相关论文: Notes on the Second Eigenvalue of the Google Matri…

A real quadratic matrix is generalized doubly stochastic (g.d.s.) if all of its row sums and column sums equal one. We propose numerically stable methods for generating such matrices having possibly orthogonality property or/and satisfying…

A $n\times n$ matrix $A$, which has a certain sign-symmetric structure ($J$--sign-symmetric), is studied in this paper. It is shown that such a matrix is similar to a nonnegative matrix. The existence of the second in modulus positive…

Diagonalizing a matrix $A$, that is finding two matrices $P$ and $D$ such that $A = PDP^{-1}$ with $D$ being a diagonal matrix needs two steps: first find the eigenvalues and then find the corresponding eigenvectors. We show that we do not…

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Let $T : \Omega \rightarrow \bbC^{n \times n}$ be a matrix-valued function that is analytic on some simply-connected domain $\Omega \subset \bbC$. A point $\lambda \in \Omega$ is an eigenvalue if the matrix $T(\lambda)$ is singular. In this…

We build up a directed network tracing links from a given integer to its divisors and analyze the properties of the Google matrix of this network. The PageRank vector of this matrix is computed numerically and it is shown that its…

In [8] (Nakagawa, et.al., IEEE Trans. IT, 2021), we investigated the convergence speed of the Arimoto-Blahut algorithm. In [8], the convergence of the order $O(1/N)$ was analyzed by focusing on the second-order nonlinear recurrence formula…

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

A matrix is apportionable if it is similar to a matrix whose entries have equal moduli. This paper shows that all nilpotent matrices and all matrices with rank at most half their order are apportionable. General results are established and…

We investigate self-adjoint matrices $A\in\mathbb{R}^{n,n}$ with respect to their equivariance properties. We show in particular that a matrix is self-adjoint if and only if it is equivariant with respect to the action of a group…

Let $A$ be an $N\times n$ random matrix whose entries are coordinates of an isotropic log-concave random vector in $\mathbb{R}^{Nn}$. We prove sharp lower tail estimates for the smallest singular value of $A$ in the following cases: (1)…

For a matrix ${\bf A}$ with linearly independent columns, this work studies to use its normalization $\bar{\bf A}$ and ${\bf A}$ itself to approximate its orthonormalization $\bf V$. We theoretically analyze the order of the approximation…

This is a sequel to [SIGMA 9 (2013), 007, 23 pages, arXiv:1210.1177], in which there is a construction of a $2\times2$ positive-definite matrix function $K (x)$ on $\mathbb{R}^{2}$. The entries of $K(x)$ are expressed in terms of…

For a graph $G$, let $\lambda_2(G)$ denote its second smallest Laplacian eigenvalue. It was conjectured that $\lambda_2(G) + \lambda_2(\overline G) \ge 1$, where $\overline G$ is the complement of $G$. In this paper, it is shown that…

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

We describe algorithms for computing eigenpairs (eigenvalue-eigenvector pairs) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…

We consider square matrices over $\mathbb{C}$ satisfying an identity relating their eigenvalues and the corresponding eigenvectors re-proved and discussed by Denton, Parker, Tao and Zhang, called the eigenvector-eigenvalue identity. We…

Via the process of isospectral graph reduction the adjacency matrix of a graph can be reduced to a smaller matrix while its spectrum is preserved up to some known set. It is then possible to estimate the spectrum of the original matrix by…

Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…