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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 8th, 2018, 11:34 pm

But why Russian?

By the lack of the indefinite article In your posts. 
It would be good if you care to point out the places where the indefinite article is needed and I omitted. Occasional ones could be typos but consistency would of course indicate a pattern. 
And I used to read terse 2-page Siberian maths articles In Russian, many of which took me weeks to reverse engineer.  A bit like this indeed
I know exactly what you are saying. But I do not think it is the case here. Which part of my description of the construction algorithm is not clear? Or do you think the application of Gershgorin circle theorem is too terse? 
Probably true, but that's not the point.
Why is it not the point? You said "Nope. Even the corollaries don't deal with your claim." Apparently you did care about the truthfulness of my algorithm, and thought my algorithm was wrong. Have you now read my proof, in response to your assertion? You have not a single word on my proof, but plenty on my Russianness? It seems the cart is put, ever so slightly shall we say, in front of the horse, do you not agree?  ;-D  
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 8th, 2018, 11:45 pm

Pining for girls with Russian names would qualify half of finance guys as Russians.
Astute observation. Dare I boldly speculate that you are a woman? :-)
 
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Cuchulainn
Posts: 22929
Joined: July 16th, 2004, 7:38 am

Re: Constructing an invertible positive matrix

April 9th, 2018, 9:13 am

Since the discussion is about non-negative matrices (it seems) the following text might be relevant?

https://ac.els-cdn.com/0024379590900166 ... 56674196c1
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 7:28 am

Just in case it is still not clear what the problem with katastrofa's construction is, here is a succinct, or terse, summary:

OP:  Please construct A.
katastrofa: Construct (Given) A, ...

where A can be a positive invertible matrix or anything else. Do you not see what is wrong with it, or rather as Wolfgang Pauli would put it, why this is not even wrong?
 
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ppauper
Posts: 11729
Joined: November 15th, 2001, 1:29 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 8:47 am

2. Ignoring point 1. , consider [$]M = \begin{bmatrix} a & -b \\ -b & a \end{bmatrix}[$] for [$]a>b>0[$]. 
could you show your working here. You keep insisting that it's a counterexample but no one else (including me) knows what the heck you're talking about.
Please read the thread from the beginning.
I had read the thread from the beginning. As others have said, take your own "advice"
We both know that it was easier for you to go ad hominem than admit that you made a mistake.

And some friendly words of advice. Don't talk to people the way you have in this thread.
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 4:45 pm


could you show your working here. You keep insisting that it's a counterexample but no one else (including me) knows what the heck you're talking about.
Please read the thread from the beginning.
I had read the thread from the beginning. As others have said, take your own "advice"
We both know that it was easier for you to go ad hominem  than admit that you made a mistake.

And some friendly words of advice. Don't talk to people the way you have in this thread.
OK, friendly advice taken. I will take on a softer tone -- but not to anyone blatantly goes on personal attacks first, like ISayMoo.

But let's be specific about the specifics. You said I "made a mistake". Making a claim does not make it true though. Do you agree? Let us scrutinize it, shall we? I very much appreciate that you have read the thread from the beginning. Then would you please kindly tell me which "mistake" I have made? Please kindly quote the "mistake" statement and prove it. I will readily admit it if confirmed. There is nothing ambiguous about mathematics -- barring the foundation of logic but we are not talking about that, are we? --- is there?   

"We both know that it was easier for you to go ad hominem  than admit that you made a mistake."
I do not know and I, respectively, disagree if "you" refers to me. I readily admit mistakes if I did. You are making a logical mistake by affirming something that is not proven to be true ("that you made a mistake"). Now regarding "ad hominem", would you deign to look up the definition of "ad hominem" first? Having kindly done that, would you please kindly quote my "ad hominem"? We can see together if that fits the definition. 

How am I doing with my tone or the way I talk? Do you see any improvement? Would you please kindly point out the places I need mending?
Last edited by lovenatalya on April 10th, 2018, 5:03 pm, edited 1 time in total.
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 4:53 pm

Just in case it is still not clear what the problem with katastrofa's construction is, here is a succinct, or terse, summary:

OP:  Please construct A.
katastrofa: Construct (Given) A
That's a false summary.
How is it false? Please elaborate and prove it. You are prone to making vague and empty accusations devoid of any logical derivation, substance and evidence. 
 
