The Constrained Solutions of Two Matrix Equations

We study the symmetric positive semidefinite solution of the matrix equation AX ₁ A ^T + BX ₂ B ^T = C, where A is a given real m×n matrix, B is a given real m×p matrix, and C is a given real m×m matric, with m, n, p positive integers; and the bisymmetric positive semidefinite solution of the matrix equation D ^T XD = C, where D is a given real n×m matrix, C is a given real m×m matrix, with m, n positive integers. By making use of the generalized singular value decomposition, we derive general analytic formulae, and present necessary and sufficient conditions for guaranteeing the existence of these solutions. Received December 17, 1999, Revised January 10, 2001, Accepted March 5, 2001     

On simultaneous diagonalization of one Hermitian and one symmetric form

It is remarked that if A, B ? M_n(C), A = A^t, and B? = B^t, B positive definite, there exists a nonsingular matrix U such that (1) ū^tBU = I and (2) U^tAU is a diagonal matrix with nonnegative entries. Some related actions of the real orthogonal group and equations involving the unitary group are studied.     

Semidefinite descriptions of low-dimensional separable matrix cones

Let K⊂E, K^′⊂E^′ be convex cones residing in finite-dimensional real vector spaces. An element y in the tensor product E⊗E^′ is K⊗K^′-separable if it can be represented as finite sum , where x_l∈K and for all l. Let S(n), H(n), Q(n) be the spaces of n×n real symmetric, complex Hermitian and quaternionic Hermitian matrices, respectively. Let further S₊(n), H₊(n), Q₊(n) be the cones of positive semidefinite matrices in these spaces. If a matrix A∈H(mn)=H(m)⊗H(n) is H₊(m)⊗H₊(n)-separable, then it fulfills also the so-called PPT condition, i.e. it is positive semidefinite and has a positive semidefinite partial transpose. The same implication holds for matrices in the spaces S(m)⊗S(n), H(m)⊗S(n), and for m?2 in the space Q(m)⊗S(n). We provide a complete enumeration of all pairs (n,m) when the inverse implication is also true for each of the above spaces, i.e. the PPT condition is sufficient for separability. We also show that a matrix in Q(n)⊗S(2) is Q₊(n)⊗S₊(2)- separable if and only if it is positive semidefinite.     

Conjugate cone characterization of positive definite and semidefinite matrices

Positive definite and semidefinite matrices are characterized in terms of positive definiteness and semidefiniteness on arbitrary closed convex cones in Rⁿ. These results are obtained by generalizing Moreau's polar decomposition to a conjugate decomposition. Some typical results are: The matrix A is positive definite if and only if for some closed convex cone K, A is positive definite on K and (A+A^T)^?1 exists and is semidefinite on the polar cone K°. The matrix A is positive semidefinite if and only if for some closed convex cone K such that either K is polyhedral or (A+A^T)(K) is closed, A is positive semidefinite on both K and the conjugate cone K^A={s∣x^T(A+ A^T)s?0?x∈K}, and (A+A^T)x=0 for all x in K such that x^TAx=0.     

On D. Hägele’s approach to the Bessis-Moussa-Villani conjecture

The reformulation of the Bessis-Moussa-Villani (BMV) conjecture given by Lieb and Seiringer asserts that the coefficient α_m,k(A,B) of t^k in the polynomial Tr(A+tB)^m, with A,B positive semidefinite matrices, is nonnegative for all m,k. We propose a natural extension of a method of attack on this problem due to Hägele, and investigate for what values of m,k the method is successful, obtaining a complete determination when either m or k is odd.     

Eine Bemerkung zu einem Satz von W. Hahn aus der Stabilitätstheorie linearer Systeme

A short proof of the following theorem ofW. Hahn is given: LetP be a real n×n matrix,B=1/2(P+P ^T ),A=1/2(P?P ^T ) and letB be negative semidefinite. All eigenvalues ofA have negative real parts if and only if, rank (B, AB, ..., A ^n?1 B)=n.     

