0
votes
0answers
23 views

Define a positive dot product in $\mathbb{R^3}$

Consider the matrix $A= \begin{bmatrix} k & k-1 & 0 \\ 1-k & 2-k & 0 \\ 2k-3 & 2k-1 & 2 \end{bmatrix} $ with $k \in \mathbb{R}$ and let be $f_a: \mathbb{R^3} \rightarrow ...
1
vote
0answers
20 views

A characterization of a certain family of matrices in terms of another matrix.

Consider a real matrix $A$ of dimension $n \times n$. Assume $k \leq n$ is given. I am looking for ways to describe the following set of matrices in terms of properties of $A$. $\mathcal{S}(A) = \{B ...
1
vote
1answer
65 views

Continuity of the spectral radius

Let $M \in \mathbb{R}^{n\times n}$ be a nonnegative irreducible matrix with strictly positive entries on its main diagonal. Then $M$ is primitive and by the Perron-Frobenius Theorem we know that the ...
0
votes
1answer
53 views

Finding the smallest max eigenvalues for related matrices?

While messing around with a spectral approach to a graph coloring question, I happened upon a type of problem I hadn't seen before. Suppose you have two symmetric $n$ x $n$ matrices in the form ...
-1
votes
1answer
16 views

Normal Matrices Unitarily Diagonazible

Disclaimer: This thread is just meant to record (Q&A). Are the unitarily diagonazible matrices precisely the normal ones? Surely, every normal matrix has an eigenbasis. Now I got asked by a ...
0
votes
1answer
23 views

Non-Unitarily Diagonalizable Matrices

When searching for matrices that are similar to a diagonal matrix but not in a unitary way then a first hint would be to exclude the normal ones. But apart from that is there a general form for such ...
2
votes
1answer
38 views

Prove that spec$(f(A)) = f$(spec$(A)).$

Can someone please explain this proof to me? Thanks! Let $A \in \mathbb{C}^n$ and let $f(x)$ be a polynomial. Prove that spec$(f(A)) = f$(spec$(A))$ (where if $S \subseteq \mathbb{C},$ $f(S) :=$ $\{ ...
2
votes
1answer
13 views

Consider a symmetric matrix $X$ with eigendecomposition $X=UVU^T$, how to call $\sum_{v_{k,k}>0}v_{k,k}u_ku_k^T$?

Consider a symmetric matrix $X$ with eigendecomposition $X=UVU^T$ How do people call $\sum_{v_{k,k}>0}v_{k,k}u_ku_k^T$? Sum of positive components of $X$? The positive semi definite part of $X$? ...
0
votes
2answers
31 views

Example: Algebraic Multiplicity vs Geometric Multiplicity

Is there a simple example of a matrix having an eigenvalue whose geometric multiplicity is strictly smaller than its algebraic multiplicity?
0
votes
0answers
47 views

Infinite Dimensional Vector Space Equivalence of Positive Matrix

What is the corresponding linear operator on an infinite dimensional vector space, say a Banach space or Hilbert space, to the nonnegative matrix on a finite dimensional vector space? What is the ...
0
votes
1answer
26 views

logarithm of projection

I want to prove what's used in the fourth line below the "Proof" section here: http://en.wikipedia.org/wiki/Quantum_relative_entropy#The_result The statement is: Let $\rho$ be a density operator on a ...
2
votes
1answer
28 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 ? ...
2
votes
1answer
79 views

Eigenvalues of polynomials of a matrix and its inverse up to summation by identity

There is a paper that I am reading and the following has been considered without proof: (Suppose $\lambda(.)$ defines the spectrum of a matrix and one can define a random variable on this spectrum say ...
4
votes
1answer
74 views

Left and right eigenvectors perpendicular to each other

I just read in a textbook on numerical methods that you can always have that the right eigenvectors of a matrix can be taken as orthonormal to the left eigenvectors for a diagonalisable matrix. This ...
2
votes
1answer
45 views

Generalized eigenvalue problem; why do real eigenvalues exist?

Under this text, you can see two pairs of matrices $(A,C)$. I am currently solving the generalized eigenvalue $(A-\lambda C)v=0$ for several pairs of $(A,C)$ and found out that they also have real ...
0
votes
0answers
32 views

Eigenvalues of the linear operator $T^*T$

Let $T$ be a linear operator $T: H_1 \mapsto H_2$, where $H_1$ and $H_2$ are both Hilbert Spaces. Suppose further that $T$ is bounded, but not self adjoint. Suppose I also know that for functions ...
4
votes
1answer
107 views

Condition for degenerate eigenvalues for a matrix

Given a diagonalizable matrix $M$ (that is, a normal matrix), can we determine whether the matrix has degenerate eigenvalues without explicitly calculating all the eigenvalues and eigenvectors? 1) An ...
2
votes
2answers
35 views

