On the strong matrix Hamburger moment problem

We obtain necessary and sufficient conditions for the solvability of the strong matrix Hamburger moment problem. We describe all solutions of the moment problem by using the fundamental results of A. V. Shtraus on generalized resolvents of symmetric operators.     

Zeros of orthogonal Laurent polynomials and solutions of strong Stieltjes moment problems

The strong Stieltjes moment problem for a bisequence consists of finding positive measures μ with support in [0,∞) such that

     

Orthogonal Laurent polynomials corresponding to certain strong Stieltjes distributions with applications to numerical quadratures

In this paper we shall be mainly concerned with sequences of orthogonal Laurent polynomials associated with a class of strong Stieltjes distributions introduced by A.S. Ranga. Algebraic properties of certain quadratures formulae exactly integrating Laurent polynomials along with an application to estimate weighted integrals on with nearby singularities are given. Finally, numerical examples involving interpolatory rules whose nodes are zeros of orthogonal Laurent polynomials are also presented.

     

Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations

Let there be given a probability measure μ on the unit circle of the complex plane and consider the inner product induced by μ. In this paper we consider the problem of orthogonalizing a sequence of monomials {z^r_k}_k, for a certain order of the , by means of the Gram–Schmidt orthogonalization process. This leads to a sequence of orthonormal Laurent polynomials {ψ_k}_k. We show that the matrix representation with respect to {ψ_k}_k of the operator of multiplication by z is an infinite unitary or isometric matrix allowing a ‘snake-shaped’ matrix factorization. Here the ‘snake shape’ of the factorization is to be understood in terms of its graphical representation via sequences of little line segments, following an earlier work of S. Delvaux and M. Van Barel. We show that the shape of the snake is determined by the order in which the monomials {z^r_k}_k are orthogonalized, while the ‘segments’ of the snake are canonically determined in terms of the Schur parameters for μ. Isometric Hessenberg matrices and unitary five-diagonal matrices (CMV matrices) follow as a special case of the presented formalism.     

On Hermitian block Hankel matrices,matrix polynomials,the Hamburger moment problem,interpolation and maximum entropy

Reproducing kernel space methods are used to study the truncated matrix Hamburger moment problem on the line, an associated interpolation problem and the maximum entropy solution. Enroute a number of formulas are developed for orthogonal matrix polynomials associated with a block Hankel matrix (based on the specified matrix moments for the Hamburger problem) under less restrictive conditions than positive definiteness. An analogue of a recent formula of Alpay-Gohberg and Gohberg-Lerer for the number of roots of certain associated matrix polynomials is also established.The author would like to acknowledge with thanks Renee and Jay Weiss for endowing the chair which supported this research.     

Trace-positive polynomials and the quartic tracial moment problem

The tracial analog of Hilbert's classical result on positive binary quartics is presented: a trace-positive bivariate noncommutative polynomial of degree at most four is a sum of hermitian squares and commutators. This is applied via duality to investigate the truncated tracial moment problem: a sequence of real numbers indexed by words of degree four in two noncommuting variables with values invariant under cyclic permutations of the indexes, can be represented with tracial moments of matrices if the corresponding moment matrix is positive definite. Understanding trace-positive polynomials and the tracial moment problem is one of the approaches to Connes' embedding conjecture.     

Szegő polynomials and the truncated trigonometric moment problem

We show how Szegő polynomials can be used in the theory of truncated trigonometric moment problem. Mathematics Subject Classification Primary—42A70; Secondary—42C15 The work was done during a visit of the first author to UNESP with a fellowship from FAPESP in September–October, 2002. The research of the second author was supported by grants from CNPq and FAPESP of Brazil.     

The moment problem associated with the Stieltjes-Wigert polynomials

We consider the indeterminate Stieltjes moment problem associated with the Stieltjes-Wigert polynomials. After a presentation of the well-known solutions, we study a transformation T of the set of solutions. All the classical solutions turn out to be fixed under this transformation but this is not the case for the so-called canonical solutions. Based on generating functions for the Stieltjes-Wigert polynomials, expressions for the entire functions A, B, C, and D from the Nevanlinna parametrization are obtained. We describe T⁽ⁿ⁾(μ) for when μ=μ₀ is a particular N-extremal solution and explain in detail what happens when n→∞.     

The tracial moment problem and trace-optimization of polynomials

The main topic addressed in this paper is trace-optimization of polynomials in noncommuting (nc) variables: given an nc polynomial f, what is the smallest trace ${f(\underline {A})}$ can attain for a tuple of matrices ${\underline {A}}$ ? A relaxation using semidefinite programming (SDP) based on sums of hermitian squares and commutators is proposed. While this relaxation is not always exact, it gives effectively computable bounds on the optima. To test for exactness, the solution of the dual SDP is investigated. If it satisfies a certain condition called flatness, then the relaxation is exact. In this case it is shown how to extract global trace-optimizers with a procedure based on two ingredients. The first is the solution to the truncated tracial moment problem, and the other crucial component is the numerical implementation of the Artin-Wedderburn theorem for matrix *-algebras due to Murota, Kanno, Kojima, Kojima, and Maehara. Trace-optimization of nc polynomials is a nontrivial extension of polynomial optimization in commuting variables on one side and eigenvalue optimization of nc polynomials on the other side—two topics with many applications, the most prominent being to linear systems engineering and quantum physics. The optimization problems discussed here facilitate new possibilities for applications, e.g. in operator algebras and statistical physics.     

Laurent polynomials and Eulerian numbers

Duistermaat and van der Kallen show that there is no nontrivial complex Laurent polynomial all of whose powers have a zero constant term. Inspired by this, Sturmfels poses two questions: Do the constant terms of a generic Laurent polynomial form a regular sequence? If so, then what is the degree of the associated zero-dimensional ideal? In this note, we prove that the Eulerian numbers provide the answer to the second question. The proof involves reinterpreting the problem in terms of toric geometry.     

Prime and composite Laurent polynomials

In the paper [J. Ritt, Prime and composite polynomials, Trans. Amer. Math. Soc. 23 (1922) 51-66] Ritt constructed the theory of functional decompositions of polynomials with complex coefficients. In particular, he described explicitly polynomial solutions of the functional equation f(p(z))=g(q(z)). In this paper we study the equation above in the case where f,g,p,q are holomorphic functions on compact Riemann surfaces. We also construct a self-contained theory of functional decompositions of rational functions with at most two poles generalizing the Ritt theory. In particular, we give new proofs of the theorems of Ritt and of the theorem of Bilu and Tichy.     

Spectral factorization of Laurent polynomials

We analyse the performance of five numerical methods for factoring a Laurent polynomial, which is positive on the unit circle, as the modulus squared of a real algebraic polynomial. It is found that there is a wide disparity between the methods, and all but one of the methods are significantly influenced by the variation in magnitude of the coefficients of the Laurent polynomial, by the closeness of the zeros of this polynomial to the unit circle, and by the spacing of these zeros. This revised version was published online in August 2006 with corrections to the Cover Date.