Weighted pseudoinverses and weighted normal pseudosolutions with singular weights

Weighted pseudoinverses with singular weights can be defined by a system of matrix equations. For one of such definitions, necessary and sufficient conditions are given for the corresponding system to have a unique solution. Representations of the pseudoinverses in terms of the characteristic polynomials of symmetrizable and symmetric matrices, as well as their expansions in matrix power series or power products, are obtained. A relationship is found between the weighted pseudoinverses and the weighted normal pseudosolutions, and iterative methods for calculating both pseudoinverses and pseudosolutions are constructed. The properties of the weighted pseudoinverses with singular weights are shown to extend the corresponding properties of weighted pseudoinverses with positive definite weights.     

Asymptotic distribution of the weighted least squares estimator

This paper derives the asymptotic distribution of the weighted least squares estimator (WLSE) in a heteroscedastic linear regression model. A consistent estimator of the asymptotic covariance matrix of the WLSE is also obtained. The results are obtained under weak conditions on the design matrix and some moment conditions on the error distributions. It is shown that most of the error distributions encountered in practice satisfy these moment conditions. Some examples of the asymptotic covariance matrices are also given.     

最小二乘法相关的一类特殊矩阵的代数运算

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Central limit theorem of linear regression model under right censorship

In this paper,the estimation of joint dlstribution F(y,z)of(Y,Z)and the estimation in thelinear regression model Y=b'Z+εfor complete data are extended to that of the right censored data.Theregression parameter estimates of b and the variance of ε are weighted least square estimates with randomweights. The central limit theorems of the estimators are obtained under very weak conditions and the derivedasymptotic variance has a very simple form.     

K-functional, weighted moduli of smoothness, and best weighted polynomial approximation on a simplex

An inverse theorem for the best weighted polynomial approximation of a function in (S) is established. We also investigate Besov spaces generated by Freud weight and their connection with algebraic polynomial approximation in , wherew _α is a Jacobi-type weight onS, 0<p ≤ ∞,S is a simplex andW _λ is a Freud weight. For Ditzian-TotikK-functionals onL _p(S), 1 ≤p ≤ ∞, we obtain a new equivalence expression.     

A note on some improvements of the simultaneous methods for determination of polynomial zeros

Applying Gauss-Seidel approach to the improvements of two simultaneous methods for finding polynomial zeros, presented in [9], two iterative methods with faster convergence are obtained. The lower bounds of the R-order of convergence for the accelerated methods are given. The improved methods and their accelerated modifications are discussed in view of the convergence order and the number of numerical operations. The considered methods are illustrated numerically in the example of an algebraic equation.     

Regularization and preconditioning of KKT systems arising in nonnegative least‐squares problems

A regularized Newton‐like method for solving nonnegative least‐squares problems is proposed and analysed in this paper. A preconditioner for KKT systems arising in the method is introduced and spectral properties of the preconditioned matrix are analysed. A bound on the condition number of the preconditioned matrix is provided. The bound does not depend on the interior‐point scaling matrix. Preliminary computational results confirm the effectiveness of the preconditioner and fast convergence of the iterative method established by the analysis performed in this paper. Copyright © 2008 John Wiley & Sons, Ltd.     

Iterative weighted partial spline least squares estimation in semiparametric modeling of longitudinal data

In this paper we consider the estimating problem of a semiparametric regression modelling whenthe data are longitudinal.An iterative weighted partial spline least squares estimator(IWPSLSE)for the para-metric component is proposed which is more efficient than the weighted partial spline least squares estimator(WPSLSE)with weights constructed by using the within-group partial spline least squares residuals in the sense     

The center conditions and bifurcation of limit cycles at the infinity for a cubic polynomial system

In this paper, the problem of center conditions and bifurcation of limit cycles at the infinity for a class of cubic systems are investigated. The method is based on a homeomorphic transformation of the infinity into the origin, the first 21 singular point quantities are obtained by computer algebra system Mathematica, the conditions of the origin to be a center and a 21st order fine focus are derived, respectively. Correspondingly, we construct a cubic system which can bifurcate seven limit cycles from the infinity by a small perturbation of parameters. At the end, we study the isochronous center conditions at the infinity for the cubic system.     

Central limit theorem and almost sure central limit theorem for the product of some partial sums

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.     

On the characteristic polynomial of a special class of graphs and spectra of balanced trees

Let H be a simple graph with n vertices and G be a sequence of n rooted graphs G₁,G₂,…,G_n. Godsil and McKay [C.D. Godsil, B.D. McKay, A new graph product and its spectrum, Bull. Austral. Math. Soc. 18 (1978) 21-28] defined the rooted product H(G), of H by G by identifying the root vertex of G_i with the ith vertex of H, and determined the characteristic polynomial of H(G). In this paper we prove a general result on the determinants of some special matrices and, as a corollary, determine the characteristic polynomials of adjacency and Laplacian matrices of H(G).Rojo and Soto [O. Rojo, R. Soto, The spectra of the adjacency matrix and Laplacian matrix for some balanced trees, Linear Algebra Appl. 403 (2005) 97-117] computed the characteristic polynomials and the spectrum of adjacency and Laplacian matrices of a class of balanced trees. As an application of our results, we obtain their conclusions by a simple method.     