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ppauper
Posts: 11729
Joined: November 15th, 2001, 1:29 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 5:41 pm

I'll repost what I posted before
2. Ignoring point 1. , consider [$]M = \begin{bmatrix} a & -b \\ -b & a \end{bmatrix}[$] for [$]a>b>0[$]. 
could you show your working here. You keep insisting that it's a counterexample but no one else (including me) knows what the heck you're talking about.
Kata said construct a matrix from linearly independent unit vectors whose entries are all non-negative, yet you write down a matrix with some negative entries and insist that it's a counterexample
When you "responded," you omitted that last paragraph.
Yes, we noticed that you did that
It's not a counterexample if it doesn't obey the requirements
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 6:49 pm

I'll repost what I posted before
2. Ignoring point 1. , consider [$]M = \begin{bmatrix} a & -b \\ -b & a \end{bmatrix}[$] for [$]a>b>0[$]. 
could you show your working here. You keep insisting that it's a counterexample but no one else (including me) knows what the heck you're talking about.
Kata said construct a matrix from linearly independent unit vectors whose entries are all non-negative, yet you write down a matrix with some negative entries and insist that it's a counterexample
When you "responded," you omitted that last paragraph.
Yes, we noticed that you did that
It's not a counterexample if it doesn't obey the requirements
1) Which last paragraph? Are you referring to your paragraph "Kata said construct a matrix from linearly independent unit vectors whose entries are all non-negative, yet you write down a matrix with some negative entries and insist that it's a counterexample"?

2) Is the counterexample you referred to the following one? 
2. Ignoring point 1. , consider [$]M = \begin{bmatrix} a & -b \\ -b & a \end{bmatrix}[$] for [$]a>b>0[$]. 
Please answer my questions one at a time. 
 
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outrun
Posts: 4573
Joined: January 1st, 1970, 12:00 am

Re: Constructing an invertible positive matrix

April 10th, 2018, 7:56 pm

"without requiring vij≥0"

No.
 
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katastrofa
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Re: Constructing an invertible positive matrix

April 10th, 2018, 8:29 pm

The whole "hack" of your solution is that you say "use <Belarusian name> Theorem", which I don't know/remember (and some "<Belarusian name> circles"). What you do in fact in my view is constructing a matrix [$]M[$] with such elements [$]m_{ij} > 0[$] that [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], which implies that its eigenvalues are non-zero, and hence [$]M[$] is invertible. This can be shown as follows: for any [$]\vec{x}[$] s.t. [$]||\vec{x}|| > 0[$],
[$]M \vec x = \lambda \vec x = \sum_{j} m_{ij} x_j [$]
[$](\lambda-m_{ii}) x_i = \sum_{j\neq i} m_{ij} x_j [$]
[$]|\lambda-m_{ii}| |x_i| = |\sum_{j\neq i} m_{ij} x_j| [$]
[$]|\lambda-m_{ii}| |x_i| \leq \sum_{j\neq i} m_{ij} |x_j|[$](from the triangle inequality[$]|\sum_{j\neq i} m_{ij} x_j| \leq \sum_{j\neq i} m_{ij} |x_j| ) [$]
Since you assumed [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], then [$]|\lambda-m_{ii}| |x_i| \le m_{ii} |x_i|[$] where [$]i = \text{argmax}_j |x_j|[$].
Dividing by [$]|x_i|[$], which is strictly positive, you obtain [$]|\lambda-m_{ii}| \le m_{ii}[$], which shows that [$]\lambda \neq 0[$].

Am I right that this is your reasoning? It leads to a class of solutions, which are matrices with diagonal elements larger than the sum of the off-diagonal ones.

