Two applications of the subnormality of the Hessenberg matrix related to general orthogonal polynomials

In this paper we prove two consequences of the subnormal character of the Hessenberg matrix D when the hermitian matrix M of an inner product is a moment matrix. If this inner product is defined by a measure supported on an algebraic curve in the complex plane, then D satisfies the equation of the curve in a noncommutative sense. We also prove an extension of the Krein theorem for discrete measures on the complex plane based on properties of subnormal operators.     

On the representability of totally unimodular matrices on bidirected graphs

We present a polynomial time algorithm to construct a bidirected graph for any totally unimodular matrix B by finding node-edge incidence matrices Q and S such that QB=S. Seymour’s famous decomposition theorem for regular matroids states that any totally unimodular (TU) matrix can be constructed through a series of composition operations called k-sums starting from network matrices and their transposes and two compact representation matrices B₁,B₂ of a certain ten element matroid. Given that B₁,B₂ are binet matrices we examine the k-sums of network and binet matrices. It is shown that thek-sum of a network and a binet matrix is a binet matrix, but binet matrices are not closed under this operation for k=2,3. A new class of matrices is introduced, the so-called tour matrices, which generalise network, binet and totally unimodular matrices. For any such matrix there exists a bidirected graph such that the columns represent a collection of closed tours in the graph. It is shown that tour matrices are closed under k-sums, as well as under pivoting and other elementary operations on their rows and columns. Given the constructive proofs of the above results regarding the k-sum operation and existing recognition algorithms for network and binet matrices, an algorithm is presented which constructs a bidirected graph for any TU matrix.     

A kind of nonnegative matrices and its application on the stability of discrete dynamical systems

In this paper we introduce a new kind of nonnegative matrices which is called (sp) matrices. We show that the zero solutions of a class of linear discrete dynamical systems are asymptotically stable if and only if the coefficient matrices are (sp) matrices. To determine that a matrix is (sp) matrix or not is very simple, we need only to verify that some elements of the coefficient matrices are zero or not. According to the result above, we obtain the conditions for the stability of several classes of discrete dynamical systems.     

On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms

In this paper we design a fast new algorithm for reducing an N × N quasiseparable matrix to upper Hessenberg form via a sequence of N − 2 unitary transformations. The new reduction is especially useful when it is followed by the QR algorithm to obtain a complete set of eigenvalues of the original matrix. In particular, it is shown that in a number of cases some recently devised fast adaptations of the QR method for quasiseparable matrices can benefit from using the proposed reduction as a preprocessing step, yielding lower cost and a simplification of implementation.     

Computing the Hessenberg matrix associated with a self-similar measure

We introduce in this paper a method to calculate the Hessenberg matrix of a sum of measures from the Hessenberg matrices of the component measures. Our method extends the spectral techniques used by G. Mantica to calculate the Jacobi matrix associated with a sum of measures from the Jacobi matrices of each of the measures.We apply this method to approximate the Hessenberg matrix associated with a self-similar measure and compare it with the result obtained by a former method for self-similar measures which uses a fixed point theorem for moment matrices. Results are given for a series of classical examples of self-similar measures.Finally, we also apply the method introduced in this paper to some examples of sums of (not self-similar) measures obtaining the exact value of the sections of the Hessenberg matrix.     

On the Inverses of Brownian and Brownian-Like Matrices

In several papers by F. Valvi, sufficient conditions are given for Brownian and Brownian-like matrices to have Hessenberg inverses. We interpret these conditions from the viewpoint of familiar facts related to matrices of small triangular rank. This allows us to formulate more general assertions on the Hessenberg property of the inverse. Moreover, we explicitly find the structure of the inverse of a Brownian matrix under a certain natural “irreducibility” condition. This structure is similar to the well-known structure of the inverse of an irreducible tridiagonal matrix. Furthermore, we show that the parameters defining the inverse of an n X n Brownian matrix can be calculated in O(n) arithmetic operations.     

