Questions on the various algorithms used in linear algebra computations (matrix computations).

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5
votes
1answer
972 views

Trace minimization with constraints

For positive semi-definite matrices $A,B$, how can I find an $X$ that minimizes $\text{Trace}(AX^TBX$) under 'either' one of these constraints: a) Sum of squares of Euclidean-distances between pairs ...
6
votes
1answer
1k views

Block inverse of symmetric matrices

Let us assume we have a symmetric $n \times n$ matrix $A$. We know the inverse of $A$. Let us say that we now add one column and one row to $A$, in a way that the resulting matrix ($B$) is an $(n+1) ...
3
votes
1answer
729 views

Are there any decompositions of a symmetric matrix that allow for the inversion of any submatrix?

I am given a $J \times J$ symmetric matrix $\Sigma$. For a subset of $\{1, ..., J\}$, $v$, let $\Sigma_{v}$ denote the associated square submatrix. I am in need of an efficient scheme for inverting ...
1
vote
1answer
129 views

Floating point arithmetic

How can I prove that : a real number has a finite representation in the binary system if and only if it is of the form $$\pm \frac{m}{2^n}$$ where n and m are positive integers.
2
votes
1answer
93 views

I would like a hint in order to prove that this matrix is positive definite

Let $a_{ij}$ be a real number for all $i,j\in\{1,...,n\}$. Consider the matrix below. $$B=\begin{bmatrix} \sum_{k=1}^n(a_{1k})^2 & \sum_{k=1}^na_{1k}a_{2k} & \cdots & ...
9
votes
2answers
794 views

Augmented Reality Transformation Matrix Optimization

i am a software developer, i'm working on an Augmented Reality system. I'd like to receive some advice in order to optimize my math model. My program has to be slim and fast. Here's the situation: ...
2
votes
2answers
228 views

Generating unitary matrices numerically - “close” to the identity element

EDIT: broke this into two parts - for these were two different questions. For numerically obtaining the stabilities of a matricial equation, i need to generate an ensemble of matrices that are ...
1
vote
1answer
228 views

If modulus of each one of eigenvalues of $B$ is less than $1$, then $B^k\rightarrow 0$

Let $B$ be a $n\times n$ matrix and let $X$ be the set of all eigenvalues of $B$. Prove that if $|m|<1$ then $\lim \limits_{k\rightarrow\infty}B^k=0$, where $m=\max X$. Thanks. Actually, there ...
-4
votes
1answer
74 views

Can we conclude that this matrix is definite positive? [duplicate]

Let $A$ be a $n\text{-by-}m$ matrix. Suppose that columns of $A$ are linearly independent. Can we conclude that $A^TA$ is definite positive? Could you help me with proof? Thanks.
5
votes
6answers
1k views

A book for self-study of matrix decompositions

I am a third year math student and I noticed that there are many uses for decomposing a matrix (I mean decompositions like SVD, LU etc'). Is there a good book for self-study of the subject ? Note ...
7
votes
1answer
150 views

Why would $(A^{\text T}A+\lambda I)^{-1}A^{\text T}$ be close to $A^{\dagger}$ when $A$ is with rank deficiency?

In many applications that is not with high requirements, it is common to use $(A^{\text T}A+\lambda I)^{-1}A^{\text T}$ or $A^{\text T}(AA^{\text T}+\lambda I)^{-1}$ ($\lambda$ is small) to ...
0
votes
0answers
29 views

QR Algorithm with Shifts Question

Why must QR Algorithm with Shifts make no progress when applied to this n x n matrix? (attached as image). Also, if a matrix A is orthogonal in a QR factorization, will R be tridiagonal? How would ...
6
votes
4answers
203 views

Conditions for the equivalence of $\mathbf A^T \mathbf A \mathbf x = \mathbf A^T \mathbf b$ and $\mathbf A \mathbf x = \mathbf b$

I have an application where I have to minimize a cost function of the form: $J(\mathbf x) = \| \mathbf A \mathbf x - \mathbf b \|^2 \quad (1)$ By calculating the gradient, I derived that I have to ...
2
votes
1answer
599 views

Product of positve definite matrix and seminegative definite matrix

Let $A$ a spd (symmetric positive definite) matrix and $B$ a symmetric seminegative definite matrix. Is tr $AB \leq 0$ and more general is $AB$ seminegative definite? I know that tr $AB \leq 0$ ...
2
votes
1answer
621 views

Fourier transform over a diagonal matrix

Let $F$ be a $100 \times 100$ DFT matrix, and $U$ be a diagonal matrix with its diagonal entries being all positive, denoted by $U=\mathrm{diag}(u_1, u_2,\cdots, u_{100})$. My question is: Under ...
4
votes
1answer
2k views

Linear least squares with inequality constraints

I'm trying to follow this older paper, page 19. The goal is to solve: $\min \|Ax-b\|^2 s.t. Gx \ge h$ given $A, G, b, h$ By combining the equations into a single LCP of the form: $Mz + q = w$ s.t. ...
3
votes
2answers
1k views

When do two matrices have the same column space?

