New answers tagged matrix-analysis
0
votes
Bounds on the Bures–Wasserstein distance
A simple example shows the bound (2) cannot possibly hold. Consider
$$
A = \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix}, \quad H = \begin{bmatrix} 1 & 0 \\ 0 & \varepsilon \end{bmatrix}...
- 233
0
votes
Positive definiteness of a matrix-valued function
First a remark: the usual and widely used definition for positive definiteness is what you wrote at the very end of your question $\underline{\rm and}$ the fact that the matrix $F(t)=(f(t_i,t_j)_{1\le ...
- 13.7k
5
votes
Accepted
Approximating sum of entries of $\exp(A-B)$ for diagonal $A$ and rank-$1$ $B$?
This Asymptote code seems to work perfectly and for any $t$ in your range the estimate uses $Cd$ operations and is a guaranteed upper bound though I am not sure whether $C$ is small enough for you (I ...
- 56.2k
4
votes
Accepted
Question on density of certain set of matrices
It suffices to check whether $B^{-1}S=:S'$ has measure zero in $B^{-1}Q=:Q'$. We have
$$Q'={\bf Sym}_n(\mathbb R),\qquad S'=\{{\bf Sym}_n(\mathbb R)|B(\Sigma+\Sigma^3)\in{\bf Sym}_n(\mathbb R)\}.$$
...
- 49.2k
Top 50 recent answers are included
Related Tags
matrix-analysis × 692linear-algebra × 338
matrices × 329
matrix-theory × 137
eigenvalues × 80
fa.functional-analysis × 60
inequalities × 47
matrix-equations × 37
operator-theory × 29
reference-request × 27
norms × 27
pr.probability × 26
na.numerical-analysis × 26
random-matrices × 24
oc.optimization-and-control × 22
operator-norms × 20
oa.operator-algebras × 19
numerical-linear-algebra × 19
real-analysis × 18
eigenvector × 18
matrix-inverse × 18
determinants × 16
sp.spectral-theory × 14
convex-optimization × 13
singular-values × 13