For questions about matrices which are defined block wise, like $\pmatrix{A&B\\ C&D}$ where $A,B,C$ and $D$ are themselves matrices. Use this tag with (matrices), and often with (linear-algebra).

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Linear Algebra — Block Matrix Inversion

Please excuse my formatting... $X=\left(\matrix{A & B\\C & D}\right)$ where $A,B,C,D$ are all $n\times n$ matrices. Assuming that all stated inverses exist show that ...
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Help regarding a weird Matrix

Hi I have a matrix of the following form arising by discretization of a system of PDEs. I am working to get the invertibility of the Matrix. Can some one help me or at least give me some reference on ...
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Iterative Method for a special kind of Sparse Matrix

I've the following problem.I've a sparse square Matrix $\bf M$. I can write $\bf M$ as: $${\mathbf M} = \begin{bmatrix}\mathbf A_{11} & \dots & \mathbf A_{1n} \\ \vdots & \ddots & ...
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Is there a way to exploit the fact that the covariance matrix has a blocked structure to more easily compute the multivariate normal density?

I'm trying to minimize the (negative) multivariate normal log likelihood (dropping constants): $$ \log |\boldsymbol\Sigma|\,+(\mathbf{x}-\boldsymbol\mu)^{\rm ...
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special case of the inverse eigenvalue problem

I need to construct a non-negative matrix with desired eigenvalues. To that end, I came up with a block matrix of the following form: $$ \mathbf{M} = \begin{vmatrix} \mathbf{A} & \mathbf{b} \\ ...
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What kind of matrix/tensor notation is this?

I'm hoping someone on here recognises this and has an answer, because I'm having serious memory issues. About a year ago, I came across the following way of representing tensors of rank $n$ in matrix ...
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Properties about Matrices that can be proved by only using Block Multiplication of Matrices

I recently proved the property that product of two upper triangular matrices is an upper triangular matrices by using the block multiplication of matrices. The basic fact that was required to prove ...
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Determinant, number of non zero columns

Trying to build a reduction from the maximum coverage problem to my research problem, I'm facing this difficulty : Let $X$ be a $n \times m$ binary matrix (with $m > n$), can we define a square ...
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when block matrix is positive definite ,

can one tell me when the block matrix M=[A B,C D] is positive definite such as: 1-the four block A,B,C and D are symmetric diagonal positive definite matrices 2-M is asymmetric, so C is not the ...
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Square root of a squared block matrix

I’m trying to compute the square root of the following squared block matrix: \begin{equation} M=\begin{bmatrix} A &B\\ C &D\\ \end{bmatrix} \end{equation} (that is $M^{1/2}$) as function of ...
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Sorting Matrix to Block structure

I have a symmetric matrix and I want it to be as block-like as possible. I don't have a clear definition. I want the smallest number of groups of non zero elements or maybe the most non-zero elements ...
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How does adding extra row and column of ones affect a matrix's inverse?

I'm working on a homework problem, and I'm stuck. I guess my linear algebra still needs some work... I've arrived at $\mathbf{D}= \left[ \begin{matrix} \mathbf{C} & \mathbf{1}^T \\ \mathbf{1} ...
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Eigen value of a complex block matrix

I have a following block matrix M1 =([a11 a12;a21 a22] [b13;b23];[b13;b23]' d33) + ([c -cr]'*[c -cr] 0;0 I) now what i observe is that whether i use ...
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Basis transformation of frobenius normalform

If I have an endomorphism $A$ with characteristic polynomial $p=(\lambda-a_1)^k\cdot...\cdot(\lambda-a_i)^j$. This determines our blocks in the frobenius normal form(but not the order of the companion ...
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Quadratic form of block matrix

If one has a block matrix $\tilde A = \left[ {\begin{array}{*{20}{c}} D&{{0_{n \times n}}}\\ {{0_{n \times n}}}&{{0_{n \times n}}} \end{array}} \right]$ where $D\in {R^{n \times n}}$ is a ...
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Linear least squares decomposition of a submatrix of a gaussian random matrix

Suppose $X$ is an $n\times p$ random matrix whose rows are picked iid according to $N(0,\Sigma)$, $\Sigma$ being $p\times p$ symmetric, positive definite. Let $S,T\subset \{1,2,\ldots,p\}$ be such ...
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Perturbing/sensitivity of the eigenvalues of a block tridiagonal matrix

This question is related to my former question: Checking if one "special" kind of block matrix is Hurwitz Given the next matrix $$ J = \begin{bmatrix}-(B+B^T) & B \\ 0 ...
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on norm of submatrix of the inverse and inverse of a submatrix

Given an M-matrix, say $M\in\mathbb{R}^{n\times n}$, which in block form is $M$ = \begin{pmatrix} A & B\\ C & D \end{pmatrix} where $A\in\mathbb{R}^{k\times k}$ and ...
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174 views

Eigen values of sum of two matrices

I have a following block matrix \begin{align*} M_1 &= M_a + M_b\\\ M_a &= \begin{pmatrix} a_{11} & 0 &b_{13}\\\ 0 & a_{22}& b_{23}\\\ b_{13}^T & b_{23}^T & d_{33} ...