Equilibrium problem for the eigenvalues of banded block Toeplitz matrices

We consider banded block Toeplitz matrices T_n with n block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of T_n for n → ∞ weakly converges to one component of the unique vector of measures that minimizes a certain energy functional. In this way we generalize a recent result of Duits and Kuijlaars for the scalar case. Along the way we also obtain an equilibrium problem associated to an arbitrary algebraic curve, not necessarily related to a block Toeplitz matrix. For banded block Toeplitz matrices, there are several new phenomena that do not occur in the scalar case: (i) The total masses of the equilibrium measures do not necessarily form a simple arithmetic series but in general are obtained through a combinatorial rule; (ii) The limiting eigenvalue distribution may contain point masses, and there may be attracting point sources in the equilibrium problem; (iii) More seriously, there are examples where the connection between the limiting eigenvalue distribution of T_n and the solution to the equilibrium problem breaks down. We provide sufficient conditions guaranteeing that no such breakdown occurs; in particular we show this if T_n is a Hessenberg matrix.     

A QR algorithm with variable iteration multiplicity

I reconsider some hypotheses concerning errant behaviors of the m-tuple QP iteration for real Hessenberg matrices, including potential effects of small products of codiagonal elements on bulge and shift vectors, and the fitness of Householder matrices as information carriers. The design of an iteration with dynamic adjustment of m follows. Results of numerical experiments are included for illustration.     

Necessary and sufficient conditions for GMRES complete and partial stagnation

In this paper we give necessary and sufficient conditions for the complete or partial stagnation of the GMRES iterative method for solving real linear systems. Our results rely on a paper by Arioli, Pták and Strakoš (1998), characterizing the matrices having a prescribed convergence curve for the residual norms. We show that we have complete stagnation if and only if the matrix A is orthonormally similar to an upper or lower Hessenberg matrix having a particular first row or column or a particular last row or column. Partial stagnation is characterized by a particular pattern of the matrix Q in the QR factorization of the upper Hessenberg matrix generated by the Arnoldi process.     

Properties of Hadamard product of inverse M‐matrices

This paper concerns with the properties of Hadamard product of inverse M‐matrices. Structures of tridiagonal inverse M‐matrices and Hessenberg inverse M‐matrices are analysed. It is proved that the product A ○ A^T satisfies Willoughby's necessary conditions for being an inverse M‐matrix when A is an irreducible inverse M‐matrix. It is also proved that when A is either a Hessenberg inverse M‐matrix or a tridiagonal inverse M‐matrix then A ○ A^T is an inverse M‐matrix. Based on these results, the conjecture that A ○ A^T is an inverse M‐matrix when A is an inverse M‐matrix is made. Unfortunately, the conjecture is not true. Copyright © 2004 John Wiley Sons, Ltd.     

Cyclic matrices of weighted digraphs

In this paper, we address several properties of the so-called augmented cyclic matrices of weighted digraphs. These matrices arise in different applications of digraph theory to electrical circuit analysis, and can be seen as an enlargement of basic cyclic matrices of the form BWB^T, where B is a cycle matrix and W is a diagonal matrix of weights. By using certain matrix factorizations and some properties of cycle bases, we characterize the determinant of augmented cyclic matrices, via Cauchy-Binet expansions, in terms of the so-called proper cotrees. In the simpler context defined by basic cyclic matrices, we obtain the dual result of Maxwell’s determinantal expansion for weighted Laplacian (nodal) matrices. Additional relations with nodal matrices are also discussed. We apply this framework to the characterization of the differential-algebraic circuit models arising from loop analysis, and also to the analysis of branch-oriented models of circuits including charge-controlled memristors.     

Matrices with prescribed Ritz values

On the way to establishing a commutative analog to the Gelfand-Kirillov theorem in Lie theory, Kostant and Wallach produced a decomposition of M(n) which we will describe in the language of linear algebra. The “Ritz values” of a matrix are the eigenvalues of its leading principal submatrices of order m=1,2,…,n. There is a unique unit upper Hessenberg matrix H with those eigenvalues. For real symmetric matrices with interlacing Ritz values, we extend their analysis to allow eigenvalues at successive levels to be equal. We also decide whether given Ritz values can come from a tridiagonal matrix.     

A dichotomy result about Hessenberg matrices associated with measures in the unit circle

We characterize Hessenberg matrices D associated with measures in the unit circle ν, which are matrix representations of compact and actually Hilbert Schmidt perturbations of the forward shift operator as those with recursion coefficients verifying , ie, associated with measures verifying Szegö condition. As a consequence, we obtain the following dichotomy result for Hessenberg matrices associated with measures in the unit circle: either D = S _R+ K ₂ with K ₂, a Hilbert Schmidt matrix, or there exists an unitary matrix U and a diagonal matrix Λ such that with K ₂, a Hilbert Schmidt matrix. Moreover, we prove that for 1 ≤ p ≤ 2, if , then D = S _R+ K _p with K _p an absolutely p summable matrix inducing an operator in the p Schatten class. Some applications are given to classify measures on the unit circle.     

