The efficient evaluation of the hypergeometric function of a matrix argument

We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have complexity that is only linear in the size of the matrix.

     

On the incomplete hypergeometric matrix functions

By means of the familiar incomplete gamma matrix functions \(\gamma (A,x)\) and \(\Gamma (A,x)\), we introduce the incomplete Pochhammer matrix symbols that lead us to a generalization and decomposition of the incomplete hypergeometric matrix functions (IHMFs). Some properties such as a matrix differential equation, integral expressions and recurrence relations of IHMFs are given. Besides, connections between these matrix functions and other special matrix functions are investigated.     

Summation theorems for multidimensional basic hypergeometric series by determinant evaluations

We derive summation formulas for a specific kind of multidimensional basic hypergeometric series associated to root systems of classical type. We proceed by combining the classical (one-dimensional) summation formulas with certain determinant evaluations. Our theorems include A_r extensions of Ramanujan's bilateral ₁ψ₁ sum, C_r extensions of Bailey's very-well-poised ₆ψ₆ summation, and a C_r extension of Jackson's very-well-poised ₈φ₇ summation formula. We also derive multidimensional extensions, associated to the classical root systems of type A_r, B_r, C_r, and D_r, respectively, of Chu's bilateral transformation formula for basic hypergeometric series of Gasper–Karlsson–Minton type. Limiting cases of our various series identities include multidimensional generalizations of many of the most important summation theorems of the classical theory of basic hypergeometric series.     

Characterization of the determinant of a Laguerre matrix

A Toeplitz-like matrix has naturally occurred in the construction of iteration functions for finding zeroes of an analytic function. In this note, we study the properties of a Toeplitz-like matrix, and its relationship to the well known Toeplitz matrix involving normalized derivatives of an analytic function.     

On the hypergeometric matrix functions of two variables

We introduce the generalized hypergeometric function with matrix parameters. We also define two variable Appell matrix functions and find their regions of convergence as well as integral representations.     

Multiple elliptic hypergeometric series. An approach from the Cauchy determinant

A multiple generalization of elliptic hypergeometric series is studied through the Cauchy determinant for the Weierstrass sigma function. In particular, a duality transformation for multiple hypergeometric series is proposed. As an application, two types of Bailey transformations for very well-poised multiple elliptic hypergeometric series are derived.     

A connection between a generalized Pascal matrix and the hypergeometric function

The n × n generalized Pascal matrix P(t) whose elements are related to the hypergeometric function ₂F₁(a, b; c; x) is presented and the Cholesky decomposition of P(t) is obtained. As a result, it is shown that

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is the solution of the Gauss's hypergeometric differential equation,

x(1 − x)y″ + [1 + (a + b − 1)x]y′ − ABY = 0

. where a and b are any nonnegative integers. Moreover, a recurrence relation for generating the elements of P(t) is given.     

Laplace approximations to hypergeometric functions of two matrix arguments

We present a unified approach to Laplace approximation of hypergeometric functions with two matrix arguments. The general form of the approximation is designed to exploit the Laplace approximations to hypergeometric functions of a single matrix argument presented in Butler and Wood (Ann. Statist. 30 (2002) 1155, Laplace approximations to Bessel functions of matrix argument, J. Comput. Appl. Math. 155 (2003) 359) which have proved to be very accurate in a variety of settings. All but one of the approximations presented here appear to be new. Numerical accuracy is investigated in a number of statistical applications.     

The period and base of a reducible sign pattern matrix

A square sign pattern matrix A (whose entries are ) is said to be powerful if all the powers A,A²,A³,…, are unambiguously defined. For a powerful pattern A, if A^l=A^l+p with l and p minimal, then l is called the base of A and p is called the period of Li et al. [On the period and base of a sign pattern matrix, Linear Algebra Appl. 212/213 (1994) 101-120] characterized irreducible powerful sign pattern matrices. In this paper, we characterize reducible, powerful sign pattern matrices and give some new results on the period and base of a powerful sign pattern matrix.     

The sum of a multiple hypergeometric series

A transformation formula is given for the generalized hypergeometric function in series of similar functions. It is also shown how easily this formula can be applied to deduce various classes of summation theorems for multiple hypergeometric series. The main results (12), (15) and (18) below are believed to be new.     

A recursive computation of the determinant of a pentadiagonal matrix

A new algorithm for treating numerically a pentadiagonal matrix is given. As an application the evaluation of the eigenvalues is performed. Also the stability of the solution of some difference equations is examined.     

Expressions for some hypergeometric functions of matrix argument with applications

Reasonably simple expressions are given for some hypergeometric functions when the size of the argument matrix or matrices is two. Applications of these expressions in connection with the distributions of the latent roots of a 2 × 2 Wishart matrix are also given.     

Summations and transformations for multiple basic and elliptic hypergeometric series by determinant evaluations

Using multiple q-integrals and a determinant evaluation, we establish a multivariable extension of Bailey's nonterminating 1009 transformation. From this result, we deduce new multivariable terminating ₁₀φ₉ transformations, ₈φ₇ summations and other identities. We also use similar methods to derive new multivariable l ₁ψ₁ summations. Some of our results are extended to the case of elliptic hypergeometric series.     

On the Wright hypergeometric matrix functions and their fractional calculus

In this paper we focus on the Wright hypergeometric matrix functions and incomplete Wright Gauss hypergeometric matrix functions by using Pochhammer matrix symbol. We first introduce the Wright hypergeometric functions of a matrix argument and examine the convergence of these matrix functions in the unit circle, then we discuss the integral representations and differential formulas of the Wright hypergeometric matrix functions. We have also carried out a similar study process for incomplete Wright Gauss hypergeometric matrix functions. Finally, we obtain some results on the transform and fractional calculus of these Wright hypergeometric matrix functions.