Concavity of certain maps on positive definite matrices and applications to Hadamard products

If f is a positive function on (0, ∞) which is monotone of order n for every n in the sense of Löwner and if Φ₁ and Φ₂ are concave maps among positive definite matrices, then the following map involving tensor products:

$\text{(A,B)?f[Φ}{}_1\text{(A)}{}^{\mathrm{?1}}\text{?Φ}{}_2\text{(B)]·(Φ}{}_1\text{(A)?I)}$

is proved to be concave. If Φ₁ is affine, it is proved without use of positivity that the map

$\text{(A,B)?f[Φ}{}_1\text{(A)?Φ}{}_2\text{(B)}{}^{\mathrm{?1}}\text{]·(Φ}{}_1\text{(A)?I)}$

is convex. These yield the concavity of the map

$\text{(A,B)?A}{}^{\mathrm{1?p}}\text{?B}{}^{\mathrm{p}}$

(0<p?1) (Lieb's theorem) and the convexity of the map

$\text{(A,B)?A}{}^{\mathrm{1+p}}\text{?B}{}^{\mathrm{?p}}$

(0<p?1), as well as the convexity of the map

$\text{(A,B)?(A·log[A])?I?A?log[B]}$

.These concavity and convexity theorems are then applied to obtain unusual estimates, from above and below, for Hadamard products of positive definite matrices.     

Hidden Z-matrices with positive principal minors

Let $\text{C}$ denote the class of hidden Z-matrices, i.e., $\text{M∈}\text{C}$ if and only if there exist Z-matrices X and Y such that the following two conditions are satisfied:

$\text{(}\text{M}\text{1) MX = Y,}$

$\text{(}\text{M}\text{2) r}{}^{\mathrm{T}}\text{X + s}{}^{\mathrm{T}}\text{Y > 0}\text{for some}\text{r, s ? 0.}$

Let P denote the class of real square matrices having positive principal minors. The class $\text{C}$ has arisen recently as a generalization of the class of Z-matrices [9,23,24]. In this paper, we explore various matrix-theoretic aspects of the class $\text{C}\text{∩P}$.     

Generalized Schur complements

Let A be an n×n complex matrix. For a suitable subspace $\text{M}$ of Cⁿ the Schur compression A _$\text{M}$ and the (generalized) Schur complement A_/$\text{M}$ are defined. If A is written in the form

$\text{A=}\text{B}\text{C}\text{S}\text{T}$

according to the decomposition $\text{C}{}^{\mathrm{n}}\text{=}\text{M}\text{⊕}\text{M}{}^{\mathrm{\perp }}$ and if B is invertible, then

$\text{A}{}_{\mathrm{<mtext>M</mtext>}}\text{=}\text{B}\text{C}\text{S}\text{SB}{}^{\mathrm{?1}}\text{C}$

and

$\text{A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{=}\text{0}\text{0}\text{0}\text{T?SB}{}^{\mathrm{?1}}\text{C}\text{·}$

The commutativity rule for Schur complements is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{=(A)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{·}$

This unifies Crabtree and Haynsworth's quotient formula for (classical) Schur complements and Anderson's commutativity rule for shorted operators. Further, the absorption rule for Schur compressions is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>N</mtext>}}\text{=(A}{}_{\mathrm{<mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>M</mtext>}}\text{=A}{}_{\mathrm{<mtext>M</mtext>}}\text{whenever}\text{M}\text{?}\text{N}$

.     

Sur les équations de Lane–Emden avec opérateurs non linéaires

In this Note we consider nonnegative solutions for the nonlinear equation

$\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{D}{}^2\text{u}\text{+|x|}{}^{\mathrm{\alpha }}\text{u}{}^{\mathrm{p}}\text{=0}$

in $\text{R}{}^{\mathrm{N}}$, where $\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{(D}{}^2\text{u)}$ is the so called Pucci operator

$\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{(M)=λ}\text{∑}\text{e}{}_{\mathrm{i}}\text{<0}\text{e}{}_{\mathrm{i}}\text{+Λ}\text{∑}\text{e}{}_{\mathrm{i}}\text{>0}\text{e}{}_{\mathrm{i}}\text{,}$

and the e_i are the eigenvalues of M et Λ?λ>0. We prove that if u satisfies the decreasing estimate

