0
votes
0answers
7 views

Is the eigenvalue decomposition equal to the singular value decomposition for real symmetric matrices?

Question is as the title states. I've read something similar for hermitian matrices, but am unsure if this is correct as well for real symmetric matrices.
1
vote
0answers
35 views

Eigenvalue formula for 4x4 symmetric matrix

Is there a formula/algorithm that is accurate to used in finite precision arithmetic (aka numerical stable ) for small symmetric matrix of size 4x4. Additionally I'm looking if it require similar ...
0
votes
0answers
14 views

Is there a bound on largest eigenvalue for covariance matrix of discrete random variable?

I have a random variable $Z=(Z_1,\ldots,Z_p)$. Each component can take values in {-1,0,1}. Is there a way to bound the largest eigenvalue of Cov(Z)? Actually, I have a latent multinormal variable ...
0
votes
0answers
15 views

Ia it possible to use the deflation algorithm to compute the eigenvalues of a large sparse matrix

I am trying to compute the eigenvalues of a large sparse matrix (about 10% of the values are nonzero). The matrix is real valued, but since it is accumulated by a stochastic process it is not fully ...
-2
votes
0answers
18 views

Stability of a block matrix with a stable upper left corner

Given a $n\times n$ matrix $A$ is stable, can it be proven that $G=\left(\begin{array}{cc}A & B\\C & -d\end{array}\right)$, where ...
3
votes
1answer
67 views

Is it true that $u + v$ is an eigenvector corresponding to the eigenvalue $\lambda$?

Let $A$ be an $n \times n$ matrix, and $u, v$ be eigenvectors corresponding to an eigenvalue $\lambda$ of $ A$ (that is, $Au = \lambda u$ and $Av = \lambda v$). Is it true that $u + v$ is an ...
0
votes
2answers
49 views

Characteristic polynomial and eigenvalues of a $3 \times3$ matrix.

Hi so I have to find the characteristic polynomials and the eigenvalues of the matrix: $$A = \begin{bmatrix}1 & 0 & 3\\2 & -2 & 2\\3 & 0 & 1\end{bmatrix}$$ So I know you use ...
0
votes
0answers
22 views

Which casses of matrices contain A and which contain B? Linear Algebra

Am pretty confused about classes, I don't know what it means, so so I can't really do part_A and I need your help with it? For part B, I got all eigen = 1 for matrix A, and 0 for matrix B, Is this ...
0
votes
1answer
19 views

How do you get nullspace N(A) to be orthogonal to C(A^H)

In the picture below, C(A) is given in number7, but I am doing number_8. Ii did a gauss jordan where by i subtracted R2-iR1 to get 0 belo 1st pivot and 1 as the second pivot in column2, row2. Then I ...
0
votes
2answers
48 views

How are signs on eigen vectors chosen, am confused? Linear Algebra

I have found the eigen vaues, I also know that you can find the eigenvectors through a Gausian Jordan. -- x1, gauss jordan gives me rows(1 -1/3 ,, 0 0 ), so [a, b] = [1,3] For vector x2, GJ gives ...
0
votes
1answer
43 views

The geometric multiplicity

By given this matrix: \begin{pmatrix}0&a&0\\0&0&1\\0&0&0\end{pmatrix} Why for any a which is not 0 the geometric multiplicity = 1? and why for a = 0 the g.m. = 2? I don't ...
1
vote
3answers
47 views

Diagonalization with the given eigenvalue and its vector

Let $-3$ be an eigenvalue of a $3\times3$ singular matrix $P$ and $$P\begin{bmatrix} 5\\ 3\\ -2 \end{bmatrix}=\begin{bmatrix} -20\\ -12\\ 8 \end{bmatrix}.$$ Then find whether $P$ is ...
2
votes
3answers
318 views

Suppose A has eigenvalues 1,2, 4.

a) What is the trace of $A^2$ b) What is the determinant of $(A^{-1})^T$ I need someone to check my answers and correct me, am especially not sure about part a), help me me out; for a), I did--- ...
1
vote
1answer
59 views

Trace of power of stochastic matrix

I would like to know if this statement is true. Having a stochastic matrix (rows sum up to 1), with a positive (non-negative) diagonal, then it holds that $$\text{trace}({W^2})\leq ...
3
votes
1answer
48 views

$3 \times 3$ real matrix: relation with determinants

$A$ is a $3 \times 3$ matrix with real entries such that $\operatorname{det}(A+I_3)=\operatorname{det}(A+2I_3)$. Then is $2\operatorname{det}(A+I_3)+\operatorname{det}(A-I_3)+ 6 =3 ...
4
votes
0answers
78 views

Minimum and maximum determinant of a sudoku-matrix

Let $A$ be a sudoku-matrix. Assume that its determinant is positive. What is the lowest, what the highest possible value for the determinant of $A$ ? $A$ must have the dominant eigenvalue $45$, but ...
0
votes
0answers
27 views

Eigenvalue bounds for a positive semidefinite matrix

I have a symmetric $(p\times p)$, positive semi definite matrix $\Omega$. If somebody says: find the eigenvalue bounds of the matrix such that $$w_1I \le \Omega \le w_2I$$ where $I$ is the identity ...
0
votes
1answer
33 views

Equality in the Collatz-Wielandt-formula

Let A be a matrix with positive entries. The perron-frobenius-theorem states that A has a positive dominating simple eigenvalue, called the perron-frobenius-eigenvalue. I denote it with p(A). The ...
3
votes
2answers
68 views

Matrix with all eigenvalues $0$ but not triangular?

