Tag Archives: matrix

2013-01 Inequality involving eigenvalues and traces

Let \(A, B\) be \(N \times N\) symmetric matrices with eigenvalues \(\lambda_1^A \leq \lambda_2^A \leq \cdots \leq \lambda_N^A\) and \(\lambda_1^B \leq \lambda_2^B \leq \cdots \leq \lambda_N^B\). Prove that

\[ \sum_{i=1}^N |\lambda_i^A – \lambda_i^B|^2 \leq Tr (A-B)^2 \]

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2012-21 Determinant of a random 0-1 matrix

Let \(n\) be a fixed positive integer and let \(p\in (0,1)\). Let \(D_n\) be the determinant of a random \(n\times n\) 0-1 matrix whose entries are independent identical random variables, each of which is 1 with the probability \(p\) and 0 with the probability \(1-p\).  Find the expected value and variance of \(D_n\).

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2011-14 Invertible matrices

For a positive integer n>1, let f(n) be the largest real number such that for every n×n diagonal matrix M with positive diagonal entries, if tr(M)<f(n), then M-J is invertible. Determine f(n). (The matrix J is the square matrix with all entries 1.)

(Due to a mistake, the problem is fixed at 3:30PM Friday.)

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