Eigenvalues are numbers associated to a linear operator from a vector space $V$ to itself: $\lambda$ is an eigenvalue of $T\colon V\to V$ if the map $x\mapsto \lambda x-Tx$ is not injective. An eigenvector corresponding to $\lambda$ is a non-trivial solution to $\lambda x - Tx = 0$.

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Eigenvalues of the product of two matrices

Let $A$ and $B$ be $m \times n$ and $n \times m$ real matrices. I was asked to prove that if $\lambda$ is a nonzero eigenvalue of the $m \times m$ matrix $AB$ then it is also an eigenvalue of the $n ...
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33 views

Linear Algebra Problem Proof

I have been stuck on this problem for quite some time now and, unfortunately, appear to have given up. Perhaps the minds on this page will help me out. Given an $n\times n$ matrix D, where ...
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24 views

Find solutions for an differential equation system

I have a differential equation system $x_1'(t) = -x_2(t)$ $x_2'(t) = -x_1(t)$ I see that I can write $\dot{x} = Ax$ where $A = \begin{pmatrix}0 & -1 \\ -1 & 0\end{pmatrix}$ The complete ...
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19 views

Find real solution for an inhomogene system

I have an inhomogene differential equation system $\begin{pmatrix}\dot{x}_1 \\ \dot{x}_2\end{pmatrix} = \begin{pmatrix}-1 & 3 \\ -3 & -1\end{pmatrix} \begin{pmatrix}x_1 \\ x_2\end{pmatrix} + ...
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16 views

What is the proof/show that the post of linear transformation generated by LDA is at most k-1

What is the proof/show that the post of linear transformation generated by LDA is at most k-1, where ...
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44 views

Question about condition number $k$ of a matrix over a finite field

If $\lambda_{max}$, and $\lambda_{min}$ denote the maximum and minimum values of the eigenvalues of a normal square matrix repectively- are there any explicit bounds to the eigenvalues of such a ...
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29 views

Rayleigh quotient iteration and root finding

I'm trying to find the roots of a polynomial by finding the eigenvalues of its companion matrix. I understand that it is possible to use QR algorithm as the matrix happens to be in Hessenberg form ...
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1answer
23 views

properties of largest eignvalue of product of two matrices

I'm searching for the proof of this lemma it's about largest eignvalue of product of two matrices. one of them is positive definete and the other one is symmetric. B is symmetric matrix, A is Positive ...
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1answer
24 views

Cholesky Decomposition and Orthogonalization

I recently came across a methodology for orthogonalizing variables that are collinear, that uses Cholesky Decomposition, but I am not entirely grasping the intuition of it. Let' assume we have three ...
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1answer
31 views

Showing that $M$ and $N$ will have same eigenvalues.

Today I came accross to this problem. And after some study, I have derived the following solution. Request to the experts, kindly let me know if I have made any mistakes. The question is: if $M, N$ ...
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2answers
110 views

How do I show that $1$ is not an eigenvalue for $A$, by showing that there are no eigenvectors for $\lambda = 1$.

Consider the matrix $$A=\begin{pmatrix}-1 & 3& 3& 3\\ 3& 1& -1& 5\\ 3& -1& 7& -1\\ 3&5& -1&1\end{pmatrix}.$$ How do I show that $1$ is not an ...
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15 views

Prove one of the eigenvector entries has the smallest magnitude

Let $L\in \mathbb{R}^{n \times n}$ be the Laplacian matrix of a simple undirected graph and $D_i$ be the same size matrix with $i$th diagonal element $1$. Denote the smallest eigenvalue of $L+D_i$ as ...
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25 views

Find the limit of this matrix as its power approaches infinity

Find the matrix power, Ak, of A = (v1,v2) v1 = (p,1-p) v2 = (1-p',p') Where v1 and v2 are column vectors, and 0 <= p <= 1, 0 <= q <= 1, p /= q. ...
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2answers
19 views

Quantum mechanics, conmutative operators.

If two operators $A$ and $B$ commute then any eigenvector of $A$ is an eigenvector of $B$? I know that if that happens there is a basis in which the eigenvectors of $A$ and $B$ are equal, but I don't ...
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2answers
50 views

If a matrix is non diagonalizable, what other method can I use to calculate the nth power?

First off, I have this matrix A: 1 0 3 1 0 2 0 5 0 I have calculated the eigenvalues, which are ...
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1answer
32 views

How to solve matrix eigenvalue equation which has a summation.

