Displaying 161 – 180 of 941

Showing per page

Characterization and properties of (Pσ, Q) symmetric and co-symmetric matrices

William F. Trench (2014)

Special Matrices

Let P ∈ ℂmxm and Q ∈ ℂn×n be invertible matrices partitioned as P = [P0 P1 · · · Pk−1] and Q = [Q0 Q1 · · · Qk−1], with P ℓ ∈ ℂm×mℓ and Qℓ ∈ ℂn×nℓ , 0 ≤ ℓ ≤ k − 1. Partition P−1 and Q−1 as [...] where P̂ℓ ∈ ℂmℓ ×m, Q̂ℓ ∈ ℂnℓ×n , P̂ℓPm = δℓmImℓ , and Q̂ℓQm = δℓmInℓ , 0 ≤ ℓ, m ≤ k − 1. Let Zk = {0, 1, . . . , k − 1}. We study matrices A = [...] Pσ(ℓ)FℓQℓ and B = [...] QℓGℓPσ(ℓ), where σ : Zk → Zk. Special cases: A = [...] and B = [...] , where Aℓ ∈ ℂd1×d2 and Bℓ ∈ ℂd2×d1, 0 ≤ ℓ ≤ k − 1.

Characterization of α1 and α2-matrices

Rafael Bru, Ljiljana Cvetković, Vladimir Kostić, Francisco Pedroche (2010)

Open Mathematics

This paper deals with some properties of α1-matrices and α2-matrices which are subclasses of nonsingular H-matrices. In particular, new characterizations of these two subclasses are given, and then used for proving algebraic properties related to subdirect sums and Hadamard products.

Chevet type inequality and norms of submatrices

Radosław Adamczak, Rafał Latała, Alexander E. Litvak, Alain Pajor, Nicole Tomczak-Jaegermann (2012)

Studia Mathematica

We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of the expectation of the supremum of “symmetric exponential” processes, compared to the Gaussian ones in the Chevet inequality. This is used to give a sharp upper estimate for a quantity Γ k , m that controls uniformly the Euclidean operator norm of the submatrices with k rows and m columns of an isotropic log-concave unconditional random matrix. We apply these estimates...

Circulant matrices with orthogonal rows and off-diagonal entries of absolute value 1

Daniel Uzcátegui Contreras, Dardo Goyeneche, Ondřej Turek, Zuzana Václavíková (2021)

Communications in Mathematics

It is known that a real symmetric circulant matrix with diagonal entries d 0 , off-diagonal entries ± 1 and orthogonal rows exists only of order 2 d + 2 (and trivially of order 1 ) [Turek and Goyeneche 2019]. In this paper we consider a complex Hermitian analogy of those matrices. That is, we study the existence and construction of Hermitian circulant matrices having orthogonal rows, diagonal entries d 0 and any complex entries of absolute value 1 off the diagonal. As a particular case, we consider matrices whose...

Clean matrices over commutative rings

Huanyin Chen (2009)

Czechoslovak Mathematical Journal

A matrix A M n ( R ) is e -clean provided there exists an idempotent E M n ( R ) such that A - E GL n ( R ) and det E = e . We get a general criterion of e -cleanness for the matrix [ [ a 1 , a 2 , , a n + 1 ] ] . Under the n -stable range condition, it is shown that [ [ a 1 , a 2 , , a n + 1 ] ] is 0 -clean iff ( a 1 , a 2 , , a n + 1 ) = 1 . As an application, we prove that the 0 -cleanness and unit-regularity for such n × n matrix over a Dedekind domain coincide for all n 3 . The analogous for ( s , 2 ) property is also obtained.

Combinatorial aspects of generalized complementary basic matrices

Miroslav Fiedler, Frank Hall (2013)

Open Mathematics

This paper extends some properties of the generalized complementary basic matrices, in particular, in a combinatorial direction. These include inheritance (such as for Alternating Sign Matrices), spectral, and sign pattern matrix (including sign nonsingularity) properties.

Comparison between two types of large sample covariance matrices

Guangming Pan (2014)

Annales de l'I.H.P. Probabilités et statistiques

Let { X i j } , i , j = , be a double array of independent and identically distributed (i.i.d.) real random variables with E X 11 = μ , E | X 11 - μ | 2 = 1 and E | X 11 | 4 l t ; . Consider sample covariance matrices (with/without empirical centering) 𝒮 = 1 n j = 1 n ( 𝐬 j - 𝐬 ¯ ) ( 𝐬 j - 𝐬 ¯ ) T and 𝐒 = 1 n j = 1 n 𝐬 j 𝐬 j T , where 𝐬 ¯ = 1 n j = 1 n 𝐬 j and 𝐬 j = 𝐓 n 1 / 2 ( X 1 j , ... , X p j ) T with ( 𝐓 n 1 / 2 ) 2 = 𝐓 n , non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of 𝒮 and 𝐒 are different as n with p / n approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the average behavior...

Comparison of Metric Spectral Gaps

Assaf Naor (2014)

Analysis and Geometry in Metric Spaces

Let A = (aij) ∊ Mn(ℝ) be an n by n symmetric stochastic matrix. For p ∊ [1, ∞) and a metric space (X, dX), let γ(A, dpx) be the infimum over those γ ∊ (0,∞] for which every x1, . . . , xn ∊ X satisfy [...] Thus γ (A, dpx) measures the magnitude of the nonlinear spectral gap of the matrix A with respect to the kernel dpX : X × X →[0,∞). We study pairs of metric spaces (X, dX) and (Y, dY ) for which there exists Ψ: (0,∞)→(0,∞) such that γ (A, dpX) ≤Ψ (A, dpY ) for every symmetric stochastic A ∊ Mn(ℝ)...

Currently displaying 161 – 180 of 941