On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix

In this paper, the authors consider the evaluation of the distribution functions of the ratios of the intermediate roots to the trace of the real Wishart matrix as well as the ratios of the individual roots to the trace of the complex Wishart matrix. In addition, the authors consider the evaluation of the distribution functions of the ratios of the extreme roots of the Wishart matrix in the real and complex cases. Some applications and tables of the above distributions are also given.     

Monotone thematic factorizations of matrix functions

We continue the study of the so-called thematic factorizations of admissible very badly approximable matrix functions. These factorizations were introduced by V.V. Peller and N.J. Young for studying superoptimal approximation by bounded analytic matrix functions. Even though thematic indices associated with a thematic factorization of an admissible very badly approximable matrix function are not uniquely determined by the function itself, R.B. Alexeev and V.V. Peller showed that the thematic indices of any monotone non-increasing thematic factorization of an admissible very badly approximable matrix function are uniquely determined. In this paper, we prove the existence of monotone non-decreasing thematic factorizations for admissible very badly approximable matrix functions. It is also shown that the thematic indices appearing in a monotone non-decreasing thematic factorization are not uniquely determined by the matrix function itself. Furthermore, we show that the monotone non-increasing thematic factorization gives rise to a great number of other thematic factorizations.     

The inverted complex Wishart distribution and its application to spectral estimation

The inverted complex Wishart distribution and its use for the construction of spectral estimates are studied. The density, some marginals of the distribution, and the first- and second-order moments are given. For a vector-valued time series, estimation of the spectral density at a collection of frequencies and estimation of the increments of the spectral distribution function in each of a set of frequency bands are considered. A formal procedure applies Bayes theorem, where the complex Wishart is used to represent the distribution of an average of adjacent periodogram values. A conjugate prior distribution for each parameter is an inverted complex Wishart distribution. Use of the procedure for estimation of a 2 × 2 spectral density matrix is discussed.     

The Matsumoto-Yor property and the structure of the Wishart distribution

This paper establishes a link between a generalized matrix Matsumoto-Yor (MY) property and the Wishart distribution. This link highlights certain conditional independence properties within blocks of the Wishart and leads to a new characterization of the Wishart distribution similar to the one recently obtained by Geiger and Heckerman but involving independences for only three pairs of block partitionings of the random matrix.In the process, we obtain two other main results. The first one is an extension of the MY independence property to random matrices of different dimensions. The second result is its converse. It extends previous characterizations of the matrix generalized inverse Gaussian and Wishart seen as a couple of distributions.We present two proofs for the generalized MY property. The first proof relies on a new version of Herz's identity for Bessel functions of matrix arguments. The second proof uses a representation of the MY property through the structure of the Wishart.     

General Moments of the Inverse Real Wishart Distribution and Orthogonal Weingarten Functions

We study a random positive definite symmetric matrix distributed according to a real Wishart distribution. We compute general moments of the random matrix and of its inverse explicitly. To do so, we employ the orthogonal Weingarten function, which was recently introduced in the study of Haar-distributed orthogonal matrices. As applications, we give formulas for moments of traces of a Wishart matrix and its inverse.     

Matrix factorizations for nonaffine LG–models

We propose a natural definition of a category of matrix factorizations for nonaffine Landau–Ginzburg models. For any LG-model we construct a fully faithful functor from the category of matrix factorizations defined in this way to the triangulated category of singularities of the corresponding fiber. We also show that this functor is an equivalence if the total space of the LG-model is smooth.     

On Wishart distribution: Some extensions

This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases under elliptical models. In particular, the matrix multivariate elliptical distribution, the noncentral generalised Wishart distribution, the joint density of the eigenvalues and the distribution of the maximum eigenvalue are obtained for real normed division algebras.     

Generalized Leibniz functional matrices and factorizations of some well-known matrices

In this paper, we introduce the generalized Leibniz functional matrices and study some algebraic properties of such matrices. To demonstrate applications of these properties, we derive several novel factorization forms of some well-known matrices, such as the complete symmetric polynomial matrix and the elementary symmetric polynomial matrix. In addition, by applying factorizations of the generalized Leibniz functional matrices, we redevelop the known results of factorizations of Stirling matrices of the first and second kind and the generalized Pascal matrix.     

Convergence of parallel multisplitting methods using ILU factorizations

In this paper, we study the convergence of both relaxed multisplitting method and nonstationary two-stage multisplitting method associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is anH-matrix. Also, parallel performance results of nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.     

多变量多项式矩阵素分解的结果和问题

多变量矩阵素分解问题是多维系统和信号处理学科中的基本问题,从提出以来,已经经过众多学者的研究.近年来随着符号代数计算的快速发展,情况有了根本的改变.概述近几年来该领域的研究进展情况和一些相关未解决的问题,从中可以看出该领域的研究密切依赖于机械化数学的研究进展.作为多变多项式矩阵分解理论的应用,给出两个变量多项式矩阵分解存在性定理的新证明.从中可以看出,2个变量多项式矩阵和3个以上变量矩阵的本质区别.     