Spectral Radius and Norm of multiplied vector

Let $\mathbf{A}$, $\mathbf{B}$ be square matrices of equal dimensions, $\mathbf{w}$ a vector of compatible dimensions and $\rho$ be the spectral radius operator. Does the following hold? If $\rho ...
2
votes
2answers
40 views

the spectrum of a matrix

If $A$ is an $n \times n$ nilpotent matrix show that $I-A$ is invertible then find the spectrum of I-A ? for part one i've shown that $I-A$ is invertible by finding its inverse using that $A$ is a ...
4
votes
1answer
85 views

Spectral decomposition of normal operator

Define $T$ from $L_{2}(R)$ into itself by $T(f)(t)=f(t+1)$. Show that $T$ is normal and finds its spectral decomposition. I've shown that $f$ is normal (in fact it's unitary) but how do I find its ...
4
votes
0answers
99 views

Spectral decomposition of $TT^*$

On $l_{2}$ let $T$ be given by $Te_{n}=\frac{e_{n+1}}{n+1}$ where $(e_{n})_{n\ge1}$ is the canonical orthonormal basis. Find the spectral decomposition of $TT^*$. I find that ...
4
votes
1answer
53 views

Spectrum of idempotent element

Let $A$ be some unitary algebra over $\mathbb{C}$. If $a^2=a$ and $0\ne a\ne 1$ then $\{0,1\}\subset \sigma_A(a)$ ($\sigma_A(a)$ is the spectrum if $a$). I believe that also $\sigma_A(a)\subset ...
1
vote
0answers
13 views

Any way to simplify this expression?

So I have a vector of asset allocation weights given by $x \in R^4$ and a covariance matrix of the asset returns $\Sigma \in R^{4,4}$. I know by the spectral theorem, $\Sigma = V DV^{-1}$ and the ...
0
votes
2answers
45 views

Distorted Unitary matrices

Let $U$ be an unitary and $D$ be a diagonal matrix. We know that for all vectors $v$ on the sphere $Uv$ is on the sphere and, $$\langle Uv,Uv\rangle=\langle v,v\rangle.$$ What are the vectors $v$ on ...
0
votes
0answers
47 views

Vectors on a Sphere

Let $S$ be a sphere centered at origin in $\Bbb R^{2n}$ of radius $\sqrt{2n}$. Let $D$ be a diagonal matrix. Let $U$ be unitary matrix. Let $r\in\Bbb Z_+$ be a fixed integer. $(1)$ For a vector $v$ ...
7
votes
3answers
124 views

Spectrum of a compact operator

If the spectrum of a compact operator is finite, I don't understand why $0$ has to be a member. I have proved that for all $\epsilon > 0$, there is only a finite number of eigenvectors which have ...
0
votes
1answer
48 views

Perturbation of a matrix with negative eigenvalues

Let $A$ be a square matrix with all eigenvalues negative. What is the relationship between the $\lambda_\max$ of perturbed matrix $A + X$ and the norm of the perturbation $\|X\|$? PS: I know that the ...
0
votes
1answer
56 views

Fast Gauss-Seidel convergence on low rank matrices

I stumbled upon the following remarkable fact when experimenting with the Gauss-Seidel iterative solver: First I construct a low-rank symmetric positive semi-definite matrix $A = M^TM$ with M a ...
1
vote
0answers
49 views

Characterization of all matrices with unit spectral radius under constraint

Let $A \in \mathbb{R}^{n \times n}_{\geq 0}$ be a symmetric matrix with positive row sums $\mathbf{d} := A\mathbf{1} > 0$. I am interested in characterizing all those positive diagonal matrices $Z ...
0
votes
1answer
49 views

relations between two linear operators

Let $\alpha,\beta$ be linear operators on a finite dimensional vector space $V$ over field $F$. Let $\gamma=\alpha\circ\beta$ and $\delta=\beta\circ\alpha$. Prove that: (1). $m_\delta(x)$ divides ...
0
votes
0answers
34 views

Eigenvalues and eigenvectors of AB and BA in Endomorphisms [duplicate]

Let A and B endomorphisms of a finite vector space over a field F , Prove or a counterexample to the following statements: a) all eigenvector of AB is an eigenvector of BA; b) all eigenvalue of AB is ...
1
vote
1answer
76 views

Prove that if $T$ a normal linear transformation and invertible, then $T^{-1}$ is normal.

The question is: Prove that if $T$ a normal linear transformation and invertible, then $T^{-1}$ is normal. Then I have to find the spectral decomposition of $T^{-1}$. At first I tried to prove it by ...
1
vote
0answers
216 views

Singular value decomposition of an arbitrary anti-symmetric ($A=-A^{T}$) complex matrix

I am a physicist and very much used to the fact that any self-adjoint matrix ($H^{\dagger} =H$) in a finite-dimensional complex linear space can be uniquely specified by (a) the set of its (real) ...
2
votes
1answer
34 views

Does non-Hermitian implies at least one complex eigenvalue?

Ok so I'm studying linear algebra and we went trough the Spectral Theorem, including and proving the fact that for every Herimitian matrix, its eigenvalues have $0$ imaginary parts. I was wondering is ...
1
vote
1answer
319 views

Why does spectral norm equal the largest singular value?