Orthogonal polyanalytic polynomials and normal matrices

The Hermitian Lanczos method for Hermitian matrices has a well-known connection with a 3-term recurrence for polynomials orthogonal on a discrete subset of . This connection disappears for normal matrices with the Arnoldi method. In this paper we consider an iterative method that is more faithful to the normality than the Arnoldi iteration. The approach is based on enlarging the set of polynomials to the set of polyanalytic polynomials. Denoting by the number of elements computed so far, the arising scheme yields a recurrence of length bounded by for polyanalytic polynomials orthogonal on a discrete subset of . Like this slowly growing length of the recurrence, the method preserves, at least partially, the properties of the Hermitian Lanczos method. We employ the algorithm in least squares approximation and bivariate Lagrange interpolation.

     

The time path of the marginal cost of oil: The turning point and the subsequent upward drift

The gradual exhaustion of existing deposits of a depletable non-renewable resource such as oil tends to shift the supply price curve of the resource upwards, increasing its marginal cost. Advances in technologies for exploration and production act as a brake on such upward shifts. Thus, there is a tug-of-war between the gradual exhaustion of existing deposits and technological progress. Using a recently developed constrained least-squares regression technique, we demonstrate that technological progress was the dominant force of the two during the first part of this century, causing a secular drop in marginal costs, but that this situation eventually was reversed, and that the gradual exhaustion of deposits gained the upper hand, causing marginal costs to increase. The turning point occurred around 1971–72. We also discuss the forecasting of the possible current upward drift of marginal costs.     

Reduction of matrices by means of equivalent transformations and similarity transformations

The structure of polynomial matrices in connection with their reducibility by semiscalar-equivalent transformations and similarity transformations to simpler forms is considered. In particular, the canonical form of polynomial matrices without multiple characteristic roots with respect to the above transformations is indicated. This allows one to establish a canonical form with respect to similarity for a certain type of finite collections of numerical matrices. Translated fromMatematicheskie Zametki, Vol. 64, No. 5, pp. 769–782, November, 1998.     

Estimates for the real and imaginary parts of the eigenvalues of matrices and applications

This paper is a continuation of our recent work on the localization of the eigenvalues of matrices. We give new bounds for the real and imaginary parts of the eigenvalues of matrices. Applications to the localization of the zeros of polynomials are also given.     

Conjugate-gradient method for computing the Moore-Penrose inverse and rank of a matrix

A conjugate-gradient method is developed for computing the Moore-Penrose generalized inverseA of a matrix and the associated projectors, by using the least-square characteristics of both the method and the inverseA . Two dual algorithms are introduced for computing the least-square and the minimum-norm generalized inverses, as well asA . It is shown that (i) these algorithms converge for any starting approximation; (ii) if they are started from the zero matrix, they converge toA ; and (iii) the trace of a sequence of approximations multiplied byA is a monotone increasing function converging to the rank ofA. A practical way of compensating the self-correcting feature in the computation ofA is devised by using the duality of the algorithms. Comparison with Ben-Israel's method is made through numerical examples. The conjugate-gradient method has an advantage over Ben-Israel's method.After having completed the present paper, the author received from Professor M. R. Hestenes his paper entitledPseudo Inverses and Conjugate Gradients. This paper treated the same subject and appeared in Communications of the ACM, Vol. 18, pp. 40–43, 1975.     

Bifurcation set and number of limit cycles in Z2-equivariant planar vector fields of degree 5

An Z₂-equivariant polynomial Hamiltonian system of degree 5 with two perturbation terms is considered in this paper. The phase plane (a, b) is divided into 15 different regions which give the bifurcation set of the system. Using the bifurcation theory of planar dynamical system and the method of detection function, we obtain the bifurcation set and the configurations of compound eyes of the system with 21 or 23 limit cycles.     

On the m order difference sequence space of generalized weighted mean and compact operators

In this article, using generalized weighted mean and difference matrix of order m, we introduce the paranormed sequence space ?(u, v, p; Δ^(m)), which consist of the sequences whose generalized weighted Δ^(m)-difference means are in the linear space ?(p) defined by I.J. Maddox. Also, we determine the basis of this space and compute its α-, β- and γ-duals. Further, we give the characterization of the classes of matrix mappings from ?(u, v, p, Δ^(m)) to ?_∞, c and c₀. Finally, we apply the Hausdorff measure of noncompacness to characterize some classes of compact operators given by matrices on the space ?_p(u, v, Δ^(m))(1 ≤ p < ∞).     

On approximations of the de Rham complex and their cohomology

For a commutative algebra R, its de Rham cohomology is an important invariant of R. In the paper, an infinite chain of de Rham-like complexes is introduced where the first member of the chain is the de Rham complex. The complexes are called approximations of the de Rham complex. Their cohomologies are found for polynomial rings and algebras of power series over a field of characteristic zero.     

A Padé family of iterations for the matrix sign function and related problems

In this paper we consider the Pad'e family of iterations for computing the matrix sign function and the Padé family of iterations for computing the matrix p‐sector function. We prove that all the iterations of the Padé family for the matrix sign function have a common convergence region. It completes a similar result of Kenney and Laub for half of the Padé family. We show that the iterations of the Padé family for the matrix p‐sector function are well defined in an analogous common region, depending on p. For this purpose we proved that the Padé approximants to the function (1?z)^?σ, 0<σ<1, are a quotient of hypergeometric functions whose poles we have localized. Furthermore we proved that the coefficients of the power expansion of a certain analytic function form a positive sequence and in a special case this sequence has the log‐concavity property. Copyright © 2011 John Wiley & Sons, Ltd.