Questions tagged [singular-values]
This tag is for questions relating to 'Singular Value'. The term “singular value” relates to the distance between a matrix and the set of singular matrices
501 questions
1 vote
1 answer
71 views
General formula for matrix representing the wedge product with respect to the lexicographical ordering
I will write my question in the context of differential forms, but clearly this is problem can be stated much more generally. Consider the space of smooth differential $p$-forms on $\mathbb{R}^n$. ...
3 votes
1 answer
49 views
Singular values of $e^{-iL}$ in terms of properties of $L$
Let $L$ be a general (possibly non-Hermitian) square matrix and define \begin{equation} A := e^{-i L}. \end{equation} I am interested in understanding how the singular values of $A$ relate to the ...
0 votes
0 answers
42 views
Majorization of singular values of $AMB$
Let $\sigma_i(M)$ denote the $i$'th singular values of matrix $M$, in decreasing order: $$\sigma_1(M) \ge \sigma_2(M) \ge \dots$$ Consider the matrix product $AMB$, where it is assumed that $A,M,B$ ...
0 votes
0 answers
43 views
Singular values of $AMB$, where $A,B$ are diagonal
Let $M$ be a rectangular real matrix, and $A,B$ two diagonal real matrices with positive entries. I have two related questions: What are the singular values of $AMB$? Are they related in some way to ...
2 votes
1 answer
82 views
How are singular values of $A+B i$ and singular values of $\begin{bmatrix} A & -B\\ B & A \end{bmatrix}$ related?
Let $i$ be the imaginary unit and $A,B$ be two real $m\times n$ matrices. I wonder if there are any relations between singular values of $A+Bi$ and singular values of the real matrix $C:=\begin{...
0 votes
1 answer
72 views
How to minimize a maximum singular value?
Problem: Find the value $x^*$ that minimizes the induced 2-norm $$ ||\Gamma - R(x)||_2, \; \; \Gamma \in \mathbb{R}^{2 \times 2}, \; \; R = \left( \begin{array}{cc} a + b x & -(b + ax) \\ b + ax &...
3 votes
0 answers
129 views
Eigenvalues of variation of the Kac matrix
I am investiganting some regularity properties for vector fields on $SU(2)$ and I reduced it to obtaining lower bounds on the absolute value of the eigenvalues (which coincide with the singular values)...
1 vote
0 answers
103 views
Local minimizers of norm of a linear operator
I'm struggling to understand something about what I saw referred to as the lower norm function and its possible relation to singular values. Let $A\in \mathbb{R}_{m\times n}$ be a matrix with $m\geq n$...
1 vote
0 answers
102 views
Condition number of a matrix do not increase when data is removed
If anything, it will most likely decrease. Let $A$ be a matrix with $m$ rows and $n$ columns ($m\le n$) and $\sigma_m(A)>0$. Let $A'$ be the same matrix with one row removed. Their condition ...
1 vote
1 answer
89 views
Relation of singular values of restriction to the spectrum
I've not used singular before, so I hope this question is not silly or trivial. I assume I have a finite nonempty real set $\mathbb{V}\subseteq \mathbb{R}$ and a potential function $V:\mathbb{Z}^2\to \...
7 votes
0 answers
281 views
Why are these squared singular values distributed as $\exp(-\pi X^2)$ with Gaussian $X$?
Let $x_1, x_2,\ldots,x_d$ be $d$ independent random vectors in $\mathbb{R}^d$ with entries sampled IID from the standard normal random variable $\mathcal{N}(0,1)$. Define the $d\times d$ random ...
0 votes
1 answer
85 views
Proof of singular value decomposition in Linear Algebra Done Right (LADR)
In the 4th edition of Linear Algebra Done Right by Sheldon Axler, the Singular Value Decomposition is stated and proved on page 287. With the way the proof is constructed, shouldn't it have been split ...
1 vote
1 answer
100 views
Bound on the maximal singular value of a complex matrix
Given $\mathbf{A} \in \mathbb{C}^{n\times m}$, let $\mathbf{A}^\dagger$ denotes its Hermitian transpose and $s_1(\mathbf{A}) = \underset{\|\mathbf{x}\|=1}{\mathsf{sup}} \|\mathbf{A}\mathbf{x}\|$ be ...
1 vote
0 answers
54 views
Perturbation of singular values of rank-$1$ matrix
I have a tall rank-$1$ matrix ${\bf Y} \in {\Bbb C}^{n \times m}$ (where $n > m$) whose singular value decomposition (SVD) is $$ {\bf Y} = \sigma_1 {\bf u} {\bf v}^\ast. $$ I add another $n \times ...
1 vote
0 answers
59 views
Exact singular values of a Jordan block
What are the singular values $J_n(\lambda)$ Jordan block of size $n$ referred to the eigenvalue $\lambda$? I know there are a lot of estimates, but for a problem with only 2 parameters $n,\lambda$ ...