For any topic related to matrices. This includes: systems of linear equations, eigenvalues and eigenvectors (diagonalization, triangularization), determinant, trace, characteristic polynomial, adjugate, transpose, Jordan normal form, matrix algorithms (e.g. LU, Gauss elimination, SVD, QR), ...

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2answers
19 views

How to prove matrix geometric convergence to any matrix?

Suppose I have two vectors $x$ and $v$, and we want to calculate the following expression: $$(I+x\cdot v^{T})^{-1}$$ My professor affirmed that we could treat this as a "geometric progression" ...
4
votes
5answers
86 views

Rank of a matrix $A^2$ without calculating the square

I have a matrix $A=\begin{bmatrix} 2 & 0 & 4\\ 1 & -1 & 3\\ 2 & 1 & 3 \end{bmatrix} $ with rank 2. How do I prove that the matrix $A^2$ has also rank 2 without actually ...
0
votes
0answers
7 views

Prove a certain matrix is positive semidefinte.

Consider a stochastic matrix $P$, i.e. real, non-negative, square, rows sum to one. Consider $\Xi$ to be a diagonal matrix with a principal left eigenvector of $P$ on the main diagonal and zeros ...
0
votes
3answers
43 views

Question on matrix exponential

Let $A$ be a real matrix with real eigenvalues $\lambda_k$ and complex eigenvalues $\alpha_ k \pm i\omega_ k$ , all of which are simple. I'm trying to show that every element of the matrix $e^ {tA}$ ...
0
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1answer
17 views

Show matrix is element in eigenspace

Let $A$ be an $n\times n$ matrix such that $A^2=A$. a) Let $E_{1}(A)=\{x \in \mathbb{R^n} | Ax=x \}$: let $E_{0}(A)=\{{ x \in \mathbb{R^n} | Ax=0\}}$. Let $x$ be any vector in $\mathbb{R^n}$. Show ...
3
votes
0answers
59 views

If $n$ is even, every skew-symmetric $n\times n$ matrix $A$ can be factored as $A=SBS^T$

If $n$ is even, every skew-symmetric $n\times n$ matrix $A$ can be factored as $A=SBS^T$ where $S$ is a invertible matrix and $B$ has the form $B = \left( \begin{array}{ccc} 0 & a_1 & 0 & ...
0
votes
1answer
11 views

What is the Moore-Penrose pseudoinverse for a hermitian block-matrix with one zero block?

Given a block matrix of the form \begin{pmatrix} A & B^* \\ B & 0 \end{pmatrix} where $A$ is singular (otherwise one could simply use the well-known block matrix inverse), is there a ...
0
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1answer
11 views

principal eigenvectors of an unknown matrix

Do you have any idea about how we can find the principle eigenvectors of an unknown matrix ${H}$. The only information that we have is that $H$ has only a few (up to 3) dominant eigen modes regardless ...
1
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0answers
8 views

path connectedness of space of almost commuting matrices

Let $R$ be a topological ring which is a domain. Let $n$ be an integer and let $\zeta_n$ be a $n$-th root of unity. Denote by $X$ the set of $m$ by $m$ invertible matrices with coefficients in $R$ ...
0
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0answers
6 views

Tensor operator

I have come across the following expression: H:E where, H = e(levi-cita symbol)*a constant which means a 3rd order tensor with 27 components E = 2nd order tensor, now, what does H:E mean? I know ...
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2answers
640 views

Real world situation with System of Equation with 3 variables?

Where do you run into a real world situation involving 3 variables and 3 equations? Can someone think of a specific example from business, etc? I recall taking an operations research course that ...
3
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0answers
35 views

Need help with mathoverflow answer: “If a solution exists then all $v_k\in\{-1,0,1\}$”

There is a mathoverflow question as follows. If you are given a $0$-$1$ circulant matrix with $n$ rows and $n$ columns, is there an efficient way of determining if there exists a non-zero ...
0
votes
1answer
20 views

Number of possible graphs from a reachability matrix?

I need to know how to work out how many possible different digraphs can be drawn from a given reachability matrix. It needs to be with the minimum number of arcs between the nodes within the graph ...
1
vote
2answers
48 views

Prove/Disprove: $v$ is an eigenvector of $T^n$ implies $v$ is an eigenvector of $T$

Prove/Disprove: $v$ is an eigenvector of $T^n$ implies $v$ is an eigenvector of $T$ I'm pretty sure it's not necessarily true, but can't think of a counter example. Can you help me think of ...
1
vote
1answer
21 views

Which of the following are true?

I need to find which of the following are true? $\exists A\in M_{2\times 5}(\mathbb{R})\ni\dim$ of null space of $A$ is $2$ My ans: False as $\dim Null(A)+\dim Im(A)=5\Rightarrow\dim ...
0
votes
2answers
22 views

Normal matrices connected?

Is the set of all normal matrices connected in $M_n(\mathbb{R})$, where the metric is the usual metric of $\mathbb{R}^{n^2}$? ($A$ is normal iff $AA^{t}=A^{t}A$.)
0
votes
1answer
35 views

Inverse of a 3x3 matrix error!