General problem: If I have some $n \times n$ matrices $\mathsf{M}^\tau$, and column vectors (with $n$ rows) $X^\tau$ is there some mathematical tricks I can do to solve the eigenvalue equation $ ...
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0answers
17 views

Sturm-Liouville equation with rational coefficient

I am trying to solve a regular Sturm-Liouville type Ordinary Differential Equation (ODE) with the following form: \begin{equation} \frac{d}{dy} [q(y) \frac{dW(y)}{dy}]+p(y) W(y) = -\lambda W(y) ...
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30 views

Eigenvalues that are functions

Let us have the Laplacian on a compact manifold $M$. Suppose I have some equation of the form $$-\Delta u(x) = f(x)u(x).$$ If $f \equiv c$ were a constant, this would be an eigenvalue problem ...
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2answers
24 views

Difference of Positive Semidefinite Matrices

Suppose I have two matrices: $$ A\succeq 0\\ B\succ 0 $$ and I know that $$ \langle v_i,Bv_i\rangle - \lambda_i \geq 0 $$ for every normalized eigenpair $(v_i,\lambda_i)$ of $A$. Is this enough to ...
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2answers
21 views

Argmax and eigenvectors

I am reading a paper (in biology) which performs a clustering algorithm. At one point in the paper, it is stated that: $$ \arg \max_{\lVert X\rVert=1} X^T S\, X $$ can be computed as the normalized ...
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2answers
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Eigenvalues of a special $M \times M$ matrix

I could not obtain an explicit formula for the eigenvalues of matrix $$ \begin{pmatrix} a & b & 0 & 0 & 0 & \cdots & 0 \\ c & a & b & 0 & 0 & \cdots & 0 ...
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1answer
22 views

On matrices sharing the same smallest nonzero eigenvalue and related eigenvector

Suppose that $A$ and $B$ are square matrices with the proper size, then what kind of condition does $B$ have to satisfy such that $A$ and $AB$ share the same smallest(largest) nonzero eigenvalue and ...
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2answers
28 views

Eigenvalue and proper subespace.

I have the follow problem: Suppose that $A,B\in{\cal M}_n(\mathbb{R})$ such that $AB = BA.$ Show that if $v$ is an eigenvector of $A$ associated to the eigenvalue $\lambda$, with $Bv\neq 0$ and ...
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equivalence of statements involving compact operators

Let T be a compact operator on a hilbert space H.I want to show that the following 2 statements are equivalent. For each $\lambda \in {\bf C} $, let $V_\lambda = \{ x \in H: Tx = \lambda x \}.$ ...
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smallest and largest eigenvalue of discretized operator $-d^2/dx^2$

In 1D, the second order derivative operator $-d^2/dx^2$ can be discretized as, using Matlab ...
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1answer
31 views

Determinant and generalized eigenvalues

Let A, B be two symmetric positive-definite matrices. Let $\lambda_i$ be the generalized eigenvalues of the pencil (A,B). Can we write function $\log\frac{|A|}{|B|}$ (where $|\cdot|$ stands for ...
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30 views

Computations for LDA: Eigendecomposition

While reading the book Elements of Statistical Learning p. 113, the author used eigendecomposition of the covariance matrix $\hat{\Sigma}_k =\mathbf{U}_k\mathbf{D}_k\mathbf{U}_k^T$ where ...
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1answer
36 views

How do you diagonalize this matrix and find P and D such that A = PDP^-1?

1 1 4 0 -4 0 -5 -1 -8 I3 = 3x3 identity matrix λ 0 0 λI3 = 0 λ 0 0 0 λ λ-1 -1 -4 = 0 λ+4 0 5 1 ...
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18 views

Ortonormal basis of unitary operator and its spectral decomposition - check my solution.

Dear fellow mathematicians, I'm trying to do a linear algebra exercise, but I have no idea whether I have a correct plan of solution. Here is the problem: Find orthonormal eigenbasis (not sure if ...
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60 views

Is $\mathrm{col}(\lambda I_n-A)\subseteq \mathrm{col}(B) $ for a complex $\lambda$?

Let $A\in\mathbb{R}^{n\times n}$, let $I_n$ denote the identity matrix of order $n$, and let $ \mathrm{col}$ denote column space. I'm interested in understanding for what values of $\lambda \in ...
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How can I expand a zonal polynomial in a sum of two matrices? C(A+B) = C(A)*C(B)

I am trying to solve an integral involving zonal polynomials. TO do that I need to somehow separate out the zonal polynomial C(A+B) where my A varies but B is constant. They're all square matrices ...
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Leading eigenvalues of large sparse unsymmetric matrix

I have a matrix R which is sparse and all eigenvalues are -ve with a zero eigenvalue. Size of R is more than 1 million X 1 million. But I need to calculate only few large (by value not by magnitude) ...
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1answer
41 views

Normal Matrix Having all real eigen values is Hermitian

$A$ is a normal matrix (i.e. $AA^*=A^*A$, where * denotes the hermitian conjugate). If all its eigenvalues are real, prove that it is Hermitian (i.e. $A^*=A$). I have tried many things but could not ...
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Eigenvalues for the Sturm-Liouville boundary value problem

Please show me how to calculate the eigenvalues for the following boundary value problem: $$x''+\lambda x=0\\x(0)=0\\x(\pi)=0\\x'(\pi)=0$$ This is what I did: let $\lambda=\mu^2$ $$X(x)=A\cos\mu ...
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Need verification - Given a Hermitian matrix and two eigenvectors corresponding to distinct eigenvalues, show x and y are orthogonal.

