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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4 views

Trace minimization subject to constraints

I have seen in an article that $ \text{mini} \hspace{0.2cm} tr[K\Sigma K']$ s.t. $ KH = I$ where $H$ is of full column rank yields, $\tilde{K} = (H'\Sigma^{-1}H)^{-1}H'\Sigma^{-1}$. Does anyone ...
0
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0answers
7 views

Euclidean Norm or Norm 2 of Matrix

I have this matrix: $T = \left( \begin{smallmatrix} -1&-3\\ -3/5&-1 \end{smallmatrix} \right)$ I would like to find the Euclidean Norm (Norm 2) of T. I know the expresion $\sqrt{λ(AA^{t})}$ ...
1
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0answers
8 views

QR Factorisation/decomposition using Householder matrix

I have a QR factorisation question, here with the solution but i do not understand exactly what has been done. Could someone please explain? $A=\begin{pmatrix}1 & 0 & 3 \\2 & -6 & ...
1
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1answer
36 views

Differentiate function with respect to matrix

I need to differentiate the following function: $$f(\Sigma)=-\frac{1}{2}\log|\Sigma|+-\sum_i C_i\exp\left(-\frac{1}{2}\frac{\mu_i^2}{1+\Sigma_{ii}}\right)$$ to find, $\frac{\partial f}{\partial ...
1
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1answer
41 views

How to solve the equation $AX=B$ in Matlab?

I am trying to solve an equation of the form AX=B where A, X and B are following matrices. I have the A and B matrices and I have to find the value of matrix X. How can I find the value of matrix X. I ...
2
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2answers
32 views

If the 2-norm of a matrix is small, the trace of the matrix is also small

Is it true that If the 2-norm of a symmetric real matrix is small, then the trace of the matrix is also small? I played around with some matrices in MATLAB and discovered this phenomenon. Does there ...
1
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2answers
42 views

Find $2\det ( \frac{1}{2} A )$ given that $A$ is $3\times 3$ and $\det(A)= -2$

Here is a question that should be done today: If $A$ is $3\times 3$ and $\det(A)= -2$, find $2\det(\frac{1}{2}A)$. I solved this problem but I am not sure because the way I used is not accurate! ...
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1answer
14 views

Prove that the direct sum of a symmetric and skew symmetric matrix belongs to $M_n(K)$ using $A_{ij}$ and $A_{ji}$ notation.

Basically Let $M_n(K)$ be an $n\times n$ matrix of a $K$ vector space. $U =\{A\in M_n(K)\;|\;A_{ij}=A_{ji}\}$ $W =\{A\in M_n(K)\;|\;A_{ij}=−A_{ji}\}$ So I don't understand my mark scheme. It says ...
3
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1answer
39 views

Double dot product in Cylindrical Polar coordinates - Strain energy

I'm working with a problem in linear elasticity, and I have to calculate the strain energy function as follows: $$ 2W = σ_{ij}ε_{ij} $$ Where σ and ε are symmetric rank 2 tensors. For cartesian ...
0
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1answer
36 views

First-order linear differential equation for matrix valued functions of size $3\times 3$

I have two matries given by (M' means derivative w.r.t x) $ M=\left( \begin{array}{ccc} f_1(x) & f_2(x) & f_3(x) \\ f_4(x) & f_5(x)& f_6(x) \\ f_7(x) & f_8(x) & ...
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0answers
13 views

Sparse matrix algorithms involving data-driven or random access / walk

I am looking for some well-known algorithms in which sparse matrix elements are accessed in a non-structured way, i.e. row/column depends on a value of another (sparse) matrix/vector element or some ...
1
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2answers
38 views

Show that 2 matrices belong to a square matrix by taking the transpose. Vector spaces

Let $M_n(K)$ be an $n\times n$ matrix of a K vector space. \begin{align} U &= \{A ∈ M_n(K) | A_{ij} = A_{ji} \} \\ W &= \{A ∈ M_n(K) | A_{ij} = -A_{ji} \} \end{align} Prove that $U$ and $W$ ...
1
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3answers
24 views

Can zero rows in matrices be ignored in calculations of matrix products?

I understand that when calculating the product of 2 matrices you need to account for the dimensions. But when there is an empty row in one of the matrices, why does it need to be accounted for? What ...
1
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1answer
217 views

Subspaces, transformation matrices exercise

I have trouble understanding the following exercise so I would really appreciate any help you could give me: Let $k$ be a non zero vector in $\mathbb R^n$, written in standard basis. Let $H$ be ...
3
votes
3answers
239 views

Solving inhomogenous ODE

I have an inhomogenous ODE. The main issue here is variables are matrices. It is bit of matrix calculus. A solution would be highly appreciated interms of x . I guess we can use same methods for ...
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2answers
1k views

Is there a unique solution for this quadratic matrix equation?

