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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13
votes
4answers
4k views

Show that the determinant of $A$ is equal to the product of its eigenvalues.

Show that the determinant of a matrix $A$ is equal to the product of its eigenvalues $\lambda_i$. So I'm having a tough time figuring this one out. I know that I have to work with the characteristic ...
11
votes
2answers
805 views

Block Diagonal Matrix Diagonalizable

I am trying to prove that: The matrix $C = \left(\begin{smallmatrix}A& 0\\0 & B\end{smallmatrix}\right)$ is diaginalizable, if only if $A$ and $B$ are diagonalizable. If $A\in\mathbb{C}^n$ ...
8
votes
1answer
337 views

Simple to state yet tricky question

Define $$A=\left[\mathrm I+\sum_{k=1}^{m_1}v_k v_k^T+\sum_{k=1}^{m_2}u_k u_k^T\right]^{-1},$$ where each $u_k$ and $v_k$ is a $0$-$1$ column vector, and for each $1\leq i \leq n$, the $i$th component ...
8
votes
1answer
2k views

Inverse of a block matrix

I have a special case where $X=\left(\begin{array}{cc} A & B\\ C & 0 \end{array}\right)$ and: $X$ is non-singular $A$ is singular $B$ is full column rank $C$ is full row rank How do you ...
8
votes
1answer
209 views

Given the inverse of a block matrix - Complete problem

Given $X$ a block matrix $$\pmatrix{A&B}$$ where $A$ is $m \times n$ and $B$ is $m \times (n−m)$. I know a priori the value of $X \times (X^{T} \times X)^{-1}$. Substituting $X$: ...
8
votes
1answer
84 views

*-homomorphisms $M_n(\mathbb{C})\rightarrow M_m(\mathbb{C})$

I've heard that every *-homomorphism $\phi:M_m(\mathbb{C})\rightarrow M_n(\mathbb{C})$ is unitarily equivalent to some *-homomorphism of the form $A\in ...
7
votes
3answers
103 views

A rational “fifth root” of the scalar matrix $2I$

I am working on the following problem from a past exam. Find a necessary and sufficient condition for there to exist a square matrix $A$ of order $n$ whose entries are all rational, such that $A^5 ...
7
votes
5answers
117 views

Positive semi-definite of a matrix composed of semi-definite blocks

Say a matrix A is positive semi-definite. Let B be a square matrix composed of replicas of A as sub-blocks, s.t. $$B=\begin{pmatrix} A & A \\ A & A \\ \end{pmatrix},$$ or $$\begin{pmatrix} A ...
6
votes
3answers
159 views

Eigenvalues of block matricies

If the eigenvalues of a matrix $A$ are $\lambda_1,\lambda_2,\dots,\lambda_n$, what are the eigenvalues of the matrix? $\begin{bmatrix}0 &A\\A&0\end{bmatrix}$ From some numerical examples I ...
6
votes
0answers
149 views

Matrix diagonalization theorems and counterexamples: reference-request.

I'm looking for exhaustive list of diagonalization theorems and counterexamples in linear algebra. In this question I understand the question of matrix diagonalization very broadly: suppose we have ...
5
votes
2answers
197 views

Eigen value of a block matrix

I have following block matrices: $$M_1 = \left(\begin{array}{cc}A & B\\B' & D\end{array}\right)$$ and $$M_2 = \left(\begin{array}{cc}A & -B\\-B' & D\end{array}\right)$$ I want to ...
5
votes
5answers
364 views

How to prove that $\det(M) = (-1)^k \det(A) \det(B)?$

Let $\mathbf{A}$ and $\mathbf{B}$ be $k \times k$ matrices and $\mathbf{M}$ is the block matrix $$\mathbf{M} = \begin{pmatrix}0 & \mathbf{B} \\ \mathbf{A} & 0\end{pmatrix}.$$ How to prove that ...
5
votes
3answers
583 views

