Questions tagged [matrix-decomposition]
Questions about matrix decompositions, such as the LU, Cholesky, SVD (Singular value decomposition) and eigenvalue-eigenvector decomposition.
2,785 questions
2 votes
0 answers
56 views
Most general Logarithm of a matrix
Consider any matrix $A \in \text{GL}_d(\mathbb{C})$, i.e, a square invertible matrix. We define a logarithm of $A$ as any matrix $X$ such that $$e^X = A.$$ Our objective is to find of possible ...
4 votes
0 answers
176 views
Sufficient conditions for representing the matrice $U$ as $B^\top B^{-1}$
Out of curiosity, I came across the study of matrices of the form $U = B^\top B^{-1}$ for $B \in GL(n,\mathbb{F}_2)$. In essence, U represents how matrice $B$ is asymetric. This raised the question: ...
0 votes
0 answers
61 views
Ratio of eigenvector amplitudes
I am studying a generalized eigenvalue problem which can be partitioned as $$ \left[ {\begin{array}{*{20}{c}} {{A_{11}}}&{{A_{12}}}\\ {{A_{21}}}&{{A_{22}}} \end{array}} \right]\left[ {\begin{...
3 votes
1 answer
84 views
Factorizing a matrix as a product of band matrices
Let $A$ be $n\times n$ matrix. Can $A$ be written as $A=B_1\cdots B_k$ where $B_i$ are band matrices with constant bandwidth, and $k=O(n)$? Is it always possible? Is there an efficient algorithm for ...
0 votes
0 answers
28 views
Interpretation of an equation arising in matrix perturbation on the inner product of eigenvectors, weighted by eigengaps
I have a question about an equation that is so simple that I feel like it should have a name and be analyzed, but I can't find a reference for it, so I am hoping someone here has seen this before. I ...
1 vote
0 answers
12 views
Discrepancy in inverse calculated using GHEP and HEP
Say we have a matrix $A = L + \beta^{2} M$, where $\beta$ is a real scalar. The matrices $L$ and $M$ are symmetric positive semi-definite and symmetric positive definite respectively. I am interested ...
3 votes
1 answer
282 views
Existence of a kernel-preserving stochastic factorization of a column-stochastic matrix
I'm working on a matrix factorization problem and would appreciate insights on the following conjecture: $\forall y,z \in \mathbb{N}$ such that $y > z$, there does not exist column-stochastic $\...
0 votes
0 answers
72 views
Motivation of decomposition theorem about linear algebra
When eigenvectors form a basis, they're a very good basis because they transform a given matrix into a diagonal matrix. The problem is that eigenvectors don't generally form a basis. However, if we ...
5 votes
2 answers
264 views
If the matrix $A$ is positive definite and $T$ is its symmetric part, show that $x^T A^{-1} x \leq x^T T^{-1}x$
In Golub & Van Loan's Matrix Computations, I came across the following problem and I am stumped (been at it for a few days now). A matrix $M\in \mathbb{R}^{n\times n}$ (not necessarily symmetric) ...
2 votes
1 answer
89 views
Efficient way to calculate basis of $\text{Null}(A^T)$ from given $LU$ factorisation without calculating $A$.
Given that $A = LU$, where $L =$ \begin{bmatrix}1&0&0\\2&1&0\\3&0&1\end{bmatrix} and $U =$ \begin{bmatrix}1&1&0&1\\0&0&1&1\\0&0&0&0\end{...
0 votes
3 answers
99 views
Struggling to infer the pseudocode of the LU factorization from the algorithm.
I understand the LU factorization algorithm as the result of the recurrence relationships $$ u_{ij} = a_{ij} - \sum_{k = 1}^{i - 1} l_{ik} u_{kj} $$ for $i \le j$, and $$ l_{ij} = \left[ a_{ij} - \...
1 vote
0 answers
55 views
Efficient way for finding rank-one update of Schur decomposition?
I would like to know if anyone knows any reference about rank one update of Schur decomposition. Assume that we know the Schur decomposition of $A,$ which is $A=QUQ^{-1},$ where $Q$ is unitary and $U$ ...
0 votes
0 answers
22 views
Does diagonalization of a matrix imply that the eigenvectors are unique to a given form of a matrix? [duplicate]
If you have a collection of n (nonzero and unique) eigenvectors, is there a way to find a general form of an n-by-n matrix that corresponds to them in such a way that 'rules out' alternative forms? ...
0 votes
0 answers
44 views
Geometric interpretation of the matrix exponential of imaginary symmetric and imaginary skew symmetric matrices?
I am new to lie theory and representation theory. I heard about this interesting factorization known as the Bipolar decomposition which uses the Mostow decomposition. The article is https://www....
1 vote
1 answer
81 views
Can a singular complex square matrix be factorized into a complex invertible matrix and a real square singular matrix?
As the question states: Given $M \in \mathbb{C}^{n \times n}$ where $\det(M) = 0$. Does there exist a real matrix $R \in \mathbb{R}^{n \times n}$ and invertible matrix $E \in \mathbb{C}^{n \times n}$ ...