All Questions
Tagged with sp.spectral-theory linear-algebra
124
questions
0
votes
0
answers
58
views
Computing the eigenvalues of $A+E$ where $A$ is an upper triangular matrix whose diagonal entries are all zero and $E$ is a rank one matrix
Let us consider the backward-shift matrix $B=(b_{ij})\in M_n(\mathbb{R})$ whose entries are given by $b_{k,k+1}=1$ and the other entries are all 0. We also consider $X=(x_{ij})\in M_n(\mathbb{R})$ ...
- 3,898
7
votes
0
answers
166
views
Hölder continuity of spectrum of matrices
Endow $\mathbb{C}^{d \times d}$ with the norm induced by the Euclidean norm on $\mathbb{C}^d$. It is well-known (to those who know it well, I guess) that the spectrum $\sigma(A)$ of a matrix $A \in \...
- 11.5k
3
votes
0
answers
169
views
Where could a paper on a unification of matrix decompositions be published?
I've got a paper which shows that when the spectral theorem (as a statement that every self-adjoint matrix can be unitarily diagonalised) is naively generalised to $*$-algebras other than the complex ...
- 4,752
2
votes
1
answer
279
views
On a theorem of Carlson on the necessary and sufficient condition for a matrix to have $m$ real eigenvalues
Background: In the physics of open quantum systems the Lindbladian $\mathcal{L}$ governs the evolution of quantum states through the Lindblad master equation.
The Lindblad operator usually has ...
0
votes
0
answers
90
views
Necessary and sufficient conditions for $\mbox{trace}(A^{-1/2}e^{-tB} (AB+BA) e^{-tB}A^{-1/2}) \ge 0$ for all $t$
Let $A$ and $B$ be positive-definite matrices of the same size. For any $t \ge 0$, define
$$
u(t) := \mbox{trace}(A^{-1/2}e^{-tB} (AB+BA) e^{-tB}A^{-1/2}).
$$
Question. What are necessary and ...
- 6,586
1
vote
1
answer
184
views
Eigenvalues invariant under 90° rotation
Consider $N \times N$ matrices
$$A = \begin{bmatrix}
0 & 0 & \cdots & 0 & 1 \\
1 & 0 & 0 & & 0 \\
\vdots & 1 & 0 & \...
- 496
5
votes
1
answer
284
views
The discrete Fourier transform's Gaussian-like eigenvector
I have the $N$x$N$ matrix below where $N$ is a power of 2 (usually 64 or 256) and $\omega = 2\pi/N$. What is its largest eigenvalue?
$\begin{bmatrix}
2 & 1 & 0 & 0 & \cdots & 0 &...
- 1,527
4
votes
1
answer
141
views
prove spectral equivalence bounds for inverse fractional power of matrices
The question is an extention to the answered question prove spectral equivalence bounds for fractional power of matrices.
Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and ...
- 75
3
votes
1
answer
65
views
prove spectral equivalence bounds for fractional power of matrices
Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and tri-diagonal matrices for that we know that they are spectrally equivalent, thus ist holds
$$ c^- x^\top D x \le x^\top A ...
- 75
1
vote
1
answer
85
views
Are these $L_2$-spectral radii approximations strictly increasing?
Suppose that $V$ is a finite dimensional complex Hilbert space. Let $L(V)$ denote the collection of all linear mappings from $V$ to $V$. Let $A_1,\dots,A_r:V\rightarrow V$ be linear operators. Then ...
- 27.4k
2
votes
0
answers
87
views
Eigenvalues of two positive-definite Toeplitz matrices
Consider two positive-definite Toeplitz matrices $M_1$ and $M_2$ both with dimension $2^j \times 2^j$. Their matrix elements are:
$$M_1[x,y] = \frac{\text{sin}(\pi(x-y)/2^j)}{\pi(x-y)} \qquad M_2[x,y] ...
- 21
1
vote
1
answer
116
views
Spectrum invariant under (generalised) transpose as operator on trace class operators
For matrices $A$ it is well known that the spectrum is invariant under transpose $\sigma(A^T) = \sigma(A)$. Furthermore, the spectrum of the adjoint matrix $\sigma(A^*) = \overline{ \sigma(A)}$ the ...