Simultaneous quasidiagonalization of complex matrices

Let

be the complex algebra generated by a pair of n × n Hermitian matrices A, B. A recent result of Watters states that A, B are simultaneously unitarily quasidiagonalizable [i.e., A and B are simultaneously unitarily similar to direct sums C₁⊕…⊕C_t,D₁⊕…⊕D_t for some t, where C_i, D_i are k_i × k_i and k_i?2(1?i?t)] if and only if [p(A, B), A]² and [p(A, B), B]² belong to the center of

for all polynomials p(x, y) in the noncommuting variables x, y. In this paper, we obtain a finite set of conditions which works. In particular we show that if A, B are positive semidefinite, then A, B are simultaneously quasidiagonalizable if (and only if) [A, B]², [A², B]² and [A, B²]² commute with A, B.     

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     

Hypersurfaces with isotropic para-Blaschke tensor

Let Mnbe an n-dimensional submanifold without umbilical points in the(n + 1)-dimensional unit sphere Sn+1.Four basic invariants of Mnunder the Moebius transformation group of Sn+1are a 1-form Φ called moebius form,a symmetric(0,2) tensor A called Blaschke tensor,a symmetric(0,2) tensor B called Moebius second fundamental form and a positive definite(0,2) tensor g called Moebius metric.A symmetric(0,2) tensor D = A + μB called para-Blaschke tensor,where μ is constant,is also an Moebius invariant.We call the para-Blaschke tensor is isotropic if there exists a function λ such that D = λg.One of the basic questions in Moebius geometry is to classify the hypersurfaces with isotropic para-Blaschke tensor.When λ is not constant,all hypersurfaces with isotropic para-Blaschke tensor are explicitly expressed in this paper.     

Some inequalities for the rational power of a nonnegative definite matrix

In this note the author gives a simple proof of the following fact: Let r and s be two positive rational numbers such that r ? s and let A and B be two n × n non-negative definite Hermitian matrices such that A^r ? B^r. Then A^S ? B^s.     

Extreme points, support points and the Loewner variation in several complex variables

In this paper we consider extreme points and support points for compact subclasses of normalized biholomorphic mappings of the Euclidean unit ball Bn in Cn. We consider the class S0(Bn) of biholomorphic mappings on Bn which have parametric representation, i.e., they are the initial elements f (·, 0) of a Loewner chain f (z, t) = etz + ··· such that {e-tf (·, t)}t 0 is a normal family on Bn. We show that if f (·, 0) is an extreme point (respectively a support point) of S0(Bn), then e-tf (·, t) is an extreme point of S0(Bn) for t 0 (respectively a support point of S0(Bn) for t ∈[0, t0] and some t0 > 0). This is a generalization to the n-dimensional case of work due to Pell. Also, we prove analogous results for mappings which belong to S0(Bn) and which are bounded in the norm by a fixed constant. We relate the study of this class to reachable sets in control theory generalizing work of Roth. Finally we consider extreme points and support points for biholomorphic mappings of Bn generated by using extension operators that preserve Loewner chains.     

An algorithm for the symmetric generalized eigenvalue problem

A new method is presented for the solution of the matrix eigenvalue problem Ax=λBx, where A and B are real symmetric square matrices and B is positive semidefinite. It reduces A and B to diagonal form by congruence transformations that preserve the symmetry of the problem. This method is closely related to the QR algorithm for real symmetric matrices.     

A comment on “minimization of functions of a positive simidefinite matrix A subject to AX = 0”

A common problem in multivariate analysis is that of minimizing a scalar function φ of a positive semidefinite matrix A subject possibly to AX = 0. In this paper it is suggested to replace A by B′B, where B is allowed to vary freely, subject possibly to BX = 0.     

Geometry and inequalities of geometric mean

We study some geometric properties associated with the t-geometric means A ?_tB:= A^1/2(A^?1/2BA^?1/2)^tA^1/2 of two n × n positive definite matrices A and B. Some geodesical convexity results with respect to the Riemannian structure of the n × n positive definite matrices are obtained. Several norm inequalities with geometric mean are obtained. In particular, we generalize a recent result of Audenaert (2015). Numerical counterexamples are given for some inequality questions. A conjecture on the geometric mean inequality regarding m pairs of positive definite matrices is posted.     

