Questions tagged [matrix-analysis]
The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
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Evaluating a matrix Pick function via its integral representation
In the proof of Theorem 3.1 of the paper Inequalities for M-matrices, Ando evaluates a matrix function (see equation boxed in orange below) via an integral representation of a Pick function (see ...
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Calculate the Riemannian Hessian of Karcher mean problem on positive definite matrices
Consider a collection of positive definite matrices $\{A_1,...,A_n\}\in\mathbb{S}_{++}^d$, the Karcher mean of these matrices is given by (see (5.4) in [1]):
$$
\min_{X\in\mathbb{S}_{++}^d} f(X):=\...
- 125
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Does this matrix norm inequality have interesting application in other areas of mathematics?
In my new paper, one of the main theorems gives an upper bound for the spectral distance of a general real symmetric matrix to diagonal matrices:
Theorem 3. Let $A=[a_{ij}]$ be a real symmetric ...
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A sine type Chebyshev system
A sequence of real functions $\{\phi_1,\cdots,\phi_n\}$ is called a Chebyshev system on an interval $I\subseteq\mathbb{R}$, if any real linear combination $\sum_{l=1}^n a_l\phi_l$ has at most $n-1$ ...
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What are the name and inverse of an interesting integer matrix?
It is practicable to compute the matrix inverses
\begin{align*}
\begin{pmatrix}
1 & 0 & 0 \\
1 & 1 & 1 \\
1 & 2 & 2^2 \\
\end{pmatrix}^{-1}
&=\begin{pmatrix}
1 & 0 &...
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5
votes
2
answers
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How expressive is $e^A$ in the sense of universal approximation?
For any real matrix $B\in\mathbb{R}^{n\times n},n\ge 2$ and precision $\varepsilon$, is there a real matrix $A\in\mathbb{R}^{n\times n}$ such that $\|e^A-B\|_F<\varepsilon$? ($F$ refers to ...
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Positive semidefinite maximum principle
Let $K\in\{\mathbb{R},\mathbb{C},\mathbb{H}\}$. Let $\mu$ be a Borel probability measure on $M_n(K)$ supported on a compact set $C$ of positive semidefinite matrices with $\mathbf{0}\not\in C$. ...
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How can one orthogonalize the pointwise sum of two orthogonal sets?
Let $n = 2k$, and suppose that $V = \{v_1, \cdots, v_k\}$ is an orthogonal set in $\mathbb{R}^n$. In other words, the vectors in set $V$ are pairwise orthogonal to each other.
Now, consider a new set $...
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An inequality related to matrix trace
$$Tr(A|A^T U \Sigma U^T|) \leq Tr(AA^T U \Sigma U^T)$$ where $A \in \mathbb{R}^{m\times n}$ is a real rectangular matrix, $U \in \mathbb{R}^{n \times n}$ is a orthonormal matrix and $\Sigma$ is a ...
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Find condition of X such that I-XSA is nonsingular, where $S$ is skew-symmetric and $A$ is symmetric, nonsingular
Given $I_n$ is the identity matrix, $A \in \mathbb{R}^{n,n}$ is symmetric and nonsingular, and $B\in \mathbb{R}^{n,n}$ is skew-symmetric.\
a) For which condition of a matrix $X \in \mathbb{R}^{n,n}$, ...
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Which invertible linear maps preserve the set of Hurwitz stable matrices?
Let $V = M_n(\mathbb{R})$ be the set of all $n\times n$ matrices with real elements and $V_{-}$ be a subset of Hurwitz stable matrices, i.e. matrices such that all their eigenvalues have strictly ...
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Methods to solve for a matrix whose entries satisfy certain properties
(This question is a repost of a deleted question I asked, because the previous version had several elements missing)
Setting
For fixed $N \in \mathbb{N}$, I wish to compute the entries of a matrix $...
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What conclusions can I derive from this family of trace inequalities?
