Complementarity forms of theorems of Lyapunov and Stein, and related results

The well-known Lyapunov's theorem in matrix theory / continuous dynamical systems asserts that a (complex) square matrix A is positive stable (i.e., all eigenvalues lie in the open right-half plane) if and only if there exists a positive definite matrix X such that AX+XA^* is positive definite. In this paper, we prove a complementarity form of this theorem: A is positive stable if and only if for any Hermitian matrix Q, there exists a positive semidefinite matrix X such that AX+XA^*+Q is positive semidefinite and X[AX+XA^*+Q]=0. By considering cone complementarity problems corresponding to linear transformations of the form I−S, we show that a (complex) matrix A has all eigenvalues in the open unit disk of the complex plane if and only if for every Hermitian matrix Q, there exists a positive semidefinite matrix X such that X−AXA^*+Q is positive semidefinite and X[X−AXA^*+Q]=0. By specializing Q (to −I), we deduce the well known Stein's theorem in discrete linear dynamical systems: A has all eigenvalues in the open unit disk if and only if there exists a positive definite matrix X such that X−AXA^* is positive definite.     

Symmetric Exchange of Variables and Stepwise Regression Methods

A step in Gauss-Jordan elimination may be seen as exchanging a dependent variable for an independent one. If at the same time one of them changes sign a symmetric system matrix remains symmetric with the pivot reversing sign [2]. This variant can efficiently be exploited inverting symmetric positive definite matrices but also for obtaining a most complete set of relevant statistical quantities in stepwise regression via normal equations proposed by Efroymson 1960 and improved by Breaux 1968. We compare this method with numerically more stable ones applying orthogonal transformations, in particular that of Eldéen 1972 using Householder transformations and that of Gragg-LeVeque-Trangenstein 1979 using modified Gram-Schmidt. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Interpolation by positive definite functions on locally compact groups with application to SO (3)

In this research a method for interpolation on arbitrary locally compact groups is developed. The method is based on positive definite functions definable on spaces with group multiplication. To be able to use these functions two steps are necessary. First, positive semidefinite functions are determined using Bochners theorem on commutative groups respectively representation theory in the non commutative case. Then transformations are given to get positive definite out of positive semidefinite functions. For the compact group 50(3) the result is explicitly calculated and implemented in the case of three and five dimensional representations, and is applied to the approximation of energy functions of molecule interactions in 3-space.     

Minimax estimation of means of multivariate normal mixtures

Assume X = (X₁, …, X_p)′ is a normal mixture distribution with density w.r.t. Lebesgue measure, , where Σ is a known positive definite matrix and F is any known c.d.f. on (0, ∞). Estimation of the mean vector under an arbitrary known quadratic loss function _Q(θ, a) = (a − θ)′ Q(a − θ), Q a positive definite matrix, is considered. An unbiased estimator of risk is obatined for an arbitrary estimator, and a sufficient condition for estimators to be minimax is then achieved. The result is applied to modifying all the Stein estimators for the means of independent normal random variables to be minimax estimators for the problem considered here. In particular the results apply to the Stein class of limited translation estimators.     

复正定矩阵的张量积

本文给出了多个复正定矩阵的张量积仍为复正定矩阵的充要条件,推广了文[2]的主要结果.     

Transformations on density operators and on positive definite operators preserving the quantum Rényi divergence

In a certain sense we generalize the recently introduced and extensively studied notion called quantum Rényi divergence (also called ”sandwiched Rényi relative entropy”) and describe the structures of corresponding symmetries. More precisely, we characterize all transformations on the set of density operators which leave our new general quantity invariant and also determine the structure of all bijective transformations on the cone of positive definite operators which preserve the quantum Rényi divergence.     

Bounds on Oscillatory Integral Operators Based on Multilinear Estimates

We apply the Bennett–Carbery–Tao multilinear restriction estimate in order to bound restriction operators and more general oscillatory integral operators. We get improved L ^p estimates in the Stein restriction problem for dimension at least 5 and a small improvement in dimension 3. We prove similar estimates for H?rmander-type oscillatory integral operators when the quadratic term in the phase function is positive definite, getting improvements in dimension at least 5. We also prove estimates for H?rmander-type oscillatory integral operators in even dimensions. These last oscillatory estimates are related to improved bounds on the dimensions of curved Kakeya sets in even dimensions.     

Some properties of complex matrix-variate generalized Dirichlet integrals

Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive definite or hermitian positive definite, are available [4]. Real scalar variables case of the Dirichlet models are generalized in various directions. One such generalization of the type-2 or inverted Dirichlet is looked into in this article. Matrix-variate analogue, when the matrices are hermitian positive definite, are worked out along with some properties which are mathematically and statistically interesting.     