Alternatively, I proposed (off the top of my sleepy head - I again admit I made silly errors in the first post, bu they don't invalidate the solution) another class of solutions: Hermitian matrices [$]M = \sum_i \lambda_i P_i[$], where [$]\lambda_i[$] is some strictly positive constant and the projection operator [$]P_i = \vec v_i \vec v_i^T[$], where [$]\{\vec v\}[$] is a set of linearly independent normalised vectors with non-negative elements. It's trivial to prove that [$]M[$] are invertible.
For every [$]\vec x[$] such that [$]||\vec x||>0[$] we have [$]\vec x^T M \vec x = \sum_i \lambda_i \vec x^T \vec v_i \vec v_i^T \vec x = \sum_i \lambda_i (\vec x^T \vec v_i)^2 > 0[$] (strict inequality comes from the assumption that [$]\{\vec v_i\}[$] are linearly independent, i.e. there is such [$]i[$] that [$]\vec x^T \vec v_i \neq 0[$]). At the same time [$]M= \sum_i \lambda_i' \vec v_i' \vec v_i'^T[$] (because it's symmetric by construction), where [$]\vec v_i'^T \vec v_j' = \delta_{ij}[$], and [$]\vec x^T M \vec x = \sum_i \lambda'_i (\vec x^T \vec v_i')^2[$]. I put [$]\vec x=\vec v'_i[$] and I see that [$]\lambda'_i > 0[$] for every [$]i[$]. Thus [$]M[$] is invertible ([$]M^{-1} = \sum_i \lambda_i ^{-1} \vec v_i' \vec v_i'^T[$]).

Every mathematical construction is what you call "circular reasoning" to a certain degree, depending on a number of steps one considers obvious - some people need to write out the vector multiplication, while others just approvingly nod at the Perron-Froebenius theorem (I forgot this one too).
 
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katastrofa
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Location: Event Horizon

Re: Constructing an invertible positive matrix

April 10th, 2018, 10:29 pm

I made errors (like when I say "make me some coffee", but I really mean a foot massage) in my post and he got confused. My last post should explain everything.
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 10:39 pm

The whole "hack" of your solution is that you say "use <Belarusian name> Theorem", which I don't know/remember (and some "<Belarusian name> circles"). What you do in fact in my view is constructing a matrix [$]M[$] with such elements [$]m_{ij} > 0[$] that [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], which implies that its eigenvalues are non-zero, and hence [$]M[$] is invertible. This can be shown as follows: for any [$]\vec{x}[$] s.t. [$]||\vec{x}|| > 0[$],
[$]M \vec x = \lambda \vec x = \sum_{j} m_{ij} x_j [$]
[$](\lambda-m_{ii}) x_i = \sum_{j\neq i} m_{ij} x_j [$]
[$]|\lambda-m_{ii}| |x_i| = |\sum_{j\neq i} m_{ij} x_j| [$]
[$]|\lambda-m_{ii}| |x_i| \leq \sum_{j\neq i} m_{ij} |x_j|[$](from the triangle inequality[$]|\sum_{j\neq i} m_{ij} x_j| \leq \sum_{j\neq i} m_{ij} |x_j| ) [$]
Since you assumed [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], then [$]|\lambda-m_{ii}| |x_i| \le m_{ii} |x_i|[$] where [$]i = \text{argmax}_j |x_j|[$].
Dividing by [$]|x_i|[$], which is strictly positive, you obtain [$]|\lambda-m_{ii}| \le m_{ii}[$], which shows that [$]\lambda \neq 0[$].

Am I right that this is your reasoning? It leads to a class of solutions, which are matrices with diagonal elements larger than the sum of the off-diagonal ones.

