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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267 views

How to find the limit of this matrix function

Let $A$ be $n\times n$ real symmetric matrix that is positive definite. Let $x\in\mathbb{R^n}, \space x\ne 0$. Prove that the following limit $$ \lim_{m\to\infty}\dfrac{x^TA^{m+1}x}{x^TA^{m}x} $$ ...
1
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3answers
156 views

Symmetric matrices and eigenvalues

If the eigenvalues of a symmetric matrix $A$ are greater than 0, show that $v^{\top}Av > 0$ for every $v \ne 0$ I am trying to prove this as follows: If $v$ is an eigenvector of $A$, then $Av ...
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1answer
20 views

What can I assume, when given a matrix with information about its eigenvalues but not its action?

Basically, I've had to use linearity a couple of times yesterday and today, in order to write up a few proofs. But I notice that I am only given information such as positivity conditions and ...
0
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0answers
19 views

Asymptotic behavior of the minimum eigenvalue of a certain Gram matrix with linear independence

Consider the density matrices with the following spectral decompositions: $$\rho=\lambda_1|\nu_1\rangle+\lambda_{2}|\nu_2\rangle$$ and $$\sigma=\gamma_1|\omega_1\rangle+\gamma_2|\omega_2\rangle$$ such ...
0
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1answer
34 views

Eigenvector and eigenvalue of the differential operator $L(x)=x''+3x'-4x$

This is a follow up question to this one. Just to summarize. I want to find the kernel, eigenvalues and eigenvectors of the differential operator: $$L(x):=x''+3x'-4x$$ In other words I want to find ...
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0answers
19 views

PCA of the large symmetric almost-diagonal matrix

I was doing factor reduction of the correlation matrix of the special form $\rho_{ij}=\rho+(1-\rho)e^{-\beta |i-j| }$, with $i,j \le n=100$, $\rho \ll 1$ and $\beta \le 1 $. $$ \begin{bmatrix} ...
1
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1answer
37 views

What is the relation between rank of a matrix, its eigenvalues and eigenvectors

I am quite confused about this. I know that zero eigenvalue means that null space has non zero dimension. And that the rank of matrix is not the whole space. But is the number of distinct eigenvalues ...
1
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1answer
50 views

Consequences of the positivity condition $v^t A v > 0$ for the eigenvalues of $A$

Let $A$ be an $n \times n$ symmetric real matrix with n distinct eigenvalues $\lambda_1 , ... , \lambda_n$. a) Suppose $v^t(Av)$>0 for all v in $R^n$, v$\ne$0. Show that all $\lambda_i$ are positive ...
2
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2answers
38 views

Finding the kernel, eigenvalues, and eigenvectors of the operator $L(x) := x'' + 3 x' + 4 x$

I want to find the kernel, eigenvalues and eigenvectors of the differential operator: $$L(x)=x''+3x'-4x$$ on the $\Bbb C \space \space \text{vectorspace} \space \space C^{\infty}(\Bbb R)$ as well ...
1
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4answers
43 views

How to find a real matrix with complex eigenvalues,

Give a $2 \times 2$ real matrix $A$ with eigenvalues $2+3i$, $2-3i$. I would like hints only. So far, I've been trying get somewhere with $\det[A-(2+3i)I] = 0$ and $\det[A-(2-3i)I] = 0$; which ...
3
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0answers
23 views

Random matrices, eigenvalue distribution.

I just investigated randn(1024) + 1i*randn(1024), a 1024x1024 complex valued matrix with elements both real part and imaginary part drawn from $\mathcal{N}(\mu = 0, \sigma = 1)$. I was a bit surprised ...
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3answers
78 views

Eigenvalues of matrix $A^TA+I$ are real and greater than 1?