Linear Complementarity Problems over Symmetric Cones: Characterization of Q b -transformations and Existence Results

This paper is devoted to the study of the symmetric cone linear complementarity problem (SCLCP). Specifically, our aim is to characterize the class of linear transformations for which the SCLCP has always a nonempty and bounded solution set in terms of larger classes. For this, we introduce a couple of new classes of linear transformations in this SCLCP context. Then, we study them for concrete particular instances (such as second-order and semidefinite linear complementarity problems) and for specific examples (Lyapunov, Stein functions, among others). This naturally permits to establish coercive and noncoercive existence results for SCLCPs.     

Hermite正定对称矩阵迹的一些结果(英文)

本文研究了一类Hermite正定矩阵迹的不等式问题.利用文献[2-6]中的结果以及放缩法,获得了Hermite正定矩阵迹的极值定理、杨氏不等式和贝努利不等式,并且将许多初等不等式推广到Hermite正定矩阵迹的情形.     

UNIFORM ESTIMATES OF SOLUTIONS OF (δ)-EQUATION ON STEIN MANIFOLDS

By means of the Hermitian metric and Chern connection, Qiu [4] obtained the Koppelman-Leray-Norguet formula for (p, q) differential forms on an open set with C1 piecewise smooth boundary on a Stein manifold, and under suitable conditions gave the solutions of (δ)-equation on a Stein manifold. In this article, using the method of Range and Siu [5], under suitable conditions, the authors complicatedly calculate to give the uniform estimates of solutions of (δ)-equation for (p, q) differential forms on a Stein manifold.     

关于矩阵方程X+A*X-1A=P的解及其扰动分析

考虑非线性矩阵方程X＋A^＊（X^-1）A=P其中A是n阶非奇异复矩阵,P是n阶Hermite正定矩阵．本文给出了Hermite正定解和最大解的存在性以及获得最大解的一阶扰动界,改进了文[5,6]中的部分结论．     

The asymptotic expansion as well as the exact moments of the stein estimator when the population means are nearly equal

Summary The purpose of this note is to derive the asymptotic distributions, means and variances of the Stein estimator, as well as that of the quadratic loss function for the vector case when the population means are nearly equal. These results are given in Section 3 and are obtained by using a method similar to the perturbation method, used by Nagao [4]. In Section 4 exact moments of the Stein estimator are also derived. Financially supported by the CSIR and the University of the OFS Research Fund.     

关于“四元数自共轭矩阵与行列式的几个定理”的注记

本刊1985年第4期发表郝稚传的“四元数自共轭矩与行列式的几个定理”(称为〔1〕)的文章的主要工作分为两部分。〔1〕在英文摘要中写到:“(i)This essay has improvedthe conclusion of theorem 8 and theorem 9 in 〔2〕”即〔1〕之第一部分工作在于改进了〔2〕的定理8、9的结果,其根据就是〔1〕的定理1、2.〔1〕称定理1—若     

Stein domains and branched shadows of 4-manifolds

We provide sufficient conditions assuring that a suitably decorated 2-polyhedron can be thickened to a compact four-dimensional Stein domain. We also study a class of flat polyhedra in 4-manifolds and find conditions assuring that they admit Stein, compact neighborhoods. We base our calculations on Turaev’s shadows suitably “smoothed”; the conditions we find are purely algebraic and combinatorial. Applying our results, we provide examples of hyperbolic 3-manifolds admitting “many” positive and negative Stein fillable contact structures, and prove a four-dimensional analog of Oertel’s result on incompressibility of surfaces carried by branched polyhedra.      

DIAGONALLY COMPENSATED REDUCTION AND MULTISPLITTING OF A SYMMETRIC POSITIVE DEFINITE MATRIX

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Finding Symmetry Groups of Some Quadratic Programming Problems

Solution and analysis of mathematical programming problems may be simplified when these problems are symmetric under appropriate linear transformations. In particular, a knowledge of the symmetries may help decrease the problem dimension, reduce the size of the search space by means of linear cuts. While the previous studies of symmetries in the mathematical programming usually dealt with permutations of coordinates of the solutions space, the present paper considers a larger group of invertible linear transformations. We study a special case of the quadratic programming problem, where the objective function and constraints are given by quadratic forms. We formulate conditions, which allow us to transform the original problem to a new system of coordinates, such that the symmetries may be sought only among orthogonal transformations. In particular, these conditions are satisfied if the sum of all matrices of quadratic forms, involved in the constraints, is a positive definite matrix. We describe the structure and some useful properties of the group of symmetries of the problem. Besides that, the methods of detection of such symmetries are outlined for different special cases as well as for the general case.     

Interpolation and Φ-moment inequalities of noncommutative martingales

This paper is devoted to the study of Φ-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative Φ-moment analogues of martingale transformations, Stein’s inequalities, Khintchine’s inequalities for Rademacher’s random variables, and Burkholder–Gundy’s inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.     

对称正定Toeplitz型方程组的混合预处理

本文提出一个新的预条件子,用共轭梯度法求解对称正定的Teoplitz型线性方程组.该预处理子构造简单,易于实施快速傅里叶变换.理论和数值实验显示,我们的预处理子与T.Chan预处理子收敛性相近.