Alternatively, I proposed (off the top of my sleepy head - I again admit I made silly errors in the first post, bu they don't invalidate the solution) another class of solutions: Hermitian matrices [$]M = \sum_i \lambda_i P_i[$], where [$]\lambda_i[$] is some strictly positive constant and the projection operator [$]P_i = \vec v_i \vec v_i^T[$], where [$]\{\vec v\}[$] is a set of linearly independent normalised vectors with non-negative elements. It's trivial to prove that [$]M[$] are invertible.
For every [$]\vec x[$] such that [$]||\vec x||>0[$] we have [$]\vec x^T M \vec x = \sum_i \lambda_i \vec x^T \vec v_i \vec v_i^T \vec x = \sum_i \lambda_i (\vec x^T \vec v_i)^2 > 0[$] (strict inequality comes from the assumption that [$]\{\vec v_i\}[$] are linearly independent, i.e. there is such [$]i[$] that [$]\vec x^T \vec v_i \neq 0[$]). At the same time [$]M= \sum_i \lambda_i' \vec v_i' \vec v_i'^T[$] (because it's symmetric by construction), where [$]\vec v_i'^T \vec v_j' = \delta_{ij}[$], and [$]\vec x^T M \vec x = \sum_i \lambda'_i (\vec x^T \vec v_i)^2[$]. I put [$]\vec x=\vec v'_i[$] and I see that [$]\lambda'_i > 0[$] for every [$]i[$]. Thus [$]M[$] is invertible ([$]M^{-1} = \sum_i \lambda_i ^{-1} \vec v_i' \vec v_i'^T[$]).

Every mathematical construction is what you call "circular reasoning" to a certain degree, depending on a number of steps one considers obvious - some people need to write out the vector multiplication, while others just approvingly nod at the Perron-Froebenius theorem (I forgot this one too).
Finally, someone is talking about mathematics, instead of muh feelings. Some people are in need of a safe space. If you are indeed a woman as I boldly surmised, I am in for a surprise and disappointment, since you are much more rational than some of the men here. 

Yes, that is my hack and my rationale. The derivation is an extremely simple application of the triangular inequality as you have verified. It should not take long to find that. The Balurassian name only serves as a mnemonic to save me from typing out all that LaTeX. I am lazy and guilty of being terse, as Cuchulainn has charged me with. Very simple and clean idea with a complexity of only double the number of elements, isn't it? The complexity is much lower than the M-matrix method with complexity [$]O(n^3)[$] that Cuchulainn first mentioned and you found out later via google. Do you agree?

The invertibility of your matrix construction is not under contention here, provided that you stipulate the number of vectors to be the same as the dimension of the vector (you did not mention how many vectors you have, but that is not important). Now before we go on examining the details of your construction, can we review the problem requirement? That is:

 "Construct an invertible positive n-by-n matrix where positive means all matrix entries are positive." 

Hint: please note the strict positivity of the entry in the requirement. The entries of your [$]v_i[$] are nonnegative only, allowing zero's. Do you need a chance to mend your proposition before we go on?

As for your philosophical rumination, shall we leave it for the after-party?
 
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lovenatalya
Posts: 187
Joined: December 10th, 2013, 5:54 pm

Re: Constructing an invertible positive matrix

April 10th, 2018, 10:49 pm

That's a false summary.
How is it false? Please elaborate and prove it. You are prone to making vague and empty accusations devoid of any logical derivation, substance and evidence. 
Oh dear, it's the "Be Gentle to Obstinate Nincompoops" day!
OP asked to construct a matrix with strictly positive elements. Katastrofa proposed starting from a set of linearly independent vectors with non-negative elements. Think the difference through, please. To prove that you did think it through, please don't respond until tomorrow midnight. There, good Gremlin.
Hohoho, what a teammate. Are you helping or sabotaging Katastrofa? With a teammate like that, what do we need enemies for? Think hard... Or do you need a safe space to do that?
 
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katastrofa
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Re: Constructing an invertible positive matrix

April 10th, 2018, 11:29 pm

The whole "hack" of your solution is that you say "use <Belarusian name> Theorem", which I don't know/remember (and some "<Belarusian name> circles"). What you do in fact in my view is constructing a matrix [$]M[$] with such elements [$]m_{ij} > 0[$] that [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], which implies that its eigenvalues are non-zero, and hence [$]M[$] is invertible. This can be shown as follows: for any [$]\vec{x}[$] s.t. [$]||\vec{x}|| > 0[$],
[$]M \vec x = \lambda \vec x = \sum_{j} m_{ij} x_j [$]
[$](\lambda-m_{ii}) x_i = \sum_{j\neq i} m_{ij} x_j [$]
[$]|\lambda-m_{ii}| |x_i| = |\sum_{j\neq i} m_{ij} x_j| [$]
[$]|\lambda-m_{ii}| |x_i| \leq \sum_{j\neq i} m_{ij} |x_j|[$](from the triangle inequality[$]|\sum_{j\neq i} m_{ij} x_j| \leq \sum_{j\neq i} m_{ij} |x_j| ) [$]
Since you assumed [$]\sum_{j\neq i} m_{ij} < m_{ii}[$], then [$]|\lambda-m_{ii}| |x_i| \le m_{ii} |x_i|[$] where [$]i = \text{argmax}_j |x_j|[$].
Dividing by [$]|x_i|[$], which is strictly positive, you obtain [$]|\lambda-m_{ii}| \le m_{ii}[$], which shows that [$]\lambda \neq 0[$].