15
votes
3
answers
2k
views
Why is the set of Hermitian matrices with repeated eigenvalue of measure zero?
The Hermitian matrices form a real vector space where we have a Lebesgue measure. In the set of Hermitian matrices with Lebesgue measure, how does it follow that the set of Hermitian matrices with ...
- 53
1
vote
1
answer
216
views
Monotonicity of eigenvalues II
In a previous question here, I asked the question below for block matrices and received an answer showing the question is true if $\mathcal B$ is hermitian and false, in general if $\mathcal B$ is non-...
- 496
6
votes
1
answer
524
views
Monotonicity of eigenvalues
We consider block matrices
$$\mathcal A = \begin{pmatrix} 0 & A\\A^* & 0 \end{pmatrix}$$ and
$$\mathcal B = \begin{pmatrix} 0 & B\\C & 0 \end{pmatrix}.$$
Then we define the new matrix
$...
- 496
3
votes
4
answers
353
views
Prove that $(v^Tx)^2−(u^Tx)^2\leq \sqrt{1−(u^Tv)^2}$ for any unit vectors $u, v, x$
I believe I found a complicated proof by bounding the spectral norm $||uu^T-vv^T||^2_2:=\max_{||x||=1}|(u^Tx)^2-(v^Tx)^2|$.
Using the fact that $dist(x,y):=\sin|x-y|$ is a distance function over unit ...
- 143
5
votes
0
answers
204
views
Perturbation of Neumann Laplacian
Consider the $N \times N$ matrix
$$A_{\alpha}=\begin{pmatrix} \lambda_1 & -1 & -\alpha & 0 & \cdots & 0\\
-1 & \lambda_2 & -1 & -\alpha & \cdots & 0\\
-\alpha &...
- 53
2
votes
1
answer
96
views
Expressing the singular values of a 2-by-2 real-valued matrix by the norm of the two columns and the angle between them
I'm looking for an elegant way to show the following claim.
Claim: Let $m_1, m_2 \in \mathbb{R}^2$ be the two columns of matrix $M \in \mathbb{R}^{(2 \times 2)}$. The singular values of the matrix are ...
- 45
1
vote
1
answer
192
views
Eigenvalues of operator
In the question here
the author asks for the eigenvalues of an operator
$$A = \begin{pmatrix} x & -\partial_x \\ \partial_x & -x \end{pmatrix}.$$
Here I would like to ask if one can extend ...
- 192
7
votes
1
answer
168
views
Are $\log(\sigma(A(z))$ subharmonic functions?
Let $A$ be a matrix-valued entire function. It is then well-known that $\log \Vert A(z)\Vert$ is subharmonic. In particular, the operator norm is just the largest singular value of $A$.
Is it ...
- 624
11
votes
1
answer
894
views
Imaginary eigenvalues
Consider the matrix
$$A(\mu) = \begin{pmatrix} 0 & 1& 0 & 0 \\ -1 & -i\mu & 0 & i \\ 0 & 0 & 0 & 1 \\ 0 &i & -1 & i\mu \end{pmatrix}.$$
This matrix is ...
- 624
13
votes
3
answers
2k
views
Eigenvalue pattern
We consider a matrix
$$M_{\mu} = \begin{pmatrix} 1 & \mu & 1 & 0 \\ -\mu & 1 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 &-1 & 0 & 0 \end{pmatrix}$$
One easily ...
- 133
3
votes
2
answers
161
views
Massive dirac operator symmetric spectrum
Consider the Dirac operator
$$ H = \begin{pmatrix} m & -i\partial_z \\ -i\partial_{\bar z} & -m \end{pmatrix},$$
where $\partial_{\bar z}$ is the Cauchy-Riemann operator and $m \ge 0.$
It is ...
- 173
6
votes
0
answers
106
views
Eigenvalues of splitting scheme
In numerical analysis it is common to approximate a solution to a PDE
$$u'(t) = (A+B) u(t), \quad u(0)=u_0$$
which is just given by $e^{t(A+B)}u_0$ by the splitting $e^{tB/2} e^{tA} e^{tB/2}u_0.$ Here,...
