2
votes
1answer
55 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
67 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
24 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 ...
0
votes
0answers
48 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 ...
2
votes
1answer
30 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 ? ...
0
votes
1answer
13 views

Question about Joint spectral radius.

Given a bounded set $\mathcal A\subset \Bbb R^{n x n}$. The joint spectral radius is given by: $\sigma(\mathcal A)$=$limsup_{m\to\infty}(sup_{A\in\mathcal A^m} \rho(A))$ where $\rho$ is the normal ...
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
76 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
59 views

Establishing an inequality between the $2^{nd}$ largest eigenvalue of $A$ and a related matrix.

Let $A$ be an irreducible, aperiodic matrix with non-negative entries, with $1 \in \ker(A - I)$, $w \in \ker(A^\top - I)$, $w_i > 0$ $\forall i$. Define $W = \text{diag}(w)$. I am studying the ...
4
votes
1answer
120 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 ...
1
vote
1answer
20 views

A question about matrix spectrum property

Suppose $x\in\mathbb{R}^n$, $A\in\mathbb{R}^{n\times n}$. Does anyone know the answer to the following problems. (1) $\min\limits_{x\neq0} f(x)=\frac{x^\mathrm{T}A^\mathrm{T}Ax}{x^\mathrm{T}Ax}$, ...
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 ...
1
vote
0answers
108 views

Adjacency matrix of directed graph

I am given adjacency matrix $A$ of directed graph. $A(x,y)$ counts the number of edges from $x$ to $y$. I want to show that if $A$ has constant outdegree $d$: (i) For any eigenvalue $\lambda$, we ...
2
votes
1answer
23 views

Spectrum of product from two selfadjoint matricies

If I have 2 selfadjoint matricies A,B given, is the spectrum of $A B$ always real? I know that $A B$ is not necessary a selfadjoint matrix, but are some properties of the spectrum preserved?
0
votes
1answer
51 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
35 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
77 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
235 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) ...
1
vote
1answer
370 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
0answers
67 views

Spectral radius of nonnegative matrices with an M-matrix difference

Let $A$ and $B$ be non-negative matrices (both with real spectra) and $A−B$ is an M-matrix. Are these conditions necessary to prove that the spectral radius of $A$ is greater than the spectral radius ...
0
votes
0answers
176 views

How does determinant relate to argument of matrix function?

I have a matrix function $R \mapsto J(R)$ from $\mathbb{R}$ to the set of irreducible matrices with non-negative entries. We can assume that $J(R)$ is $d \times d$, although any solutions that work ...
0
votes
1answer
260 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 ...
5
votes
1answer
95 views

Gelfand's formula, different field

Gelfand's formula says that for a complex matrix $A \in \mathbb{C}^{n \times n}$, $$\rho(A) = \lim_{m \rightarrow \infty} \|A^m\|^{1/m},$$ where $\rho$ is the spectral radius (norm of maximal ...
2
votes
1answer
79 views

spectral radius monotonicity

I encountered an inequality when reading a paper. Can someone help to show how to prove it? Let be the spectral radius of matrix $A$ or $\rho(A)=\max\{|\lambda|, \lambda \text{ are eigenvalues of ...
0
votes
1answer
93 views

real spectrum of an almost symmetric stochastic matrix

Let $M$ be a real nonnegative square matrix ''almost'' symmetric ($A_{ij}=0$ if and only if $A_{ji}=0$). In addition, $M$ is irreducible (not necessarily primitive) and row stochastic (the sum of each ...
0
votes
2answers
233 views
2
votes
2answers
108 views

Eigenvalues of $A^{T}A$

Let $\lambda_{i}(M)$ denote the $i$th eigenvalue of the square matrix $M$, and $T$ denote the matrix transpose. Is it true that $|\lambda_{i}(A^{T}A)|=|\lambda_{i}(A)|^{2}$ for every square matrix ...
2
votes
0answers
115 views

$L^p$ norm of diagonal is $\leq$ Schatten $L^p$ norm

Let $A = (a_{ij})$ be an $n\times n$ symmetric matrix. Its Schatten norm is defined by $\|A\|_{S^p}^p = \sum_{j=1}^n |\lambda_j|^p$, where $\lambda_j$ are the eigenvalutes of $A$. I am trying to prove ...
2
votes
1answer
202 views