Determinants of block matrices

Let $A,B \in \mathbb{R}^{n,n}$. Now $C = \begin{pmatrix} A & iB \\ -iB & A \end{pmatrix}$ and $D = \begin{pmatrix} A & B \\ -B & A \end{pmatrix}$. Show that $\det(C) \in \mathbb{R}$ ...
5
votes
1answer
1k views

Eigenvalues of block matrices

Let $K$ be a field of characteristic 0, and consider the following block matrix $$M=\left(\begin{array}{cc} A & B\\ -B&D\end{array}\right),$$ where each block is an $n\times n$ matrix with ...
5
votes
2answers
567 views

Eigenvalue decomposition of block covariance matrix for Canonical Correlation Analysis (CCA)

Edited: My question is related to a tutorial I was reading. The covariance matrix is a block matrix where $C_{xx}$ and $C_{yy}$ are within-set covariance matrices and $C_{xy} = C_{yx}^T$ are ...
5
votes
1answer
767 views

Eigenvalues of certain block hermitian matrix

Suppose I have a special block, Hermitian matrix $H = \begin{bmatrix} A & B \\ B^* & A^* \end{bmatrix}$, where * denotes conjugate transpose. The blocks $A$ and $B$ are themself Hermitian in ...
5
votes
0answers
73 views

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 ...
4
votes
3answers
71 views

Prove or disprove that trace of matrix $X$ is zero

I was trying to solve a question from a competitive exam paper. This is a part of that question. Let $I_n$ and $O_n$ be $n\times n$ identity and null matrices respectively.Let $S$ be $2n\times ...
4
votes
1answer
211 views

Sum of elements of inverse matrix

Assume NxN matrix A of complex values. I want to calculated the sum of all elements of its inverse. Does anybody have any good idea how to do this? The problem is that calculating the inverse is ...
4
votes
2answers
158 views

Eigenvalues of Block matrices with known eigenvalues

Let's have the following $(n+1) \times (n+1)$ matrix with block elements $\mathbf{Y} = \begin{bmatrix} \mathbf{A} & - \mathbf{w} \\ - \mathbf{w}^{T} & b \end{bmatrix}$ where $\mathbf{A}$ is ...
4
votes
2answers
868 views

Are there any decompositions of a symmetric matrix that allow for the inversion of any submatrix?

I am given a $J \times J$ symmetric matrix $\Sigma$. For a subset of $\{1, ..., J\}$, $v$, let $\Sigma_{v}$ denote the associated square submatrix. I am in need of an efficient scheme for inverting ...
4
votes
1answer
391 views

Determinant of a $2 \times 2$ block matrix

$\textbf{Problem}$: Let a $2n \times 2n$ matrix be given in the form $M=\left[ {\begin{array}{cc} A & B \\ C & D \\ \end{array} } \right]$, where ...
4
votes
2answers
108 views

Determinants of Block Matricies

I read on wikipedia that $Det \begin{pmatrix} A & B\\B& A\end{pmatrix}$ is equal to $ Det(A+B)Det(A-B) $ if $A$ and $B$ commute. Does this hold true even if $ A $ and $ B$ are not ...
4
votes
2answers
207 views

nonegative 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} \\ ...
4
votes
1answer
162 views

Eigenvector of a sparse structured matrix corresponding to the eigenvalue 1

I have a matrix with the following sparsity pattern: $M = \begin{bmatrix} \ast &\ast &0 &0 &0 &0 &0 &0\\ 0 & 0 &\ast &\ast &0 &0 &0 &0 \\ 0 ...
3
votes
4answers
112 views

Find the axis of rotation of a rotation matrix by $INSPECTION$ (NOT by solving $Kv=v$)

$$K=\ \begin{pmatrix} 0 & 0 & 1\\ -1 & 0 & 0\\ 0 & -1 & 0 \end{pmatrix}$$ Find the axis of rotation for the rotation matrix $K$ by INSPECTION. This is from my other thread ...
3
votes
3answers
410 views

