Solve $ (X+A)(X+A)'=mathrmdiag(I,0)+AA' $
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Let $A$ be a given $m times n$ matrix with $m geq n$ and Rank$(A)=n$. Does there always exist an $m times n$ matrix $X$ (with Rank$(X)=n$) that solves,
$$
(X+A)(X+A)'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]+AA'?
$$
Simplifying, I get
$$
XA'+AX'+ XX'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]
$$
but not sure where to go from here.
I was trying to investigate the case where $m=n$ but didn't make progress.
I suspect the answer is yes (but this is pure speculation from the case when all objects are scalars). This reminds me of Sylvester equations https://en.wikipedia.org/wiki/Sylvester_equation and pseudo inverses https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse
matrices matrix-equations
add a comment |Â
up vote
1
down vote
favorite
Let $A$ be a given $m times n$ matrix with $m geq n$ and Rank$(A)=n$. Does there always exist an $m times n$ matrix $X$ (with Rank$(X)=n$) that solves,
$$
(X+A)(X+A)'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]+AA'?
$$
Simplifying, I get
$$
XA'+AX'+ XX'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]
$$
but not sure where to go from here.
I was trying to investigate the case where $m=n$ but didn't make progress.
I suspect the answer is yes (but this is pure speculation from the case when all objects are scalars). This reminds me of Sylvester equations https://en.wikipedia.org/wiki/Sylvester_equation and pseudo inverses https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse
matrices matrix-equations
If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40
add a comment |Â
up vote
1
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favorite
up vote
1
down vote
favorite
Let $A$ be a given $m times n$ matrix with $m geq n$ and Rank$(A)=n$. Does there always exist an $m times n$ matrix $X$ (with Rank$(X)=n$) that solves,
$$
(X+A)(X+A)'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]+AA'?
$$
Simplifying, I get
$$
XA'+AX'+ XX'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]
$$
but not sure where to go from here.
I was trying to investigate the case where $m=n$ but didn't make progress.
I suspect the answer is yes (but this is pure speculation from the case when all objects are scalars). This reminds me of Sylvester equations https://en.wikipedia.org/wiki/Sylvester_equation and pseudo inverses https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse
matrices matrix-equations
Let $A$ be a given $m times n$ matrix with $m geq n$ and Rank$(A)=n$. Does there always exist an $m times n$ matrix $X$ (with Rank$(X)=n$) that solves,
$$
(X+A)(X+A)'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]+AA'?
$$
Simplifying, I get
$$
XA'+AX'+ XX'=left[beginarrayccI_n & 0_n times (m-n) \ 0_(m-n) times n & 0_(m-n) times (m-n)\ endarrayright]
$$
but not sure where to go from here.
I was trying to investigate the case where $m=n$ but didn't make progress.
I suspect the answer is yes (but this is pure speculation from the case when all objects are scalars). This reminds me of Sylvester equations https://en.wikipedia.org/wiki/Sylvester_equation and pseudo inverses https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse
matrices matrix-equations
matrices matrix-equations
edited Aug 31 at 5:44
Did
243k23209444
243k23209444
asked Nov 20 '15 at 13:50
user103828
1,2831031
1,2831031
If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40
add a comment |Â
If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40
If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40
If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40
add a comment |Â
1 Answer
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Let $Y=X+A$; then $YY^T=diag(I_n,0_m-n)+AA^T=B$.
Since $rank(YY^T)leq n$, if we want that a solution exists, then necessarily $rank(B)leq n$.
EDIT 1. Since $AA^T$ is symmetric $geq 0$, $rank(B)geq n$ and we assume that $rank(B)=n$. Since $rank(AA^T)=n$, the spd symmetric matrix $AA^T$ is in the form $diag(U_n,0_m-n)$, where $U$ is a pd symmetric matrix. Finally we may assume that $B=diag(b_1,cdots,b_n,0_m-n)$ where $b_i>0$. We can choose $Y=beginpmatrixdiag(pmsqrtb_i)\0_m-n,nendpmatrix$.
