On co-positive,semi-monotoneQ-matrices

In this paper we consider not necessarily symmetric co-positive as well as semi-monotoneQ-matrices and give a set of sufficient conditions for such matrices to beR ₀-matrices. We give several examples to show the sharpness of our results. Construction of these examples is based on the following elementary proposition: IfA is a square matrix of ordern whose first two rows are identical and bothA ₁₁ andA ₂₂ areQ-matrices whereA _ii stands for the principal submatrix ofA obtained by deleting rowi and columni fromA, thenA is aQ-matrix.Dedicated to our colleague and friend B. Ramachandran on his sixtieth birthday.Corresponding author.     

Computing the nearest stable matrix pairs

In this paper, we study the nearest stable matrix pair problem: given a square matrix pair (E,A), minimize the Frobenius norm of (Δ_E,Δ_A) such that (E+Δ_E,A+Δ_A) is a stable matrix pair. We propose a reformulation of the problem with a simpler feasible set by introducing dissipative Hamiltonian matrix pairs: A matrix pair (E,A) is dissipative Hamiltonian if A=(J−R)Q with skew‐symmetric J, positive semidefinite R, and an invertible Q such that Q^TE is positive semidefinite. This reformulation has a convex feasible domain onto which it is easy to project. This allows us to employ a fast gradient method to obtain a nearby stable approximation of a given matrix pair.     

Tilting modules over split-by-nilpotent extensions

Let a finite dimensional algebra R be a split extension of an algebra A by a nilpotent bimodule Q. We give necessary and sufficient conditions for a (partial) tilting module T_A to be such that T?_A R_R is a (partial) tilting module. If this is not the case, but Q_A is generated by the tilting module T_A , then there exists a quotient [Rbar] of R such that T?_A [Rbar]_[Rbar] is a tilting module.     

On locally <Emphasis Type="Italic">A</Emphasis>-convex <Emphasis Type="Italic">H</Emphasis>*-algebras

We endow any proper A-convex H*-algebra (E, τ) with a locally pre-C*-topology. The latter is equivalent to that introduced by the pre C*-norm given by Ptàk function when (E, τ) is a Q-algebra. We also prove that the algebra of complex numbers is the unique proper locally A-convex H*-algebra which is barrelled and Q-algebra.      

Componentwise perturbation analyses for the QR factorization

Summary. This paper gives componentwise perturbation analyses for Q and R in the QR factorization A=QR, , R upper triangular, for a given real $m\times n$ matrix A of rank n. Such specific analyses are important for example when the columns of A are badly scaled. First order perturbation bounds are given for both Q and R. The analyses more accurately reflect the sensitivity of the problem than previous such results. The condition number for R is bounded for a fixed n when the standard column pivoting strategy is used. This strategy also tends to improve the condition of Q, so usually the computed Q and R will both have higher accuracy when we use the standard column pivoting strategy. Practical condition estimators are derived. The assumptions on the form of the perturbation are explained and extended. Weaker rigorous bounds are also given. Received April 11, 1999 / Published online October 16, 2000     

Polyhedral sets having a least element

For a fixedm × n matrixA, we consider the family of polyhedral setsX _b ={x|Ax b}, b R ^m , and prove a theorem characterizing, in terms ofA, the circumstances under which every nonemptyX _b has a least element. In the special case whereA contains all the rows of ann × n identity matrix, the conditions are equivalent toA ^T being Leontief. Among the corollaries of our theorem, we show the linear complementarity problem always has a unique solution which is at the same time a least element of the corresponding polyhedron if and only if its matrix is square, Leontief, and has positive diagonals.This research was supported by the National Science Foundation under Grants GK-18339 and GP-25738, by the Office of Naval Research under Contracts N00014-67-A-0112-0050 (NR-042-264) and N00014-67-A-0112-0011, and by the IBM Corporation. Part of the second author's contribution to this paper was made while he was on sabbatical leave in 1968–9 as a consultant to the IBM Research Center. Reproduction in whole or in part is permitted for any purpose of the United States Government.     

A note on the error analysis of classical Gram–Schmidt

An error analysis result is given for classical Gram–Schmidt factorization of a full rank matrix A into A = QR where Q is left orthogonal (has orthonormal columns) and R is upper triangular. The work presented here shows that the computed R satisfies R ^T R = A ^T A + E where E is an appropriately small backward error, but only if the diagonals of R are computed in a manner similar to Cholesky factorization of the normal equations matrix. At the end of the article, implications for classical Gram–Schmidt with reorthogonalization are noted.A similar result is stated in Giraud et al. (Numer Math 101(1):87–100, 2005). However, for that result to hold, the diagonals of R must be computed in the manner recommended in this work.Jesse Barlow’s research was supported by the National Science Foundation under grant no. CCF-0429481.     