Claim: Let $A \in \mathbb{C}^{mxm}$ be hermitian ($A = A^*)$. If $x$ and $y$ are eigenvectors corresponding to distinct eigenvalues, then x and y are orthogonal. Proof: Let $x$ and $y$ correspond to ...
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Continuity in finding eigenvectors

I'm wondering whether there's "continuity" in the eigen vectors of different matrices corresponding to appropriate eigenvalues. For instance, if we change certain elements in a matrix, can we ...
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3-sigma Ellipse, why axis length scales with square root of eigenvalues of covariance-matrix

This is my first post on math.stackexchange and i am not a mathematician, but i took some undergrad math courses and some grad mathematical modelling courses, so i come with a basic understanding of ...
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How do you calculate this third eigenvector in this 3x3 matrix?

Scroll down to the bottom if you don't want to read how I arrived at my original two answers. My question is how are all the online calculators I check coming up with this third eigenvector (1, 1, ...
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About lemma $\rho(A) \leq \|A^k\|^{1/k}$

In the Spectral radius wikipedia article in section Matrices there is a lemma, what states that: Lemma. Let $A \in \mathbb{C}^{n \times n}$ be a complex-valued matrix, $\rho(A)$ its spectral ...
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Minimum eigenvalue of product of two matrices

Abstract description: Let $\mathbf{A}$ and $\mathbf{B}$ be two $n \times n$ real matrices. Let $\sigma( \mathbf{A B} )$ denote the spectrum of $\mathbf{A B}$. Assume that (A1) $\mathbf{A}$ is ...
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Define a positive dot product in $\mathbb{R^3}$

Consider the matrix $A= \begin{bmatrix} k & k-1 & 0 \\ 1-k & 2-k & 0 \\ 2k-3 & 2k-1 & 2 \end{bmatrix} $ with $k \in \mathbb{R}$ and let be $f_a: \mathbb{R^3} \rightarrow ...
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How to derive the spectral projection operator in finite element method?

For a compact self-adjoint operator $T$, the spectral operator can be defined as follows: $$E(\lambda) = \frac{1}{2\pi i}\int_{\Gamma}(z-T)^{-1}dz$$. For a finite dimensional approximate operator ...
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Which matrix norm gives the minimal variation of eigenvalues?

This is a follow-up of this question. The original question is intentionally as general as possible, because I was interested in the most general possible answer. I am now trying to understand its ...
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Finding eigenvalues and “eigenmatrices”.

On the space of $2\times 2$ matrices, let $T$ be the transformation that transposes every matrix. Find the eigenvalues and "eigenmatrices" for $A^T =\lambda A$. By taking determinants on the left and ...
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Is there a theorem about eigenvalues of sum of matrices?

Let's suppose I know $\lambda_i$ to be an eigenvalue of the real negative definite square matrix $A$ of size $n$. $\lambda_i$ can either be real or complex (and $\lambda_{i+1}$ will then be its ...
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Build up a not diagonalizable linear map

I need an hint for this problem. Let be $M = \begin{bmatrix}2 & 1 \\ -2 & 0\end{bmatrix} \in M_2(\mathbb{K})$ and $H=\{A \in M_2(\mathbb{K}) : AM=MA \} $ Build up a linear map $f: ...
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Finding the eigenvectors and the diagonal of a singular 2x2 matrix

i am trying to find the eigenvectors of a 2x2 singular matrix, A = [0 , 1 ; 0 , -3]. My problem is that i can't. I know the answer is, Q = [1 , 1 ; 0 , -3] (by using Matlab), but i don't understand ...
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Katz centrality and Node removal

I'm looking for any results about how Katz centrality changes when a given node is removed from a graph. For instance, if I define a function to be the average of the Katz centrality of the remaining ...
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How to find eigenvalues of the following block circulant matrix

I have a block matrix of size PN x PN of the form: Where A and C are P x P matrices. I would like to find the eigenvalues of the matrix B, that is where
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Finding a basis for eigenspace problem

I need to find the basis of the eigenspace for the matrix A for the eigenvalue of 4 $$A = \begin{bmatrix} 1 & 3 & 3\\ 3 & 1 &-3\\ -3 & 3& 7\\ \end{bmatrix}$$ ...