EDIT 2. Answer to user. Necessarily, for any $y$, $[0_n,y^T]B[0_n,y]=0$; then $AA^T$ is in the form $beginpmatrixU_n&V\V^T&0_m-nendpmatrix$. Thus if $A=[P,Q]^T$,then $QQ^T=0$, that implies that $Q=0$. Finally $V$ is also a zero matrix and we are done.
Conclusion. If $A$ is not in the form $[P,0]^T$, then $0$ solution; otherwise the solutions are $Y=[F,0]^T$ with $FF^T=I_n+PP^T=Wdiag(b_i)W^T$ where $Win O(n)$. Thus there are at least $2^n$ solutions: $X=beginpmatrixWdiag(pmsqrtb_i)W^T\0_m-n,nendpmatrix-A$.
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Let $Y=X+A$; then $YY^T=diag(I_n,0_m-n)+AA^T=B$.
Since $rank(YY^T)leq n$, if we want that a solution exists, then necessarily $rank(B)leq n$.
EDIT 1. Since $AA^T$ is symmetric $geq 0$, $rank(B)geq n$ and we assume that $rank(B)=n$. Since $rank(AA^T)=n$, the spd symmetric matrix $AA^T$ is in the form $diag(U_n,0_m-n)$, where $U$ is a pd symmetric matrix. Finally we may assume that $B=diag(b_1,cdots,b_n,0_m-n)$ where $b_i>0$. We can choose $Y=beginpmatrixdiag(pmsqrtb_i)\0_m-n,nendpmatrix$.
EDIT 2. Answer to user. Necessarily, for any $y$, $[0_n,y^T]B[0_n,y]=0$; then $AA^T$ is in the form $beginpmatrixU_n&V\V^T&0_m-nendpmatrix$. Thus if $A=[P,Q]^T$,then $QQ^T=0$, that implies that $Q=0$. Finally $V$ is also a zero matrix and we are done.
Conclusion. If $A$ is not in the form $[P,0]^T$, then $0$ solution; otherwise the solutions are $Y=[F,0]^T$ with $FF^T=I_n+PP^T=Wdiag(b_i)W^T$ where $Win O(n)$. Thus there are at least $2^n$ solutions: $X=beginpmatrixWdiag(pmsqrtb_i)W^T\0_m-n,nendpmatrix-A$.
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
add a comment |Â
up vote
1
down vote
accepted
Let $Y=X+A$; then $YY^T=diag(I_n,0_m-n)+AA^T=B$.
Since $rank(YY^T)leq n$, if we want that a solution exists, then necessarily $rank(B)leq n$.
EDIT 1. Since $AA^T$ is symmetric $geq 0$, $rank(B)geq n$ and we assume that $rank(B)=n$. Since $rank(AA^T)=n$, the spd symmetric matrix $AA^T$ is in the form $diag(U_n,0_m-n)$, where $U$ is a pd symmetric matrix. Finally we may assume that $B=diag(b_1,cdots,b_n,0_m-n)$ where $b_i>0$. We can choose $Y=beginpmatrixdiag(pmsqrtb_i)\0_m-n,nendpmatrix$.
EDIT 2. Answer to user. Necessarily, for any $y$, $[0_n,y^T]B[0_n,y]=0$; then $AA^T$ is in the form $beginpmatrixU_n&V\V^T&0_m-nendpmatrix$. Thus if $A=[P,Q]^T$,then $QQ^T=0$, that implies that $Q=0$. Finally $V$ is also a zero matrix and we are done.
Conclusion. If $A$ is not in the form $[P,0]^T$, then $0$ solution; otherwise the solutions are $Y=[F,0]^T$ with $FF^T=I_n+PP^T=Wdiag(b_i)W^T$ where $Win O(n)$. Thus there are at least $2^n$ solutions: $X=beginpmatrixWdiag(pmsqrtb_i)W^T\0_m-n,nendpmatrix-A$.
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Let $Y=X+A$; then $YY^T=diag(I_n,0_m-n)+AA^T=B$.
Since $rank(YY^T)leq n$, if we want that a solution exists, then necessarily $rank(B)leq n$.