$\text{lim}\text{|x|→+∞}\text{|x|}{}^{\mathrm{\beta ?1}}\text{u(x)=0}$

for some β satisfying (β?1)(p?1)>2+α then u is radial. In a second time we prove that if $\text{p<}\text{N+2α+2}\text{N?2}$ and u is a nonnegative radial solution of (1), u(x)=g(r), such that g″ changes sign at most once, then u is zero. To cite this article: I. Birindelli, F. Demengel, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Pairs of additive equations II. Large odd degree

Let k be an odd positive integer. Davenport and Lewis have shown that the equations

$\text{a}{}_1\text{x}{}_1{}^{\mathrm{k}}\text{+…+a}{}_{\mathrm{n}}\text{x}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{=0}$

with integer coefficients, have a nontrivial solution in integers x₁,…, x_N provided that

$\text{N?[36klog6k]}$

Here it is shown that for any ? > 0 and k > k₀(?) the equations have a nontrivial solution provided that

$\text{N?}\text{8}\text{log 2}\text{+?}\text{k log k.}$

     

The nonorientable genus of the symmetric quadripartite graph

The nonorientable genus of K_4(n) is shown to satisfy:

$\text{γ}\text{(K}{}_{\mathrm{4(n)}}\text{)=2(n?1)}{}^2\text{for n ? 3}$

,

$\text{γ}\text{(K}{}_{\mathrm{4(2)}}\text{)=3,}\text{γ}\text{(K}{}_4\text{(1))=1}$

.     

Critical exponents for the Pucci's extremal operatorsLes exposants critiques pour l'opérateur extrémal de Pucci

In this Note we present some results on the existence of radially symmetric solutions for the nonlinear elliptic equation

(1)$\text{M}{}_{\mathrm{<mtext>\lambda ,</mtext><mtext>\Lambda </mtext>}}{}^{\mathrm{+}}\text{(D}{}^2\text{u)+u}{}^{\mathrm{p}}\text{=0,u?0}\text{in}\text{R}{}^{\mathrm{N}}\text{.}$

Here N?3, p>1 and $\text{M}{}_{\mathrm{<mtext>\lambda ,</mtext><mtext>\Lambda </mtext>}}{}^{\mathrm{+}}$ denotes the Pucci's extremal operators with parameters 0<λ?Λ. The goal is to describe the solution set as function of the parameter p. We find critical exponents $\text{1<p}{}^{\mathrm{s}}{}_{\mathrm{+}}\text{<p}{}^1{}_{\mathrm{+}}\text{<p}{}^{\mathrm{p}}{}_{\mathrm{+}}$, that satisfy: (i) If $\text{1<p<p}{}^1{}_{\mathrm{+}}$ then there is no nontrivial solution of ($\text{1}$). (ii) If $\text{p=p}{}^1{}_{\mathrm{+}}$ then there is a unique fast decaying solution of ($\text{1}$). (iii) If $\text{p}{}^1\text{<p?p}{}^{\mathrm{p}}{}_{\mathrm{+}}$ then there is a unique pseudo-slow decaying solution to ($\text{1}$). (iv) If p^p₊<p then there is a unique slow decaying solution to ($\text{1}$). Similar results are obtained for the operator $\text{M}{}_{\mathrm{<mtext>\lambda ,</mtext><mtext>\Lambda </mtext>}}{}^{\mathrm{?}}$. To cite this article: P.L. Felmer, A. Quaas, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 909–914.     

Strong approximation theorems for density dependent Markov chains

A variety of continuous parameter Markov chains arising in applied probability (e.g. epidemic and chemical reaction models) can be obtained as solutions of equations of the form

$\text{X}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lY}{}_1\text{N ∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X}{}_{\mathrm{N}}\text{(s))ds}$

where $\text{l∈}\text{Z}{}^{\mathrm{t}}$, the Y₁ are independent Poisson processes, and N is a parameter with a natural interpretation (e.g. total population size or volume of a reacting solution).The corresponding deterministic model, satisfies

$\text{X(t)=x}{}_0\text{+ ∫}{}^{\mathrm{t}}{}_0\text{∑ lf}{}_1\text{(X(s))ds}$

Under very general conditions lim_N→∞X_N(t)=X(t) a.s. The process X_N(t) is compared to the diffusion processes given by

