Poincaré Separation Theorem
   HOME
*





Poincaré Separation Theorem
In mathematics, the Poincaré separation theorem, also known as the Cauchy interlacing theorem, gives some upper and lower bounds of eigenvalues of a real symmetric matrix ''B'AB'' that can be considered as the orthogonal projection of a larger real symmetric matrix ''A'' onto a linear subspace spanned by the columns of ''B''. The theorem is named after Henri Poincaré. More specifically, let ''A'' be an ''n'' × ''n'' real symmetric matrix and ''B'' an ''n'' × ''r'' semi-orthogonal matrix such that ''B'B'' = ''I''''r''. Denote by \lambda_i, ''i'' = 1, 2, ..., ''n'' and \mu_i, ''i'' = 1, 2, ..., ''r'' the eigenvalues of ''A'' and ''B'AB'', respectively (in descending order). We have : \lambda_i \geq \mu_i \geq \lambda_, Proof An algebraic proof, based on the variational interpretation of eigenvalues, has been published in Magnus' ''Matrix Differential Calculus with Applications in Statistics and Eco ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Min-max Theorem
In linear algebra and functional analysis, the min-max theorem, or variational theorem, or Courant–Fischer–Weyl min-max principle, is a result that gives a variational characterization of eigenvalues of compact Hermitian operators on Hilbert spaces. It can be viewed as the starting point of many results of similar nature. This article first discusses the finite-dimensional case and its applications before considering compact operators on infinite-dimensional Hilbert spaces. We will see that for compact operators, the proof of the main theorem uses essentially the same idea from the finite-dimensional argument. In the case that the operator is non-Hermitian, the theorem provides an equivalent characterization of the associated singular values. The min-max theorem can be extended to self-adjoint operators that are bounded below. Matrices Let be a Hermitian matrix. As with many other variational results on eigenvalues, one considers the Rayleigh–Ritz q ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Eigenvalue
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Symmetric Matrix
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal. So if a_ denotes the entry in the ith row and jth column then for all indices i and j. Every square diagonal matrix is symmetric, since all off-diagonal elements are zero. Similarly in characteristic different from 2, each diagonal element of a skew-symmetric matrix must be zero, since each is its own negative. In linear algebra, a real symmetric matrix represents a self-adjoint operator represented in an orthonormal basis over a real inner product space. The corresponding object for a complex inner product space is a Hermitian matrix with complex-valued entries, which is equal to its conjugate transpose. Therefore, in linear algebra over the complex numbers, it is often assumed that a symmetric matrix refe ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Orthogonal Projection
In linear algebra and functional analysis, a projection is a linear transformation P from a vector space to itself (an endomorphism) such that P\circ P=P. That is, whenever P is applied twice to any vector, it gives the same result as if it were applied once (i.e. P is idempotent). It leaves its image unchanged. This definition of "projection" formalizes and generalizes the idea of graphical projection. One can also consider the effect of a projection on a geometrical object by examining the effect of the projection on points in the object. Definitions A projection on a vector space V is a linear operator P : V \to V such that P^2 = P. When V has an inner product and is complete (i.e. when V is a Hilbert space) the concept of orthogonality can be used. A projection P on a Hilbert space V is called an orthogonal projection if it satisfies \langle P \mathbf x, \mathbf y \rangle = \langle \mathbf x, P \mathbf y \rangle for all \mathbf x, \mathbf y \in V. A projection on a Hilber ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Henri Poincaré
Jules Henri Poincaré ( S: stress final syllable ; 29 April 1854 – 17 July 1912) was a French mathematician, theoretical physicist, engineer, and philosopher of science. He is often described as a polymath, and in mathematics as "The Last Universalist", since he excelled in all fields of the discipline as it existed during his lifetime. As a mathematician and physicist, he made many original fundamental contributions to pure and applied mathematics, mathematical physics, and celestial mechanics. In his research on the three-body problem, Poincaré became the first person to discover a chaotic deterministic system which laid the foundations of modern chaos theory. He is also considered to be one of the founders of the field of topology. Poincaré made clear the importance of paying attention to the invariance of laws of physics under different transformations, and was the first to present the Lorentz transformations in their modern symmetrical form. Poincaré discove ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Semi-orthogonal Matrix
In linear algebra, a semi-orthogonal matrix is a non-square matrix with real entries where: if the number of columns exceeds the number of rows, then the rows are orthonormal vectors; but if the number of rows exceeds the number of columns, then the columns are orthonormal vectors. Equivalently, a non-square matrix ''A'' is semi-orthogonal if either :A^ A = I \text A A^ = I. \,Povey, Daniel, et al. (2018)"Semi-Orthogonal Low-Rank Matrix Factorization for Deep Neural Networks."Interspeech. In the following, consider the case where ''A'' is an ''m'' × ''n'' matrix for ''m'' > ''n''. Then :A^ A = I_n, \text :A A^ = \text A. The fact that A^ A = I_n implies the isometry property :\, A x\, _2 = \, x\, _2 \, for all ''x'' in R''n''. For example, \begin1 \\ 0\end is a semi-orthogonal matrix. A semi-orthogonal matrix ''A'' is semi-unitary (either ''A''†''A'' = ''I'' or ''AA''† = ''I'') and either left-invertible or right-invertible (l ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Min-max Theorem
In linear algebra and functional analysis, the min-max theorem, or variational theorem, or Courant–Fischer–Weyl min-max principle, is a result that gives a variational characterization of eigenvalues of compact Hermitian operators on Hilbert spaces. It can be viewed as the starting point of many results of similar nature. This article first discusses the finite-dimensional case and its applications before considering compact operators on infinite-dimensional Hilbert spaces. We will see that for compact operators, the proof of the main theorem uses essentially the same idea from the finite-dimensional argument. In the case that the operator is non-Hermitian, the theorem provides an equivalent characterization of the associated singular values. The min-max theorem can be extended to self-adjoint operators that are bounded below. Matrices Let be a Hermitian matrix. As with many other variational results on eigenvalues, one considers the Rayleigh–Ritz q ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Inequalities
Inequality may refer to: Economics * Attention inequality, unequal distribution of attention across users, groups of people, issues in etc. in attention economy * Economic inequality, difference in economic well-being between population groups * Spatial inequality, the unequal distribution of income and resources across geographical regions * Income inequality metrics, used to measure income and economic inequality among participants in a particular economy * International inequality, economic differences between countries Healthcare * Health equity, the study of differences in the quality of health and healthcare across different populations Mathematics * Inequality (mathematics), a relation between two values when they are different Social sciences * Educational inequality, the unequal distribution of academic resources to socially excluded communities * Gender inequality, unequal treatment or perceptions of individuals due to their gender * Participation inequality, the pheno ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]