In this paper, the author states that the eigenvalues of the matrix $A^TA + I$ are real and greater than 1, since $A^TA$ is symmetric positive definite. But why?
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1answer
20 views

Bounding the smallest eigenvalue of symmetric matrix product

Let $X = ABA^T$ where $B \in \mathbb{R}^{p \times p}$ and $B$ is positive definite matrix and $A \in \mathbb{R}^{q \times p}$ so that $X \in \mathbb{R}^{q \times q}$. My question is concerning an ...
1
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2answers
32 views

Proving existence and uniqueness of a matrix,

Let A be nxn with real coefficients and assume that it has n distinct eigenvalues, and all eigenvalues are positive real numbers. Let k $\ge$3 be an odd integer. a) Prove there exists a unique real ...
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1answer
13 views

How does this form of Poincare's inequality for self-adjoint matrices hold?

I'm reading "Introduction to Matrix Analysis and Applications" by Hiai and Petz, and they state Theorem 1.26 ("Poincare's Inequality") as follows: Let $A\in B(H)$ be a self-adjoint operator with ...
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1answer
21 views

The Maximum Eigenvalue of $F\mathrm{max(B)}F^T - FBF^T$

$F$ is a $b \times n$ real matrix. $B$ is a $n \times n$ real matrix, constructed by $B = w^T w$, where $w$ is a row vector with strictly positive real numbers, and clearly $B$ is a rank 1 matrix. ...
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0answers
56 views

Show that $A^k$ has eigenvalues $\lambda^k$ and eigenvectors $v$.

I want to prove the following statement: Let $A \in \Bbb R^{n\times n}$ with eigenvalues $\lambda$ and eigenvectors $v$. Show that $A^k$ has eigenvalues $\lambda^k$ and eigenvectors $v$. ...
13
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2answers
407 views

Are eigenvalues of the limit of a sequence of matrices limits of eigenvalue sequences?

Let $\{A_n\}\in \mathbb{R}^{m\times m}$ be a sequence of symmetric matrices such that $A_n\to A$ as $n\to \infty$, i.e. $\lim_{n\to \infty}a_{ij}(n)=a_{ij}\ \forall 1\le i,j\le m$ where ...
0
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1answer
47 views

Is the converse of the Spectral Theorem true?

In the book by Friedberg, Insel and Spence, symmetric matrices are orthogonally diagonalizable, and over the complex number field, normal matrices are orthogonally diagonalizable -- this is all from ...
2
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4answers
263 views

If a matrix has positive, real eigenvalues, is it always symmetric?

We know that symmetric matrices are orthogonally diagonalizable and have real eigenvalues. Is the converse true? Does a matrix with real eigenvalues have to be symmetric? A class of symmetric ...
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0answers
28 views

Solve the eigenvalue problem : [on hold]

Solve this eigenvalue problem: $$ x^2 y'' + x y' = \lambda y, \quad y(e^\pi)= y(e^{2 \pi}) = 0$$
2
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2answers
33 views

Does the lowest diagonal element of a real symmetric matrix form an upper bound to the lowest eigenvalue?

If I have a real symmetric matrix, is it possible to look at the lowest diagonal element and then claim that the lowest eigenvalue of the matrix must be less than or equal to that diagonal element? I ...
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0answers
16 views

Algorithm for getting Markov chain given the complex eigenvalues

Given real and complex eigenvalues (occurring in conjugate pairs) how to get a single instance of a Markov Chain which has these eigenvalues. I know the Markov chain is not unique as eigenvectors are ...
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2answers
30 views

Algorithm for real matrix given the complex eigenvalues

Given complex eigenvalues (occurring in conjugate pairs) how to get a single instance of a real matrix which has these eigenvalues. I know the matrix is not unique as eigenvectors are not fixed but in ...
5
votes
2answers
103 views

Eigenvalues of linear operator $F(A) = AB + BA$

Let $B$ be the $n \times n$ square matrix; $\lambda_1, \lambda_2, \dots, \lambda_n$ are its pairwise distinct eigenvalues. For all $n \times n$ matrix $A$ let me define $F(A) = AB + BA$. We can ...
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1answer
16 views

