Related papers: A note on matrices mapping a positive vector onto …

We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…

Let $P_n$ be the $n$-step right product $A_1\cdots A_n$, where $A_1,A_2,\dots$ is a given infinite sequence of $d\times d$ matrices with nonnegative entries. In a wide range of situations, the normalized matrix product $P_n/{\Vert…

In the setting of real square matrices, it is known that, if $A$ is a singular irreducible $M$-matrix, then the only nonnegative vector that belongs to the range space of $A$ is the zero vector. In this paper, we prove an analogue of this…

Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…

We show that a matrix is a Hermitian positive semidefinite matrix whose nonzero entries have modulus 1 if and only if it similar to a direct sum of all $1's$ matrices and a 0 matrix via a unitary monomial similarity. In particular, the only…

Assuming a unitarily invariant norm $|||\cdot|||$ is given on a two-sided ideal of bounded linear operators acting on a separable Hilbert space, it induces some unitarily invariant norms $|||\cdot|||$ on matrix algebras $\mathcal{M}_n$ for…

Let $L$ be a linear operator on univariate polynomials of bounded degree taking values in real symmetric matrices, whose moment matrix is positive semidefinite. Assume that $L$ admits a positive matrix-valued representing measure $\mu$. Any…

We propose a numerical method, based on the shift-and-invert power iteration, that answers whether a symmetric matrix is positive definite ("yes") or not ("no"). Our method uses randomization. But, it returns the correct answer with high…

The concept of a fully interlacing matrix of formal power series with real coefficients is introduced. This concept extends and strengthens that of an interlacing sequence of real-rooted polynomials with nonnegative coefficients, in the…

The paper develops the general theory for the items in the title, assuming that the matrix is countable and cofinal.

A linear polyomial non-negative on the non-negativity domain of finitely many linear polynomials can be expressed as their non-negative linear combination. Recently, under several additional assumptions, Helton, Klep, and McCullough…

An $n\times n$ symmetric matrix $A$ is copositive if the quadratic form $x^TAx$ is nonnegative on the nonnegative orthant. The cone of copositive matrices strictly contains the cone of completely positive matrices, i.e., all matrices of the…

This note deals with two topics of linear algebra. We give a simple and short proof of the multiplicative property of the determinant and provide a constructive formula for rotations. The derivation of the rotation matrix relies on simple…

This note proves the following inequality: if $n=3k$ for some positive integer $k$, then for any $n$ positive definite matrices $A_1,A_2,\cdots,A_n$, \begin{equation} \frac{1}{n^3}\Big\|\sum_{j_1,j_2,j_3=1}^{n}A_{j_1}A_{j_2}A_{j_3}\Big\|…

A classical theorem proved in 1942 by I.J. Schoenberg describes all real-valued functions that preserve positivity when applied entrywise to positive semidefinite matrices of arbitrary size; such functions are necessarily analytic with…

We investigate the generalized moment membership problem for matrices, a formulation equivalent to Skolem's problem for linear recurrence sequences. We show decidability for orthogonal, unitary, and real eigenvalue matrices, and…

A long-standing conjecture asserts that the polynomial \[p(t) = \text{Tr}[(A+tB)^m]\] has nonnegative coefficients whenever $m$ is a positive integer and $A$ and $B$ are any two $n \times n$ positive semidefinite Hermitian matrices. The…

Let $(X_{jk})_{j,k\geq 1}$ be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let $\la_{n,1},...,\la_{n,n}$ be the eigenvalues of $(\frac{1}{\sqrt{n}}X_{jk})_{1\leq j,k\leq n}$. The strong circular law…

Let $n$ be a positive integer and $X = [x_{ij}]_{1 \leq i, j \leq n}$ be an $n \times n$\linebreak \noindent sized matrix of independent random variables having joint uniform distribution $$\hbox{Pr} {x_{ij} = k \hbox{for} 1 \leq k \leq n}…

This paper establishes that every positive-definite matrix can be written as a positive linear combination of outer products of integer-valued vectors whose entries are bounded by the geometric mean of the condition number and the dimension…