On the preconditioning of matrices with skew-symmetric splittings

The rates of convergence of iterative methods with standard preconditioning techniques usually degrade when the skew-symmetric part S of the matrix is relatively large. In this paper, we address the issue of preconditioning matrices with such large skew-symmetric parts. The main idea of the preconditioner is to split the matrix into its symmetric and skew-symmetric parts and to invert the (shifted) skew-symmetric matrix. Successful use of the method requires the solution of a linear system with matrix I+S. An efficient method is developed using the normal equations, preconditioned by an incomplete orthogonal factorization.Numerical experiments on various systems arising in physics show that the reduction in terms of iteration count compensates for the additional work per iteration when compared to standard preconditioners.     

An eigenvalue algorithm for skew-symmetric matrices

A Jacobi-like algorithm is presented for the skew-symmetric eigenvalue problem. The process constructs iteratively, with elementary orthogonal transformations, a sequence of matrices which converges to the so-called Murnaghan form of the intial matrix.     

Systems of differential equations with skew-symmetric,orthogonal matrices

The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.     

Efficient orthogonal matrix polynomial based method for computing matrix exponential

The matrix exponential plays a fundamental role in the solution of differential systems which appear in different science fields. This paper presents an efficient method for computing matrix exponentials based on Hermite matrix polynomial expansions. Hermite series truncation together with scaling and squaring and the application of floating point arithmetic bounds to the intermediate results provide excellent accuracy results compared with the best acknowledged computational methods. A backward-error analysis of the approximation in exact arithmetic is given. This analysis is used to provide a theoretical estimate for the optimal scaling of matrices. Two algorithms based on this method have been implemented as MATLAB functions. They have been compared with MATLAB functions funm and expm obtaining greater accuracy in the majority of tests. A careful cost comparison analysis with expm is provided showing that the proposed algorithms have lower maximum cost for some matrix norm intervals. Numerical tests show that the application of floating point arithmetic bounds to the intermediate results may reduce considerably computational costs, reaching in numerical tests relative higher average costs than expm of only 4.43% for the final Hermite selected order, and obtaining better accuracy results in the 77.36% of the test matrices. The MATLAB implementation of the best Hermite matrix polynomial based algorithm has been made available online.     

On the calculation of functions of matrices

The representation of entire functions of matrices via symmetric polynomials of nth order is obtained. A method of deriving analytic formulas for functions of matrices of second, third, and fourth orders is obtained. Symmetric polynomials are used to construct algorithms for the numerical calculations of entire functions of matrices, in particular, of matrix exponentials, not requiring the determination of the eigenvalues of the matrices. The efficiency of the proposed numerical methods is estimated.     

广义次对称矩阵反问题的最小二乘解

讨论了广义次对称矩阵反问题的最小二乘解,得到了解的一般表达式,并就该问题的特殊情形:矩阵反问题,得到了可解的充分必要条件及解的通式.此外,证明了最佳逼近问题解的存在唯一性,并给出了其解的具体表达式.     

Accurate dense output formula for exponential integrators using the scaling and squaring method

This paper proposes an accurate dense output formula for exponential integrators. The computation of matrix exponential function is a vital step in implementing exponential integrators. By scrutinizing the computational process of matrix exponentials using the scaling and squaring method, valuable intermediate results in this process are identified and then used to establish a dense output formula. Efficient computation of dense outputs by the proposed formula enables time integration methods to set their simulation step sizes more flexibly. The efficacy of the proposed formula is verified through numerical examples from the power engineering field.     

Non-skew symmetric orthogonal matrices with constant diagonals

A matrix C of order n is orthogonal if CC^T=dI. In this paper, we restrict the study to orthogonal matrices with a constant m > 1 on the diagonal and ±1's off the diagonal. It is observed that all skew symmetric orthogonal matrices of this type are constructed from skew symmetric Hadamard matrices and vice versa. Some simple necessary conditions for the existence of non-skew orthogonal matrices are derived. Two basic construction techniques for non-skew orthogonal matrices are given. Several families of non-skew orthogonal matrices are constructed by applying the basic techniques to well-known combinatorial objects like balanced incomplete block designs. It is also shown that if m is even and n=0 (mod 4), then an orthogonal matrix must be skew symmetric. The structure of a non-skew orthogonal matrix in the special case of m odd,n=2 (mod 4) and m?1/6n is also studied in detail. Finally, a list of cases with n?50 is given where the existence of non-skew orthogonal matrices are unknown.     