Am I right that this is your reasoning? It leads to a class of solutions, which are matrices with diagonal elements larger than the sum of the off-diagonal ones.

Alternatively, I proposed (off the top of my sleepy head - I again admit I made silly errors in the first post, bu they don't invalidate the solution) another class of solutions: Hermitian matrices [$]M = \sum_i \lambda_i P_i[$], where [$]\lambda_i[$] is some strictly positive constant and the projection operator [$]P_i = \vec v_i \vec v_i^T[$], where [$]\{\vec v\}[$] is a set of linearly independent normalised vectors with non-negative elements. It's trivial to prove that [$]M[$] are invertible.
For every [$]\vec x[$] such that [$]||\vec x||>0[$] we have [$]\vec x^T M \vec x = \sum_i \lambda_i \vec x^T \vec v_i \vec v_i^T \vec x = \sum_i \lambda_i (\vec x^T \vec v_i)^2 > 0[$] (strict inequality comes from the assumption that [$]\{\vec v_i\}[$] are linearly independent, i.e. there is such [$]i[$] that [$]\vec x^T \vec v_i \neq 0[$]). At the same time [$]M= \sum_i \lambda_i' \vec v_i' \vec v_i'^T[$] (because it's symmetric by construction), where [$]\vec v_i'^T \vec v_j' = \delta_{ij}[$], and [$]\vec x^T M \vec x = \sum_i \lambda'_i (\vec x^T \vec v_i)^2[$]. I put [$]\vec x=\vec v'_i[$] and I see that [$]\lambda'_i > 0[$] for every [$]i[$]. Thus [$]M[$] is invertible ([$]M^{-1} = \sum_i \lambda_i ^{-1} \vec v_i' \vec v_i'^T[$]).

Every mathematical construction is what you call "circular reasoning" to a certain degree, depending on a number of steps one considers obvious - some people need to write out the vector multiplication, while others just approvingly nod at the Perron-Froebenius theorem (I forgot this one too).
Finally, someone is talking about mathematics, instead of muh feelings. Some people are in need of a safe space. If you are indeed a woman as I boldly surmised, I am in for a surprise and disappointment, since you are much more rational than some of the men here. 

Yes, that is my hack and my rationale. The derivation is an extremely simple application of the triangular inequality as you have verified. It should not take long to find that. The Balurassian name only serves as a mnemonic to save me from typing out all that LaTeX. I am lazy and guilty of being terse, as Cuchulainn has charged me with. Very simple and clean idea with a complexity of only double the number of elements, isn't it? The complexity is much lower than the M-matrix method with complexity [$]O(n^3)[$] that Cuchulainn first mentioned and you found out later via google. Do you agree?

The invertibility of your matrix construction is not under contention here, provided that you stipulate the number of vectors to be the same as the dimension of the vector (you did not mention how many vectors you have, but that is not important). Now before we go on examining the details of your construction, can we review the problem requirement? That is:

 "Construct an invertible positive n-by-n matrix where positive means all matrix entries are positive." 

Hint: please note the strict positivity of the entry in the requirement. The entries of your [$]v_i[$] are nonnegative only, allowing zero's. Do you need a chance to mend your proposition before we go on?


As for your philosophical rumination, shall we leave it for the after-party?
There is indeed one (quite obvious) minimum condition on the v vectors, which I might not have stated explicitly. You haven't showed much mathematical skill so far in your lengthy posts in condescending tone - can you tell us what it is?