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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2
votes
2answers
15 views

Non-strict column diagonally dominant matrix inner product

Let $A \in \mathbb{R}^{n \times n}$ be a normalized non-strict column diagonally dominant matrix, that is: $$a_{j,j} = \sum_{i \ne j} \left|a_{i,j}\right|$$ where $$0 \le a_{j,j} \le 1$$ and $$-...
0
votes
1answer
46 views

Reference on matrix differentiation?

Is there any good resource on matrix differentiation? I am seeing lots of questions like ...Consider $L(\vec{x},\lambda)=f(\vec{x})-\lambda^T (A\vec{x} - \vec{b}).$ Let's take derivative with ...
1
vote
1answer
35 views

Order of $\mathrm{SL}(n,\mathbb{F}_p)$ (Constructive proof)

Most proofs of $$ \vert ~\mathrm{GL}(n,\mathbb{F}_p) ~\vert = \prod_{k=0}^{n-1} (p^n-p^k) $$ I have seen so far, are done by counting the possibilities to build up invertible matrices i.e. counting ...
1
vote
1answer
381 views

is there are specific way to solve coupled first-order differential equations with coefficients varying?

suppose I have "n" coupled differential equation represented by the matrix, Y• = A Y , where Y• is the column matrix containing first derivatives, namely, y1•(t), y2•(t), ... yn&...
-1
votes
2answers
27 views

For which values of t does a matrix not have eigenvalues

I need help solving this problem "For which values of real parameter t does the matrix: \begin{bmatrix} π^2t^2 & 36\\ -36 & 0 \\ \end{bmatrix} NOT have real eigenvalues. Thank you.
0
votes
0answers
6 views

Matrix Calculation Significance and Multivariate Bayesian Methods

Suppose I have the matrix given by: $$X = \begin{bmatrix}1 & 0 & 0\\ 1 & 1 & 0 \\ 1 & 1 & 1 \end{bmatrix}$$ This matrix actually represents whether a user interacted with a ...
2
votes
2answers
56 views

Decompose a matrix into diagonal term and low-rank approximation

For a matrix $A$ the Singular Values Decomposition allows getting the closest low-rank approximation $$A_K=\sum_i^K\sigma_i \vec{v}_i \vec{u}_i^T$$ so that $\|A-A_k\|_F$ is minimal. I'd like to do ...
1
vote
1answer
22 views

Operatornorm of $(\mathbb{R}^d, \|\cdot\|_1) \to (\mathbb{R}^d, \|\cdot\|_{\infty})$

Determine the operatornorm of the mapping $I:(\mathbb{R}^d, \|\cdot\|_1) \to (\mathbb{R}^d, \|\cdot\|_{\infty})$! Unfortunately I haven't many ideas for this task. I know that the definition of the ...
0
votes
0answers
14 views

commutativity of log(I + A) and log( A−1) (matrix function)

I'm self-(re)learning linear algebra since the beginning of the summer, and i have a problem with the following exercice entitled additive logarithmic. If i'm right, we need to prove the ...
0
votes
1answer
7 views

Convex set or not?

This question is related to my previous question Set of all positive definite matrices with off diagonal elements negative I know that the set of all positive definite matrices form a convex set. ...
1
vote
0answers
10 views

nth product of sequential matrices

$\forall n \in \mathbb{N}$, let: $$P_n = \left( \begin{matrix} a & 1-a \\ b_n & 1-b_n \end{matrix} \right). $$ Whereby $\{b_n\}_{n \in \mathbb{N}}$ is a monotonically increasing sequence of ...
0
votes
1answer
43 views

Find $B(B^{T}B)^{-1}B^{T}$.

