Non-self-adjoint Jacobi matrices with a rank-one imaginary part

We develop direct and inverse spectral analysis for finite and semi-infinite non-self-adjoint Jacobi matrices with a rank-one imaginary part. It is shown that given a set of n not necessarily distinct nonreal numbers in the open upper (lower) half-plane uniquely determines an n×n Jacobi matrix with a rank-one imaginary part having those numbers as its eigenvalues counting algebraic multiplicity. Algorithms of reconstruction for such finite Jacobi matrices are presented. A new model complementing the well-known Livsic triangular model for bounded linear operators with a rank-one imaginary part is obtained. It turns out that the model operator is a non-self-adjoint Jacobi matrix. We show that any bounded, prime, non-self-adjoint linear operator with a rank-one imaginary part acting on some finite-dimensional (respectively separable infinite-dimensional Hilbert space) is unitarily equivalent to a finite (respectively semi-infinite) non-self-adjoint Jacobi matrix. This obtained theorem strengthens a classical result of Stone established for self-adjoint operators with simple spectrum. We establish the non-self-adjoint analogs of the Hochstadt and Gesztesy-Simon uniqueness theorems for finite Jacobi matrices with nonreal eigenvalues as well as an extension and refinement of these theorems for finite non-self-adjoint tri-diagonal matrices to the case of mixed eigenvalues, real and nonreal. A unique Jacobi matrix, unitarily equivalent to the operator of integration in the Hilbert space L₂[0,l] is found as well as spectral properties of its perturbations and connections with the well-known Bernoulli numbers. We also give the analytic characterization of the Weyl functions of dissipative Jacobi matrices with a rank-one imaginary part.     

Rank one perturbations and singular integral operators

We consider rank one perturbations Aα=A+α(⋅,φ)φ of a self-adjoint operator A with cyclic vector φ∈H−1(A) on a Hilbert space H. The spectral representation of the perturbed operator Aα is given by a singular integral operator of special form. Such operators exhibit what we call ‘rigidity’ and are connected with two weight estimates for the Hilbert transform. Also, some results about two weight estimates of Cauchy (Hilbert) transforms are proved. In particular, it is proved that the regularized Cauchy transforms Tε are uniformly (in ε) bounded operators from L²(μ) to L²(μα), where μ and μα are the spectral measures of A and Aα, respectively. As an application, a sufficient condition for Aα to have a pure absolutely continuous spectrum on a closed interval is given in terms of the density of the spectral measure of A with respect to φ. Some examples, like Jacobi matrices and Schrödinger operators with L² potentials are considered.     

Integration of some differential-difference nonlinear equations using the spectral theory of normal block Jacobi matrices

The following method for integrating the Cauchy problem for a Toda lattice on the half-line is well known: to a solution u(t), t ∈, [0, ∞), of the problem, one assigns a self-adjoint semi-infinite Jacobi matrix J(t) whose spectral measure dπ(λ; t) undergoes simple evolution in time t. The solution of the Cauchy problem goes as follows. One writes out the spectral measure dπ(λ; 0) for the initial value u(0) of the solution and the corresponding Jacobi matrix J(0) and then computes the time evolution dπ(λ; t) of this measure. Using the solution of the inverse spectral problem, one reconstructs the Jacobi matrix J(t) from dπ(λ; t) and hence finds the desired solution u(t). In the present paper, this approach is generalized to the case in which the role of J(t) is played by a block Jacobi matrix generating a normal operator in the orthogonal sum of finite-dimensional spaces with spectral measure dπ(ζ; t) defined on the complex plane. Some recent results on the spectral theory of these normal operators permit one to use the integration method described above for a rather wide class of differential-difference nonlinear equations replacing the Toda lattice.     

Two-weight Hilbert transform and Lipschitz property of Jacobi matrices associated to hyperbolic polynomials