Matrix stretching for sparse least squares problems

For linear least squares problems min _x ‖Ax − b‖₂, where A is sparse except for a few dense rows, a straightforward application of Cholesky or QR factorization will lead to catastrophic fill in the factor R. We consider handling such problems by a matrix stretching technique, where the dense rows are split into several more sparse rows. We develop both a recursive binary splitting algorithm and a more general splitting method. We show that for both schemes the stretched problem has the same set of solutions as the original least squares problem. Further, the condition number of the stretched problem differs from that of the original by only a modest factor, and hence the approach is numerically stable. Experimental results from applying the recursive binary scheme to a set of modified matrices from the Harwell‐Boeing collection are given. We conclude that when A has a small number of dense rows relative to its dimension, there is a significant gain in sparsity of the factor R. A crude estimate of the optimal number of splits is obtained by analysing a simple model problem. Copyright © 2000 John Wiley & Sons, Ltd.     

On semidefinite linear complementarity problems

Given a linear transformation L:? ⁿ →? ⁿ and a matrix Q∈? ⁿ , where ? ⁿ is the space of all symmetric real n×n matrices, we consider the semidefinite linear complementarity problem SDLCP(L,? ⁿ ₊,Q) over the cone ? ⁿ ₊ of symmetric n×n positive semidefinite matrices. For such problems, we introduce the P-property and its variants, Q- and GUS-properties. For a matrix A∈R ^n×n , we consider the linear transformation L _A :? ⁿ →? ⁿ defined by L _A (X):=AX+XA ^T and show that the P- and Q-properties for L _A are equivalent to A being positive stable, i.e., real parts of eigenvalues of A are positive. As a special case of this equivalence, we deduce a theorem of Lyapunov. Received: March 1999 / Accepted: November 1999?Published online April 20, 2000     

Relative invariants of 3 × 3 matrix triples ∗

We present primary and secondary generators for the algebra of polynomial invariants of the direct product of two copies of the special linear group Sl ₃ acting naturally on triples of 3 × 3 matrices over a field of characteristic zero. We handle also the analogous problem for triples and quadruples of 2 × 2 matrices.     

The complete characterization of a general class of superprocesses

In an important paper, [7], Dynkin, Kuznetsov and Skorohod showed that, under mild conditions, the log-Laplace functional of every branching measure-valued process is the solution of an evolution equation determined by three parameters, ξQ and ℓ. This paper essentially deals with the converse of this result. We consider a general class ℋ of BMV (subject to some mild conditions). First, we derive from [7] that every process X∈ℋ is a (ξΦ, K)-superprocesses, where the triples (ξ, Φ, K) are subject to some conditions ANS1-ANS3. Conversely, we show that, for each of these triples satisfying ANS1-ANS3, there exists a version X of the (ξ, Φ, K)-superprocess which belongs to ℋ. Consequently, ANS1-ANS3 fully characterizes ℋ, and subject to mild conditions, BMV and superprocesses are equivalent concepts. This requires to prove a general existence theorem for superprocesses, the existence of a regular version of these processes and that for processes in ℋ, branching characteristics Q and ℓ are continuous. Received: 11 April 1996 / Revised version: 25 May 1999     

Sufficient conditions for permutation equivalence to a WHS-matrix

Square matrices with positive leading principal minors, called WHS-matrices (weak Hawkins–Simon), are considered in economics. Some sufficient conditions for a matrix to be a WHS-matrix after suitable row and/or column permutations have recently appeared in the literature. New and unified proofs and generalizations of some results to rectangular matrices are given. In particular, it is shown that if left multiplication of a rectangular matrix A by some nonnegative matrix is upper triangular with positive diagonal, then some row pemutation of A is a WHS-matrix. For a nonsingular A with either the first nonzero entry of each of its rows positive or the last nonzero entry of each column of A ^?1 positive, again some row permutation of A is a WHS-matrix. In addition, any rectangular full rank semipositive matrix is shown to be permutation equivalent to a WHS-matrix.     

Combinatorial aspects of free associative algebras and cohomologies of Lie <Emphasis Type="Italic">p</Emphasis>-algebras with one defining relation

Let R and Q be elements of a free, associative, finitely generated algebra A‹X› over a field k. Assume that a leading homogeneous part Q _v does not have two-sided divisors and RQ = QR and R _v = Q ^t _v . In this paper, the solutions of the equation Σ _i x _i Ry _i = z in A‹X› are found and with their help, the identity theorem and Freiheitssatz for a finitely generated associative algebra k‹X; R = 0›with one defining relation are proved. As a consequence, similar theorems for Lie p-algebras with one defining relation are proved; these results are applied to the proof of the periodicity of cohomologies of Lie p-algebras with one defining relation. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 59, Algebra and Geometry, 2008.     

