Institute of Natural and Mathematical Sciences

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Subject: search.filters.subject.Eigenvalue

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    Eigenvectors of block circulant and alternating circulant matrices
    (Massey University, 2005) Tee, Garry J.
    The eigenvectors and eigenvalues of block circulant matrices had been found for real symmetric matrices with symmetric submatrices, and for block circulant matrices with circulant submatrices. The eigenvectors are now found for general block circulant matrices, including the Jordan Canonical Form for defective eigenvectors. That analysis is applied to Stephen J. Watson’s alternating circulant matrices, which reduce to block circulant matrices with square submatrices of order 2.
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    Antieigenvalues and antisingularvalues of a matrix and applications to problems in statistics
    (Massey University, 2005) Rao, Radhakrishna
    Let A be p × p positive definite matrix. A p-vector x such that Ax = x is called an eigenvector with the associated with eigenvalue . Equivalent characterizations are: (i) cos = 1, where is the angle between x and Ax. (ii) (x0Ax)−1 = xA−1x. (iii) cos = 1, where is the angle between A1/2x and A−1/2x. We ask the question what is x such that cos as defined in (i) is a minimum or the angle of separation between x and Ax is a maximum. Such a vector is called an anti-eigenvector and cos an anti-eigenvalue of A. This is the basis of operator trigonometry developed by K. Gustafson and P.D.K.M. Rao (1997), Numerical Range: The Field of Values of Linear Operators and Matrices, Springer. We may define a measure of departure from condition (ii) as min[(x0Ax)(x0A−1x)]−1 which gives the same anti-eigenvalue. The same result holds if the maximum of the angle between A1/2x and A−1/2x as in condition (iii) is sought. We define a hierarchical series of anti-eigenvalues, and also consider optimization problems associated with measures of separation between an r(< p) dimensional subspace S and its transform AS. Similar problems are considered for a general matrix A and its singular values leading to anti-singular values. Other possible definitions of anti-eigen and anti-singular values, and applications to problems in statistics will be presented.