To find: $$B(B^{T}B)^{-1}B^{T}$$ for $B=[0,1,-1]^T$ I have $$\begin{bmatrix} 0\\ 1\\ -1 \end{bmatrix} \left ([0,1,-1]\begin{bmatrix} 0\\ 1\\ -1 \end{bmatrix} \right )^{-1}[0,1,-1]$$ but ...
6
votes
4answers
192 views
+50

Find a matrix with determinant equals to $\det{(A)}\det{(D)}-\det{(B)}\det{(C)}$

Assume I have 4 matrices $A,B,C,D\in\Bbb{R}^{n\times n}$. I want to build a matrix $E\in\Bbb{R}^{m\times m}$ such that: $$\det{(E)}=\det{(A)}\det{(D)}-\det{(B)}\det{(C)}$$ under the following ...
2
votes
1answer
33 views

Row sum of inverse of a matrix

Let's say I have a matrix A, $$A= \begin{bmatrix} a_{11}& a_{12} & a_{13} \\ a_{21}& a_{22} & a_{23} \\ a_{31}& a_{32} & a_{33} \end{bmatrix} $$ All the elements of A are ...
2
votes
0answers
34 views

Taylor series of a square matrix

Let $A$ be a constant square matrix, $\Delta t$ is a scalar. I would imagine a taylor series of its exponential like this: $$e ^{A\,\Delta t} = I + \sum_{n=1}^\infty \frac{(A\,\Delta t)^n}{n!} $$ ...
0
votes
1answer
15 views

Write summation of vector outer products into matrix form

My question is as follows: Given the weighted summation of vector outer products $\sum_i\sum_jh_{ij}{\bf v_i}{\bf u_j}^T$, where $h_{ij}$ is the weight, and ${\bf v_i,u_j}$ are column vectors, I was ...
0
votes
0answers
11 views

Non symmetric, zero column sum, positive diagonal and negative off diagonal entries matrix bound?

Under which conditions can the A-inner product of a non symmetric, zero column sum, positive diagonal and negative off diagonal entries matrix be bounded by the L2-inner product? $A \in \mathbb{R}^{n ...
0
votes
2answers
32 views

Mathematical calculation

I encountered during my reading to ridge regression that $$(X^TX+\lambda I)^{-1}X^TX = I-\lambda(X^TX+\lambda I)^{-1}$$ What mathematical manipulation has been done here? Thanks in advance
1
vote
2answers
44 views

Find non-diagonal matrices $A$ and $B$ such that $B^TAB$ is diagonal

Here $B^T$ denotes the transpose of $B$. $A$ and $B$ are invertible $3\times 3$ matrices with integer entries. $A$ is symmetric positive definite with at most two zero entries. We want the ...
0
votes
2answers
36 views

Getting characteristic polynomial from a small matrix

Sorry I don't know how to format matrices, but if I have this matrix $\pmatrix{1& 1& 0\\ 0& 0& 1\\ 1 &0& 1\\}$ How is the characteristic polynomial $λ^3 − 2λ^2 + λ − ...
1
vote
2answers
72 views

An inequality on the rank of a block matrix

Let $\mathbb F$ be a field, and let $r_1, r_2, s_1, s_2$ be positive integers. Consider the matrix $$X:=\left[\begin{array}{cc} A & B \\ C & D \end{array} \right],$$ where $A \in \mathbb F^...
0
votes
2answers
448 views

Maximum and minimum of determinant of matrices with entries from $\{0,1\}$ or $\{-1,0,1\}$

Maximal and Minimal value of $\bf{3^{rd}}$ order determinant whose elements are from the set $\bf{\{0,1\}}$. Maximal and Minimal value of $\bf{3^{rd}}$ order determinant whose elements are from the ...
0
votes
1answer
11 views

Matrix for a recurrence

The matrix for a recurrence of the form $a_{k+2} = ka_{k+1}+a_{k}$ where $a_0 = 0$ and $a_1 = 1$ is given by $$\begin{bmatrix}k & 1\\ 1 & 0 \end{bmatrix}^n = \begin{bmatrix} a_{k+1} & a_k \...
3
votes
1answer
317 views

$\dim C(AB)=\dim C(B)-\dim(\operatorname{Null}(A)\cap C(B))$

Let $A \in M_{n \times m}\left(F\right)$ and $B\in M_{m \times p}\left(F\right)$ for a field $F$. Prove: $\dim C(AB)=\dim C(B)-\dim(\operatorname{Null}(A)\cap C(B))$, where $C(X)$ denotes the column ...
5
votes
4answers
121 views

Not understanding derivative of a matrix-matrix product.

