Eigenvalue inequalities for products of matrix exponentials

Motivated by models from stochastic population biology and statistical mechanics, we proved new inequalities of the form $\text{(1) ?(e}{}^{\mathrm{A}}\text{e}{}^{\mathrm{B}}\text{)??(e}{}^{\mathrm{A+B}}\text{)}$, where A and B are n × n complex matrices, 1<n<∞, and ? is a real-valued continuous function of the eigenvalues of its matrix argument. For example, if A is essentially nonnegative, B is diagonal real, and ? is the spectral radius, then (1) holds; if in addition A is irreducible and B has at least two different diagonal elements, then the inequality (1) is strict. The proof uses Kingman's theorem on the log-convexity of the spectral radius, Lie's product formula, and perturbation theory. We conclude with conjectures.     

On the convergence of the Neumann series in interval analysis

Let $\text{A}$ be a real or complex n × n interval matrix. Then it is shown that the Neumann series $\text{Σ}{}^{\mathrm{\infty }}{}_{\mathrm{k=0}}\text{A}{}^{\mathrm{k}}$ is convergent iff the sequence {$\text{A}$^k} converges to the null matrix $\text{O}$, i.e., iff the spectral radius of the real comparison matrix $\text{B}$ constructed in [2] is less than one.     

Lower bounds for the norm of the symmetric product

Suppose each of m, n, and k is a positive integer, k ? n, A is a (real-valued) symmetric n-linear function on E_m, and B is a k-linear symmetric function on E_m. The tensor and symmetric products of A and B are denoted, respectively, by A ?B and A?B. The identity

$\text{6A · B6}{}^2\text{=}\text{∑}\text{q=0}\text{n}\text{(}\text{n}\text{k}\text{)}\text{(}\text{n+k}\text{k}\text{)}\text{6A?}{}_{\mathrm{q}}\text{B6}{}^2$

is proven by Neuberger in [1]. An immediate consequence of this identity is the inequality

$\text{6A · B 6}{}^2\text{?}\text{n+k}\text{n}{}^{\mathrm{?1}}\text{6A · B 6}{}^2$

In this paper a necessary and sufficient condition for

$\text{6A · B 6}{}^2\text{=}\text{n+k}\text{n}{}^{\mathrm{?}}\text{6A · B 6}{}^2$

is given. It is also shown that under certain conditions the inequality can be considerably improved. This improvement results from an analysis of the terms 6A?_qB6, 1?q?n, appearing in the identity.     

Interpolation and inner maps that preserve measure

It is shown, for n ? m ? 1, that there exist inner maps Φ: Bⁿ → B^m with boundary values $\text{Φ}{}_1\text{: B}{}^{\mathrm{n}}\text{→ B}{}^{\mathrm{m}}$ such that $\text{σ}{}_{\mathrm{m}}\text{(A) = σ}{}_{\mathrm{n}}\text{(Φ}{}_1{}^{\mathrm{?1}}\text{(A))}$. where σ_n and σ_m are the Haar measures on ?Bⁿ and ?B^m, respectively, and A ? Bⁿ is an arbitrary Borel set.     

Finding a positive definite linear combination of two Hermitian matrices

Let A and B be n-by-n Hermitian matrices over the complex field. A result of Au-Yeung [1] and Stewart [8] states that if

$\text{x}{}^1\text{(A + iB)x≠0}$

for all nonzero n-vectors x, then there is a linear combination of A and B which is positive definite. In this article we present an algorithm which finds such a linear combination in a finite number of steps. We also discuss the implementation of the algorithm in case A and B are real symmetric sparse matrices.     

Almost commuting matrices

It is shown that if A and B are n × n complex matrices with $\text{A = A}{}^1\text{and}\text{∥AB ? BA∥</}\text{2?}{}^2\text{(n ? 1)}$, then there exist n × n matrices A′ and B′ with $\text{A′ = A′}{}^1\text{such that}\text{A′B′ = B′A′}\text{and}\text{∥A ? A′∥? ?, ∥B ? B′∥? ?}$.     

