Stability of solutions for variational relation problems with applications

In this paper, we prove that most of problems in variational relations (in the sense of Baire category) are essential and that, for any problem in variational relations, there exists at least one essential component of its solution set. As applications, we deduce the existence of essential components of the set of Ky Fan’s points based on Ky Fan’s minimax inequality theorem, the existence of essential components of the set of Nash equilibrium points for general n-person non-cooperative games, the existence of essential component of the set of solutions for vector Ky Fan’s minimax inequality, the existence of essential components of the set of KKM points and the existence of essential components of the set of solutions for Ky Fan’s section theorem.     

A sharp version of Bauer–Fike’s theorem

In this paper, we present a sharp version of Bauer–Fike’s theorem. We replace the matrix norm with its spectral radius or sign-complex spectral radius for diagonalizable matrices; 1-norm and ∞$\infty$-norm for non-diagonalizable matrices. We also give the applications to the pole placement problem and the singular system.     

Well-posed Ky Fan’s point,quasi-variational inequality and Nash equilibrium problems

We give a unified approach to Hadamard well-posedness for some nonlinear problems such as those of Ky Fan’s point and quasi-variational inequality. As applications, we obtain some well-posed theorems for Nash equilibrium points.     

Majorization and relative concavity

In this paper, some results established in [H.-N. Shi, Refinement and generalization of a class of inequalities for symmetric functions, Math. Practice Theory 29 (4) (1999) pp. 81-84] are extended from the classical majorization preordering to group-induced cone orderings. To this end the notion of relative concavity introduced in [C.P. Niculescu, F. Popovici, The extension of majorization inequalities within the framework of relative convexity, J. Inequal. Pure Appl. Math. 7 (1) (2005) (Article 27)] is used. In addition, some Ky Fan’s inequalities are discussed.     

Unitarily achievable zero patterns and traces of words in A and A

Our primary objective is to identify a natural and substantial problem about unitary similarity on arbitrary complex matrices: which 0-patterns may be achieved for any given n-by-n complex matrix via some unitary similarity of it. To this end, certain restrictions on “achievable” 0-patterns are mentioned, both positional and, more important, on the maximum number of achievable 0’s. Prior results fitting this general question are mentioned, as well as the “first” unresolved pattern (for 3-by-3 matrices!). In the process a recent question is answered.A closely related additional objective is to mention the best known bound for the maximum length of words necessary for the application of Specht’s theorem about which pairs of complex matrices are unitarily similar, which seems not widely known to matrix theorists. In the process, we mention the number of words necessary for small size matrices.     

Singularity, Wielandt’s lemma and singular values

In this study, some upper and lower bounds for singular values of a general complex matrix are investigated, according to singularity and Wielandt’s lemma of matrices. Especially, some relationships between the singular values of the matrix A and its block norm matrix are established. Based on these relationships, one may obtain the effective estimates for the singular values of large matrices by using the lower dimension norm matrices. In addition, a small error in Piazza (2002) [G. Piazza, T. Politi, An upper bound for the condition number of a matrix in spectral norm, J. Comput. Appl. Math. 143 (1) (2002) 141-144] is also corrected. Some numerical experiments on saddle point problems show that these results are simple and sharp under suitable conditions.     

Eigenvalue computation for unitary rank structured matrices

In this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps. First we perform a reduction of the given matrix into Hessenberg form, next we compute the eigenvalues of this resulting Hessenberg matrix via an implicit QR-algorithm. Along the way, we explain how the knowledge of a certain ‘shift’ correction term to the structure can be used to speed up the QR-algorithm for unitary Hessenberg matrices, and how this observation was implicitly used in a paper due to William B. Gragg. We also treat an analogue of this observation in the Hermitian tridiagonal case.     

When do several linear operators share an invariant cone?

We establish a criterion for a finite family of matrices to possess a common invariant cone. The criterion reduces the problem of existence of an invariant cone to equality of two special numbers that depend on the family. In spite of theoretical simplicity, the practical use of the criterion may be difficult. We show that the problem of existence of a common invariant cone for four matrices with integral entries is algorithmically undecidable. Corollaries of the criterion, which give sufficient and necessary conditions, are derived. Finally, we introduce a “co-directional number” of several matrices. We prove that this parameter is close to zero iff there is a small perturbation of matrices, after which they get an invariant cone. An algorithm for its computation is presented.     