I am trying to figure out a the derivative of a matrix-matrix multiplication, but to no avail. This document seems to show me the answer, but I am having a hard time parsing it and understanding it. ...
0
votes
1answer
48 views

Trace zero means matrix is nilpotent?

I have to prove or disprove: If $A$ is an $n \times n$ matrix in $\mathbb{Z}/p\mathbb{Z}$ for any prime number $p$ and the trace of any power of $A$ is $0$, then the matrix is nilpotent: $A^k = 0$ ...
3
votes
1answer
129 views

Inverse of a matrix and its transpose

I'm trying to figure out why the calculation below works. I do know that $(A^T)^{-1} = (A^{-1})^T$. The matrix A = $\begin{pmatrix} 1 & -1 & 0 \\ 1 & 1 & -1\\ 1 & 2 & -1 ...
0
votes
0answers
20 views

sending basissen

Lets say we have this $3\times3$ matrix: $$ \begin{bmatrix} 4 &−4 &12\\ 1& -1& 3\\ −1& 1 &−1 \end{bmatrix} $$ What is the algorithm to find a basis of $\Bbb R^3$ for which ...
4
votes
2answers
96 views

What are the rules for taking derivatives in linear algebra?

I was reading through a paper on beamforming and came across an equation whose derivative I don't fully understand. A cost function is given as: $$ J(\mathbf{w}) = \mathbf{w}^HR\mathbf{w} +\lambda^*[...
1
vote
2answers
45 views

Compute $R^{2016}$ of a given counterclockwise rotation.

Write out the matrix $R$ of counterclockwise rotation by 30$^{\circ}$ in $\mathbb{R}^2$. Compute ${R}^{2016}$. Now this is an easy question to answer overall; 30 goes into 360 12 times and one twelfth ...
2
votes
1answer
78 views

Does $\mathrm A \mathrm A^T \succeq x^2 \mathrm I$ imply $\frac{\mathrm A + \mathrm A^T}{2} \succeq x \mathrm I$?

Let $A $ be an $n \times n $ matrix such that $AA^T \geq x^2I, x\geq 0 $, which means that the matrix $AA^T-x^2I$ is positive semidefinite. Can we show that $(A+A^T)/2 \geq xI$? Thanks
3
votes
3answers
539 views

Space spanned by matrices

I have a set of $5 \times 5$ matrices, $M_1, M_2,\dots, M_{19}, M_{20}$. I want to try to find a basis from this set and also to find relationships between these matrices. This is how I think I ...
1
vote
0answers
22 views

Element-wise derivative of matrix logarithm

$E = ln(C) = -\sum_{a=1}^{\infty}\frac{1}{a}(I-C)^a$ I want to find a simple formula for $\frac{\partial E_{ij}}{\partial C_{pq}}$ $\frac{\partial C_{ij}}{\partial C_{pq}} = \delta_{ip}\delta_{...
0
votes
1answer
47 views

$A^2$ is bounded $\implies$ $A$ is bounded?

Let $A_n$ be a sequence of $k \times k$ real matrices. Assume $A_n^2$ is bounded w.r.t some norm. Is $A_n$ also bounded? I was able to show this is true if $A_n$ are symmetric matrices (using SVD). ...
1
vote
3answers
45 views

Matrix and scalar multiplication

Say we have the following variables: A, a matrix that is nxn in size containing complex numbers B, a matrix that is also nxn in size containing complex numbers x, a scalar If you multiply, does it ...
0
votes
1answer
35 views

Time Derivative of a Positive Definite Matrix

Suppose we have a positive definite symmetric matrix $\mathbf V(0) \in \mathbb S^{n}_{++}$, which changes with time according to the following equation, $\dot{\mathbf V}(t) = \mathbf A \mathbf V(t) + ...
0
votes
1answer
52 views

Is there an effect for the eigenvalues on vectors other than the Eigenvectors?