We are going to prove a Lipschitz property of Jacobi matrices built by orthogonalizing polynomials with respect to measures in the orbit of classical Perron-Frobenius-Ruelle operators associated to hyperbolic polynomial dynamics. This Lipschitz estimate will not depend on the dimension of the Jacobi matrix. It is obtained using some sufficient conditions for two-weight boundedness of the Hilbert transform. It has been proved in [F. Peherstorfer, A. Volberg, P. Yuditskii, Limit periodic Jacobi matrices with prescribed p-adic hull and a singular continuous spectrum, Math. Res. Lett. 13 (2-3) (2006) 215-230] for all polynomials with sufficiently big hyperbolicity and in the most symmetric case t=0 that the Lipschitz estimate becomes exponentially better when the dimension of the Jacobi matrix grows. This allows us to get for such polynomials the solution of a problem of Bellissard, in other words, to prove the limit periodicity of the limit Jacobi matrix. We suggest a scheme how to approach Bellissard's problem for all hyperbolic dynamics by uniting the methods of the present paper and those of [F. Peherstorfer, A. Volberg, P. Yuditskii, Limit periodic Jacobi matrices with prescribed p-adic hull and a singular continuous spectrum, Math. Res. Lett. 13 (2-3) (2006) 215-230]. On the other hand, the nearness of Jacobi matrices under consideration in operator norm implies a certain nearness of their canonical spectral measures. One can notice that this last claim just gives us the classical commutative Perron-Frobenius-Ruelle theorem (it is concerned exactly with the nearness of such measures). In particular, in many situations we can see that the classical Perron-Frobenius-Ruelle theorem is a corollary of a certain non-commutative observation concerning the quantitative nearness of pertinent Jacobi matrices in operator norm.     

CMV matrices with asymptotically constant coefficients. Szegö-Blaschke class, scattering theory

We develop a modern extended scattering theory for CMV matrices with asymptotically constant Verblunsky coefficients. We show that the traditional (Faddeev-Marchenko) condition is too restrictive to define the class of CMV matrices for which there exists a unique scattering representation. The main results are: (1) the class of twosided CMV matrices acting in l², whose spectral density satisfies the Szegö condition and whose point spectrum the Blaschke condition, corresponds precisely to the class where the scattering problem can be posed and solved. That is, to a given CMV matrix of this class, one can associate the scattering data and the FM space. The CMV matrix corresponds to the multiplication operator in this space, and the orthonormal basis in it (corresponding to the standard basis in l²) behaves asymptotically as the basis associated with the free system. (2) From the point of view of the scattering problem, the most natural class of CMV matrices is that one in which (a) the scattering data determine the matrix uniquely and (b) the associated Gelfand-Levitan-Marchenko transformation operators are bounded. Necessary and sufficient conditions for this class can be given in terms of an A₂ kind condition for the density of the absolutely continuous spectrum and a Carleson kind condition for the discrete spectrum. Similar conditions close to the optimal ones are given directly in terms of the scattering data.     

Operators associated with soft and hard spectral edges from unitary ensembles

Using Hankel operators and shift-invariant subspaces on Hilbert space, this paper develops the theory of the integrable operators associated with soft and hard edges of eigenvalue distributions of random matrices. Such Tracy-Widom operators are realized as controllability operators for linear systems, and are reproducing kernels for weighted Hardy spaces, known as Sonine spaces. Periodic solutions of Hill's equation give a new family of Tracy-Widom type operators. This paper identifies a pair of unitary groups that satisfy the von Neumann-Weyl anti-commutation relations and leave invariant the subspaces of L² that are the ranges of projections given by the Tracy-Widom operators for the soft edge of the Gaussian unitary ensemble and hard edge of the Jacobi ensemble.     

Classes of general H-matrices

Let M(A) denote the comparison matrix of a square H-matrix A, that is, M(A) is an M-matrix. H-matrices such that their comparison matrices are nonsingular are well studied in the literature. In this paper, we study characterizations of H-matrices with either singular or nonsingular comparison matrices. The spectral radius of the Jacobi matrix of M(A) and the generalized diagonal dominance property are used in the characterizations. Finally, a classification of the set of general H-matrices is obtained.     

Spectral reciprocity and matrix representations of unbounded operators

We study a family of unbounded Hermitian operators in Hilbert space which generalize the usual graph-theoretic discrete Laplacian. For an infinite discrete set X, we consider operators acting on Hilbert spaces of functions on X, and their representations as infinite matrices; the focus is on ?²(X), and the energy space HE. In particular, we prove that these operators are always essentially self-adjoint on ?²(X), but may fail to be essentially self-adjoint on HE. In the general case, we examine the von Neumann deficiency indices of these operators and explore their relevance in mathematical physics. Finally we study the spectra of the HE operators with the use of a new approximation scheme.     

