Find a condition such that the spectral radius for a special matrix is smaller than 1 (or a matrix norm...












3












$begingroup$


We need a help to find a reasonable condition such that the spectral radius for a special matrix $mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}$ is smaller than 1. Here $otimes$ is tensor product. These matrices $bf J$, $hat{bf{G}}$, $hat{bf{H}}$ are defined below. I am thinking about if there is a matrix norm $||$ such that $|mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}| < 1$, because spectral radius is smaller than any matrix norm.




  1. $bf {J}$ is a general real-valued square matrix. We are NOT allowed to assume $bf J$ is some special type of matrix such as "symmetric matrix", "positive-definite matrix" or "non-negative matrix". $bf I$ is an identity matrix of the same size as $bf J$.



  2. Let $hat{bf H}$ be a $phat{N}times p hat{N}$ sparse matrix consisting of $ptimes p$ blocks, where each block is of size $hat{N}timeshat{N}$. The values in $hat{bf H}$ is illustrated below (sorry I missed the coefficient before):




    enter image description here





  3. Let $hat{mathbf{G}}=begin{pmatrix}
    {bf G} & & & & \
    & ddots & & & \
    & & {bf G} & & \
    & & & ddots & \
    & & & & {bf G} \
    end{pmatrix}$
    be a $phat{N}times phat{N}$ diagonal block matrix repeating $p$ times of $bf G$, which is an $hat{N} times hat{N}$ matrix defined as the following:




    enter image description here
    where $h$ is some positive coefficient. The eigenvalues of ${bf G}$ has analytical form $frac{h}{{{rm{2}}(cos (frac{{kpi }}{{widehat N + 1}}) - 1)}}$ where $k = 1,...,hat{N}$.




  4. Let $hat{mathbf{W}}=begin{pmatrix}
    {bf W} & & & & \
    & ddots & & & \
    & & {bf W} & & \
    & & & ddots & \
    & & & & {bf W} \
    end{pmatrix}$
    be a $phat{N}times phat{N}$ diagonal weight matrix repeating $p$ times of $bf {W}$, which is a diagonal weight matrix where all diagonal elements are non-negative and sum to $1$. The weights are free to choose, therefore we can simple choices like every element in $bf W$ is $frac{1}{hat{N}}$











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    3












    $begingroup$


    We need a help to find a reasonable condition such that the spectral radius for a special matrix $mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}$ is smaller than 1. Here $otimes$ is tensor product. These matrices $bf J$, $hat{bf{G}}$, $hat{bf{H}}$ are defined below. I am thinking about if there is a matrix norm $||$ such that $|mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}| < 1$, because spectral radius is smaller than any matrix norm.




    1. $bf {J}$ is a general real-valued square matrix. We are NOT allowed to assume $bf J$ is some special type of matrix such as "symmetric matrix", "positive-definite matrix" or "non-negative matrix". $bf I$ is an identity matrix of the same size as $bf J$.



    2. Let $hat{bf H}$ be a $phat{N}times p hat{N}$ sparse matrix consisting of $ptimes p$ blocks, where each block is of size $hat{N}timeshat{N}$. The values in $hat{bf H}$ is illustrated below (sorry I missed the coefficient before):




      enter image description here





    3. Let $hat{mathbf{G}}=begin{pmatrix}
      {bf G} & & & & \
      & ddots & & & \
      & & {bf G} & & \
      & & & ddots & \
      & & & & {bf G} \
      end{pmatrix}$
      be a $phat{N}times phat{N}$ diagonal block matrix repeating $p$ times of $bf G$, which is an $hat{N} times hat{N}$ matrix defined as the following:




      enter image description here
      where $h$ is some positive coefficient. The eigenvalues of ${bf G}$ has analytical form $frac{h}{{{rm{2}}(cos (frac{{kpi }}{{widehat N + 1}}) - 1)}}$ where $k = 1,...,hat{N}$.




    4. Let $hat{mathbf{W}}=begin{pmatrix}
      {bf W} & & & & \
      & ddots & & & \
      & & {bf W} & & \
      & & & ddots & \
      & & & & {bf W} \
      end{pmatrix}$
      be a $phat{N}times phat{N}$ diagonal weight matrix repeating $p$ times of $bf {W}$, which is a diagonal weight matrix where all diagonal elements are non-negative and sum to $1$. The weights are free to choose, therefore we can simple choices like every element in $bf W$ is $frac{1}{hat{N}}$











    share|cite|improve this question











    $endgroup$















      3












      3








      3





      $begingroup$


      We need a help to find a reasonable condition such that the spectral radius for a special matrix $mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}$ is smaller than 1. Here $otimes$ is tensor product. These matrices $bf J$, $hat{bf{G}}$, $hat{bf{H}}$ are defined below. I am thinking about if there is a matrix norm $||$ such that $|mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}| < 1$, because spectral radius is smaller than any matrix norm.