Prove that the rank of the block matrix is rank $A$ + rank $B$

Assume $A,B$ are $n \times n$ matrices. Prove that the rank of the block matrix that is defined as the following $$ \pmatrix{A& AB\\B&B+B^2} $$ is equal to $ \mbox{rank} A +\mbox{rank} B$. ...
3
votes
1answer
152 views

Applications/Motivations of matrix decomposition techniques

Matrix decomposition is one area of matrices that has always intrigued me. Every time I open a matrix book, I can interestingly follow it till Eigen values and Eigen vectors because they are well ...
3
votes
1answer
180 views

How to “flip” and change the sign of one particular row of this matrix?

I would like to transform the following matrix : $\mathbf A$ =$\ \begin{bmatrix} a&b\\ c&d\\ e&f\\ g&h \end{bmatrix}\ $ into this one : $\mathbf B$ = $\ \begin{bmatrix} g&-h\\ ...
3
votes
2answers
252 views

What is the codimension of matrices of rank $r$ as a manifold?

I'm reading through G&P's Differential Topology book, but I hit a wall at the end of section 4. There is a result stating The set $X=\{A\in M_{m\times n}(\mathbb{R}):\mathrm{rk}(A)=r\}$ is a ...
3
votes
2answers
47 views

Notation - Transpose of Block Matrices [Lay P121 Q2.4.12]

Definition of Transpose is $(A^T)_{ij} = A_{ji}$ $1.$ Why $\begin{bmatrix} M & N \end{bmatrix}^T = \begin{bmatrix} M^T \\ N^T \end{bmatrix}$, and NOT $\begin{bmatrix} M \\ N\end{bmatrix}$? ...
3
votes
1answer
100 views

Proving matrix $A$ is similar to matrix $B$

Question: If the matrix $\begin{pmatrix} A & 0 \\ 0& A \end{pmatrix}$ is similar to $\begin{pmatrix} B & 0 \\ 0 & B \end{pmatrix}$ show that: the matrix $A$ is similar the matrix ...
3
votes
1answer
106 views

Prove this block matrices are similar

Prove that the block matrices $ \left( \begin{array}{cc} AB & 0\\ B & 0\\ \end{array} \right) $ and $ \left( \begin{array}{cc} 0 & 0\\ B & BA\\ \end{array} \right) $ are similar. ...
3
votes
1answer
155 views

Eigenvalues of a submatrix

A self-adjoint matrix $A$ in a complex linear space has real eigenvalues bounded between $0$ and $1$. If $A$ is projected onto an arbitrary two-dimensional subspace, what would be the bounds on the ...
3
votes
1answer
241 views

Checking if one “special” kind of block matrix is Hurwitz

I have the next block matrix $$ J = \begin{bmatrix}A & B \\ K &0\end{bmatrix} $$ all matrices are square, where $A < 0$ (definite negative), $B$ has all its eigenvalues with positive real ...
3
votes
1answer
79 views

eigenvalues of sum of matrices: $A$+block matrix are strictly less than eigenvalues of $A$+identity

Let $A$ whose sum for rows is 0, can I prove that the $ \lambda_i \left ( \begin{bmatrix} I & 0\\ 0 & 0 \end{bmatrix} +A\right ) $ are strictly less than $\lambda_i \left ( \begin{bmatrix} I ...
3
votes
2answers
73 views

Completely baffled by this question involving putting matrices in matrices

This is homework, so only hints please. Let $A\in M_{m\times m}(\mathbb{R})$ , $B\in M_{n\times n}(\mathbb{R})$ . Suppose there exist orthogonal matrices $P$ and $Q$ such that ...
3
votes
1answer
197 views

Rank of a block-triagonal matrix

Given a matrix $C=\left [ \begin{matrix} A & 0 \\ B & A \end{matrix} \right ]$, where rank(A+B)=rank(B), and rank(B)>rank(A), does rank(C)=rank(A)+rank(B) hold? A,B are Laplacian matrices.
3
votes
1answer
105 views