The quadratic matrix equation I've been looking at lately: $$ Q_{r,r}=A_{r,r}X_{r,r}^2+B_{r,r}X_{r,r}+C_{r,r}=0_{r,r} $$ Note that $A, B, C,$ and $X$ are $r \times r$ matrices. $A$ contains known ...
2
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1answer
266 views

Sorting Matrix to Block structure

I have a symmetric matrix and I want it to be as block-like as possible. I don't have a clear definition. I want the smallest number of groups of non zero elements or maybe the most non-zero elements ...
0
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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 ...
0
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0answers
17 views

Recursion on Matrix

We have a given matrix recurrence given, $ (\curlyvee_i,\curlyvee_{i-1})_{1\times3}= (\curlyvee_{i-2},\curlyvee_{i-3})_{1\times3}{\begin{bmatrix}A_{i-1}A_i+B_i & A_{i-1} \\B_{i-1}A_i & ...
0
votes
2answers
31 views

How do I know if a matrix is irreducible?

My course at university mainly works with 3x3 matrices. We are asked to put them in reduced echelon form which is the easy part, however I come across many matrices that I cannot seem to reduce into ...
2
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2answers
34 views

$m \times n$ matrix where $m < n$

So I'm a long distance student and I need some help to bounce ideas off of other people who understand the work. Fellow students are few and far between. So while this is an assignment question, I ...
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1answer
40 views

Representing translation by matrix multiplication in higher dimension

Problem There is a translation (shift) by vector $t$. If we want to display this shift as a matrix multiplication by T, what are the dimensions of T (number of rows and columns)? Progress I think ...
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6answers
7k views

Matrix Inverses and Eigenvalues

I was working on this problem here below, but seem to not know a precise or clean way to show the proof to this question below. I had about a few ways of doing it, but the statements/operations were ...
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0answers
22 views

Adding matrices with transposition

Let's say I have two arrays as follows: A = [1,2,3] B= [1,2,3] Can I add $A + B^t$ ?
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6answers
114 views

How to raise a matrix to the power of $13$ without boring, repetitive multiplication?

how can i show $\begin{pmatrix}1 & 1 & 1 \\0 & 1 & 1 \\0 & 0 & 1\end{pmatrix}^{13}=\begin{pmatrix}1 & 13 & 91 \\0 & 1 & 13 \\0 & 0 & ...
2
votes
2answers
35 views

Solving for a Rotation Matrix Equation $R_1 R_\mathrm{x} R_2 = R_\mathrm{x}$

I would like to solve for an equation $R_1 R_\mathrm{x} R_2 = R_\mathrm{x}$ where $R_1$, $R_2$, and $R_\mathrm{x}$ are 3x3 rotation matrices, $R_1$ and $R_2$ are known, and $R_\mathrm{x}$ is unknown. ...
2
votes
0answers
71 views

Tensor product of the spaces of quaternions and complex numbers

Let $ \mathbb{H} $ be the ring of quaternions and make the vector space $A = \mathbb{H} \otimes \mathbb{C}$ into a ring by defining $$(a \otimes w)(b \otimes z) = (ab \otimes wz) $$ for $a,b ...
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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
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1answer
22 views

Pseudoinverse and orthogonal projection

Given the matrix $A= \begin {pmatrix} 1 & 1 &1 \\ -1 & 1 & 0 \\ 0 & 2 &1 \end{pmatrix}$. (i) Determine the orthogonal projection $p:\mathbb{R}^3 \rightarrow \mathbb{R}^3$ on ...
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0answers
42 views
+50

solving equation also involving unknown matrix in trace

Given two real $m$ x $k$ matrices $A_1$ and $B_1$ and two $k$ x $k$ real matrices $A_2$ and $B_2$ I want to solve the following equation for $Q$. $Q$ is an orthogonal matrix, i.e. $Q^TQ=I$. ...
4
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1answer
48 views

Geometric interpretation of complex eigenvalues

What is the geometric interpretation of complex eigenvalues? For me it is clear that real eigenvalues of a matrix $A$ are associates to eigenvectors along which the matrix $A$ contracts or expands. ...
18
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4answers
858 views

A problem on Condition $\det(A+B)=\det(A)+\det(B)$

Let $A$ be a matrix $n\times n$ matrix that for any matrix $B$ we have $\det(A+B)=\det(A)+\det(B)$. If this imply that $A=0$? or $\det(A)=0$?
3
votes
2answers
68 views

Matrix notation why is column 3= column 1?

let $A =$\begin{bmatrix}a_{11} & a_{21} & a_{11}\\a_{12} & a_{22} & a_{12}\\a_{13} & a_{23} & a_{13}\end{bmatrix} where $a_{ij}\in\Bbb R$ for each $1\le i , j\le 3$ which of ...
0
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1answer
74 views

Matrix representation of transformation in ordered bases

An example question asks me to determine $[T]_{\beta}^\gamma$ where $\beta,\ \gamma$ are standard ordered bases of $\mathbb{R}^n$ and $\mathbb{R}^m$ respectively, of $$T_1: \mathbb{R}^n \rightarrow ...
0
votes
1answer
19 views