Computing powers of arbitrary Hessenberg matrices

An efficient algorithm for the computation of powers of an n × n arbitrary lower Hessenberg matrix is presented. Numerical examples are used to show the computational details. A comparison of the algorithm with two other methods of matrix multiplication proposed by Brent and by Winograd is included. Related algorithms were proposed earlier by Datta and Datta for lower Hessenberg matrices with unit super-diagonal elements, and by Barnett for the companion matrix.     

A quasiseparable approach to five-diagonal CMV and Fiedler matrices

Recent work in the characterization of structured matrices in terms of characteristic polynomials of principal submatrices is furthered in this paper. Some classical classes of matrices with quasiseparable structure include tridiagonal (related to real orthogonal polynomials) and banded matrices, unitary Hessenberg matrices (related to Szegö polynomials), and semiseparable matrices, as well as others. Hence working with the class of quasiseparable matrices provides new results which generalize and unify classical results.Previous work has focused on characterizing (H,1)-quasiseparable matrices, matrices with order-one quasiseparable structure that are also upper Hessenberg. In this paper, the authors introduce the concept of a twist transformation, and use such transformations to explain the relationship between (H,1)-quasiseparable matrices and the subclass of (1,1)-quasiseparable matrices (without the upper Hessenberg restriction) which are related to the same systems of polynomials. These results generalize the discoveries of Cantero, Fiedler, Kimura, Moral and Velázquez of five-diagonal matrices related to Horner and Szegö polynomials in the context of quasiseparable matrices.     

The Limiting Spectral Measure for Ensembles of Symmetric Block Circulant Matrices

Given an ensemble of N×N random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N→∞. While this has been proved for many thin patterned ensembles sitting inside all real symmetric matrices, frequently there is no nice closed form expression for the limiting measure. Further, current theorems provide few pictures of transitions between ensembles. We consider the ensemble of symmetric m-block circulant matrices with entries i.i.d.r.v. These matrices have toroidal diagonals periodic of period m. We view m as a “dial” we can “turn” from the thin ensemble of symmetric circulant matrices, whose limiting eigenvalue density is a Gaussian, to all real symmetric matrices, whose limiting eigenvalue density is a semi-circle. The limiting eigenvalue densities f _m show a visually stunning convergence to the semi-circle as m→∞, which we prove. In contrast to most studies of patterned matrix ensembles, our paper gives explicit closed form expressions for the densities. We prove that f _m is the product of a Gaussian and a certain even polynomial of degree 2m?2; the formula is the same as that for the m×m Gaussian Unitary Ensemble (GUE). The proof is by derivation of the moments from the eigenvalue trace formula. The new feature, which allows us to obtain closed form expressions, is converting the central combinatorial problem in the moment calculation into an equivalent counting problem in algebraic topology. We end with a generalization of the m-block circulant pattern, dropping the assumption that the m random variables be distinct. We prove that the limiting spectral distribution exists and is determined by the pattern of the independent elements within an m-period, depending not only on the frequency at which each element appears, but also on the way the elements are arranged.     

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.     

REPRINT OF: A quasiseparable approach to five-diagonal CMV and Fiedler matrices

Recent work in the characterization of structured matrices in terms of characteristic polynomials of principal submatrices is furthered in this paper. Some classical classes of matrices with quasiseparable structure include tridiagonal (related to real orthogonal polynomials) and banded matrices, unitary Hessenberg matrices (related to Szegö polynomials), and semiseparable matrices, as well as others. Hence working with the class of quasiseparable matrices provides new results which generalize and unify classical results.Previous work has focused on characterizing (H,1)-quasiseparable matrices, matrices with order-one quasiseparable structure that are also upper Hessenberg. In this paper, the authors introduce the concept of a twist transformation, and use such transformations to explain the relationship between (H,1)-quasiseparable matrices and the subclass of (1,1)-quasiseparable matrices (without the upper Hessenberg restriction) which are related to the same systems of polynomials. These results generalize the discoveries of Cantero, Fiedler, Kimura, Moral and Velázquez of five-diagonal matrices related to Horner and Szegö polynomials in the context of quasiseparable matrices.