Related papers: Concavity of Eigenvalue Sums and the Spectral Shif…
The still-unsolved problem of determining the set of eigenvalues realized by $n$-by-$n$ doubly stochastic matrices, those matrices with row sums and column sums equal to $1$, has attracted much attention in the last century. This problem is…
Subaddivity type matrix inequalities for concave funcions and symetric norms are given.
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
Let ${\bf A} \in R^{n \times n}$ be a nonnegative irreducible square matrix and let $r({\bf A})$ be its spectral radius and Perron-Frobenius eigenvalue. Levinger asserted and several have proven that $r(t):=r((1{-}t) {\bf A} + t {\bf…
Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…
The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…
We describe the spectrum of a non-self-adjoint elliptic system on a finite interval. Under certain conditions we find that the eigenvalues form a discrete set and converge asymptotically at infinity to one of several straight lines. The…
It is well known from the Perron-Frobenius theory that the spectral gap of a positive square matrix is positive. In this paper, we give a more quantitative characterization of the spectral gap. More specifically, using a complex extension…
A typical result of the paper is the following. Let $H_\gamma=H_0 +\gamma V$ where $H_0$ is multiplication by $|x|^{2l}$ and $V$ is an integral operator with kernel $\cos< x,y\rang le$ in the space $L_2(R^d)$. If $l=d/2+ 2k$ for some $k=…
Consider a differentiable convex function $f: \mathbb{R}^n \supset \mathrm{dom} f \rightarrow \mathbb{R}.$ The induced spectral function $F$ is given by $F=f \circ \lambda,$ where $\lambda: \mathbf{M}_n^{sa} \rightarrow \mathbb{R}^{n}$ is…
Convex regression is the problem of fitting a convex function to a data set consisting of input-output pairs. We present a new approach to this problem called spectrahedral regression, in which we fit a spectrahedral function to the data,…
We obtain a spectral decomposition of shifted convolution sums in Hecke eigenvalues of holomorphic or Maass cusp forms.
We define in the space of n by m matrices of rank n, n less or equal than m, the condition Riemannian structure as follows: For a given matrix A the tangent space of A is equipped with the Hermitian inner product obtained by multiplying the…
We mainly establish a monotonicity property between some special Riemann sums of a convex function $f$ on $[a,b]$, which in particular yields that $\frac{b-a}{n+1}\sum_{i=0}^n f\left(a+i\frac{b-a}{n}\right)$ is decreasing while…
Matrix versions of some basic convexity inequalities are given. Further results on the same topic are proved in the recent papers on arxiv: 1. Hermitian operators and convex functions, 2. A concavity inequality for symmetric norms, 3.…
Euler's gamma function is logarithmically convex on positive semi-axis. Additivity of logarithmic convexity implies that the function sum of gammas with non-negative coefficients is also log-convex. In this paper we investigate the series…
This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…
The product of a complex skew-symmetric matrix and its conjugate transpose is a positive semi-definite Hermitian matrix with nonnegative eigenvalues, with a property that each distinct positive eigenvalue has even multiplicity. This…
We consider convex trace functions $\Phi_{p,q,s} = Trace[ (A^{q/2}B^p A^{q/2})^s]$ where $A$ and $B$ are positive $n\times n$ matrices and ask when these functions are convex or concave. We also consider operator convexity/concavity of…
We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…