Existence of vector mixed variational inequalities in Banach spaces

The purpose of this paper is to study the solvability for vector mixed variational inequalities (for short, VMVI) in Banach spaces. Utilizing Ky Fan’s Lemma and Nadler’s theorem, we derive the solvability for VMVIs with compositely monotone vector multifunctions. On the other hand, we first introduce the concepts of compositely complete semicontinuity and compositely strong semicontinuity for vector multifunctions. Then we prove the solvability for VMVIs without monotonicity assumption by using these concepts and by applying Brouwer’s fixed point theorem. The results presented in this paper are extensions and improvements of some earlier and recent results in the literature.     

Green’s matrices

Our goal is to identify and understand matrices A that share essential properties of the unitary Hessenberg matrices M that are fundamental for Szegö’s orthogonal polynomials. Those properties include: (i) Recurrence relations connect characteristic polynomials {r_k(x)} of principal minors of A. (ii) A is determined by generators (parameters generalizing reflection coefficients of unitary Hessenberg theory). (iii) Polynomials {r_k(x)} correspond not only to A but also to a certain “CMV-like” five-diagonal matrix. (iv) The five-diagonal matrix factors into a product BC of block diagonal matrices with 2 × 2 blocks. (v) Submatrices above and below the main diagonal of A have rank 1. (vi) A is a multiplication operator in the appropriate basis of Laurent polynomials. (vii) Eigenvectors of A can be expressed in terms of those polynomials.Conditions (v) connects our analysis to the study of quasi-separable matrices. But the factorization requirement (iv) narrows it to the subclass of “Green’s matrices” that share Properties (i)-(vii).The key tool is “twist transformations” that provide 2ⁿ matrices all sharing characteristic polynomials of principal minors with A. One such twist transformation connects unitary Hessenberg to CMV. Another twist transformation explains findings of Fiedler who noticed that companion matrices give examples outside the unitary Hessenberg framework. We mention briefly the further example of a Daubechies wavelet matrix. Infinite matrices are included.     

An Implicit Q Theorem for Hessenberg-like Matrices

The implicit Q theorem for Hessenberg matrices is a widespread and powerful theorem. It is used in the development of, for example, implicit QR algorithms to compute the eigendecomposition of Hessenberg matrices. Moreover it can also be used to prove the essential uniqueness of orthogonal similarity transformations of matrices to Hessenberg form. The theorem is also valid for symmetric tridiagonal matrices, proving thereby also in the symmetric case its power. Currently there is a growing interest to so-called semiseparable matrices. These matrices can be considered as the inverses of tridiagonal matrices. In a similar way, one can consider Hessenberg-like matrices as the inverses of Hessenberg matrices. In this paper, we formulate and prove an implicit Q theorem for the class of Hessenberg-like matrices. We introduce the notion of strongly unreduced Hessenberg-like matrices and also a method for transforming matrices via orthogonal transformations to this form is proposed. Moreover, as the theorem is valid for Hessenberg-like matrices it is also valid for symmetric semiseparable matrices. The research was partially supported by the Research Council K.U.Leuven, project OT/00/16 (SLAP: Structured Linear Algebra Package), by the Fund for Scientific Research–Flanders (Belgium), projects G.0078.01 (SMA: Structured Matrices and their Applications), G.0176.02 (ANCILA: Asymptotic aNalysis of the Convergence behavior of Iterative methods in numerical Linear Algebra), G.0184.02 (CORFU: Constructive study of Orthogonal Functions) and G.0455.0 (RHPH: Riemann-Hilbert problems, random matrices and Padé-Hermite approximation), and by the Belgian Programme on Interuniversity Poles of Attraction, initiated by the Belgian State, Prime Minister’s Office for Science, Technology and Culture, project IUAP V-22 (Dynamical Systems and Control: Computation, Identification & Modelling). This research was partially supported by by MIUR, grant number 2004015437 (third author). The scientific responsibility rests with the authors.     

Hyman’s method revisited

The QR algorithm is considered one of the most reliable methods for computing matrix eigenpairs. However, it is unable to detect multiple eigenvalues and Jordan blocks. Matlab’s eigensolver returns heavily perturbed eigenvalues and eigenvectors in such cases and there is no hint for possible principal vectors. This paper calls attention to Hyman’s method as it is applicable for computing principal vectors and higher derivatives of the characteristic polynomial that may help to estimate multiplicity, an important information for more reliable computation. We suggest a test matrix collection for Jordan blocks. The first numerical tests with these matrices reveal that the computational problems are deeper than expected at the beginning of this work.     