- 496
1
vote
0
answers
66
views
Lower-bounding the eigenvalues of a certain positive-semidefinite kernel matrix, as a function of the norm of the input matrix
Let $\phi:[-1,1] \to \mathbb R$ be a function such that
$\phi$ is $\mathcal C^\infty$ on $(-1,1)$.
$\phi$ is continuous at $\pm 1$.
For concreteness, and if it helps, In my specific problem I have $\...
- 6,586
3
votes
1
answer
149
views
Commutation between integrating and taking the minimal eigenvalue
Let $S = (f_{ij})_{ij}$ be a $n \times n$ real symmetric matrix, with functions $f_{ij} \in L^1(\mathbb{R}^d,\mathbb{R})$ in it. We define $\left(\int u S \right)_{ij} = \int u S_{ij}$ as the ...
user140442
16
votes
2
answers
1k
views
Spectral symmetry of a certain structured matrix
I have a matrix
$$ A= \begin{pmatrix} 0 & a & d & c\\ \bar a & 0 & b & d \\ \bar d & \bar b & 0 & a \\ \bar c & \bar d & \bar a & 0 \end{pmatrix} $$
As ...
- 496
6
votes
1
answer
279
views
Continuity of eigenvectors
Let $\mathbb{C} \ni z \mapsto M(z)$ be a square matrix depending holomorphically on a parameter $z$ with the property that $\operatorname{dim}\ker(M(z)))=1$ for $z $ away from a discrete set $D \...
- 496
5
votes
2
answers
937
views
Compact operator without eigenvalues?
Consider the operator $M$ on $\ell^2(\mathbb{Z})$ defined by for $u\in \ell^2(\mathbb Z)$
$$Mu(n)=\frac{1}{\vert n \vert+1}u(n).$$ This is a compact operator!
Then, let $l$ be the left-shift and $r$ ...
- 173
2
votes
0
answers
74
views
Upper bound for smallest eigenvalue of infinite family of graphs
Let $\left\{G_{n}\right\}_{n=1}^{\infty}$ be a sequence of regular simple connected graphs with at least one edge such that $G_i$ is an induced sub-graph of $G_{i+1}$ and is not equal to $G_{i+1}$.
...
- 133
3
votes
1
answer
111
views
Approximation of vectors using self-adjoint operators
Let $T$ be an unbounded self-adjoint operator.
Does there exist, for any $\varphi$ normalized in the Hilbert space, a constant $k(\varphi)>0$ and a sequence of normalized $(\varphi_n)$ such that $$...
- 173
12
votes
6
answers
2k
views
Differentiability of eigenvalues of positive-definite symmetric matrices
Let $A\in M(n,\mathbb{R})$ be an invertible matrix. Consider the (real) eigenvalues $\lambda_1,\cdots,\lambda_n$, in increasing order, of the positive-definite symmetric matrix $A^t A$. We shall ...
- 3,403
4
votes
1
answer
303
views
When is rank-1 perturbation to a positive operator still positive?
Let $A : \mathcal{H} \to \mathcal{H}$ and $B : \mathcal{H} \to \mathcal{H}$ be trace-class (hence compact) Hermitian operators on a separable Hilbert space. Assume that $A$ is strictly positive and ...
- 610
1
vote
0
answers
59
views
Spectral theorems for generalized Hermitian matrices
Let $k$ be a field, and let $\sigma$ be a nontrivial involutory automorphism of $k$. Let $A$ be a square matrix with entries in $k$, such that $(A^{\sigma})^T = A$; here $A^\sigma$ means the matrix $(...
- 4,025
3
votes
2
answers
295
views
Random matrix is positive
This is a follow up question on my previous question here that was on solved in the deterministic setting by Denis Serre, when the perturbation can be separated. Therefore, I decided to split the ...
- 496
6
votes
1
answer
287
views
Phase transition in matrix
Playing around with Matlab I noticed something very peculiar:
Take the symmetric matrix $A \in \mathbb R^{n \times n}$ defined by
$$A_{ij}= i \delta_{ij} - \frac{\varepsilon}{\sqrt{i}\sqrt{j}}\,.$$
...
- 496
1
vote
1
answer
1k
views
Positive matrix and diagonally dominant
There is a well-known criterion to check whether a matrix is positive definite which asks to check that a matrix $A$ is
a) hermitian
b) has only positive diagonal entries and
c) is diagonally ...
