1
vote
0answers
12 views

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 ...
0
votes
2answers
24 views

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, ...
0
votes
0answers
28 views

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 ...
1
vote
1answer
40 views

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 ...
0
votes
0answers
22 views

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 ...
1
vote
0answers
10 views

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 ...
0
votes
0answers
15 views

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 ...
0
votes
1answer
25 views

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 ...
1
vote
1answer
41 views

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 ...
0
votes
0answers
39 views

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: ...
0
votes
3answers
35 views

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 ...
0
votes
0answers
10 views

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 ...
1
vote
2answers
44 views

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
0
votes
1answer
27 views

Finding a basis for eigenspace problem

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

Find the Eigenvector of a matrix

Find the eigenvectors of the matrix $$\displaystyle\begin{bmatrix} 0 &2 &3 \\ -2 &0 &5 \\ -3 &-5 &0 \end{bmatrix}.$$ So I start with $|A-\lambda I|=0$ ...
1
vote
0answers
17 views

A characterization of a certain family of matrices in terms of another matrix.

Consider a real matrix $A$ of dimension $n \times n$. Assume $k \leq n$ is given. I am looking for ways to describe the following set of matrices in terms of properties of $A$. $\mathcal{S}(A) = \{B ...
1
vote
2answers
72 views
+50

Lower and upper bound for the largest eigenvalue

We will call a matrix positive matrix if all elements in the matrix are positive, and we will denote the largest eigenvalue with $\lambda_{\max}$, what is exist because of the Perron–Frobenius ...
2
votes
1answer
35 views

Perron–Frobenius theorem

What is exactly the Perron–Frobenius theorem? In different books papers I read different statments, and I don't know what is the truth. In wikipedia there are also a lot of statements under this ...
8
votes
1answer
100 views
+50

Theorem about positive matrices

We will call a matrix positive matrix if all elements in the matrix are positive, and we will denote the largest eigenvalue with $\lambda_{\max}$, what is exist because of the Perron–Frobenius ...
0
votes
1answer
17 views

Example of a proper node?

I know that a proper node is a node with repeated eigenvalues, but with 2 linearly independent eigenvectors. An improper node has repeated eigenvalues, and 1 linearly independent eigenvector. I cannot ...
3
votes
1answer
43 views

Is it possible that a matrix depicts like this?

Is it possible for $A\in \mathbb{C}^{n\times n}$, that $$\frac{|Ax|}{|x|}>|\lambda_{max}|$$ where $\lambda_{max}$ is the biggest eigenvalue of A? I know this can not happen, if there is a basis of ...
2
votes
1answer
24 views

Finding eigenvectors for the largest eigenvalue vs one with the largest absolute value

If I want to solve a generalized eigenvalue problem such as: $$A x = \lambda x$$ The problem is to find eigenvectors corresponding to the largest eigenvalues (sometimes in an optimization problem ...
2
votes
1answer
29 views

Eigenvalues of ad (Adjoint action) in semisimple lie algebra?

Suppose $V=V_0\oplus V_1$ be a $Z_2$-graded semi-simple lie algebra and, $\xi\in V_1$. The maps $ad_\xi \circ ad_\xi :V_0\longrightarrow V_0$ and $ad_\xi \circ ad_\xi :V_1\longrightarrow V_1$ are ...
0
votes
1answer
33 views

Diagonalization of a matrix with change of basis

I was trying to diagonalize a not really nice matrix doing first a change of basis but I noticed that the two characteristic polynomials I get are different. Original matrix and its characteristic ...
1
vote
1answer
65 views

Continuity of the spectral radius

Let $M \in \mathbb{R}^{n\times n}$ be a nonnegative irreducible matrix with strictly positive entries on its main diagonal. Then $M$ is primitive and by the Perron-Frobenius Theorem we know that the ...
0
votes
1answer
26 views

Quadratic form in canonical form relation [closed]

The homogeneous quadratic form can be written as a matrix. It is also written as a canonical form by using orthogonal transformation. Why we are going for canonical form and what is the relation ...
5
votes
0answers
39 views

What is known about the eigenvectors of random matrices?

Let $A$ be a real asymmetric $n \times n$ matrix with i.i.d. random, zero-mean elements. What results, if any, are there for the eigenvectors of $A$? In particular: How are the elements of the ...
1
vote
0answers
61 views
+50

Same eigenvalue spectrum with different matrices

There are two matrices $D$ and $T$ which provides eigenvalue spectrum (dispersion relation) according to $$ E(K) = \operatorname{eig}(D + T \exp(iK) + T' \exp(-iK)) $$ $$ K = 0:dK:\pi $$ Where K is a ...
1
vote
1answer
46 views

Under what conditions are the eigenvalues of a matrix finite?

Suppose we have a square matrix $A$. Under what conditions on $A$ ensure that all eigenvalues of $A$ are finite?
-1
votes
0answers
22 views

Positive definite [closed]

I need a graphical representation of positive definite from the eigen values of the matrix which can be expressed from the second degree homogenous equation.
0
votes
1answer
36 views

Positive definite matrix. [closed]

How to illustrate the positive definite matrix in vector space by using the eigen values and eigen vectors?
0
votes
2answers
73 views

Compute an upper bound on generalized eigenvalues (by using the coefficients)

Consider the generalized, symmetric eigenvalueproblem: \begin{equation} A x = \lambda B x, \end{equation} with $A, B$ symmetric and $B$ being positive definite. For some computations, i was trying ...
0
votes
0answers
13 views