$\text{Z}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lB}{}_1\text{N∫}{}^{\mathrm{t}}{}_0\text{ft(Z}{}_{\mathrm{N}}\text{(s))ds}$

and

$\text{V(t)=∑ l∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X(s))}\text{d}\text{W}\text{?}{}_1\text{+∫}{}^{\mathrm{t}}{}_0\text{?F(X(s))·V(s)}\text{ds.}$

Under conditions satisfied by most of the applied probability models, it is shown that X_N,Z_N and V can be constructed on the same sample space in such a way that

$\text{X}{}_{\mathrm{N}}\text{(t)=Z}{}_{\mathrm{N}}\text{(t)+O}\text{logN}\text{N}$

and

$\text{N}\text{(X}{}_{\mathrm{N}}\text{(t)?X(t))=V(t)+O}\text{log N}\text{N}$

     

Canonical forms for linear systems

This paper considers canonical forms for the similarity action of Gl(n) on $\text{∑}{}_{\mathrm{n,m}}\text{={(A,B)∈}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{n}}\text{×}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{m}}\text{}}$:

$\text{Gl(n×∑}{}_{\mathrm{n,m}}\text{→∑}{}_{\mathrm{n,m}}$

,

$\text{(H,(A,B))?(HAH}{}^{-1}\text{,HB)}$

Those canonical forms are obtained as an application of a more general method to select canonical elements M_c in the orbits $\text{O}{}_{\mathrm{M}}$ of a matrix group G acting on a set of matrices $\text{M}\text{?}\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$. We define a total order (?) on $\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$, different from the lexicographic order ^l? [0^l?x ? x <0, but $\text{0?x≠0 for x∈}\text{R}\text{]}$ and consider normalized $\text{O}{}_{\mathrm{M}}$-elements with a minimal number of parameters:

$\text{min{}\text{M}\text{?}\text{∈}\text{O}{}_{\mathrm{M}}\text{:}\text{M}\text{?}\text{normalized}}$

It is shown that the row and column echelon forms, the Jordan canonical form, and “nice” control canonical forms for reachable (A,B)-pairs have a homogeneous interpretation as such (?)-minimal orbit elements. Moreover new canonical forms for the general action (?) are determined via this method.     

Certain isometries of rectangular complex matrices

If s₁(A) ? ? ? s_m(A) are the singular values of A ? M_m,n(C), and if 1 ?k ?m ? and p ? 1, then

$\text{φ}{}_{\mathrm{p,k}}\text{(A) = (}\text{∑}\text{i=1}\text{k}\text{s}{}_{\mathrm{i}}{}^{\mathrm{p}}\text{(A)}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}$

is a unitarily invariant norm. In this paper a complete determination of the extreme points on the corresponding unit spheres is accomplished in all cases, enabling the isometries with respect to Φ_p,_k to be determined in the case p = 1. This removes the restriction m = n in an earlier paper of the author and Marcus.     

On a conjecture by D. Ž. D̄okovic

It is shown that if $\text{A?Ω}{}_{\mathrm{n}}\text{?{J}{}_{\mathrm{n}}\text{}}$ satisfies

$\text{nkσ}{}_{\mathrm{k}}\text{(A)?(n?k+1)}{}^2\text{σ}{}_{\mathrm{k?1}}\text{(A)}$

$\text{(k=1,2,…,n)}$

, where σ_k(A) denotes the sum of all kth order subpermanent of A, then Per[λJ_n+(1?λ)A] is strictly decreasing in the interval 0<λ<1.     

Construction of a recurrence relation for modified moments

In this paper we are constructing a recurrence relation of the form

$\text{∑}\text{i=0}\text{r}\text{ω}{}_{\mathrm{i}}\text{(k)m}{}_{\mathrm{k+i}}{}^{\mathrm{\{\lambda \}}}\text{[f] = ω(k)}$

for integrals (called modified moments)

$\text{m}{}_{\mathrm{k}}{}^{\mathrm{\{\lambda \}}}\text{[f]df=}\text{∫}\text{?1}\text{1}\text{f(x)C}{}_{\mathrm{k}}{}^{\mathrm{(\lambda )}}\text{(x)dx (k = 0,1,…)}$

in which C_k^(λ) is the k-th Gegenbauer polynomial of order $\text{λ(λ > ?}\text{1}\text{2}\text{)}$, and f is a function satisfying the differential equation

$\text{∑}\text{i=0}\text{n}\text{P}{}_{\mathrm{i}}\text{(x)f}{}^{\mathrm{(i)}}\text{(x) = p(x) (?1?x?1)}$

of order n, where p₀, p₁, …, p_n ? 0 are polynomials, and m_k^〈λ〉[p] is known for every k. We give three methods of construction of such a recurrence relation. The first of them (called Method I) is optimum in a certain sense.     