Constructing matrices with eigenvalues equal to roots of a given polynomial

Suppose we are given a polynomial e.g. $$x^4+Ax^3+Bx^2+Cx+D,\tag1$$ and we need to construct a matrix, whose eigenvalues would be equal to roots of this polynomial. One way, rather inelegant, is to ...
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0answers
44 views

clarification on eigendecomposition of a matrix

looking for some clarification on a couple things related to the eigendecomposition of a square matrix. Suppose we have a square n x n matrix, A, and we are interested in finding its eigenvectors and ...
4
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1answer
148 views
+50

Impact of random numbers on the eigen-values

How do the eigen-values of the following tridiagonal matrix ($A$) change when adding random numbers $R_i$ (with a normal distribution with the mean 0 and variance $m$) to its diagonal. A is a square ...
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2answers
33 views

Orthonormal basis for the null space of almost-Householder matrix

A matrix $H$ is defined as: $$H = I - vv^T$$ where $v$ is a unit vector. What is the rank of $H$? What would be an orthonormal basis for the null space of $H$? How do we find the number of zero ...
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3answers
34 views

Eigenvalues of Householder matrix

What would be the eigenvalues for a Householder matrix defined as: $H = I - 2 u u^T$? Can someone explain it to me intuitively or with a simple proof?
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1answer
21 views

Eigenvalues of an upper Hessenberg matrix

I'm interested in calculating the roots of an 11th degree polynom. To do so, I calculated the 10x10 companion matrix which eigenvalues are the roots of the polynom. ...
1
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1answer
22 views

Eigenvalue Deflation (Wielandt or Hotelling)

I am doing a project on eigenvalue deflation techniques and I wanted to include some examples of deflation giving poor results (results with high accumulated error). Ideally the examples would be ...
0
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1answer
49 views

Matrix with entries equal to $1$ and $-1$ (Sign Matrix)

What can we say about the determinant and (or) maximum eigenvalue of a matrix with entries equal to $1$ and $-1$. Further assume that the rows and columns are linearly independent. Are there special ...
0
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1answer
65 views

Characteristic polynomial of A, if $\det(\operatorname{adj}(\operatorname{adj}(A))) = 81$?

Let $A$ be a square real matrix whose eigenvalues are positive integers, with $$\det(\operatorname{adj}(\operatorname{adj}(A))) = 81 \, .$$ What is the characteristic polynomial of A? Any hints? ...
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3answers
74 views

Optimal approximation of quadratic form

Let $\mathbf{x}\in\Bbb{R}^n$ and $A\in\Bbb{S}_{++}^n$, where $\Bbb{S}_{++}^n$ denotes the space of symmetric positive definite $n\times n$ real matrices. Also, let $Q\colon\Bbb{R}^n\to\Bbb{R}_{+}$ be ...
2
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3answers
87 views

Find the necessary and sufficient condition for $A^m\to0$

Let $A$ be $n\times n$ matrix on $\mathbb{C}$. Find a necessary and sufficient condition for $A^m\to0$ as $m\to\infty$. My thought: I think it should be that eigenvalues of $A$ are less than $1$. ...
0
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1answer
50 views

Decide the range of eigenvalues for $A+B$

Let $A,B$ be $n\times n$ Hermitian matrices on $\mathbb{C}$ such that all eigenvalues of $A$ lie in $[a,a']$ and all eigenvalues of $B$ lie in $[b,b']$. Show that all eigenvalues of $A+B$ lie in ...
2
votes
1answer
80 views

Show that $\frac{\int_\Omega|\nabla u|^2+\int_\Omega\alpha|u|^2}{\int_\Omega|u|^2}$ attains a minimum in $W_0^{1,2}(\Omega)$

Let $\Omega\subseteq\mathbb{R}^n$ be a bounded domain $H:=W_0^{1,2}(\Omega)$ be the Sobolev space $|\;\cdot\;|_p$ be the seminorm $$|u|_p^p:=\int_\Omega|\nabla u|^p\;d\lambda^n\;\;\;\text{for ...
0
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1answer
14 views

If complex matrix 2*2 has a real eigenvalue then matrix of its conjugate elements has a real eigenvalue too

If $\begin{pmatrix}a&b\\c&d\end{pmatrix}$ $\in$ $\mathbb C^{2x2}$ has a real eigenvalue then $\begin{pmatrix} \overline a& \overline b\\ \overline c&\overline d\end{pmatrix}$ $\in$ ...
3
votes
1answer
34 views

Is it possible, that the fist two weak eigenvalues of $-\Delta$ in a bounded domain are equal?