Convergence of a Cauchy sequence of matrices

I have a Cauchy sequence of matrices $C_i \in R^{p \times q}$, i.e. $\lim_{n\rightarrow \infty} \| C_{n+1} - C_{n} \| = 0$ for any norm (I just need the property that $\|C_1-C_2\|>\delta ...
2
votes
2answers
59 views

a question about rank of a matrix

Suppose $A$ is a $m\times n$ matrix. Show that $\mbox{rank}\,A=m$ if and only if there exists a $n\times m$ matrix $B$ such that $AB=I_m$. I have proved the case $AB=I_m$ eventuates ...
1
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1answer
24 views

Integration of a matrix by MATLAB

How do I integrate a matrix in MATLAB: A=[1,2;3,4]; B=[2*t;t^2]; i.e, how to compute: integral{expm(A*s)*B(s)}ds between ...
0
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0answers
14 views

What happens when scaling a rectangle using a pivot point?

With multitouch screens, you can pinch to zoom. When such a gesture is triggered you are supplied with: An x scale factor; A y scale factor; A x pivot point; A y pivot point. When I have a ...
1
vote
1answer
60 views

Projective special linear groups

Is it known if $PSL(2,\, F)$, with $F$ a field of prime $p$ characteristic (maybe with all proper subfields of finite order), is co-hopfian? I've searched everywhere but found nothing. Definition A ...
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2answers
78 views

Derivative of matrix product: is it true that $\frac{d}{dt}(A^TA) = 2A^T \frac{dA}{dt}$?

$A$ is a square matrix. All elements of $A$ depend on a parameter $t$, that is, $a_{ij}=a_{ij}(t)$. Let $S(A):=A^TA$, and take the derivative of $S$ w.r.t. $t$: $\displaystyle \frac{dS}{dt}$ Now, ...
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2answers
38 views

Derivative of the trace of $X^TP^TPX$ with respect to P

$\newcommand{\Tr}{\operatorname{Tr}}$ Consider the following expression: $\Tr(X^TP^TPX)$ where $X$ and $P$ are real matrices. What is the best way to approach the calculation of its derivative ...
16
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8answers
3k views

Do all square matrices have eigenvectors?

I came across a video lecture in which the professor stated that there may or may not be any eigenvectors for a given linear transformation. And, so far I thought every matrix has eigenvectors. Please ...
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0answers
36 views

$tr(A)=0$ then exsists $P,Q$ such that $A=PQ-QP$ .

Let $\mathbb{F}$ be an arbitrary field and $A\in M_{n\times n}(\mathbb{F})$ such that $$tr(A)=0$$ Now show that there exists $P$,$Q$ $\in M_{n\times n}(\mathbb{F})$ such that $$A=PQ-QP$$ It is ...
1
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2answers
69 views

Matrix exponential of a skew symmetric matrix

I have a skew symmetric matrix $$C=\left( \begin{array}{ccc} 0 & -a_3 & a_2 \\ a_3 & 0 & -a_1 \\ -a_2 & a_1 & 0 \\ \end{array} \right).$$. Question 1) How do I compute ...
2
votes
1answer
27 views

Elementary Matrix and row of zeros

If you have the following matrix can $k$ be any number? \begin{pmatrix} 1 & 0 & 0 \\ 0 & k & 0 \\ 0 & 0 & 1 \end{pmatrix} So this is obviously an assignment question, ...
2
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1answer
13 views

Matrix with respect to basis.

Define D:$\wp_{2}$($\mathbb{R}$) $\mapsto$$\wp_{2}$($\mathbb{R}$) by $D(p)(x) = p'(x)$ , Find the matrix of $D$ with respect to the basis $\{1, 1+x, 1+x+x^2 \}$ I was thinking this would be ...
0
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3answers
553 views

Every positive definite matrix can be written as $B^TB$ for some invertible $B$

Let $A$ be a positive definite symmetrix matrix. Show that there exists an invertible matrix $B$ such that $A=B^TB$. [Hint: Use the Specral Theorem to write $A = QDQ^T$. Then show that D can be ...
6
votes
1answer
75 views

Searching two matrix A and B, such that exp(A+B)=exp(A)exp(B) but AB is not equal to BA.

We know that if two matrix $A$ and $B$ commutes then $\exp(A+B)=\exp(A)\exp(B)$. I am trying to find two matrix that does not commute but $\exp(A+B)=\exp(A)\exp(B)$ is true for them. Can anybody give ...
11
votes
2answers
463 views

How many $n\times m$ binary matrices are there, up to row and column permutations?

I'm interested in the number of binary matrices of a given size that are distinct with regard to row and column permutations. If $\sim$ is the equivalence relation on $n\times m$ binary matrices such ...
0
votes
2answers
42 views

Matrix of Functions

I was thinking about a problem and I realized for a family of functions say $L^1([a,b])$ one can define matrices with functions as elements: $$ A=\left[ \begin{array}{ccc} f_{11}& ...