# Questions tagged [matrices]

For any topic related to matrices. This includes: systems of linear equations, eigenvalues and eigenvectors (diagonalization, triangularization), determinant, trace, characteristic polynomial, adjugate and adjoint, transpose, Jordan normal form, matrix algorithms (e.g. LU, Gauss elimination, SVD, QR), invariant factors, quadratic forms, etc. For questions specifically concerning matrix equations, use the (matrix-equations) tag.

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### How to solve linear system of form $(A \otimes B + C^{T}C)x = b$ when $A \otimes B$ is too large to compute?

For the given linear system: $$(A \otimes B + C^{T}C)x = b$$ where $\otimes$ is the Kronecker product, $A$ and $B$ are dense and symmetric positive-definite, and $C^{T}C$ is a sparse symmetric block ...
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### Construct a matrix of polynomials to optimize condition-like score

I'm a physicist currently working on my PhD. Within my studies, my colleagues & I encountered a (strictly mathematical) problem that baffles us (and anyone else we've talked to so far) and is also ...
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### Can I go from the LU factorization of a symmetric matrix to its Cholesky factorization, without starting over?

I mistakenly computed the LU factorization and then realized that the question is asking for a Cholesky factorization, i.e., finding a lower triangular matrix L such that the symmetric matrix A has ...
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### What do the eigenvalues/vectors of a metric describe?

Given a finite metric space $(X = \{ x_i \}_{i=1}^n,d)$, one can form the matrix $A$ of pairwise distances $a_{ij} = d(x_i, x_j)$. What does the eigenspectrum of this matrix say about the metric $d$? ...
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### Birkhoff representation of a stochastic matrix

From the Birkhoff theorem, it is known that every doubly stochastic matrix can be written as a convex combination of permutation matrices, although this representation might not be unique. Assume ...