      1. $bf {J}$ is a general real-valued square matrix. We are NOT allowed to assume $bf J$ is some special type of matrix such as "symmetric matrix", "positive-definite matrix" or "non-negative matrix". $bf I$ is an identity matrix of the same size as $bf J$.



      2. Let $hat{bf H}$ be a $phat{N}times p hat{N}$ sparse matrix consisting of $ptimes p$ blocks, where each block is of size $hat{N}timeshat{N}$. The values in $hat{bf H}$ is illustrated below (sorry I missed the coefficient before):




        enter image description here





      3. Let $hat{mathbf{G}}=begin{pmatrix}
        {bf G} & & & & \
        & ddots & & & \
        & & {bf G} & & \
        & & & ddots & \
        & & & & {bf G} \
        end{pmatrix}$
        be a $phat{N}times phat{N}$ diagonal block matrix repeating $p$ times of $bf G$, which is an $hat{N} times hat{N}$ matrix defined as the following:




        enter image description here
        where $h$ is some positive coefficient. The eigenvalues of ${bf G}$ has analytical form $frac{h}{{{rm{2}}(cos (frac{{kpi }}{{widehat N + 1}}) - 1)}}$ where $k = 1,...,hat{N}$.




      4. Let $hat{mathbf{W}}=begin{pmatrix}
        {bf W} & & & & \
        & ddots & & & \
        & & {bf W} & & \
        & & & ddots & \
        & & & & {bf W} \
        end{pmatrix}$
        be a $phat{N}times phat{N}$ diagonal weight matrix repeating $p$ times of $bf {W}$, which is a diagonal weight matrix where all diagonal elements are non-negative and sum to $1$. The weights are free to choose, therefore we can simple choices like every element in $bf W$ is $frac{1}{hat{N}}$











      share|cite|improve this question











      $endgroup$




      We need a help to find a reasonable condition such that the spectral radius for a special matrix $mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}$ is smaller than 1. Here $otimes$ is tensor product. These matrices $bf J$, $hat{bf{G}}$, $hat{bf{H}}$ are defined below. I am thinking about if there is a matrix norm $||$ such that $|mathbf{J} otimeshat{mathbf{G}}hat{mathbf{W}} + mathbf{I}otimesmathbf{hat{H}}| < 1$, because spectral radius is smaller than any matrix norm.




      1. $bf {J}$ is a general real-valued square matrix. We are NOT allowed to assume $bf J$ is some special type of matrix such as "symmetric matrix", "positive-definite matrix" or "non-negative matrix". $bf I$ is an identity matrix of the same size as $bf J$.



      2. Let $hat{bf H}$ be a $phat{N}times p hat{N}$ sparse matrix consisting of $ptimes p$ blocks, where each block is of size $hat{N}timeshat{N}$. The values in $hat{bf H}$ is illustrated below (sorry I missed the coefficient before):




        enter image description here





      3. Let $hat{mathbf{G}}=begin{pmatrix}
        {bf G} & & & & \
        & ddots & & & \
        & & {bf G} & & \
        & & & ddots & \
        & & & & {bf G} \
        end{pmatrix}$
        be a $phat{N}times phat{N}$ diagonal block matrix repeating $p$ times of $bf G$, which is an $hat{N} times hat{N}$ matrix defined as the following:




        enter image description here
        where $h$ is some positive coefficient. The eigenvalues of ${bf G}$ has analytical form $frac{h}{{{rm{2}}(cos (frac{{kpi }}{{widehat N + 1}}) - 1)}}$ where $k = 1,...,hat{N}$.




      4. Let $hat{mathbf{W}}=begin{pmatrix}
        {bf W} & & & & \
        & ddots & & & \
        & & {bf W} & & \
        & & & ddots & \
        & & & & {bf W} \
        end{pmatrix}$
        be a $phat{N}times phat{N}$ diagonal weight matrix repeating $p$ times of $bf {W}$, which is a diagonal weight matrix where all diagonal elements are non-negative and sum to $1$. The weights are free to choose, therefore we can simple choices like every element in $bf W$ is $frac{1}{hat{N}}$








      linear-algebra eigenvalues-eigenvectors norm spectral-radius






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      edited Dec 4 '18 at 15:39







      Tony

















      asked Dec 4 '18 at 7:53









      TonyTony

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