Matrices related to the Bell polynomials

In this paper, we study the matrices related to the partial exponential Bell polynomials and those related to the Bell polynomials with respect to Ω. As a result, the factorizations of these matrices are obtained, which give unified approaches to the factorizations of many lower triangular matrices. Moreover, some combinatorial identities are also derived from the corresponding matrix representations.     

Graph presentations for moments of noncentral Wishart distributions and their applications

We provide formulas for the moments of the real and complex noncentral Wishart distributions of general degrees. The obtained formulas for the real and complex cases are described in terms of the undirected and directed graphs, respectively. By considering degenerate cases, we give explicit formulas for the moments of bivariate chi-square distributions and 2 × 2 Wishart distributions by enumerating the graphs. Noting that the Laguerre polynomials can be considered to be moments of a noncentral chi-square distributions formally, we demonstrate a combinatorial interpretation of the coefficients of the Laguerre polynomials.     

Bessel Convolutions on Matrix Cones: Algebraic Properties and Random Walks

Bessel-type convolution algebras of measures on the matrix cones of positive semidefinite q×q-matrices over ?,?,? were introduced recently by Rösler. These convolutions depend on a continuous parameter, generate commutative hypergroups, and have Bessel functions of matrix argument as characters. In this paper, we study the algebraic structure of these hypergroups. In particular, the subhypergroups, quotients, and automorphisms are classified. The algebraic properties are partially related to the properties of random walks on these matrix Bessel hypergroups. In particular, known properties of Wishart distributions, which form Gaussian convolution semigroups on these hypergroups, are put into a new light. Moreover, limit theorems for random walks are presented. In particular, we obtain strong laws of large numbers and a central limit theorem with Wishart distributions as limits.     

Numerical stability of fast cosine transforms

In this paper we consider the numerical stability of fast algorithms for discrete cosine transform (DCT) of type III and II, respectively. We show that various fast DCTs can possess a very different behaviour of numerical stability. By matrix factorizations we find that a complex fast DCT which is based mainly on a fast Fouier transform has a better numerical stability than a real fast DCT despite its larger arithmetical complexity. Numerical tests illustrate our theoretical results.     

Asymptotic normality for traces of polynomials in independent complex Wishart matrices

We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the cumulants. From the latter, we read out the multivariate normal approximation to the traces of finite families of polynomials in independent complex Wishart matrices. Research partially supported by NSF grant #DMS-0504198.     

退化矩阵Liouville,Beta,Dirichlet分布

该文引进和讨论了退化矩阵Liouville分布，由此导出退化矩阵Beta分布、退化矩阵Dirichlet分布．推广了文献［1］关于退化Wishart分布和秩为1的退化矩阵Beta分布的结果。     

Convergence of nonstationary multisplitting methods using ILU factorizations

In this paper, we first study convergence of nonstationary multisplitting methods associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is a large sparse H-matrix. We next study a parallel implementation of the relaxed nonstationary two-stage multisplitting method (called Algorithm 2 in this paper) using ILU factorizations as inner splittings and an application of Algorithm 2 to parallel preconditioner of Krylov subspace methods. Lastly, we provide parallel performance results of both Algorithm 2 using ILU factorizations as inner splittings and the BiCGSTAB with a parallel preconditioner which is derived from Algorithm 2 on the IBM p690 supercomputer.     

Multiple LU factorizations of a singular matrix

A singular matrix A may have more than one LU factorizations. In this work the set of all LU factorizations of A is explicitly described when the lower triangular matrix L is nonsingular. To this purpose, a canonical form of A under left multiplication by unit lower triangular matrices is introduced. This canonical form allows us to characterize the matrices that have an LU factorization and to parametrize all possible LU factorizations. Formulae in terms of quotient of minors of A are presented for the entries of this canonical form.     

The Drazin Inverse of a Morphism with a Sequence of (epic, monic) Factorizations

§ 1.Ｉｎｔｒｏｄｕｃｔｉｏｎ　Ｉｎ [1 ],ｔｈｅａｕｔｈｏｒｄｅｆｉｎｅｄａｃｃｕｒａｔｅｌｙｔｈｅＤｒａｚｉｎｉｎｖｅｒｓｅｏｆａｍｏｒｐｈｉｓｍ .Ｐｒｅｖｉｏｕｓｌｙ ,ｓｏｍｅｎｅｃｅｓｓａｒｙａｎｄｓｕｆｆｉｃｉｅｎｔｃｏｎｄｉｔｉｏｎｓｗｅｒｅｏｂｔａｉｎｅｄｆｏｒａｍｏｒｐｈｉｓｍｗｉｔｈ (ｅｐｉｃ ,ｍｏｎｉｃ)ｆａｃｔｏｒｉｚａｔｉｏｎｔｏｈａｖｅｔｈｅｇｒｏｕｐｉｎｖｅｒｓｅ (ｓｅｅ [2 ],Ｔｈｅｏｒｅｍ 1 )ａｎｄｔｈｅＤｒａｚｉｎｉｎｖｅｒｓｅｏｆａｍａｔｒｉｘｏｖｅｒｔｈｅｃｏｍｐ…