This may be a trivial question yet I was unable to find an answer: $$\left \| A \right \| _2=\sqrt{\lambda_{\text{max}}(A^{^*}A)}=\sigma_{\text{max}}(A)$$ where the spectral norm $\left \| A \right ...
0
votes
1answer
533 views

The eigenvectors of a matrix and its transpose that correspond to the same eigenvalue are not orthogonal

Spent hours trying to prove this after encountering it in Lax's discussion of the spectral theorem, but no luck. Here's the problem (it is Theorem 18 in Lax 2ed, Chapter 6): A mapping $A$ has ...
3
votes
1answer
65 views

Spectrum of Symmetrizable Matrix

A matrix $ M $ is symmetrizable if $ M = D S $ with $ D $ a square diagonal matrix with positive entries, and $ S $ a symmetric matrix. What can be said about the spectrum of $ M $? It seems like I ...
0
votes
1answer
34 views

“Almost orthogonalizing” matrices using a signature matrix

Suppose $A$ and $B$ are two real symmetric $n \times n$ matrices (If simpler, consider $A$ and $B$ to be 0/1 matrices, say, adjacency matrices of d-regular graphs). Then $||AB||_{op} \leq ...
2
votes
1answer
109 views

expectation of norm of orthogonal projector

The question has to do with calculating the expected squared norm of a random projection. We have a 2D subspace $T := span\{U1, U2\}$ where $U1$ is a random vector uniformly distributed over unit ...
2
votes
0answers
67 views

Change of basis and spectral theorem

I've been having trouble with such a rudimentary problem. Let us define a matrix $A$: $$A = \begin{pmatrix} 3 & 0 & -i \\ 0 & 3 & 0 \\ i & 0 & 3 \end{pmatrix}$$ A is a 3 by 3 ...
1
vote
0answers
91 views

Examples of deeper results in finite-dimensional vector spaces?

this one is a bit inverted! So I am busy doing an advanced undergrad course in Linear algebra, and it is going very well, the problems in the book seem fairly routine. To be able to see if I am any ...
0
votes
1answer
132 views

Prove a bilinear operator is symmetric and positive definite

I'm having problem showing the following: All operators are defined on $V$ which is real (not complex). Let $f$ be a bilinear operator that is anti-symetric (meaning $f(a,b)=-f(b,a))$ and let $J$ be ...
0
votes
0answers
360 views

Spectral Theorem for Commuting Self-Adjoint Operators

Welcome everybody :) I'm working together with a little group preparing for the upcoming exams in "Mathematical Methods of Physics." There's one tricky task involving some linear algebra, namely the ...
1
vote
1answer
241 views

Affine transform of multivariate gaussian

If $X_1, \ldots, X_n$ are iid $N(0,1)$ or in other words $\mathbf{X}=(X_1, \ldots, X_n)$ is distributed $N(\mathbf{0}, \mathbf{I})$, then $A\mathbf{X}+\mu$ is distributed $N(\mu, AA^t)$. Showing that ...
0
votes
1answer
234 views

$uu^T$ is the standard matrix for the orthogonal projection of $\mathbb{R}^n$ on the subspace spanned by $u$

Let $A$ be an $n\times n$ symmetric matrix, and $u$ an eigenvector of $A$. Why is it true that $\forall x\in\mathbb{R}^n$, $x^{T}uu^{T}(I-uu^T)x=0$? If I'm able to show this is true then I can show ...
2
votes
0answers
206 views

Proof of the spectral theorem for normal operators from two lemmas

I have the following lemmas that I can prove: Let $T$ be a linear operator on a Hermitian space $V$ and let $W$ be a $T$-invariant subspace of $V$ . Then $W^⊥$ is $T^*$-invariant Let $T$ be a normal ...
2
votes
0answers
35 views

Inverting a discrete linear transformation

Consider the transformation from the set $\{a_n\}_{n=0}^N$ to the set $\{p_j\}_{j=0}^N$: $$ p_j = \sum_{n = 0}^Na_n\phi_n(x_j)$$ where $\{\phi_n(x)\}_{n=0}^N$ is a set of basis functions (linearly ...
1
vote
2answers
767 views

Eigenvectors of inverse complex matrix

For a non-singular matrix, its pretty straightforward to prove that $\lambda$ is eigenvalue of $A$ if and only if $\frac{1}{\lambda}$ is eigenvalue of $A^{-1}$. Let $A$ be a non-singular matrix, $x$ ...
0
votes
2answers
77 views

Trace of a diagonalized matrix

Why do I have: $Tr(SDS^{-1})=Tr(D)$?
1
vote
1answer
45 views

Largest eigenvalue of a graph

I have $\lambda_1$ the largest eigenvalue of a graph, with $x = (x_v)_{v \in V(G)}$ the corresponding eigenvector. $x_u$ is the entry of $x$ with maximum absolute value. I don't understand why I ...