I have this 3x3 matrix $$E_{ij} = g_{ij} + \bar{\epsilon}_{ijk}z^k$$ and want to derive its inverse. I know that its inverse is given by $$(E^{-1})^{ij} = \frac{1}{1+z^2}(g^{ij} + z^{ij} - ...
2
votes
1answer
26 views

Reduce matrix to Smith Normal form.

I've been given the finitely generated abelian group: $$\langle x_1, x_2 \mid 6x_1-6x_2, -6x_1-12x_2, 4x_1-8x_2\rangle$$ and written the corresponding matrix: $$A=\begin{pmatrix} 6 & -6 \\ -6 ...
3
votes
2answers
125 views

3x3 matrices completely determined by their characteristic and minimal polynomials

How do you show that two 3x3 matrices with the same characteristic and minimal polynomials both conjugate to the same Jordan normal form, assuming no knowledge of the eigenspaces? I know that it is ...
2
votes
1answer
63 views

Prove similarity of matrices with the same characteristic and same minimal polynomials

Let $A, B$ be $8\times 8$ matrices with the same characteristic polynomial and same minimal polynomial of degree$~7$. Prove that $A$ and $B$ are similar. I know that $A$ and $B$ have the same ...
0
votes
0answers
13 views

Find a matrix and a vector using partial derivative and system of matrices.

Let $f(x)$:=[$f_1(x),...,f_d(x)]^T$ and suppose that |$\frac{\partial^2 f_i(x)}{\partial x_j \partial x_k}|$$\le$K for all $i,j,k$=1,...,d and $x\in\Re^2$. Show how to define an $dxd$ matrix $J(y)$ ...
4
votes
2answers
36 views

Let $A_{j,k} = \langle x_j, x_k\rangle$. Show $A$ is invertible if and only if $x_1, \ldots, x_n$ are linearly independent.

Let $V$ be a vector space over $\mathbb C$ with inner product $\langle, \rangle$ and let $x_1, \ldots, x_n$ be vectors in $V$. Consider the $n \times n$-matrix $A$ with entries $A_{j,k} = \langle ...
3
votes
2answers
39 views

If $A^2$ is diagonalizable, must $A$ be such as well?

Given a diagonalizable matrix $A^2$, must the matrix $A$ be diagonalizable as well? I can prove that this is true for when $A\in M_{n\times n} (\mathbb{C})$ by using the theorem that the Minimal ...
1
vote
2answers
14 views

Efficient inversion of a symmetric, positive definite matrix

I have to invert a symmetric, positive definite matrix in order to execute an extended Kalman Filter. I know quite some matrix decompositon methods like Cholesky or QR, but the question is what is the ...
1
vote
0answers
8 views

4th order statistics of Circularly Symmetric Complex Normal random vector?

Assume that ${\bf z} \in C^{n×1}$ is a CSCG random vector denoted with $C (μ,Σ)$ where $μ$ and $Σ$ are mean and contrivance matrix, respectively, and defined as $μ=E({\bf z})$, $Σ=E({\bf z}{\bf ...
1
vote
0answers
29 views

Proving that elementary row operations are preserved after multiplication

If $E$ is an elementary $n \times n$-matrix, show that if $A$ is any $n\times n$-matrix, then $EA$ is a matrix obtained by carrying out a single elementary row operation on $A$, and that $AE$ is a ...
2
votes
1answer
28 views

Proof that an involutory matrix has eigenvalues 1,-1

I'm trying to prove that an involutory matrix (a matrix where $A=A^{-1}$) has only eigenvalues $\pm 1$. I've been able to prove that $det(A) = \pm 1$, but that only shows that the product of the ...
1
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0answers
16 views

Are isometry matrices connected [on hold]

Let A be set of isometry matrix such that they are not square matrices. Is this set connected? I know that invertible matrices is a connected set
1
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1answer
55 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?
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votes
0answers
22 views

Formula for Area of parallelogram induced by linear operator

I'm given that the linear operator $L: \mathbb R^2\to\mathbb R^2$ is invertible. The set (u,v) is a linearly independent set in $\mathbb R^2$. I must find a formula for the area of the parallelogram ...
1
vote
1answer
33 views

An inequality about Hermitian matrices

Say one knows the following statement, That for any Hermitian matrix $H$ with eigenvalues $\lambda_1 \geq \lambda_2 ..\geq \lambda_n$ one has, that in any basis, for any positive integers $1 \leq i_1 ...
0
votes
1answer
27 views

If $A$ is skew-symmetric, then a fixed row/column operation produces a new skew-symmetric matrix

Suppose $A$ is a skew-symmetric matrix. Fix an elementary row operation. If we carry out this row operation on $A$, and then carry out the corresponding column operation on the resulting matrix, do we ...
2
votes
1answer
35 views

