An extended class of orthogonal polynomials defined by a Sturm-Liouville problem

We present two infinite sequences of polynomial eigenfunctions of a Sturm-Liouville problem. As opposed to the classical orthogonal polynomial systems, these sequences start with a polynomial of degree one. We denote these polynomials as X₁-Jacobi and X₁-Laguerre and we prove that they are orthogonal with respect to a positive definite inner product defined over the compact interval [−1,1] or the half-line [0,∞), respectively, and they are a basis of the corresponding L² Hilbert spaces. Moreover, we prove a converse statement similar to Bochner's theorem for the classical orthogonal polynomial systems: if a self-adjoint second-order operator has a complete set of polynomial eigenfunctions , then it must be either the X₁-Jacobi or the X₁-Laguerre Sturm-Liouville problem. A Rodrigues-type formula can be derived for both of the X₁ polynomial sequences.     

On single and double Soules matrices

Until now the concept of a Soules basis matrix of sign patternN consisted of an orthogonal matrix R∈R^n,n, generated in a certain way from a positive n-vector, which has the property that for any diagonal matrix Λ = diag(λ₁, … , λ_n), with λ₁ ? ? ? λ_n ? 0, the symmetric matrix A = RΛR^T has nonnegative entries only. In the present paper we introduce the notion of a pair of double Soules basis matrices of sign patternN which is a pair of matrices (P, Q), each in R^n,n, which are not necessarily orthogonal and which are generated in a certain way from two positive vectors, but such that PQ^T = I and such that for any of the aforementioned diagonal matrices Λ, the matrix A = PΛQ^T (also) has nonnegative entries only. We investigate the interesting properties which such matrices A have.As a preamble to the above investigation we show that the iterates, , generated in the course of the QR-algorithm when it is applied to A = RΛR^T, where R is a Soules basis matrix of sign pattern N, are again symmetric matrices generated by the Soules basis matrices R_k of sign pattern N which are themselves modified as the algorithm progresses.Our work here extends earlier works by Soules and Elsner et al.     

Maps preserving the nilpotency of products of operators

Let B(X) be the algebra of all bounded linear operators on the Banach space X, and let N(X) be the set of nilpotent operators in B(X). Suppose ?:B(X)→B(X) is a surjective map such that A,B∈B(X) satisfy AB∈N(X) if and only if ?(A)?(B)∈N(X). If X is infinite dimensional, then there exists a map f:B(X)→C?{0} such that one of the following holds:

(a)

There is a bijective bounded linear or conjugate-linear operator S:X→X such that ? has the form A?S[f(A)A]S^-1.

(b)

The space X is reflexive, and there exists a bijective bounded linear or conjugate-linear operator S : X′ → X such that ? has the form A ? S[f(A)A′]S⁻¹.

If X has dimension n with 3 ? n < ∞, and B(X) is identified with the algebra M_n of n × n complex matrices, then there exist a map f:M_n→C?{0}, a field automorphism ξ:C→C, and an invertible S ∈ M_n such that ? has one of the following forms:

     

Inverse minimum cost flow problems under the weighted Hamming distance

Given a network N(V, A, u, c) and a feasible flow x⁰, an inverse minimum cost flow problem is to modify the cost vector as little as possible to make x⁰ form a minimum cost flow of the network. The modification can be measured by different norms. In this paper, we consider the inverse minimum cost flow problems, where the modification of the arcs is measured by the weighted Hamming distance. Both the sum-type and the bottleneck-type cases are considered. For the former, it is shown to be APX-hard due to the weighted feedback arc set problem. For the latter, we present a strongly polynomial algorithm which can be done in O(n · m²).     

A result on common zeros location of orthogonal polynomials in two variables

The aim of this paper is to investigate some general properties of common zeros of orthogonal polynomials in two variables for any given region D⊂R² from a view point of invariant factor. An important result is shown that if X₀ is a common zero of all the orthogonal polynomials of degree k then the intersection of any line passing through X₀ and D is not empty. This result can be used to settle the problem of location of common zeros of orthogonal polynomials in two variables. The main result of the paper can be considered as an extension of the univariate case.     

The variety of the asymptotic values of a real polynomial etale map

A polynomial map F: R² → R² is said to satisfy the Jacobian condition if ∀(X, Y)ϵ R², J(F)(X, Y) ≠ 0. The real Jacobian conjecture was the assertion that such a map is a global diffeomorphism. Recently the conjecture was shown to be false by S. Pinchuk. According to a theorem of J. Hadamard any counterexample to the conjecture must have asymptotic values. We give the structure of the variety of all the asymptotic values of a polynomial map F: R² → R² that satisfies the Jacobian condition. We prove that the study of the asymptotic values of such maps can be reduced to those maps that have only X- or Y-finite asymptotic values. We prove that a Y-finite asymptotic value can be realized by F along a rational curve of the type (X^{− k}, A₀ + A₁ X + … + A_{N − 1} X^{N − 1} + YX^N), where X → 0, Y is fixed and K, N > 0 are integers. More precisely we prove that the coordinate polynomials P(U, V) of F(U, V) satisfy finitely many asymptotic identities, namely, identities of the following type, P(X^{− k}, A₀ + A₁ X + … + A_{N − 1} X^{N − 1} + YX^N) = A(X, Y)ϵ R[X, Y], which ‘capture’ the whole set of asymptotic values of F.     