Eigenvalue perturbation theory of symplectic,orthogonal, and unitary matrices under generic structured rank one perturbations

We study the perturbation theory of structured matrices under structured rank one perturbations, with emphasis on matrices that are unitary, orthogonal, or symplectic with respect to an indefinite inner product. The rank one perturbations are not necessarily of arbitrary small size (in the sense of norm). In the case of sesquilinear forms, results on selfadjoint matrices can be applied to unitary matrices by using the Cayley transformation, but in the case of real or complex symmetric or skew-symmetric bilinear forms additional considerations are necessary. For complex symplectic matrices, it turns out that generically (with respect to the perturbations) the behavior of the Jordan form of the perturbed matrix follows the pattern established earlier for unstructured matrices and their unstructured perturbations, provided the specific properties of the Jordan form of complex symplectic matrices are accounted for. For instance, the number of Jordan blocks of fixed odd size corresponding to the eigenvalue 1 or ?1 have to be even. For complex orthogonal matrices, it is shown that the behavior of the Jordan structures corresponding to the original eigenvalues that are not moved by perturbations follows again the pattern established earlier for unstructured matrices, taking into account the specifics of Jordan forms of complex orthogonal matrices. The proofs are based on general results developed in the paper concerning Jordan forms of structured matrices (which include in particular the classes of orthogonal and symplectic matrices) under structured rank one perturbations. These results are presented and proved in the framework of real as well as of complex matrices.     

Complex Jacobi matrices

Complex Jacobi matrices play an important role in the study of asymptotics and zero distribution of formal orthogonal polynomials (FOPs). The latter are essential tools in several fields of numerical analysis, for instance in the context of iterative methods for solving large systems of linear equations, or in the study of Padé approximation and Jacobi continued fractions. In this paper we present some known and some new results on FOPs in terms of spectral properties of the underlying (infinite) Jacobi matrix, with a special emphasis to unbounded recurrence coefficients. Here we recover several classical results for real Jacobi matrices. The inverse problem of characterizing properties of the Jacobi operator in terms of FOPs and other solutions of a given three-term recurrence is also investigated. This enables us to give results on the approximation of the resolvent by inverses of finite sections, with applications to the convergence of Padé approximants.     

Spectrum of certain tridiagonal matrices when their dimension goes to infinity

This paper deals with the spectra of matrices similar to infinite tridiagonal Toeplitz matrices with perturbations and with positive off-diagonal elements. We will discuss the asymptotic behavior of the spectrum of such matrices and we use them to determine the values of a matrix function, for an entire function. In particular we determine the matrix powers and matrix exponentials.     

On tridiagonal matrices unitarily equivalent to normal matrices

In this article the unitary equivalence transformation of normal matrices to tridiagonal form is studied.It is well-known that any matrix is unitarily equivalent to a tridiagonal matrix. In case of a normal matrix the resulting tridiagonal inherits a strong relation between its super- and subdiagonal elements. The corresponding elements of the super- and subdiagonal will have the same absolute value.In this article some basic facts about a unitary equivalence transformation of an arbitrary matrix to tridiagonal form are firstly studied. Both an iterative reduction based on Krylov sequences as a direct tridiagonalization procedure via Householder transformations are reconsidered. This equivalence transformation is then applied to the normal case and equality of the absolute value between the super- and subdiagonals is proved. Self-adjointness of the resulting tridiagonal matrix with regard to a specific scalar product is proved. Properties when applying the reduction on symmetric, skew-symmetric, Hermitian, skew-Hermitian and unitary matrices and their relations with, e.g., complex symmetric and pseudo-symmetric matrices are presented.It is shown that the reduction can then be used to compute the singular value decomposition of normal matrices making use of the Takagi factorization. Finally some extra properties of the reduction as well as an efficient method for computing a unitary complex symmetric decomposition of a normal matrix are given.     