Problem. Let $n_1,\ldots,n_s,m_1,\ldots,m_s\ge 0$ be nonnegative integers and set $m := \sum_{i=1}^s m_i$ and $n := \sum_{i=1}^s n_i$. Let $\oplus$ be an operation on matrices which stacks them in a ...
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Efficient method to determine minimum eigenvalue of $2 \times 2$ block diagonal matrix
Suppose $H$ is a $2 \times 2$ block-diagonal symmetric matrix in $\mathbb{R}^{2^N \times 2^N} $. That is
$$ H = \begin{pmatrix} A_1 & 0 & \cdots & 0\\ 0 & A_2 & \cdots & 0 \\
...
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A particular selection of rows in upper triangular matrices
Let $A$ be a strictly upper triangular $n\times n$ matrix whose entries are either 0 or 1 (diagonal entries are all 0) with the nullity $m<n$.
Let us denote $R_j$ and $C_j$ with the rows and ...
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answers
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Matrix product of entire functions
Suppose I have two $d \times d$ entire matrix functions $F, G$ defined on $\mathbb{C}$ with the the property that $\|FG^*\|_{L^\infty(\mathbb{C})} < \infty$. Can anything be said about $F$ and $G$, ...
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On a matrix inequality
$\newcommand{\R}{\mathbb R}\newcommand{\tr}{\operatorname{tr}}$It follows from Proposition 7 and this recent answer that, for any positive-definite $n\times n$ symmetric real matrices $A$ and $B$,
$$\...
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Seeking advice on numerical solutions for a quadrotor soft landing optimization control problem
I am working on an optimization control problem concerning the soft landing of a quadrotor. The dynamic model and performance index are given as follows:
Its dynamic model is:
$$\dot{r}=v$$
$$\dot{v}=...
- 1
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votes
2
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Does approximate equality of quantum states imply operator inequality in a large subspace?
Let the trace norm of $X$ be
$$\Vert X\Vert_1 := \operatorname{tr} \left(\,(X^\dagger X)^{1/2}\right)$$
and let the operator inequality $A \leq B$ denote that the operator $B-A$ is positive ...
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66
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When is the sum of matrices (circulant + [super upper triangular]) not diagonalizable?
By the circulant matrix $C \in M_n(\mathbb{R})$, we mean that
$$ C = \left[\begin{array}{c|c|c|c} e_n & e_1 & \cdots & e_{n-1} \end{array}\right] $$
where $e_1,\dots,e_n$ are the standard ...
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Sum of holomorphic squares?
Consider a variable $z \in \mathbb{R}^n$ and assume $u(z) \in \mathbb{R}^m$ and $H(z) \in \mathbb{R}^{m \times m}$. Further assume that $H(z)$ is symmetric positive definite for every $z$. Consider ...
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The eigenvectors of adding a particular rank one matrix to the circulant matrix
Suppose that $e_1, \cdots, e_n$ are the standard vectors of the Euclidean space $\mathbb{R}^n$.
Let us consider the backward shift operator $T:\mathbb{R}^n\to \mathbb{R}^n$ given by $Te_k=e_{k-1}$ ...
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votes
1
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Diagonalization of symmetric matrices of functions
I asked this question some time ago in MSE but I didn't recieved any feedback.
https://math.stackexchange.com/questions/4672664/diagonalization-of-symmetric-matrices-of-functions
This problem arised ...
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Maximizing the norm of a sum of Hermitian matrices
Consider the following problem:
Problem: Given $n\times n$-Hermitian matrices $A_1,\dots,A_r$, find $e_1,\dots,e_r\in\{-1,1\}$ such that $\|e_1A_1+\dots+e_rA_r\|_\infty$ is maximized. Here the norm is ...
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On a matrix trace inequality
Let $\mathcal H(n)$ be the set of $n\times n$ Hermitian matrices, and $\mathcal S(n) \subset \mathcal H(n)$ be the subset of density matrices, i.e., $A \in \mathcal S(n)$ iff $A$ is Hermitian, ...