Lower bounds for the minimum eigenvalue of Hadamard product of an M-matrix and its inverse

For the Hadamard product A ° A⁻¹ of an M-matrix A and its inverse A⁻¹, we give new lower bounds for the minimum eigenvalue of A ° A⁻¹. These bounds are strong enough to prove the conjecture of Fiedler and Markham [An inequality for the Hadamard product of an M-matrix and inverse M-matrix, Linear Algebra Appl. 101 (1988) 1-8].     

On Euclidean distance matrices

If A is a real symmetric matrix and P is an orthogonal projection onto a hyperplane, then we derive a formula for the Moore-Penrose inverse of PAP. As an application, we obtain a formula for the Moore-Penrose inverse of an Euclidean distance matrix (EDM) which generalizes formulae for the inverse of a EDM in the literature. To an invertible spherical EDM, we associate a Laplacian matrix (which we define as a positive semidefinite n × n matrix of rank n − 1 and with zero row sums) and prove some properties. Known results for distance matrices of trees are derived as special cases. In particular, we obtain a formula due to Graham and Lovász for the inverse of the distance matrix of a tree. It is shown that if D is a nonsingular EDM and L is the associated Laplacian, then D⁻¹ − L is nonsingular and has a nonnegative inverse. Finally, infinitely divisible matrices are constructed using EDMs.     

Minimal ranks of some quaternion matrix expressions with applications

Suppose that p(X, Y) = A − BX − X^(∗)B^(∗) − CYC^(∗) and q(X, Y) = A − BX + X^(∗)B^(∗) − CYC^(∗) are quaternion matrix expressions, where A is persymmetric or perskew-symmetric. We in this paper derive the minimal rank formula of p(X, Y) with respect to pair of matrices X and Y = Y^(∗), and the minimal rank formula of q(X, Y) with respect to pair of matrices X and Y = −Y^(∗). As applications, we establish some necessary and sufficient conditions for the existence of the general (persymmetric or perskew-symmetric) solutions to some well-known linear quaternion matrix equations. The expressions are also given for the corresponding general solutions of the matrix equations when the solvability conditions are satisfied. At the same time, some useful consequences are also developed.     

A Conjecture on Exceptional Orthogonal Polynomials

Exceptional orthogonal polynomial systems (X-OPSs) arise as eigenfunctions of Sturm–Liouville problems, but without the assumption that an eigenpolynomial of every degree is present. In this sense, they generalize the classical families of Hermite, Laguerre, and Jacobi, and include as a special case the family of CPRS orthogonal polynomials introduced by Cariñena et al. (J. Phys. A 41:085301, 2008). We formulate the following conjecture: every exceptional orthogonal polynomial system is related to a classical system by a Darboux–Crum transformation. We give a proof of this conjecture for codimension 2 exceptional orthogonal polynomials (X₂-OPs). As a by-product of this analysis, we prove a Bochner-type theorem classifying all possible X₂-OPSs. The classification includes all cases known to date plus some new examples of X₂-Laguerre and X₂-Jacobi polynomials.     

A new family of constrained principal component analysis (CPCA)

Several decompositions of the orthogonal projector P_X = X(X′X)⁻X′ are proposed with a prospect of their use in constrained principal component analysis (CPCA). In CPCA, the main data matrix X is first decomposed into several additive components by the row side and/or column side predictor variables G and H. The decomposed components are then subjected to singular value decomposition (SVD) to explore structures within the components. Unlike the previous proposal, the current proposal ensures that the decomposed parts are columnwise orthogonal and stay inside the column space of X. Mathematical properties of the decompositions and their data analytic implications are investigated. Extensions to regularized PCA are also envisaged, considering analogous decompositions of ridge operators.     

Analysis of a semigroup approach in the inverse problem of identifying an unknown parameters

This article presents a semigroup approach to the mathematical analysis of the inverse parameter problems of identifying the unknown parameters p(t) and q in the linear parabolic equation u_t(x, t)  = u_xx + qu_x(x, t) + p(t)u(x, t), with Dirichlet boundary conditions u(0, t) = ψ₀, u(1, t) = ψ₁. The main purpose of this paper is to investigate the distinguishability of the input-output mapping Φ[·]:P→H^1,2[0,T], via semigroup theory. In this paper, it is shown that if the nullspace of the semigroup T(t) consists of only zero function, then the input-output mapping Φ[·] has the distinguishability property. It is also shown that the types of the boundary conditions and the region on which the problem is defined play an important role in the distinguishability property of the mapping. Moreover, under the light of the measured output data u_x(0, t) = f(t) the unknown parameter p(t) at (x, t) = (0, 0) and the unknown coefficient q are determined via the input data. Furthermore, it is shown that measured output data f(t) can be determined analytically by an integral representation. Hence the input-output mapping Φ[·]:P→H^1,2[0,T] is given explicitly interms of the semigroup.     