Shift products and factorizations of wavelet matrices

A class of so-called shift products of wavelet matrices is introduced. These products are based on circulations of columns of orthogonal banded block circulant matrices arising in applications of discrete orthogonal wavelet transforms (or paraunitary multirate filter banks) or, equivalently, on augmentations of wavelet matrices by zero columns (shifts). A special case is no shift; a product which is closely related to the Pollen product is then obtained. Known decompositions using factors formed by two blocks are described and additional conditions such that uniqueness of the factorization is guaranteed are given. Next it is shown that when nonzero shifts are used, an arbitrary wavelet matrix can be factorized into a sequence of shift products of square orthogonal matrices. Such a factorization, as well as those mentioned earlier, can be used for the parameterization and construction of wavelet matrices, including the costruction from the first row. Moreover, it is also suitable for efficient implementations of discrete orthogonal wavelet transforms and paraunitary filter banks.and Cooperative Research Centre for Sensor Signal and Information ProcessingThis author is an Overseas Postgraduate Research Scholar supported by the Australian Government.     

Essentially doubly stochastic matrices

In this paper we extend the general theory of essentially doubly stochastic (e.d.s.) matrices begun in earlier papers in this series. We complete the investigation in one direction by characterizing all of the algebra isomorphisms between the algebra of e.d.s. matrices of order n over a field F,E_n(F), and the total algebra of matrices of order n - 1over F,M_n-1(F) We then develop some of the theory when Fis a field with an involution. We show that for any e,f§Fof norm 1,e≠f every e.d.s. matrix in E_n(F) is a unique e.d.s. sum of an e.d.s. e-hermitian matrix and an e.d.s. f-hermitian matrix in E_n(F) Next, we completely determine the cases for which there exists an above-mentioned matrix algebra isomorphism preserving adjoints. Finally, we consider cogredience in E_n(F) and show that when such an adjoint-preserving isomorphism exists and char M_n(F) two e.d.s. e-hermitian matrices which are cogredient in M_n(F) are also cogredient in E_n(F). Using this result, we obtain simple canonical forms for cogredience of e.d.s. e-hermitian matrices in E_n(F) when Fsatisfies special conditions. This ncludes the e.d.s. skew-symmetric matrices, where the involution is trivial and E = -1.     

Piecewise interpolants on matrix lie groups

Here we consider a numerical procedure to interpolate on matrix Lie groups. By using the exponential map and its (1, 1) diagonal Padé approximant, piecewice interpolants may be derived. The approach based on the Padé map has the advantage that the computation of exponentials and logarithms of matrices are reduced. We show that the updating technique proposed by Enright in [1] may be applied when a dense output is required. The application to the numerical solution of a system ODEs on matrix group and to a classical interpolation problem are reported.     

A Lanczos‐type algorithm for the QR factorization of regular Cauchy matrices

We present a fast algorithm for computing the QR factorization of Cauchy matrices with real nodes. The algorithm works for almost any input matrix, does not require squaring the matrix, and fully exploits the displacement structure of Cauchy matrices. We prove that, if the determinant of a certain semiseparable matrix is non‐zero, a three term recurrence relation among the rows or columns of the factors exists. Copyright © 2002 John Wiley & Sons, Ltd.     

Products of exponentials of hermitian and complex symmetric matrices

A conjecture involving exponentials of Hermitian matrices is stated, and proved when one of the matrices has rank at most one. As a consequence, the complete conjecture is proved when the matrices are 2×2. A second conjecture involving exponentials of complex symmetric matrices is also stated, and completely proved when the matrices are 2×2. The two conjectures have similar structures but require quite different techniques to analyze.     

Modified SMS method for computing outer inverses of Toeplitz matrices

We introduce a new algorithm based on the successive matrix squaring (SMS) method. This algorithm uses the strategy of ε-displacement rank in order to find various outer inverses with prescribed ranges and null spaces of a square Toeplitz matrix. Using the idea of displacement theory which decreases the memory space requirements as well as the computational cost, our method tends to be very effective for Toeplitz matrices.