Certain conjugacy classes of units in integral group rings of metacyclic groups

Let G be the metacyclic group of order pq given by

$\text{G = 〈σ, τ: σ}{}^{\mathrm{p}}\text{= 1 = τ}{}^{\mathrm{q}}\text{, τστ}{}^{\mathrm{?}}\text{= σ}{}^{\mathrm{j}}\text{〉}$

where p is an odd prime, q ≥ 2 a divisor of p ? 1, and where j belongs to the exponent q mod p. Let V denote the group of units of augmentation 1 in the integral group ring $\text{Z}$G of G. In this paper it is proved that the number of conjugacy classes of elements of order p in V is

$\text{(p ? 1)}{}^{\mathrm{q?1}}\text{μ}{}_0\text{H}\text{vq}$

where ν, μ₀, and H are suitably defined numbers.     

Minimax estimation of location parameters for certain spherically symmetric distributions

Families of minimax estimators are found for the location parameters of a p-variate distribution of the form

, where G(·) is a known c.d.f. on (0, ∞), p ≥ 3 and the loss is sum of squared errors. The estimators are of the form $\text{(1 ? ar(X′X)}\text{E}{}_0\text{(}\text{1}\text{X′X}\text{)X′X)X}$ where 0 ≤ a ≤ 2, r(X′X) is nondecreasing, and $\text{r(X′X)}\text{X′X}$ is nonincreasing. Generalized Bayes minimax estimators are found for certain G(·)'s.     

An inequality involving permanents of certain direct products

Let A denote a decomposable symmetric complex valued n-linear function on C^m. We prove

$\text{6A·A6}{}^2\text{?2}{}^{\mathrm{n}}\text{2n}\text{n}{}^{\mathrm{?1}}\text{6A?A6}{}^2$

, where · denotes the symmetric product and ? the tensor product. As a consequence we have per

$\text{M}\text{M}\text{M}\text{M}\text{?2}{}^{\mathrm{n}}\text{[per(M)]}{}^2$

, where M is a positive semidefinite Hermitian matrix and per denotes the permanent function. A sufficient condition for equality in the matrix inequality is that M is a nonnegative diagonal matrix.     

Deterministic version of Wigner's semicircle law for the distribution of matrix eigenvalues

It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let A_n=(a_ij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ⁽ⁿ⁾}_1?k?n its eigenvalues, and {u_k⁽ⁿ⁾}_1?k?n the corresponding (orthonormalized column) eigenvectors. Let $\text{v}{}^1{}_{\mathrm{n}}\text{=(a}{}_{\mathrm{n1}}\text{,a}{}_{\mathrm{n2}}\text{,?,a}{}_{\mathrm{n,n?1}}\text{)}$, put

$\text{X}{}_{\mathrm{n}}\text{(t)=[n(n-1)]}{}^{\mathrm{<mtext>-1</mtext><mtext>2</mtext>}}\text{∑}\text{k=1}\text{[(n-1)t]}\text{|v}{}_{\mathrm{n}}{}^1\text{u}{}_{\mathrm{f}}{}^{\mathrm{(n-1)}}\text{|}{}^2\text{,}\text{0?t?1}$

(bookeeping function for the length of the projections of the new row v¹_n of A_n onto the eigenvectors of the preceding matrix A_n?1), and let finally

$\text{F}{}_{\mathrm{n}}\text{(x)=n}{}^{-1}\text{(}\text{number of}\text{λ}{}_{\mathrm{k}}{}^{\mathrm{(n)}}\text{?x}\text{n}\text{,1?k?n)}$

(empirical distribution function of the eigenvalues of $\text{A}{}_{\mathrm{n}}\text{n}$. Suppose (i) $\text{lim}{}_{\mathrm{n}}\text{a}{}_{\mathrm{nn}}\text{n}\text{=0}$, (ii) lim_nX_n(t)=Ct(0<C<∞,0?t?1). Then

$\text{F}{}_{\mathrm{n}}\text{?W(·,C)}\text{(n→∞)}$

,where W is absolutely continuous with (semicircle) density

$\text{w(x,C)=}\text{(2Cπ)}{}^{-1}\text{(4C-x}{}^2{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{for}\text{|x|?2}\text{C}\text{0}\text{for}\text{|x|?2}\text{C}$