Relationship between eigen-vector and adjacency matrix nodes

My question is short and simple. I am wondering the following: lets say I have a adjacency matrix of a graph lets say NxN and λ stands for the highest eigen-valueand u for the correspondant ...
0
votes
0answers
7 views

Convex combination of polynomials with roots on the unit circle and companion matrix

Given two $N^{th}$ order polynomials $P_0(z)$ and $P_1(z)$, let their roots be $w_k$ and $z_k$ respectively. All the roots of both polynomials lie on the unit circle $\mathcal{U}$. Also $w_i \neq z_j$ ...
0
votes
1answer
24 views

Eigenvalues and eigen vectors

Is it possible to have a matrix for which eigen vectors won't change by changing the eigen values? Please help me! I am seraching for the answer to this question.
0
votes
0answers
29 views

Show there exists a unique solution to $-u''(x)+\lambda \int^1_0 \sin(u(y))dy =f(x)$

Let $\lambda\in (-1,1)$. Show that for every $f\in C[0,1]$ there exists a unique solution $u\in C[0,1]$ to $$-u''(x)+\lambda \int^1_0 \sin(u(y))dy =f(x)$$ With $u(0)=u'(1)=0$. My work thus far: ...
3
votes
3answers
108 views

Eigen values of AB and BA

let A be a linear transformation from $R^n$ to $R^m$, and B be a linear transformation from $R^m$ to $R^n$, it's easy to show that AB and BA has same eigen-value(except $0$). But my question is how ...
0
votes
0answers
17 views

Diagonalization of sparse block matrix

I have a real symmetric matrix, \begin{equation} \left( \begin{array}{ccc} 0 & M & M' \\ M ^T & 0 & 0 \\ M ^{ \prime T} & 0 & 0 \end{array} \right) \end{equation} ...
3
votes
2answers
43 views

“Sandwich theorem” for eigenvalues of symmetric matrices

I am looking for a reference for the following result for symmetric matrices Let $A\in\mathbb R^{n\times n}$ be symmetric with eigenvalues $\lambda_n \leq\ldots\leq\lambda_1,\, M\subset \lbrace ...
3
votes
1answer
69 views
+100

Spectrum of matrix with single scaled row

Let $M$ be a real symmetric positive-definite matrix and $D_a$ the diagonal matrix $$D_a = \left[\begin{array}{ccccc}a & & & &\\& 1 & & &\\& & 1 & ...
2
votes
0answers
81 views

Spectrum of $Tu=\int^1_{-1} (1-|x-y|)u(y)dy $

Consider the operator $$ Tu(x)=\int^1_{-1} (1-|x-y|)u(y)dy $$ We want to find the spectrum of $T$. The kernel is certainly bounded and so this operator is Hilbert-Schmidt, so $T$ is compact. We ...
11
votes
3answers
287 views

Eigenvalue test faster than $O\left(n^3\right)$?

Given a real $n\times n$ matrix $A$, one can find the eigenvalues in $O\left(n^3\right)$ by using say, the $QR$ algorithm. Now, what if we guess an eigenvalue $\lambda_0$, and we want to know if it's ...
1
vote
2answers
62 views

Eigenvalues of symmetric elliptic operators

As stated in one of my previous questions already, I have not had so much exposure to theoretical linear algebra. This time, I'm reading a theorem and proof from PDE Evans, 2nd edition, pages 335-356. ...
2
votes
3answers
24 views

Rank of a diagonalizable matrix?

What can be said about the rank of a diagonalizable matrix?
0
votes
1answer
35 views

Prove that for a bounded self adjoint operator, $\langle Tx,x\rangle \geq 0$ is equivalent to $\sigma(T)\subset [0,\infty)$

Prove that for a bounded self adjoint operator, the following are equivalent: A: $\langle Tx,x\rangle \geq 0$ B: $\sigma(T)\subset [0,\infty)$ What I have said so far: Since $T$ is self adjoint, ...
0
votes
2answers
62 views

Eigenvalues of a matrix that is a product of a vector and transpose vector

Find eigenvalues, eigenvectors and rank of matrix $A$. $$\textbf{a}=\begin{bmatrix}a_1 \\ a_2 \\ a_3 \\ \vdots \\ a_n \end{bmatrix}, \quad \textbf{b} \begin{bmatrix} b_1 \\ b_2 \\ b_3 \\ \vdots \\ ...
0
votes
2answers
35 views

Diagonalizing a matrix. Which formulae is correct?

In my coursebook on linear algebra on some page I see that a diagonal matrix $D$ for a matrix $A$ that can be diagonalized ca be found as follows: $$\tag{1}D=T^TAT$$ But reading further I see that my ...
0
votes
0answers
21 views

How to get transformation matrix for Linear Discriminant Analysis from eigen values?

I am trying to implement Linear Discriminant Analysis. I have 2 questions. A)Can I directly use the matrix with eigen vectors of the product of between scatter matrix inverse and within scatter ...
0
votes
1answer
137 views

Find the Jordan normal form J for A and a Jordan basis for A.

$A=\begin{pmatrix} -3&-1&1\\ -1&-3&1\\ -2&-2&0 \end{pmatrix}.$ Question: $(i)$ Determine the characteristic equation of A, hence find the eigenvalues of A. $(ii)$ Determine ...
0
votes
1answer
40 views

Trouble understanding the diagonal matrix theorem.

The Diagonal Matrix Representation Theorem states: Suppose $A=PDP^{-1}$, where $D$ is a diagonal $nxn$ matrix. If $B$ is the basis for $R^n$ formed from the columns of $P$, then $D$ is the $B$-matrix ...