Embedding of a pseudo-point residual design into a Möbius plane

Let $\text{U}$ be a class of subsets of a finite set X. Elements of $\text{U}$ are called blocks. Let υ, t, λ and k be nonnegative integers such that υ?k?t?0. A pair (X, $\text{U}$) is called a (υ, k, λ) t-design, denoted by S_λ(t, k, υ), if (1) |X| = υ, (2) every t-subset of X is contained in exactly λ blocks and (3) for every block A in $\text{U}$, |A| = k. A Möbius plane M is an S₁(3, q+1, q²+1) where q is a positive integer. Let ∞ be a fixed point in M. If ∞ is deleted from M, together with all the blocks containing ∞, then we obtain a point-residual design M^*. It can be easily checked that M^* is an S_q(2, q+1, q²). Any S_q(2, q+1, q²) is called a pseudo-point-residual design of order q, abbreviated by PPRD(q). Let A and B be two blocks in a PPRD(q)M^*. A and B are said to be tangent to each other at z if and only if A∩B={z}. M^* is said to have the Tangency Property if for any block A in M^*, and points x and y such that x?A and y?A, there exists at most one block containing y and tangent to A at x. This paper proves that any PPRD(q)M^* is uniquely embeddable into a Möbius plane if and only if M^* satisfies the Tangency Property.     

New oscillation criteria for linear matrix Hamiltonian systems

Some new oscillation criteria are established for the matrix linear Hamiltonian system X′=A(t)X+B(t)Y, Y′=C(t)X−A∗(t)Y under the hypothesis: A(t), B(t)=B∗(t)>0, and C(t)=C∗(t) are n×n real continuous matrix functions on the interval [t₀,∞), (−∞<t₀). These results are sharper than some previous results even for self-adjoint second order matrix differential systems.     

Generating orthogonal matrix polynomials satisfying second order differential equations from a trio of triangular matrices

The method developed in [A.J. Durán, F.A. Grünbaum, Orthogonal matrix polynomials satisfying second order differential equations, Int. Math. Res. Not. 10 (2004) 461–484] led us to consider matrix polynomials that are orthogonal with respect to weight matrices W(t) of the form , , and (1−t)^α(1+t)^βT(t)T^*(t), with T satisfying T^′=(2Bt+A)T, T(0)=I, T^′=(A+B/t)T, T(1)=I, and T^′(t)=(−A/(1−t)+B/(1+t))T, T(0)=I, respectively. Here A and B are in general two non-commuting matrices. We are interested in sequences of orthogonal polynomials (P_n)_n which also satisfy a second order differential equation with differential coefficients that are matrix polynomials F₂, F₁ and F₀ (independent of n) of degrees not bigger than 2, 1 and 0 respectively. To proceed further and find situations where these second order differential equations hold, we only dealt with the case when one of the matrices A or B vanishes.The purpose of this paper is to show a method which allows us to deal with the case when A, B and F₀ are simultaneously triangularizable (but without making any commutativity assumption).     

On t-closedness of generalized power series rings

For an extension A⊆B of commutative rings, we present a sufficient condition for the ring [[A^S,?]] of generalized power series to be t-closed in [[B^S,?]], where (S,?) is a torsion-free cancellative ordered monoid. As a corollary, this result can be applied to the ring of power series in any number of indeterminates.     

Preservers of eigenvalue inclusion sets

For a square matrix A, let S(A) be an eigenvalue inclusion set such as the Gershgorin region, the Brauer region in terms of Cassini ovals, and the Ostrowski region. Characterization is obtained for maps Φ on n×n matrices satisfying S(Φ(A)-Φ(B))=S(A-B) for all matrices A and B. From these results, one can deduce the structure of additive or (real) linear maps satisfying S(A)=S(Φ(A)) for every matrix A.