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Condition for 3×3 block matrix to be stable
Given a square symmetric matrix $H\in\mathbb{R}^{n\times n}$, design a symmetric positive definite matrix $M\in\mathbb{R}^{n\times n}$ and positive scalar $\alpha$ such that the following ${3n\times ...
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Norm inequality
In an article I read, I have the following inequality:
$\|A-B\|_1 \geq \max \{ \|A 1_m- B 1_m \|_1, \|A^T 1_n - B^T1_n\|_1 \}$
Where $A, B \in \mathbb{R}_+^{m\times n}$.
The $\|\cdot\|_1$ refers ...
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Modeling decay of a linear system with a mixing term
I'm trying to analyze convergence of $x\in \mathbb{R}^{+d}$ which follows the following recurrence
$$\mathbf{x}\leftarrow (\mathbf{1}-\mathbf{h})^2 \mathbf{x} + \mathbf{h}\langle \mathbf{x}, \mathbf{h}...
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votes
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Positive definiteness of a matrix-valued function
This question is a repost from math.se, where I didn't receive an answer.
Are there simple conditions on an $d \times d$ matrix B under which
$$
f(t, s)
=
\begin{cases}
\exp(-B |t - s|^\alpha), &...
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Question on density of certain set of matrices
Let $B$ be an invertible real matrix and let $Q=\{A \text{ real}\mid AB^{T} \text{ is symmetric}\}$. Is the subset $S=\{ A \in Q\mid A+A(B^{-1}A)^{2} \text{ is symmetric}\}$ of measure zero in $Q$? I ...
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Approximating sum of entries of $\exp(A-B)$ for diagonal $A$ and rank-$1$ $B$?
I have non-negative $d\times d$ matrices $A$, $B$ and need a tractable way to compute the sum of all entries of $\exp(-t(A-B))$ where $A$ is diagonal and $B$ symmetric rank-$1$. IE
$$f(t)=\langle\exp(-...
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Finding gradient w.r.t. matrix inputs
Suppose that $A \in \mathbb{R}^{1\times \ell}$, $B \in \mathbb{R}^{\ell \times m}$ are fixed matrices and ${\bf z} \in \mathbb{R}^d$ is a fixed vector. Let $V \in \mathbb{R}^{m\times k}$, $B \in \...
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The eigenstructure of the symmetric tridiagonal matrix whose entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and $$a_{1,2}=\cdots=a_{n-1,n}=1$$
Suppose that $A=(a_{kl})_{k,l=1}^n$ is a symmetric tri-diagonal matix in $M_n(\mathbb{R})$ whose diagonal entries are $a_{kk}=\cos\frac{k\pi}{n+1}$ and
$$a_{1,2}=\cdots=a_{n-1,n}=1$$
Any approach to ...
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Eigenvectors of the symmetric tridiagonal matrices whose entries above the diagonal are all the same
Let us consider the real symmetric tridiagonal matrix $T=(t_{kl})$ in $M_n(\mathbb{R})$ with
$$t_{1,2}=t_{2,3}=\cdots=t_{n-1,n}=1$$
How can we compute the eigenvectors of $T$?
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Subspace contains two matrices with the same spectrums
Consider matrix subspace $\mathbb{C}^{m\times n}$.
What is the minimum $d$ such that for any $d$-dimensional matrix subspace of $\mathbb{C}^{m\times n}$, there exists two distinct matrix $M,N$ such ...
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votes
1
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How to compute the spectral norm of this matrix [closed]
Consider $$\left\|2\sum_{i<j}L_{ij}+4\sum_i \operatorname{diag}e_i \right\|,$$ where
(1) $L_{ij}=\operatorname{diag}e_i+\operatorname{diag}e_j-e_ie_j^T-e_je_i^T$
(2) $e_i$ denotes $n$-by-$1$ vector ...