Matrix commutators: their asymptotic metric properties and relation to approximate joint diagonalization

We analyze the properties of the norm of the commutator of two Hermitian matrices, showing that asymptotically it behaves like a metric, and establish its relation to joint approximate diagonalization of matrices, showing that almost-commuting matrices are almost jointly diagonalizable, and vice versa. We show an application of our results in the field of 3D shape analysis.     

Structure of Hiai-Petz parametrized geometry for positive definite matrices

Recently Hiai-Petz (2009) [10] discussed a parametrized geometry for positive definite matrices with a pull-back metric for a diffeomorphism to the Euclidean space. Though they also showed that the geodesic is a path of operator means, their interest lies mainly in metrics of the geometry. In this paper, we reconstruct their geometry without metrics and then we show their metric for each unitarily invariant norm defines a Finsler one. Also we discuss another type of geometry in Hiai and Petz (2009) [10] which is a generalization of Corach-Porta-Recht’s one [3].     

New generalizations of basic theorems in the KKM theory

In the present paper, we obtain a new KKM type theorem for intersectionally closed-valued KKM maps and some useful new basic consequences. Typical examples of them are abstract forms of Fan’s matching theorem, Fan’s geometric lemma, the Fan-Browder fixed point theorem, maximal element theorems, Fan’s minimax inequality, variational inequalities, and others.     

Revisitation of the product of two orthogonal projectors

Several results involving a product of two orthogonal projectors (i.e., Hermitian idempotent matrices) are established by exploring a representation of the product as a partitioned matrix. These results concern, for instance, rank, trace, range, null space, generalized inverses, and spectral properties of the product and its various functions. Particular attention is paid to the conditions equivalent to the requirement that the product of two orthogonal projectors is an orthogonal projector itself, and these characterizations refer to such known classes of matrices as Hermitian, involutory, normal, star-dagger, unitary as well as partial isometries and semi-orthogonal projectors. Moreover, some results dealing with the notions of parallel sum and spectral norm are obtained. The variety of problems considered shows that the approach utilized in the paper provides a powerful tool of wide applicability.     

An efficient algorithm for maximum entropy extension of block-circulant covariance matrices

This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary reciprocal processes, this problem has applications in signal processing, in particular to image modeling. In fact it is strictly related to maximum likelihood estimation of bilateral AR-type representations of acausal signals subject to certain conditional independence constraints. The maximum entropy completion problem for block-circulant matrices has recently been solved by the authors, although leaving open the problem of an efficient computation of the solution. In this paper, we provide an efficient algorithm for computing its solution which compares very favorably with existing algorithms designed for positive definite matrix extension problems. The proposed algorithm benefits from the analysis of the relationship between our problem and the band-extension problem for block-Toeplitz matrices also developed in this paper.     

On some norm equalities in pre-Hilbert C*-modules

We characterize when the norm of the sum of two elements in a pre-Hilbert C*-module equals the sum of their norms. We also give the necessary and sufficient conditions for two orthogonal elements of a pre-Hilbert C*-module to satisfy Pythagoras’ equality.     

Essential Stability of Solutions for Maximal Element Theorem with Applications

In this paper, we prove that most of problems in maximal element theorem (in the sense of Baire category) are essential and that, for any problem in maximal element theorem, there exists at least one essential component of its solution set. As applications, we deduce the existence of essential components of the set of Ky Fan’s points based on Ky Fan Minimax Inequality, the existence of essential components of the set of Nash equilibrium points for general n-person non-cooperative games and the existence of essential components of the set of solutions of vector Ky Fan Minimax Inequality.     

Path of quasi-means as a geodesic

As a generalization of the Hiai-Petz geometries, we discuss two types of them where the geodesics are the quasi-arithmetic means and the quasi-geometric means respectively. Each derivative of such a geodesic might determine a new relative operator entropy. Also in these cases, the Finsler metric can be induced by each unitarily invariant norm. If the norm is strictly convex, then the geodesic is the shortest. We also give examples of the shortest paths which are not the geodesics when the Finsler metrics are induced by the Ky Fan k-norms.