Show that $EA$ is obtained from an elementary row operation on $A$

Suppose $E$ is an elementary $n \times n$-matrix. Prove that if $A$ is any $n\times n$-matrix and $E$ is any elementary matrix, then $EA$ is a matrix obtained by carrying out a single elementary row ...
2
votes
1answer
23 views

Exponential of Matirx

So, I'm wondering if there is an easy way (as in not calculating the eigenvalues, Jordan canonical form, change of basis matrix, etc) to calculate this exponential e^At with A (0 9) (-1 0) I'd ...
0
votes
0answers
26 views

Proving a theorem about matrix derivations

Ok, so Im doing some research and I have to understand the following theorem. The theorem states: Let $h$ be a derivation on $Tn(R)$ with $h(e_{ij})=0,\,\, 1\le i \le j \le n$. Then $h=\bar\delta$ ...
0
votes
2answers
19 views

Computing orthogonal projection

The question asks: A vector u and a line L in R^2 are given, compute the orthogonal projection w of u on L. u=[3,4] and y=-x In one example i was given two ...
0
votes
1answer
22 views

Tricky change-of-basis transformation problem

I have absolutely no idea what to do here because of the $\sin(x).$ Let $V = \text{Span}\left\{x, x^3, \sin(x) \right\}$, and consider the basis for $V$ given by $\beta = \left\{x-2x^3, x^3+\sin(x), ...
2
votes
0answers
30 views
+100

Covariance of $Z'Vb$ given that the rows of V are i.i.d.

Suppose that we have the following entities $$ \underbrace{Z}_{n\times k},\quad\underbrace{V}_{n\times L},\quad \underbrace{b}_{L\times 1}. $$ $Z$ and $b$ are nonstochastic whereas we assume that the ...
0
votes
0answers
21 views

Can I reform this to a tensor/matrix product?

so I have the following vector matrix product: $$v = A w$$ Now I have this $n$-times: $$v^{(n)} = A^{(n)} w^{(n)} \quad \forall n$$ Is there any way to write this without $\forall$. Maybe somthing ...
1
vote
0answers
34 views

Eigenvalues of a matrix with special form

Let $p,a_1,...,a_n\in(0,1)$ and $\sum_{i=1}^na_i=1$. Now consider the following matrix: $$ \left(\begin{array}{ccccc} (1-p) & \sqrt{p(1-p)}a_1 & \sqrt{p(1-p)}a_2 & ... & ...
1
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1answer
36 views

Is a vector of coprime ring elements column of an invertible matrix?

Given a commutative ring $R$ with unit and $a_1=(r_1,\ldots,r_n)^T \in R^n$ with coprime entries (i.e. $\sum_i Rr_i=R)$. Are there $a_2,\ldots,a_n \in R^n$ such that the matrix $A = ...
0
votes
1answer
34 views

Jordan Canonical Form transition matrix

I have this matrix $M$ $M = \begin{bmatrix} 1 & 1 & 1\\ 2 & 1 & -1\\ 0 & -1 & 1 \end{bmatrix}$ And I was asked to put it into Jordan Canonical ...
1
vote
1answer
19 views

upper bound on this matrix norm

What would be the upper bound on the 2-norm (or any norm) of the following matrix product ? Please consider the smallest upper bound. $\|\left(I+BA^T\right)\left(I+AA^T\right)^{-1}\|< ?$ where A ...
0
votes
0answers
17 views

matrix two norm derivative with respect to X

What would be the result of the following derivative in terms of X? $\frac{d \|X\|_2}{d~ X}=?$
0
votes
1answer
17 views

How to merge similar terms to get a perfect square form?

There is a objective function that has the following form: $$ \alpha \|X^T AX\|_F^2-trace(B^T X) +\beta\|X-C\|_F^2 $$ where $\alpha,\beta$ are scalars, and $X,A,B,C$ are compatible matrices. ...
1
vote
1answer
13 views

Linear maps, inverses and associated matrices?

This is likely a very simple question but if we have a linear map $f$ with an associated matrix $A$ is it a necessary and sufficient condition that for $f$ to have an inverse then $A$ must also have ...
2
votes
1answer
752 views

Minimizing L1 Regularization

I have given a high dimensional input $x \in \mathbb{R}^m$ where $m$ is a big number. Linear regression can be applied, but in generel it is expected, that a lot of these dimensions are actually ...
8
votes
3answers
25k views

shortcut for finding a inverse of matrix

I need tricks or shortcuts to find the inverse of $2 \times 2$ and $3 \times 3$ matrices. I have to take a time-based exam, in which I have to find the inverse of square matrices.
-2
votes
0answers
8 views

Finding inverse, determinant and adjoint of 3 by 3 matrix for mcq..

I am gonna attempt mcq paper in which these questions are asked? Therefore need a easy and short way to solve it due to less time.
1
vote
1answer
1k views

How do you compute the square of a Matrix in only 5 multiplications?

The Strassen Algorithm for computing $AB$ where $A$ and $B$ are two even matrices involves splitting the matrices into submatrices and then reducing the number of multiplications by $1$ from $8$ to ...