Rank of a Hadamard product (Q2174506)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rank of a Hadamard product |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rank of a Hadamard product |
scientific article |
Statements
Rank of a Hadamard product (English)
0 references
21 April 2020
0 references
Given two \(n\times n\) matrices \(A, B\), the Hadamard product, \(A\circ B =[a_{ij}b_{ij}]\) of \(A\) and \(B\) behaves very differently from the usual matrix product \(AB\). For example, \(A\circ B = B\circ A\) but \(AB\not=BA\); if \(A\) and \(B\) are positive semidefinite, \(A\circ B\) is positive semidefinite, but \(AB\) is in general not (though \(AB\) is diagonalizable with nonnegative eigenvalues); \(A\circ B\) could be nonsingular even if both \(A, B\) are both singular when \(n\ge 3\), but \(AB\) is singular if \(A\) or \(B\) is singular. Let \(A\) and \(B\) be \(n\times n\) positive semidefinite matrices with no zero main diagonal entries. The authors show that \(A\circ B\) is positive definite if there is \(p\in \{1, \dots, n\}\) such that \(\operatorname{rank} B > n- p\) and every principal minor of \(A\) of size \(p\) is positive. This explains why \(A, B\) could be singular while their Hadamard product is not. Indeed, they prove that if \(A, B\) have no zero main diagonal entries and \[\max\{s_A+r_B, r_A+k_B\} >n, \] then \(A\circ B\) is positive definite, where \(r_A\) is the usual rank of \(A\) and \(k_A\) is the Kruskal rank of \(A\), i.e., \(k_A\) is the largest positive integer \(k\) such that any \(k\) distinct columns of \(A\) are linearly independent (convention: if \(A\) has a zero column, then \(k_A =0\)). They further show that the lower bound \(n\) is sharp by giving an example. The usual matrix exponential \(e^A\) for any square matrix \(A\) is nonsingular in view of the well known formula \(\det e^{A} = e^{\mathrm{tr}\, A}\). Now, the authors prove that the Hadamard exponential of a positive semidefinite matrix \(A\): \[ e^{\circ A} = [e^{a_{ij}}] = E+A+\frac 1{2!}A^{\circ 2} +\frac 1{3!}A^{\circ 3}+\cdots \] is positive definite if and only if no two columns of \(A\) are equal, where \(E\) is the \(n\times n\) all-ones matrix. This provides a new understanding of the singular behaviour of \(e^{\circ A}\).
0 references
Hadamard product
0 references
Kruskal rank
0 references
Hadamard exponential
0 references
fractional Hadamard power
0 references
positive semidefinite matrix
0 references
row inclusion
0 references
0 references