A vector space approach to the road coloring problem

Let G be a strongly connected, aperiodic, two-out digraph with adjacency matrix A. Suppose A = R + B are coloring matrices: that is, matrices that represent the functions induced by an edge-coloring of G. We introduce a matrix Δ = 1/2 (R − B) and investigate its properties. A number of useful conditions involving Δ which either are equivalent to or imply a solution to the road coloring problem are derived.     

A Procrustes problem on the Stiefel manifold

Summary. An orthogonal Procrustes problem on the Stiefel manifold is studied, where a matrix Q with orthonormal columns is to be found that minimizes for an matrix A and an matrix B with and . Based on the normal and secular equations and the properties of the Stiefel manifold, necessary conditions for a global minimum, as well as necessary and sufficient conditions for a local minimum, are derived. Received April 7, 1997 / Revised version received April 16, 1998     

On the Factorial Closure of Certain Monomial Modules

Abstract

Let R = K[y ₁,…,y _t ] be an affine domain over a field K and I be a nonzero proper ideal of R. In Sec. 1 of this note, we characterize when (K + I, R) is a Mori pair. In Sec. 2 of this note, we prove the following theorem: Let A ? B be domains such that C/Q is Mori for each subring C of B containing A and for any prime ideal Q of C. Then dim A ? 1 ≤ dim B ≤ dim A + 1 and if dim A > 1 or dim B > 1 then dim A = dim B.     

Localisation in rings equipped with a solvable Lie algebra action

Let k be an algebraically closed uncountable field of characteristic 0,g a finite dimensional solvable k-Lie algebraR a noetherian k-algebra on which g acts by k-derivationsU(g) the enveloping algebra of g,A=R*g the crossed product of R by U(g)P a prime ideal of A and Ω(P) the clique of P. Suppose that the prime ideals of the polynomial ring R[x] are completely prime. If R is g-hypernormal, then Ω(P) is classical. Denote by A_T the localised ring and let M be a primitive ideal of A_T Set Q=P∩R In this note, we show that if R is a strongly (R,g)-admissible integral domain and if QR_Q is generated by a regular g-centralising set of elements, then

(1)M is generated by a regular g-semi-invariant normalising set of elements of cardinald = dim (R_Q 0 + ∣X_A (P)∣

(2)d gldim(A_T ) = Kdim(A_T ) = ht(M) = ht(P).     

COMPARATIVE PROBABILITY ON THE C* ALGEBRA OF COMPACT OPERATORS

Abstract

Let A be a von Neumann algebra on a Hilbert space H and let P(A) denote the projections of A. A comparative probability (CP) on A (or more correctly on P(A)) is a preorder ? on P(A) satisfying:

0 ? P ? P ε P(A) with Q ≠ 0 for some Q ε P(A).

If P, Q ε P(A) then either P ? Q or Q ? P.

If P, Q and R are all in P(A) and P⊥R, Q⊥R, then P ? Q ? P + R ? Q + R.

Let τ be any of the usual locally convex topologies on A. We say ? is τ continuous if the interval topology induced on P(A) by ? is weaker than the τ topology on P(A). If μ an additive (completely additive) measure on P(A) then μ induces a uniformly (weakly) continuous CP ?μ on P(A) given by P ?_μ Q if μ(P) ? μ(Q). We show that if A is the C* algebra C(H) of compact operators on an infinite dimensional Hilbert space H, the converse is true under an extra boundedness condition on the CP which is automatically satisfied whenever the identity is present in A = P(C(H)).     

Surrogate methods for linear inequalities

Three algorithms are developed and validated for finding a pointx inR ⁿ that satisfies a given system of inequalities,Axb. A andb are a given matrix and a given vector inR ^m×n andR ^m , respectively, with the rows ofA assumed normalized. The algorithms are iterative and are based upon the orthogonal projection of an infeasible point onto the manifold of the bounding hyperplanes of some of the given constraints. The choice of the active constraints and the actual projection are accomplished through the use of surrogate constraints.This work was supported in part by the City University of New York Research Center. The author thanks Professor D. Goldfarb for suggesting the problem and also for his valuable literature information and time. The word surrogate was borrowed from one of his works.     

The generalized Eckart-Young principal axis theorem

A rectangular matrix [a_pq ] is said to be diagonal if a_pq = 0 when p ≠ q. We present a simple proof of the following theorem of Wiegmann, but in principle given earlier by Eckart and Young: THEOREM If {A_i) is a set of complex r – s matrices such thatA A andA A are Hermitian for all i andj, then there exist unitary matrices P and Q such that for each i the matrixpA Q is real and diagonal Special cases of the above are well known and extremely useful. For example, the case n = 1 yields the classical singular value decomposition.