EDIT 1. Since $AA^T$ is symmetric $geq 0$, $rank(B)geq n$ and we assume that $rank(B)=n$. Since $rank(AA^T)=n$, the spd symmetric matrix $AA^T$ is in the form $diag(U_n,0_m-n)$, where $U$ is a pd symmetric matrix. Finally we may assume that $B=diag(b_1,cdots,b_n,0_m-n)$ where $b_i>0$. We can choose $Y=beginpmatrixdiag(pmsqrtb_i)\0_m-n,nendpmatrix$.
EDIT 2. Answer to user. Necessarily, for any $y$, $[0_n,y^T]B[0_n,y]=0$; then $AA^T$ is in the form $beginpmatrixU_n&V\V^T&0_m-nendpmatrix$. Thus if $A=[P,Q]^T$,then $QQ^T=0$, that implies that $Q=0$. Finally $V$ is also a zero matrix and we are done.
Conclusion. If $A$ is not in the form $[P,0]^T$, then $0$ solution; otherwise the solutions are $Y=[F,0]^T$ with $FF^T=I_n+PP^T=Wdiag(b_i)W^T$ where $Win O(n)$. Thus there are at least $2^n$ solutions: $X=beginpmatrixWdiag(pmsqrtb_i)W^T\0_m-n,nendpmatrix-A$.
Let $Y=X+A$; then $YY^T=diag(I_n,0_m-n)+AA^T=B$.
Since $rank(YY^T)leq n$, if we want that a solution exists, then necessarily $rank(B)leq n$.
EDIT 1. Since $AA^T$ is symmetric $geq 0$, $rank(B)geq n$ and we assume that $rank(B)=n$. Since $rank(AA^T)=n$, the spd symmetric matrix $AA^T$ is in the form $diag(U_n,0_m-n)$, where $U$ is a pd symmetric matrix. Finally we may assume that $B=diag(b_1,cdots,b_n,0_m-n)$ where $b_i>0$. We can choose $Y=beginpmatrixdiag(pmsqrtb_i)\0_m-n,nendpmatrix$.
EDIT 2. Answer to user. Necessarily, for any $y$, $[0_n,y^T]B[0_n,y]=0$; then $AA^T$ is in the form $beginpmatrixU_n&V\V^T&0_m-nendpmatrix$. Thus if $A=[P,Q]^T$,then $QQ^T=0$, that implies that $Q=0$. Finally $V$ is also a zero matrix and we are done.
Conclusion. If $A$ is not in the form $[P,0]^T$, then $0$ solution; otherwise the solutions are $Y=[F,0]^T$ with $FF^T=I_n+PP^T=Wdiag(b_i)W^T$ where $Win O(n)$. Thus there are at least $2^n$ solutions: $X=beginpmatrixWdiag(pmsqrtb_i)W^T\0_m-n,nendpmatrix-A$.
edited Nov 23 '15 at 0:15
answered Nov 20 '15 at 17:43
loup blanc
20.6k21649
20.6k21649
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
add a comment |Â
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
What about @D.Thomine comment? with $A=(0,1)'$ in which case $YY'=diag(1,0)$ but $diag(1,0)+B=(1,0;1,0)$.... I think the issue is that $AA^T$ can also be $diag(0_m-n,U_n)$. So maybe the statement holds as long as $AA^T=diag(U_n,0_m-n)$?
â user103828
Nov 21 '15 at 11:03
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
@ user103828 , you are wrong; indeed the Thomine's example has no solutions (as he wanted) because $B=I_2$. See my second edit.
â loup blanc
Nov 21 '15 at 15:59
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
Ok. I see. Then, I don't quite understand your solution. Does your solution prove that there is always an $A$ that solves the equation?
â user103828
Nov 22 '15 at 18:39
add a comment |Â
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If $m > n$, then the LHS has rank at most $n$, but I see no reason why the RHS should be rank $n$ (depending on the circumstances, I think it could very well be rank $m$). A counter-example would be given by $A' = (0,1)$. I don't have an opinion on the $n=m$ case, though.
â D. Thomine
Nov 20 '15 at 14:40