Reconstructing a Matrix in $\Bbb{R}^3$ space with $3$ eigenvalues, from matrices in $\Bbb{R}^2$

I have a matrix which represents a closed loop matrix of a control system with delays (Control Systems Theory) in $\Bbb{R}^3$ space that has $3$ eigenvalues. Through some process I have obtained three ...
2
votes
1answer
268 views

Decompose a complex symmetric matrix to retain positive definitness

I have a complex symmetric matrix $A$, (i.e. non-Hermitian and obeying $A=A^T$), which is positive definite, in the sense that: $$\Re({z^HAz}) > 0$$ for any $z$. I am able to verify this ...
9
votes
1answer
887 views

How to understand spectral decomposition geometrically

Let $A$ be a $k\times k$ positive definite symmetric matrix. By spectral decomposition, we have $$A = \lambda_1e_1e_1'+ ... + \lambda_ke_ke_k'$$ and $$A^{-1} = ...
2
votes
0answers
107 views

Spectrum of Transition Matrix for Random Walk

Consider the symmetric random walk on $\{0, 1, \dots, n\}$ with transition probabilities $P(j \to j \pm 1) = 1/2$ for $1 \le j \le n-1$ and $P(0 \to 0) = P(0 \to 1) = P(n \to n) = P(n \to n-1) = 1/2$. ...
1
vote
1answer
206 views

operator norm and spectral radius

is it true that the operator norm of a matrix $A$ is smaller than 1 if its spectral radius $\rho(A)$ is smaller than 1? many thanks for any help, it is much appreciated!
4
votes
1answer
347 views

Spectral radius and positive definite of matrices

Denote $ \rho(A)$ to be the spectral radius of a matrix $A,$ that is the maximal eigenvalue of $A.$ We say that a matrix $M$ is positive definite, respectively positive semidefinite, if $x^TMx>0$ ...
1
vote
1answer
232 views

Similar matrix proof

$A$ and $B$ are similar matrices, if $B=PAP^{-1}$ holds for a square, non-singular matrix $P$. Now am wondering if $S^{-1}T$ and $S^{-1/2}TS^{-1/2}$ are similar matrices? Am looking for a proof for it ...
2
votes
0answers
66 views

Root Convergence rate of Iterative Scheme [closed]

I have an iterative sequence for optimizing an EM algorithm based loss function $L(X)$ with $t$ being the iteration number as: $X_t=ABX_{t-1}+CX_{t-1}+X_{t-1}$ where $A$ is a diagonal matrix, $B$ and ...
3
votes
1answer
929 views

are there any bounds on the eigenvalues of products of positive-semidefinite matrices?

I have real positive semidefinite matrices (symmetric) $A$ and $B$, both are $n \times n$. I am looking for upper bounds and lower bounds on the $m$-th largest eigenvalue of $AB$, in terms of the ...
0
votes
1answer
153 views

The row- and column-sums of a nonengative matrix with spectral radius less than $1$

Is it true that if a matrix has nonnegative elements and spectral radius less than $1$, than the sum of its elements on each row (and column) is less than $1$? Edit: What if the matrix has positive ...
3
votes
1answer
187 views

Behavior of the spectral radius of a convergent matrix when some of the elements of the matrix change sign

I want to prove (or disprove) the following statement: If $A$ is a square matrix with non-negative elements that has spectral radius less then $1$, then any matrix obtained from $A$ by ...
1
vote
1answer
284 views

How to solve X*A=C matrix equation where two (X and A) matrices are unknown?

I have a spectroscopy problem that boils down to a matrix equation where X*A=C. I take N observations each consisting of 3 detector readings and my detectors suffer from some amount of cross-talk ...
16
votes
3answers
994 views

Ratio of largest eigenvalue to sum of eigenvalues — where to read about it?

Let $E_j$ be the $j$th largest-magnitude eigenvalue of a real symmetric $N \times N$ matrix $M$. I've found that the ratio $$\frac{|E_1|}{\sum_{j=1}^N{|E_j|}},$$ is a measure of the "rank-one-ness" ...
4
votes
2answers
769 views

Matrix Differential Equation with a Skew-Symmetric Matrix

From a bank of masters exams: Say the position of a particle moving in $\mathbb{R}^n$ is given by a smooth vector-valued function $\vec{x}(t)$. Suppose that $\vec{x}(t)$ satisfies a ...