted
Maximizing quadratic form on the hypercube
This maxQP problem is hard, it includes MaxCUT as a special case---see this paper by M. Charikar on MAXQP. Having $Q$ be positive definite does not really help (take the MAXQP problem in Charikar's pa …
3
votes
Accepted
What is known about the spectrum of a Cauchy matrix?
Suppose $x_i > 0$ and $y_j -x_j$, then $c_{ij} = 1/(x_i+x_j)$. These matrices are infinitely divisible, i.e., $[c_{ij}^r]$ is also positive definite for all $r > 0$.
Spectral properties of Cauchy-li …
6
votes
The singular values of the Hilbert matrix
While not a full characterization, the following result on $\sigma_n$ shows that $\sigma_k > \epsilon_n$, since $\sigma_n \ge \epsilon_n$.
Following my answer on this MO question here, we see that
\ …
5
votes
Accepted
Trace inequality for matrices with determinant 1
As per fedja's comment, the version of the inequality written in the question does not hold. A version that does hold is given below.
$\newcommand{\trace}{\mathrm{tr}}$
Define $\trace_n(X) := \fra …