Mean matrices and infinite divisibility

We consider matrices M with entries m_ij = m(λ_i, λ_j) where λ₁, … ,λ_n are positive numbers and m is a binary mean dominated by the geometric mean, and matrices W with entries w_ij = 1/m (λ_i, λ_j) where m is a binary mean that dominates the geometric mean. We show that these matrices are infinitely divisible for several much-studied classes of means.     

Schéma d'Euler discret pour diffusion multidimensionnelle tuée

We are interested in the approximation of the law of a multidimensional diffusion killed as it leaves an open set D, when the diffusion is approximated by its discrete Euler scheme, with discretization step N⁻¹ T. We show that the error on E_x[1_{T< τ} ƒ(X_T)] (where τ = inft > 0: X_t ∉ D) is of order N^−1/2, under some conditions on ƒ near the boundary of D. This rate is intrinsic to the problem of discrete killing time.     

Polynomials over ordered fields

In this paper we determine which polynomials over ordered fields have multiples with nonnegative coefficients and also which polynomials can be written as quotients of two polynomials with nonnegative coefficients. This problem is related to a result given by Pólya in [G.H. Hardy, J.E. Littlewood, G. Pólya, Inequalities, Cambridge University Press, Cambridge, England, 1952] (as a companion of Artin’s theorem) that asserts that if F(X₁,…,X_n)∈R[X₁,…,X_n] is a form (i.e., a homogeneous polynomial) s.t.  with ∑x_j>0, then F=G/H, where G,H are forms with all coefficients positive (i.e., every monomial of degree degG or degH appears in G or H, resp., with a coefficient that is strictly positive). In Pólya’s proof H is chosen to be H=(X₁+?+X_n)^m for some m.At the end we give some applications, including a generalization of Pólya’s result to arbitrary ordered fields.     

The spectral approximation of multiplication operators via asymptotic (structured) linear algebra

A multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Multiplication operators with nonzero symbols, defined on L² spaces of functions, are never compact and then such approximations cannot converge in the norm topology. Instead, we consider how well the spectra of the finite sections approximate the spectrum of the multiplication operator whose expression is simply given by the essential range of the symbol (i.e. the multiplier). We discuss the case of real orthogonal polynomial bases and the relations with the classical Fourier basis whose choice leads to the well studied Toeplitz case. Indeed, the asymptotic approximation of the spectrum by the spectra of the associated Toeplitz sections is possible only under precise geometric assumptions on the range of the symbol. Conversely, the use of circulant approximations leads to constructive algorithms, with O(N log(N)) complexity (N = number of sections), working in general and generalizable to the separable multivariate and matrix-valued cases as well.     

A note on the perturbation of positive matrices by normal and unitary matrices

In a recent paper, Neumann and Sze considered for an n × n nonnegative matrix A, the minimization and maximization of ρ(A + S), the spectral radius of (A + S), as S ranges over all the doubly stochastic matrices. They showed that both extremal values are always attained at an n × n permutation matrix. As a permutation matrix is a particular case of a normal matrix whose spectral radius is 1, we consider here, for positive matrices A such that (A + N) is a nonnegative matrix, for all normal matrices N whose spectral radius is 1, the minimization and maximization problems of ρ(A + N) as N ranges over all such matrices. We show that the extremal values always occur at an n × n real unitary matrix. We compare our results with a less recent work of Han, Neumann, and Tastsomeros in which the maximum value of ρ(A + X) over all n × n real matrices X of Frobenius norm was sought.     

Minimal polynomials for compact sets of the complex plane

LetW _N(z)=a_Nz^N+... be a complex polynomial and letT _n be the classical Chebyshev polynomial. In this article it is shown that the polynomials (2a_N)^?n+1T_n(W_N), n ∈N, are minimal polynomials on all equipotential lines for {z∈C:|W _N(z)|≤1 Λ ImW _N(z)=0}     

On two perturbation estimates of the extreme solutions to the equations X ± A*XA = Q

Two perturbation estimates for maximal positive definite solutions of equations X + A*X⁻¹A = Q and X − A*X⁻¹A = Q are considered. These estimates are proved in [Hasanov et al., Improved perturbation Estimates for the Matrix Equations X ± A*X⁻¹A = Q, Linear Algebra Appl. 379 (2004) 113-135]. We derive new perturbation estimates under weaker restrictions on coefficient matrices of the equations. The theoretical results are illustrated by numerical examples.