- 183
2
votes
0
answers
74
views
Unimodality of a function of a non-negative matrix
I am taking an interest in the following problem:
Consider a real matrix with non-negative entries $\boldsymbol{A} \in \mathbb{R}_+^{d \times d}$, with $d \in \mathbb{N}$.
For $k \in \mathbb{N}$, ...
- 141
2
votes
3
answers
210
views
Equivalence of operators
let $T$ and $S$ be positive definite (thus self-adjoint) operators on a Hilbert space.
I am wondering whether we have equivalence of operators
$$ c(T+S) \le \sqrt{T^2+S^2} \le C(T+S)$$
for some ...
- 23
4
votes
2
answers
701
views
Decay of eigenfunctions for Laplacian
Consider the discrete second derivative with Dirichlet boundary conditions on $\mathbb C^n$.
Its eigendecomposition is fully known:
see wikipedia
It seems like the largest eigenvalue $\lambda_1$ is ...
2
votes
0
answers
94
views
Smallest singular value distribution
Let $G_\mathbb{R}\in\mathbb{R}^{n\times n}$ and $G_\mathbb{C}\in\mathbb{C}^{n\times n}$ denote the real and complex Ginibre random matrices, i.e. random matrices with independent real/complex Gaussian ...
- 83
3
votes
0
answers
155
views
Perturbation theory compact operator
Let $K$ be a compact self-adjoint operator on a Hilbert space $H$ such that for some normalized $x \in H$ and $\lambda \in \mathbb C:$
$\Vert Kx-\lambda x \Vert \le \varepsilon.$
It is well-known ...
user136577
0
votes
1
answer
238
views
Perturbing a normal matrix
Let $N$ be a normal matrix.
Now I consider a perturbation of the matrix by another matrix $A.$
The perturbed matrix shall be called $M=N+A.$
Now assume there is a normalized vector $u$ such that $\...
user136156
5
votes
1
answer
171
views
Stable matrices and their spectra
I am a graduate student in engineering and we work a lot with so-called Hurwitz (or stable) matrices.
A matrix in our terminology is called stable if the real part of the eigenvalues is strictly ...
user136156
3
votes
1
answer
739
views
Real part of eigenvalues and Laplacian
I am working on imaging and I am a bit puzzled by the behaviour of this matrix:
$$A:=\left(
\begin{array}{cccccc}
1 & 0 & 0 & -1 & 0 & 0 \\
0 & 0 & 0 & 0 & -1 &...
user136033
3
votes
1
answer
403
views
Spectrum of this block matrix
Consider the following block matrix
$$A = \left(\begin{matrix} B & T\\ T & 0 \end{matrix} \right)$$
where all submatrices are square and
matrix $B = \mbox{diag}\left(b_1 ,0,0,\dots,0,b_n \...
- 496
2
votes
1
answer
258
views
The effect of random projections on matrices
Let $A\in\mathbb{R}^{n\times n}$ be a given normal matrix, i.e. $A^TA=AA^T$. Let $P_s\in\mathbb{R}^n$ be a random projection matrix to an $s$-dimensional subspace in $\mathbb{R}^n$.
Suppose $\frac{A+...
- 1,475
8
votes
2
answers
315
views
Matrix rescaling increases lowest eigenvalue?
Consider the set $\mathbf{N}:=\left\{1,2,....,N \right\}$ and let $$\mathbf M:=\left\{ M_i; M_i \subset \mathbf N \text{ such that } \left\lvert M_i \right\rvert=2 \text{ or }\left\lvert M_i \right\...
- 225
6
votes
1
answer
418
views
Intuitive proof of Golden-Thompson inequality
Sutter et al. [1] in their paper "Multivariate Trace Inequalities" give an intuitive proof of the following Golden-Thompson inequality:
For any hermitian matrices $A,B$:
$$
\text{tr}(\exp{(A+B)}) \...
- 163
-2
votes
1
answer
440
views
sum of positive definite matrix
sum of positive definite matrix $A+B $is positive definite. I want to look at the spectrum of $C=A+B$
can we say the ith largest eigenvalue of $C$ is no less than the ith largest eigenvalue of $A$ i....
- 553