Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [linear-algebra]

Linear algebra is concerned with vector spaces of all dimensions and linear transformations between them, including systems of linear equations, bases, dimensions, subspaces, matrices, determinants, traces, eigenvalues and eigenvectors, diagonalization, Jordan forms, etc. For questions specifically concerning matrices, use the (matrices) tag. For questions specifically concerning matrix equations, use the (matrix-equations) tag.


Is there a fast way to compute the lowest eigenvalue of this symmetric PD matrix in this specific scenario?

Consider $$C = A^H D A + M$$ where $A$ is a $m \times m$ unitary matrix. $D$ is a $m \times m$ diagonal matrix with entries either $0$ or $1$. The number of $1$'s is $n \ll m$. $M$ is a $m \times ...