Let $\Omega\subseteq\mathbb{R}^n$ be a bounded domain $\lambda_1$ be the first weak eigenvalue of $-\Delta$ in $\Omega$ $\varphi_1$ be the weak eigenfunction associated with $\lambda_1$ ...
2
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1answer
28 views

If $l_i$ is the first weak eigenvalue of $-\Delta$ in a domain $G_i$ and $G_1\subseteq G_2$, then $l_1\ge l_2$ and equality is possible

Let $\Omega_i\subseteq\mathbb{R}^n$ be a domain $\lambda_i$ be the first weak eigenvalue of $-\Delta$ in $\Omega_i$ It's easy to verify that $\Omega_1\subseteq\Omega_2$ implies $\lambda_1\ge ...
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1answer
25 views

existance of a solution to quadratic form equation

Let $\lambda$ is an unknown scalar and; $Q=Q_1 - \lambda*Q_2$ where $Q_1, Q_2$ are $NxN$ positive symetric matrices, $B=B_1 - \lambda*B_2$, where $B_1, B_2$ are $Nx1$ vectors, $m=m_1 - ...
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0answers
38 views

Impact of perturbation on the eigen-values of 3 diagonal matrix [closed]

Lets consider a 3-diagonal matrix as following: $$ A(i,i) = 2 $$ $$ A(i,i+1) = -1 $$ $$ A(i,i-1) = -1 $$ The eigen-values of this system is known easily. How eigen-values would change if we add ...
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0answers
11 views

How to optimize a generalized trace problem in dimensionality reduction

I know how to solve this problem in dimensionality reduction. $argmax_{X}$ $Trace[XLX^T]$ with $XX^T=I$ ,where $L$ is symmetric, $X$ is unitary, and $I$ is identity matrix. But I'd like to know how ...
1
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1answer
29 views

If $S:(x_0,x_1,x_2,\ldots) \to (0,x_0,x_1,x_2,\ldots)$ Why does $0 \in \sigma (S)$? and what is $\dim(R(S))$ in $\ell^2$?

Consider the unilateral shift $S$ on $\ell^2$ defined by $$(x_0,x_1,x_2,\ldots) \to (0,x_0,x_1,x_2,\ldots)$$ Why dose $0$ is eigenvalue of $S$? and what is $\dim(R(S))$ in $\ell^2$?( Range of $S$)
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24 views

FFT Hyperbolic Distribution R

This is my first posting so forgive me if it is not 100% in line with this forum's best practices. I am completing an analysis using ICA as the decomposition technique. I am keeping 4 of the 10 ...
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0answers
18 views

Computing the Log-Euclidean distance efficiently by using eigen-analysis.

Let $A,B\in\Bbb{S}_{++}^n$ be two symmetric positive definite $n\times n$ matrices with real entries. The Log-Euclidean distance between these matrices is defined as follows $$ d = \lVert \log(A) - ...
0
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1answer
13 views

Relationship between eigenvectors and singular vectors of a Hermitian matrix?

What is the relationship between the eigenvectors and singular vectors of a Hermitian matrix? Intuitively, I would expect them to be the same (modulo scaling). However, this doesn't seem to be the ...
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0answers
19 views

Convex functionals, min-max of linear functionals, etc

I was reading in this book on the well-known Courant-Fischer min-max Theorem, which states that if $\lambda_1(A)\geq \lambda_2(A)\geq \lambda_n(A)$ are the $n$ eigenvalues of a $n\times n$ Hermitian ...
9
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0answers
49 views

What can we say about the graph when many eigenvalues of the Laplacian are equal to 1?

The Laplacian of the graph has all the eigenvalues real and non-negative, the smallest being 0. I have a graph where the second smallest eigenvalue (the so called algebraic connectivity) is equal to ...