Recently I started learning about matrices and know for example that the pivot columns of a matrix form a basis for the column space of this matrix. I just can't seem to find out when two matrices ...
3
votes
1answer
414 views

Unstable linear inverse problem: which “dampening” Tikhonov matrix should I use?

A linear inverse problem is given by: $\ \mathbf{d}=\mathbf{A}\mathbf{m}+\mathbf{e}$ where d: observed data, A: theory operator, m: unknown model and e: error. The Least Square Error (LSE) model ...
2
votes
0answers
89 views

How to generate a random matrix which have given singular values?

I know one method: generate a random matrix, apply SVD decomposition, modify singular values, and then multiply those matrices back together. However, I'm wondering how random this method is. Since ...
2
votes
3answers
135 views

On integral of a function over a simplex

Help w/the following general calculation and references would be appreciated. Let $ABC$ be a triangle in the plane. Then for any linear function of two variables $u$. $$ \int_{\triangle}|\nabla ...
2
votes
2answers
222 views

Methods to solve a system of many Ax=B equations using least-squares

I am working with a force measurement instrument which needs calibration via a calibration matrix. For each of a set of controlled measurements I have a vector $k$ of three known, independent values, ...
1
vote
0answers
57 views

Algorithm to determine matrix equivalence

I'm a physicist who's not particularly good at linear algebra so please accept my apologies if this is standard textbook stuff that I'm just unaware of. I have two real rectangular matrices $A_{mxn} ...
1
vote
1answer
62 views

A minimization problem

Define $$L(w,u)=\frac{1}{2}\|w-u\|^2+\beta \left\|\frac{w}{x}\right\|,~w,u\in \Bbb{R}^n$$ where $$\frac{w}{x}=\left(\frac{w_1}{x_1},\ldots, \frac{w_n}{x_n}\right)$$ $$\|x\|=\sqrt{x_1^2+\cdots+x_n^2}$$ ...
1
vote
1answer
77 views

Represent in a matrix form: $\sum_{ijl}(F_{il}-F_{jl})^2W_{ij}$

How can I represent this in a matrix form: $\sum_{ijl}(F_{il}-F_{jl})^2W_{ij}$ where all the entries are real and $W$ is a known(constant) matrix and $F$ is a rectangular matrix. When I say matrix ...
1
vote
2answers
83 views

Lanczos vectors

I am trying to implement the Lanczos algorithm. If I implement it in Fortran or C, (i.e. in finite precision), will the vectors generated at each iteration still preserve their linear independence? ...
1
vote
0answers
103 views

fixed point spectral radius

We have the following stationary matrix iteration $$x_{k+1} = Mx_k + c$$ where $M$ is nxn matrix and $c$ is a vector. Let $r(M)$ denote the spectral radius of $M$. Show that spectral radius ...
0
votes
1answer
32 views

Gauss Seidel iteration in matlab

I've posted this question before for crout factorization. Now, I need help with Gauss-Seidel iteration. Write a program that takes a value for n and solves for x using the following method: ...
0
votes
1answer
51 views

Gaussian Elimination Triangular Factoration

Factor $$\left[\begin{array}{ccc}1&4&0\\0&1&0\\0&3&1\end{array}\right]$$ into LU (L lower triangular and U upper triangular)
0
votes
1answer
106 views

Suitable Loss function for Order preserving Factoring of a matrix?

(Old-Question) Given a $n\times n$ symmetric matrix $X$, I would like to factor it using a vector $c$ of size $n \times 1$ such that: $\sum_{i,j} [X_{ij} \cdot c_i\cdot c_j]$ is minimum. How can I ...
0
votes
2answers
368 views

Ill-conditioned matrix [duplicate]

Possible Duplicate: Inverse matrices are close iff matrices are close Consider this problem: $Ax = b$ I want to solve it/find x and the matrix A is ill-conditioned. Why is the fact "A is ...