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Spectral ratio.
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djimenez
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#1
Spectral ratio.

Hello,

I found this one very nice.

1) If F\in\mathcal M_{n\times m} with m\neq n, show that \rho(FF^T)=\rho(F^TF), where \rho(X) prepresent the spectral ratio of the square matrix X (take it general, because in the first case the matrix is n\times n and in the second m\times m).

2) If A,B\in\mathcal M_{n\times m}, is it true that \rho(AB^T)=\rho(A^TB) or \rho(AB^T)=\rho(B^TA)?

Best,
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PostPosted: Thu Mar 24, 2005 9:44 am  Back to top 
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djimenez
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#2
Anyone? It is a nice linear algebra problem!
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PostPosted: Wed May 04, 2005 10:00 am  Back to top 
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Peter
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#3
what is spectral ratio? I thought the set of eigenvalues but then the thing is false, so what is it? Smile
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PostPosted: Thu May 05, 2005 3:05 pm  Back to top 
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djimenez
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#4
Peter VDD wrote:
what is spectral ratio? I thought the set of eigenvalues but then the thing is false, so what is it? Smile
No, it is not the set of eighenvalues, it is the largest eighenvalue in absolute values. For example, if you have 1, 2, -3 as eighenvalues of a matrix A, then the spectral ratio is 3.
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PostPosted: Thu May 05, 2005 3:33 pm  Back to top 
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Peter
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#5
Aren't both a trivial consequence from {eigenvals(AB)} union {0} = {eigenvals(BA)} union {0}? Blush

Or is that the theorem we have to prove? Smile
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PostPosted: Fri May 06, 2005 2:58 am  Back to top 
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djimenez
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#6
Peter VDD wrote:
Aren't both a trivial consequence from {eigenvals(AB)} union {0} = {eigenvals(BA)} union {0}? Blush

Or is that the theorem we have to prove? Smile
Are you sure that is true for non square matrices? If you prove that, the theorem would be trivial!
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PostPosted: Fri May 06, 2005 8:19 am  Back to top 
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Peter
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#7
Look: let k be an eigenvalue, x be an eigenvector:
ABx = kx, k<>0
BABx = Bkx = kBx
=> Bx is an eigenvector of BA, corresponding to eigenvalue k

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PostPosted: Fri May 06, 2005 8:52 am  Back to top 
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jmerry
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#8
That's the simple version. If you don't have eigenvectors, use this.

Of course it is- just pad both matrices to square with zeros: \begin{bmatrix}A&0\end{bmatrix}\cdot\begin{bmatrix}B\\0\end{bmatrix}= \begin{bmatrix}AB\end{bmatrix}
and \begin{bmatrix}B\\0\end{bmatrix}\cdot\begin{bmatrix}A&0\end{bmatrix}= \begin{bmatrix}BA&0\\0&0\end{bmatrix}
(assuming WLOG that AB is larger than BA, and choosing the zero blocks to match dimensions).

This then reduces to the case for square matrices, in which \det A\det B\det(\lambda I-AB)=\det(B(\lambda I-AB)A)=\det(\lambda BA-BABA)=\det BA\det (\lambda I-BA)=\det B\det A\det(\lamb.... That says that for invertible A,B the characteristic polynomial of AB is the same as the characteristic polynomial of BA. Since the coefficients of the characteristic polynomial are polynomials in the coefficients of A and B which agree almost everywhere, they must be identical polynomials. (The coefficients of this polynomial are rational; work over \mathbb{C} to make sure this works. Since the coefficients depend only on dimension and not on the field, this then applies in a general field).

PostPosted: Fri May 06, 2005 8:55 am  Back to top 
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Peter
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#9
jmerry wrote:
That's the simple version. If you don't have eigenvectors, use this.
Isn't there always at least one eigenvector per eigenvalue? Question
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PostPosted: Fri May 06, 2005 8:58 am  Back to top 
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jmerry
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#10
What if there aren't any eigenvalues at all? For all you know, I'm working over the rationals or some finite field. The spectral radius question assumes \mathbb{C}, but the fact that the characteristic polynomial of AB is a power of x times the characteristic polynomial of BA doesn't.

PostPosted: Fri May 06, 2005 9:07 am  Back to top 
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djimenez
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#11
Peter VDD wrote:
Look: let k be an eigenvalue, x be an eigenvector:
ABx = kx, k<>0
BABx = Bkx = kBx
=> Bx is an eigenvector of BA, corresponding to eigenvalue k
That works if your matrices are square matrices, but what if they are not..., then, there would not be any eighenvalue at all! In my case, I have AB^T and A^TB, where one of them is n\times n and the other is m\times m, where probably m\neq n. It is easy to prove if A=B, otherwise, it is not that simple.
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PostPosted: Fri May 06, 2005 10:19 am  Back to top 
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Peter
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#12
djimenez wrote:
Peter VDD wrote:
Look: let k be an eigenvalue, x be an eigenvector:
ABx = kx, k<>0
BABx = Bkx = kBx
=> Bx is an eigenvector of BA, corresponding to eigenvalue k
That works if your matrices are square matrices, but what if they are not..., then, there would not be any eighenvalue at all! In my case, I have AB^T and A^TB, where one of them is n\times n and the other is m\times m, where probably m\neq n. It is easy to prove if A=B, otherwise, it is not that simple.
Where in the proof am I using that A or B is square? Confused [of course it depends on your definition of eigenvalues...]

At jmerry, could be... I just don't know a thing about finite fields Smile
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PostPosted: Fri May 06, 2005 11:32 am  Back to top 
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jmerry
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#13
To make those unambiguous eigenvalues, pad the matrices out to square as in my argument.

PostPosted: Fri May 06, 2005 12:11 pm  Back to top 
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