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Follow-up question regarding real singular matrices with additional details
After my question whose answer turned out to be false, I re-examined the course of my proof, which is actually seperate from the one in my question, and found out that there's another condition, at ...
- 181
1
vote
2
answers
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Singularity of matrix pencil-like expression
I was working more on the topic on my previous question when I have to know whether the following statement is true to circumvent the "exception" caused by division by singular matrices; ...
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votes
1
answer
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Is the set of real matrices with at least one real logarithm closed under multiplication?
Let $S$ be the set of real matrices with at least one real logarithm. For some couple of its elements, for example those with at least (one real logarithm each with submultiplicative norm smaller than ...
- 181
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0
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103
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Question on the existence of a certain decomposition method for real square matrices
I was working around with the decomposition of the multidimensional linear canonical transform (which is not even continuous w.r.t. the parameters) into a few fractional Fourier transforms (and other ...
- 181
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vote
0
answers
202
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Inequality on matrix trace
Consider the following inequality of Lemma 1 arising in The law of large numbers for quantum stochastic filtering and control of many-particle systems :
$$\Big|tr(L\gamma LB) - \frac{1}{2}tr(B(L\gamma ...
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Equivalent definition of positive semidefinite
I am reading a paper which repetitively uses the following statement, but I don't know why this is true:
Statement Let $A$ be a symmetric $n$-by-$n$ matrix, and $B$ be a $n$-by-$n$ matrix, $A\geq 0$ ...
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1
answer
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Control the summation of a diagonal matrix and another matrix to be full rank
Statement. To ensure the rank of $\operatorname{ddiag}(AQQ^T)-\sigma\Delta=n$, it is sufficient to require $\min_i(\operatorname{diag}(AQQ^T))_i>\sigma\lVert\Delta\rVert$.
Note: $Q\in\mathbb{R}_{n\...
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votes
1
answer
73
views
The spectrum of the product $JA$ where $J=I_n\oplus (-I_n)$
Let $A$ be a real symmetric matrix in $M_{2n}(\mathbb{R})$with $A^2=I_{2n}$. Suppose that the Schur decomposition of $A$ is given by $A=\Lambda^t D \Lambda$. Let us consider the following matrix.
$$...
- 3,898
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0
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103
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Recovering the matrix when the Schur decomposition of its blocks are known
Let E be a real symmetric matrix in $M_n(\mathbb{R})$ where $ n=2m$ and
$$E=\left(\begin{array}{cc}
G & X \\
X^t & H
\end{array}\right)$$
where $G,H,X$ are $m\times m$ matrices.
Suppose that $...
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votes
1
answer
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views
Is the set of purely real square matrices, that are complex-diagonalisable, dense in the set of real matrices?
A quick search for "diagonalisable matrix" on Wikipedia immediately gives the result that the set of real-diagonalisable matrices is not dense in the set of real matrices.
I need, however, ...
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1
vote
1
answer
169
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Eigenvalues of a circulant: DFT or Inverse DFT Convention?
Currently, most engineering texts (and webpages including Wikipedia) define forward discrete Fourier transform with a negative sign on the exponential. This is a convention and the inverse discrete ...
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votes
1
answer
115
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Generate a low-rank sparse covariance matrix
May I ask how to generate a low-rank sparse covariance matrix? Thank you!
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1
answer
400
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Reference for (general case) of uniqueness of singular value decomposition (SVD)
My statistics research requires me to understand the non-uniqueness of SVD in the degenerate case of repeated singular values.
I believe that the statements and proofs on this StackExchange posts are ...
1
vote
1
answer
159
views
Third order matrix differential norm
Suppose we have a function $f:\mathbb{R}^n\to\mathbb{R}$ that is at least three times differentiable. Clearly, there is a relationship between the symmetric trilinear form $$T_1=\nabla^3f(x),$$ and ...
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