Left inverses of matrices with polynomial decay

It is known that the algebra of Schur operators on ?² (namely operators bounded on both ?¹ and ?^∞) is not inverse-closed. When ?²=?²(X) where X is a metric space, one can consider elements of the Schur algebra with certain decay at infinity. For instance if X has the doubling property, then Q. Sun has proved that the weighted Schur algebra Aω(X) for a strictly polynomial weight ω is inverse-closed. In this paper, we prove a sharp result on left-invertibility of the these operators. Namely, if an operator A∈Aω(X) satisfies ‖Afp_‖?‖fp_‖, for some 1?p?∞, then it admits a left-inverse in Aω(X). The main difficulty here is to obtain the above inequality in ?². The author was both motivated and inspired by a previous work of Aldroubi, Baskarov and Krishtal (2008) [1], where similar results were obtained through different methods for X=Zd, under additional conditions on the decay.     

On linear systems and τ functions associated with Lamé's equation and Painlevé's equation VI

Painlevé's transcendental differential equation PVI may be expressed as the consistency condition for a pair of linear differential equations with 2×2 matrix coefficients with rational entries. By a construction due to Tracy and Widom, this linear system is associated with certain kernels which give trace class operators on Hilbert space. This paper expresses such operators in terms of Hankel operators Γ? of linear systems which are realised in terms of the Laurent coefficients of the solutions of the differential equations. Let P(t,∞):L²(0,∞)→L²(t,∞) be the orthogonal projection; then the Fredholm determinant τ(t)=det(I−P(t,∞)Γ?) defines the τ function, which is here expressed in terms of the solution of a matrix Gelfand-Levitan equation. For suitable values of the parameters, solutions of the hypergeometric equation give a linear system with similar properties. For meromorphic transfer functions that have poles on an arithmetic progression, the corresponding Hankel operator has a simple form with respect to an exponential basis in L²(0,∞); so det(I−Γ?P(t,∞)) can be expressed as a series of finite determinants. This applies to elliptic functions of the second kind, such as satisfy Lamé's equation with ?=1.     

Compatibility and Schur Complements of Operators on Hilbert C*-Module

Let E be a Hilbert C*-module,and ■ be an orthogonally complemented closed submodule of E.The authors generalize the definitions of ■-complementability and ■-compatibility for general(adjointable) operators from Hilbert space to Hilbert C*-module,and discuss the relationship between each other.Several equivalent statements about ■-complementability and ■-compatibility,and several representations of Schur complements of ■-complementable operators(especially,of ■-compatible operators and of positive ■-compatib...     

Joint bounds for the Perron roots of nonnegative matrices with applications

Given a finite set {A_x}_{x ∈ X} of nonnegative matrices, we derive joint upper and lower bounds for the row sums of the matrices D⁻¹ A^(x) D, x ∈ X, where D is a specially chosen nonsingular diagonal matrix. These bounds, depending only on the sparsity patterns of the matrices A^(x) and their row sums, are used to obtain joint two-sided bounds for the Perron roots of given nonnegative matrices, joint upper bounds for the spectral radii of given complex matrices, bounds for the joint and lower spectral radii of a matrix set, and conditions sufficient for all convex combinations of given matrices to be Schur stable. Bibliography: 20 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 334, 2006, pp. 30–56.     

Spectral inclusion for unbounded block operator matrices

In this paper we establish a new analytic enclosure for the spectrum of unbounded linear operators A admitting a block operator matrix representation. For diagonally dominant and off-diagonally dominant block operator matrices, we show that the recently introduced quadratic numerical range W²(A) contains the eigenvalues of A and that the approximate point spectrum of A is contained in the closure of W²(A). This provides a new method to enclose the spectrum of unbounded block operator matrices by means of the non-convex set W²(A). Several examples illustrate that this spectral inclusion may be considerably tighter than the one by the usual numerical range or by perturbation theorems, both in the non-self-adjoint case and in the self-adjoint case. Applications to Dirac operators and to two-channel Hamiltonians are given.     

The Birman-Schwinger principle on the essential spectrum

Let H₀ and H be self-adjoint operators in a Hilbert space. We consider the spectral projections of H₀ and H corresponding to a semi-infinite interval of the real line. We discuss the index of this pair of spectral projections and prove an identity which extends the Birman-Schwinger principle onto the essential spectrum. We also relate this index to the spectrum of the scattering matrix for the pair H₀, H.     

Essential Closures and AC Spectra for Reflectionless CMV,Jacobi, and Schrödinger Operators Revisited

We provide a concise, yet fairly complete discussion of the concept of essential closures of subsets of the real axis and their intimate connection with the topological support of absolutely continuous measures.As an elementary application of the notion of the essential closure of subsets of ? we revisit the fact that CMV, Jacobi, and Schrödinger operators, reflectionless on a set ? of positive Lebesgue measure, have absolutely continuous spectrum on the essential closure \({\overline{\mathcal{E}}}^{e}\) of the set ? (with uniform multiplicity two on ?). Though this result in the case of Schrödinger and Jacobi operators is known to experts, we feel it nicely illustrates the concept and usefulness of essential closures in the spectral theory of classes of reflectionless differential and difference operators.     