Fast way to calculate determinant for a block matrix

I have a block matrix $$Q_{(n+m-1)\times(n+m-1)} = \begin{pmatrix} A & -J\\-J^t & B \end{pmatrix}$$ where $$A_{(m-1)\times(m-1)} = n*I_{(m-1)\times(m-1)} \text{ and } B_{n\times n} = ...
3
votes
1answer
101 views

decomposing PSD block matrix into two PSD block matrices

Given $Q = \left( \begin{array}{ccc} A + B & C \\ C^T & D\end{array} \right) $, where we know that $Q, A, B, D$ are all positive semi-definite, square, but not necessarily equally sized ...
3
votes
1answer
59 views

Find signature of symmetric block matrix, given the diagonal blocks are positive / negative definite - Check my proof

This may be a basic question, but I'd like someone to double check it. We are given the matrix $A=\begin{pmatrix} A_1 & C \\ C^T & A_2\end{pmatrix}$ where $A_1$ is a $k$ by $k$ positive ...
3
votes
2answers
69 views

Basis of Kernel of a matrix

Given $\theta>0$. Let $H$ be $5 \times 6$ matrix $$\left[\begin{matrix} 1 & -1 & 0 & 0 & 0 & 0 \\ 1 & 0 & -1 & 0 & 0 & 0 \\ 1 & 0 & 0 & -1 ...
3
votes
0answers
208 views

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 ...
2
votes
2answers
97 views

How to express a matrix as a product of two symmetric matrices?

Let $A$ be a matrix and $J$ its Jordan canonical form. How can one express $A$ as a product of two symmetric matrices? I expressed $J$ as a product of two symmetric matrices: block by block in the ...
2
votes
1answer
301 views

Block diagonalizing a real matrix

I need to prove that for every real linear operator $T:\mathbb{R}^n\longrightarrow \mathbb{R}^n$, there exists an orthonormal basis of $\mathbb{R}^n$ such that the corresponding matrix is block ...
2
votes
1answer
42 views

Determinant of $M = \begin{pmatrix} I_n&iI_n \\iI_n&I_n \end{pmatrix}$

Calculate the determinant of the following matrix: $M \in M_{2n}(\mathbb{C})$ such that $$M = \begin{pmatrix} I_n&iI_n \\iI_n&I_n \end{pmatrix}$$ I find that that $\det M = 2^n$ is that ...
2
votes
2answers
72 views

represent the matrix into rank 2

Given an $n\times 1$ vector $x$ and an $n\times 1$ vector $y$. The $n\times n$ matrix $xy^T$ is a rank one matrix. Now let $M=xy^T+yx^T$, how do we represent the matrix $M$ as a rank 2 form $M=AB^T$, ...
2
votes
1answer
922 views

Is always possible to find a generalized eigenvector for the Jordan basis M?

$A$ is a defective matrix, meaning that there are fewer linearly independent eigenvectors than eigenvalues; the algebraic multiplicity of $\lambda_1$ is $v_i = 2$ while the geometric multiplicity is ...
2
votes
3answers
254 views

Quadratic equation with matricial coefficients

If I have a equation in the form $${\lambda ^2}{I_N} + \lambda {M_1} + {M_2} = {0_N}$$ where ${I_N}$ is the identity matrix of order $N$, $M_1$ and $M_2$ are matrices of ($N\times N$) order and ...
2
votes
1answer
100 views

Is eigenvectors/eigenvalues of symetric matrix related with eigenvectors/eigenvalues of its block?

$A$ is square symmetric matrix as: $$A=\begin{pmatrix} A_1&A_2 \\ A_3 & A_4 \end{pmatrix}$$ I have two points which need help to understand clearly: All blocks $A_1$, $A_2$, $A_3$, $A_4$ ...