Is the situation described in the title achievable? I am looking for a $3\times 3$ case specifically.
-1
votes
2answers
48 views

Matrix with eigen values given find [closed]

Let$$ P=\begin{bmatrix} 0&-2&-3 \\ -1&1 &-1 \\ a&2 &b \end{bmatrix},$$ for some $a,b \in \mathbb{R}.$ Suppose that $1$ and $2$ are eigenvalues of $P$ and $$ ...
0
votes
1answer
57 views

Proof wanted that there is no positive integer matrix with positive integer eigenvalues u,v,w, if $0<u<v$ and $1\le w-v\le 2$

I have the following conjecture : If u,v,w are integers with $0<u<v<w$, then there is a POSITIVE INTEGER 3x3 - matrix A with eigenvalues u,v,w if and only if $w-v\ge 3$. I approved the ...
2
votes
1answer
36 views

Effective way of checking if all eigenvalues of a matrix are integers

Given A matrix with integer entries, it should be checked if all its eigenvalues are integers. Of course, the characteristic polynomial could be calculated, but is there any faster (or easier) ...
2
votes
0answers
32 views

Which n-tuples of positive integers can be the eigenvalues of some matrix with positive integer entries?

This question is closely related to some questions I already asked Given a tuple of positive integers (such as (1,2,5) ), is there a matrix A with positive integer entries such that the integers in ...
3
votes
1answer
56 views

Norm of symmetric positive semidefinite matrices

I have been researching a lot trying to find an answer to my question and didn't find any so I would appreciate it if anyone can help. If we have 2 symmetric, positive semi-definite matrices $A$ and ...
2
votes
1answer
27 views

Lower bound for the spectralradius of a matrix

Any submultiplicative norm (for example the row-sum-norm) is an upper bound for the spectralradius of a matrix A. But is there a way to get a suitable LOWER bound for the spectralradius ? ...
0
votes
1answer
18 views

Difference between matrices with altered eigenvalues

Given two p.s.d. matrices $X_1$ and $X_2$ with eigen decomposition $X_1 = U_1V_1U_1^T$ and $X_2 = U_2V_2U_2^T$ and a constant $\lambda > 0$ Now consider an altered version of the eigenvalue ...
1
vote
1answer
37 views

Constructing regular integer matrices with distinct integer eigenvalues

How can I construct matrices with positive integer values and distinct integer eigenvalues (not necessarily positive, but 0 should not be an eigenvalue). The standard-method to construct matrices ...
1
vote
1answer
29 views

Triangularisation of a linear transformation

I understand that Upper triangular matrices must have at least one eigenvector, but why does this mean that the basis of $[T]_B$ must contain an eigenvector for $[T]_B$ to be upper triangular?
1
vote
1answer
44 views

$A,B$ matrices , prove $Bv = \Lambda v$

$A,B$ are $n \times n$ matrices and $AB = BA$ Also, there is an eigenvalue $\Lambda$ in $A$ which its geometric complexity is $1$. Also there is $ v \ne 0 $ that $v$ is an eigenvector of $A$. ...
-1
votes
0answers
29 views

Order of eigenvectors in jblas?

I am using jblas to compute eigenvectors of a double symmetric matrix. Using symmetricEigenvectors(myMatrix)[0], I can get a matrix which columns are the eigenvectors of my matrix. However I need them ...
1
vote
0answers
86 views

Eigenvalues of $\pmatrix{1&1\\1&2}$

I use maxima for calculation eigenvalues of this matrix: $$ \begin{bmatrix} 1 & 1 \\ 1 & 2 \end{bmatrix} $$ and I get $\frac{3\pm\sqrt{5}}{2}$ and then $[1,1]$ for some reason. Namely: ...
0
votes
2answers
43 views

Question on Eigen values

Let $A$ be a square matrix and $A^*$ be its adjoint, show that the eigenvalues of matrices $AA^*$ and $A^*A$ are real. Further show that $\operatorname {trace}(AA^*)=\operatorname {trace}(A^*A)$.
1
vote
2answers
64 views

How to find the eigenvalue of matrix A?

We have: $$A\left(\begin{array}{l}\xi \\ \eta\end{array}\right) = \left(\begin{array}{l}a\xi+b\eta \\ a\xi-b\eta \end{array}\right)$$ How to find the eigenvalue of matrix $A$?
3
votes
0answers
95 views

$n$ distinct real eigenvalues of an $n \times n$ matrix

What are the necessary and sufficient conditions for a real $n \times n$ matrix to have $n$ distinct real eigenvalues? Ideally I'm looking for a test that does not require (and is hopefully more ...
2
votes
1answer
33 views

What is the spectral radius of a non-diagonal matrix?