     

Kolmogorov-Landau inequalities for monotone functions

Presented in this report are two further applications of very elementary formulae of approximate differentiation. The first is a new derivation in a somewhat sharper form of the following theorem of V. M. Olovyani?nikov: LetN_n (n ? 2) be the class of functionsg(x) such thatg(x), g′(x),…, g⁽ⁿ⁾(x) are ? 0, bounded, and nondecreasing on the half-line ?∞ < x ? 0. A special element ofN_nis

$\text{g}{}_1\text{(x) = 0}\text{if}\text{?∞ < x < ?1, g}{}_1\text{(x) = (1 + x)}{}^{\mathrm{n}}\text{if}\text{?1 ? x ? 0}$

. Ifg(x) ∈ N_nis such that

$\text{g(0) ? g}{}_1\text{(0) = 1, g}{}^{\mathrm{(n)}}\text{(0) ? g}{}_1{}^{\mathrm{(n)}}\text{(0) = n!}$

, then

$\text{g}{}^{\mathrm{(v)}}\text{(0) ? g}{}_1{}^{\mathrm{(v)}}\text{(0)}$

for

1$\text{v = 1,…, n ? 1}$

. Moreover, if we have equality in (1) for some value of v, then we have there equality for all v, and this happens only if $\text{g(x) = g}{}_1\text{(x)}$ in (?∞, 0].The second application gives sufficient conditions for the differentiability of asymptotic expansions (Theorem 4).     

Homogenization in open sets with holes

Let Q^r be a cylindrical bar with r cylindrical cavities having generators parallel to those of Q^r. Let Ω be the cross-section of the bar, Ω1 the cross-section of the domain occupied by the material and $\text{Ω}{}^{\mathrm{i}}\text{(i = 1,…, r)}$ the cross- sections of the cavities:

$\text{Ω}\text{?}{}^{\mathrm{i}}\text{? Ω}\text{Ω}\text{?}{}^{\mathrm{i}}\text{∩}\text{Ω}\text{?}{}^{\mathrm{k}}\text{= φ, i ≠ k}$

. The study of the elastic torsion of this bar leads to the following problem [see 2., 3., 267–320)]:

$\text{Δ?}{}_{\mathrm{r}}\text{+ 2μα = 0 in Ω1}$

$\text{?}{}_{\mathrm{r¦?\Omega }}\text{= 0}$

(1)

$\text{?}{}_{\mathrm{r}}\text{=}\text{constant on}\text{?Ω}{}^{\mathrm{i}}\text{; i = 1,…, r}$

where μ is the shear modulus of the material, α is the angle of twist and $\text{?}{}_{\mathrm{r}}$ represents the stress function. In this paper the problem (1) with an increasing number of holes which are distributed periodically is considered. One would like to know if $\text{?}{}_{\mathrm{r}}$ has a limit $\text{?}{}_{\mathrm{\infty }}\text{as}\text{r → + ∞}$, and if so, the equation satisfied by this limit. This is an “homogenization” problem — the heterogeneous bar Q^r is replaced by a homogeneous one, the response of which under torsion approximates as closely as possible that of Q^r. A more general problem will be studied and the case of elastic torsion will be obtained as an application. The proof uses the energy method [see Lions (Collège de France, 1975–1977), Tartar (Collège de France, 1977)] and extension theorems. A related problem is the homogenization of a perforated plate [cf. Duvaut (to appear)].     

Stability of a chain of linear differential equations

The behavior of an infinite sequence of ordinary differential equations of the form:

$\text{dXn}\text{dt}\text{=}\text{∑}\text{i=?M}\text{N}\text{L}{}_{\mathrm{i}}\text{X}{}_{\mathrm{i+n}}\text{, 0 ? n, 0 < N, M < ∞}$

,

$\text{X}{}_{\mathrm{n}}\text{(0) = C}{}_{\mathrm{n}}\text{, (1) X}{}_{\mathrm{n}}\text{≡ 0, n < 0}$

, where X_n(t) is a vector valued function of R⁺, is studied in spaces of infinite sequences of vectors. In particular, sufficient conditions for asymptotic stability of this sequence of linear equations are established and applied to the stability analysis of a string of vehicles with a simple form of automatic control.