Does having an eigenvalue greater than one mean that the magnitude of any vector multiplied by the matrix will be increased?
0
votes
2answers
37 views

Regarding element-wise derivative of matrices

Let $X=(x_{ij})$ be a real n-by-n matrix where $x_{ij}$ are in a range such that $X$ is insvertible. Let $Y=X^{-1}=(y_{pq})$, and regard $y_{pq}=y_{pq} (x_{11},x_{12},\ldots,x_{nn})$ as a function of ...
7
votes
3answers
109 views

Inverse of the Pascal Matrix

Let $P_n$ be the $(n+1) \times (n+1)$ matrix that contains the numbers of Pascal's triangle in the upper triangle. For example in the case of $n=3$ $$ P_3 = \begin{pmatrix} 1 & 1 & 1 & 1 \...
5
votes
1answer
12k views

Expressing the determinant of a sum of two matrices?

Can $$\det(A + B)$$ be expressed in terms of $$\det(A), \det(B), n$$ where $A,B$ are $n\times n$ matrices? # I made the edit to allow $n$ to be factored in.
1
vote
1answer
56 views

Linear independence of standard basis vectors from Vandermonde style vectors

Is it true a statement that all $n$ dimensional vectors of the standard basis (e.g. $[1 \ 0 \ 0 \ ...]^T$, $[0 \ 1 \ 0 \ ...]^T$ etc ..) are linearly independent from the set of the $n-1$ vectors $...
2
votes
1answer
2k views

How to remove linearly dependent rows/cols

How would one remove linearly dependent rows/columns from a rank-deficient matrix. For example, (from wikipedia): $$ A = \begin{bmatrix} 2 & 4 & 1 & 3 \\ -1 & -2 & 1 &...
1
vote
1answer
51 views

How to prove that the vectors of the Krylov space of A are linearly independent if A is nonsingular.

$\mathbf{K}$ is a Krylov matrix. \begin{align} \mathbf{K}&= \left[ \begin{array}{ccccc} \mathbf{b} & \mathbf{A}\mathbf{b} & \mathbf{A}^2\mathbf{b} & \cdots & \mathbf{A}^{N-1}\...
1
vote
1answer
111 views

Representing natural numbers as matrices by use of $\otimes$

What I am wanting to do is to find a unique matrix representations for Natural numbers. Say I have the number $n$, how can I represent this number as a matrix in which I can do matrix multiplication ...
0
votes
1answer
22 views

QR decomposition subcases

Is the full QR decomposition the most general, which includes the reduced QR, i.e, is it alright to always compute the full QR Decomposition for a given matrix blindly? What's the point of having two ...
1
vote
1answer
32 views

Condition for Linear Dependence

Let $\mathbf{x}\neq \mathbf{0}$ and $\mathbf{y}\neq \mathbf{0}$ be $n \times 1$ vectors, $\mathbf{A}\neq \mathbf{0}$ and $\mathbf{B}\neq \mathbf{0}$ be $m \times n$ matrices with $m>n$, and, for ...
1
vote
2answers
528 views

Similarity in two 2x2 Matrices and finding the S in A=SBS-1

I am doing something wrong here and I am not sure what. The object of the exercise is to find the S for similar matrices $A$ and $B$. $A=SBS^{-1}$ with $B=\begin{pmatrix}4& 1\\1& 2\end{...
5
votes
1answer
53 views

Rank of a lower triangular block matrix

For $$A= \begin{bmatrix}B&0\\C&D\end{bmatrix}$$ where $B, C, D$ are matrices that may be rectangular, is it true or false that $$\text{rank}(A)=\text{rank}(B)+\text{rank}(D)$$ I think that if ...
-1
votes
1answer
35 views

Range space of matrices over $\mathbb{Z}$

Let A and B be $m \times n$ matrices over $\mathbb{Z}$ such that $B=PAQ$ for some invertible matrices P and Q. Then can we tell that Range space of A is same as that of the range space of B when A ...
0
votes
0answers
24 views

Linearize Matrix Equation

I want to find a linearized formula for G in terms of A. $G = B^TC^{-1}T(I+BA)$ $G$ is 4x2 $B$ is a constant matrix 2x4 $A$ is a variable matrix 4x2 $C = I + A^TB^T + BA + BAA^TB^T$, so $C$ is ...