This is my first question in Math StackExchange. Assume that I know the spectral radius of matrix $A$. The matrix $\bar{A}$ is created from $A$ by removing all the $A$'s diagonal entries (i.e., ...
0
votes
1answer
37 views

$T : M_{n \times n}(R) \rightarrow M_{n \times n}(R)$ and $T(A)= A^t$ and $ <A,B> = Tr(AB^t)$

Let $V = M_{n \times n}(R)$ with the inner product $ <A,B> = Tr(AB^t)$, and $T$ the linear operator given by $T : M_{n \times n}(R) \rightarrow M_{n \times n}(R)$ and $T(A)= A^t$ . How can i ...
4
votes
3answers
53 views

Questions on Jordan forms

I am studying Jordan form of a matrix from wiki. I am wondering how could two matrices have same eigenvalues with same multiplicities, but have different Jordan form? Also, if two matrices have ...
0
votes
1answer
26 views

Constructing an eigenvector for a certain matrix representing a graph with a perfect code

Let $A$ be a symmetric $(0,1)$-matrix whose row sum is $r.$ Suppose I have a $(0,1)$ vector $v$ such that $$Av = \vec{1} - v.$$ By taking the vector $$u = \vec{1} - (r+1)v$$ we see that $$Au = A ...
1
vote
1answer
35 views

Circulant matrix

$A=\left(\begin{array}{cc} B & C\\ C & B \end{array} \right)$ Here $A$ is the block circulant matrix and B and C are $n \times n$ matrices which are circulant. How can write it as in roots ...
1
vote
2answers
77 views

$\det (A^2 - I) < 0 \Rightarrow \lambda \in (-1,1)$

Let A be real square matrix. If $\det (A^2 - I) < 0$, then A has eigenvalue $\lambda \in (-1,1)$. How to prove this?
1
vote
1answer
33 views

Show that if $A$ is a symmetric matrix with all eigenvalues greater than $0$, then it is positive definite.

Prove that if $A$ is a symmetric matrix with all eigenvalues greater than $0$, then it is positive definite. If $A$ is symmetric then there exists an orthogonal matrix $S$, such that $S^TAS$ is a ...
0
votes
2answers
72 views

Prove that $\det(xI_m-AB)=x^{m-n}\det(xI_n-BA)$

I want to prove that $\det(xI_m-AB)=x^{m-n}\det(xI_n-BA)$ If $A\in \mathbb{F}^{m\times n}$ and $B\in \mathbb{F}^{n\times m}$ It is easy to show that $0$ has algebraic multiplicity of at least $m-n$ ...
1
vote
1answer
36 views

diagonalisation unitary matrix

Let $A \in U(n) \subset \mathbb{C}^{n \times n}$ a unitary matrix. Show that: $\exists ~ S\in U(n)$ so that $\bar{S^t}AS=D:=\begin{pmatrix}\lambda_1&&0\\&\ddots & ...
4
votes
1answer
63 views

Eigenvalues of a $4\times 4$ parameters matrix

Let $a,b,c,d\in\Bbb{C}$ and $B =\begin{bmatrix} a & b & c & d\\ d & a & b & c\\ c & d & a & b\\ b & c & d & a\\ \end{bmatrix}$ I ...
0
votes
2answers
36 views

Eigenvectors of a hermitian matrix to the same eigenvalue

Probably, this question has already been answered, but I did not find an answer. If a matrix A is hermitian and an eigenvalue $\lambda$ has multiplicity k, are there always k pairwise orthogonal ...
1
vote
0answers
10 views

Maximum Eigenvalue and a corresponding Eigenvector of an infinite Hilbert matrix

I have the following matrix $$H=\begin{bmatrix} 1 & \frac{1}{2} & \cdots & \mbox{ad}\ +\infty\\ \frac{1}{2} & \frac{1}{3} & \cdots & \mbox{ad}\ +\infty\\ \vdots & \vdots ...
1
vote
1answer
34 views

If A and B are real orthogonal matrices how to prove that either A-B or A+B is singular?

Degree of matrices is odd $n$-th degree. I figured out all eigenvalues of matrices A and B have to $1$ or $-1$. Now I assume I have to prove $\det((A-B)(A+B)) = 0$ and from that either $\det(A-B)$ or ...
1
vote
1answer
32 views

What's the connection between rank of matrix and $0$ eigenvalue?

My matrix B is nxn and know nothing about if diagonalizble, but I know that rank B = 1. Therefore the geometric multiplicity of λ=0 as an eigenvalue is n-1. But by knowing the rank is 1, can I say ...
0
votes
1answer
47 views

Do T and T* have the same eigenvalues with the same algebraic multiplicity?

I know that the eigenvalues of T* are the conjugates of T's eigenvalues , but how can I see each eigenvalue of T and it's conjugate , the eigenvalue of T*, have the same algebraic multiplicity?
6
votes
2answers
468 views

Why integration operator has no eigen values?

Let $V$ be the vector space of all functions from $\mathbb R$ into $\mathbb R$ which are continuous. Let $T$ be the linear operator on $V$ defined by $$(Tf)(x) = \int_0^x f(t) dt$$ Prove that ...