Restricting Hecke-Siegel operators to Jacobi modular forms

We compute the action of Hecke operators on Jacobi forms of “Siegel degree” n and m×m index M, provided 1?j?n−m. We find they are restrictions of Hecke operators on Siegel modular forms, and we compute their action on Fourier coefficients. Then we restrict the Hecke-Siegel operators T(p), Tj(p²) (n−m<j?n) to Jacobi forms of Siegel degree n, compute their action on Fourier coefficients and on indices, and produce lifts from Jacobi forms of index M to Jacobi forms of index M^′ where detM|detM^′. Finally, we present an explicit choice of matrices for the action of the Hecke operators on Siegel modular forms, and for their restrictions to Jacobi modular forms.     

Unbounded pseudodifferential calculus on Lie groupoids

We develop an abstract theory of unbounded longitudinal pseudodifferential calculus on smooth groupoids (also called Lie groupoids) with compact basis. We analyze these operators as unbounded operators acting on Hilbert modules over C^∗(G), and we show in particular that elliptic operators are regular. We construct a scale of Sobolev modules which are the abstract analogues of the ordinary Sobolev spaces, and analyze their properties. Furthermore, we show that complex powers of positive elliptic pseudodifferential operators are still pseudodifferential operators in a generalized sense.     

Positive and real-positive solutions to the equation axa*=c in C*-algebras

We obtain new representations for the general positive and real-positive solutions of the equation axa*=c in a C*-algebra using the characterization of positivity based on a matrix representation of an element and the generalized Schur complement. Applications to the equation AXA*=C for operators between Hilbert spaces and for finite matrices are given.     

Linear systems and determinantal random point fields

In random matrix theory, determinantal random point fields describe the distribution of eigenvalues of self-adjoint matrices from the generalized unitary ensemble. This paper considers symmetric Hamiltonian systems and determines the properties of kernels and associated determinantal random point fields that arise from them; this extends work of Tracy and Widom. The inverse spectral problem for self-adjoint Hankel operators gives sufficient conditions for a self-adjoint operator to be the Hankel operator on L²(0,∞) from a linear system in continuous time; thus this paper expresses certain kernels as squares of Hankel operators. For suitable linear systems (−A,B,C) with one-dimensional input and output spaces, there exists a Hankel operator Γ with kernel ?(x)(s+t)=Ce−(2x+s+t)AB such that gx(z)=det(I+(z−1)ΓΓ†) is the generating function of a determinantal random point field on (0,∞). The inverse scattering transform for the Zakharov-Shabat system involves a Gelfand-Levitan integral equation such that the trace of the diagonal of the solution gives . When A?0 is a finite matrix and B=C†, there exists a determinantal random point field such that the largest point has a generalised logistic distribution.     

Automorphisms of higher‐dimensional Hadamard matrices

This article derives from first principles a definition of equivalence for higher‐dimensional Hadamard matrices and thereby a definition of the automorphism group for higher‐dimensional Hadamard matrices. Our procedure is quite general and could be applied to other kinds of designs for which there are no established definitions for equivalence or automorphism. Given a two‐dimensional Hadamard matrix H of order ν, there is a Product Construction which gives an order ν proper n‐dimensional Hadamard matrix P⁽ⁿ⁾(H). We apply our ideas to the matrices P⁽ⁿ⁾(H). We prove that there is a constant c > 1 such that any Hadamard matrix H of order ν > 2 gives rise via the Product Construction to cν inequivalent proper three‐dimensional Hadamard matrices of order ν. This corrects an erroneous assertion made in the literature that ”P⁽ⁿ⁾(H) is equivalent to “P⁽ⁿ⁾(H′) whenever H is equivalent to H′.” We also show how the automorphism group of P⁽ⁿ⁾(H) depends on the structure of the automorphism group of H. As an application of the above ideas, we determine the automorphism group of P⁽ⁿ⁾(Hk) when Hk is a Sylvester Hadamard matrix of order 2^k. For ν = 4, we exhibit three distinct families of inequivalent Product Construction matrices P⁽ⁿ⁾(H) where H is equivalent to H₂. These matrices each have large but non‐isomorphic automorphism groups. © 2008 Wiley Periodicals, Inc. J Combin Designs 16: 507–544, 2008