Wednesday, 16 December 2009

linear algebra - Matrix decomposition problem

As Sergei Ivanov pointed out in his first comment, it is necessary and sufficient, to solve your (ii) and (iii), to have sumni=1xi=sumni=1yi;;.

If this is true then take M=sumni=1xi=sumni=1yi;;. The most natural solution to (ii) and (iii) is the rank-one matrix C0 given by c0ij=fracxiyjM



Now, there is a kernel involved next of dimension (n1)2, these being matrices F satisfying F1=0 and Ft1=0. One may specify any entries desired in the upper left square n1 by n1 block of F, then fill in the final column and row. Any solution of (ii) and (iii) must be of the form C0+F;;.



Progress: for your purpose it is better to specify the matrix F as shown below for n=4, the other entries of F are forced by the condition that all row sums and all column sums are zero.
F = left( begin{array}{cccc}  & r & s & t \                             & & u & v \                             a & & & w \                              b & c & &                            end{array} right).


As a result, C0+F can be arranged to have all zeroes above the diagonal, then zeroes below a single layer alongside the main diagonal. The result is slightly better than what is called tridiagonal in that the entries above the diagonal are also 0.



http://en.wikipedia.org/wiki/Tridiagonal_matrix



We have arranged
C^0 + F = left( begin{array}{cccc}                             a_1 &  &  &  \                             r_1 & b_1 &  &  \                              & s_1 & c_1 &  \                               &  & t_1 & d_1                            end{array} right) .



Now that we know that we can insist on this shape, we can just start out with this and a simple scheme involving your (ii) and (iii) defines the values for all the nonzero positions. Furthermore,
if in addition x=y, then it follows from (ii) and (iii) that
C0+F is actually diagonal. Done.

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