Extension de quelques theoremes sur les densites de series d'elements de n a des series de sous-ensembles finis de n

For a sequence A = {A_k} of finite subsets of N we introduce: $\text{δ(A) =}\text{inf}{}_{\mathrm{m?n}}\text{A(m)}\text{2}{}^{\mathrm{n}}$, $\text{d(A) =}\text{lim inf}{}_{\mathrm{n\to \infty }}\text{A(n)}\text{2}{}^{\mathrm{n}}$, where A(m) is the number of subsets A_k ? {1, 2, …, m}.The collection of all subsets of {1, …, n} together with the operation $\text{a ∪ b, (a ∩ b), (a 1 b = a ∪ b ? a ∩ b)}$ constitutes a finite semi-group N^∪ (semi-group N^∩) (group $\text{N}{}^1$). For N^∪, N^∩ we prove analogues of the Erdös-Landau theorem: δ(A+B) ? δ(A)(1+(2λ)^?1(1?δ(A>))), where B is a base of N of the average order λ. We prove for $\text{N}{}^{\mathrm{\cup }}\text{, N}{}^{\mathrm{\cap }}\text{, N}{}^1$ analogues of Schnirelmann's theorem (that δ(A) + δ(B) > 1 implies δ(A + B) = 1) and the inequalities λ ? 2h, where h is the order of the base.We introduce the concept of divisibility of subsets: a|b if b is a continuation of a. We prove an analog of the Davenport-Erdös theorem: if d(A) > 0, then there exists an infinite sequence {A_kr}, where A_kr | A_kr+1 for r = 1, 2, …. In Section 6 we consider for $\text{N∪, N∩, N1}$ analogues of Rohrbach inequality: $\text{2n}\text{? g(n) ? 2}\text{n}$, where g(n) = min k over the subsets {a₁ < … < a_k} ? {0, 1, 2, …, n}, such that every m? {0, 1, 2, …, n} can be expressed as m = a_i + a_j.Pour une série A = {A_k} de sous-ensembles finis de N on introduit les densités: $\text{δ(A) =}\text{inf}{}_{\mathrm{m?n}}\text{A(m)}\text{2}{}^{\mathrm{m}}$, $\text{d(A) =}\text{lim inf}{}_{\mathrm{n\to \infty }}\text{A(n)}\text{2}{}^{\mathrm{n}}$ où A(m) est le nombre d'ensembles A_k ? {1, 2, …, m}. L'ensemble de toutes les parties de {1, 2, …, n} devient, pour les opérations $\text{a ∪ b, a ∩ b, a 1 b = a ∪ b ? a ∩ b}$, un semi-groupe fini N^∪, N^∩ ou un groupe N¹ respectivement. Pour N^∪, N^∩ on démontre l'analogue du théorème de Erdös-Landau: δ(A + B) ? δ(A)(1 + (2λ)^?1(1?δ(A))), où B est une base de N d'ordre moyen λ. On démontre pour $\text{N}{}^{\mathrm{\cup }}\text{, N}{}^{\mathrm{\cap }}\text{, N}{}^1$ l'analogue du théorème de Schnirelmann (si δ(A) + δ(B) > 1, alors δ(A + B) = 1) et les inégalités λ ? 2h, où h est l'ordre de base. On introduit le rapport de divisibilité des enembles: a|b, si b est une continuation de a. On démontre l'analogue du théorème de Davenport-Erdös: si d(A) > 0, alors il existe une sous-série infinie {A_kr}, où A_kr|A_kr+1, pour r = 1, 2, … . Dans le Paragraphe 6 on envisage pour N^∪, $\text{N}{}^{\mathrm{\cap }}\text{, N}{}^1$ les analogues de l'inégalité de Rohrbach: $\text{2n}\text{? g(n) ? 2}\text{n}$, où g(n) = min k pour les ensembles {a₁ < … < a_k} ? {0, 1, 2, …, n} tels que pour tout m? {0, 1, 2, …, n} on a m = a_i + a_j.     

Transcendental continued fractions

In a previous paper it was proven that given the continued fractions

$\text{A = a}{}_1\text{+}\text{1}\text{a}{}_2\text{+}\text{1}\text{a}{}_3\text{+… and B = b}{}_1\text{+}\text{1}\text{b}{}_2\text{+}\text{1}\text{b}{}_3\text{+…}$

where the a's and b's are positive integers, then A, B, A ± B, $\text{A}\text{B}$ and AB are irrational numbers if $\text{a}{}_{\mathrm{n}}\text{2}\text{> b}{}_{\mathrm{n}}\text{> a}{}_{\mathrm{n?1}}{}^{\mathrm{5n}}$ for all n sufficiently large, and transcendental numbers if for all n sufficiently large. Using a more direct approach it is proven in this paper that A, B, A ± B, $\text{A}\text{B}$ and AB are transcendental numbers if a_n > b_n > a_n?1^(n?1)2 for all n sufficiently large.     

On the van der Waerden conjecture and zeros of polynomials

Let

$\text{F(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{A}{}_{\mathrm{n}}\text{≠ 0,}$

and

$\text{G(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{B}{}_{\mathrm{n}}\text{≠ 0,}$

be polynomials with real zeros satisfying A_n?1 = B_n?1 = 0, and let

$\text{H(x) =}\text{∑}\text{k=o}\text{n-2}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}\text{.}$

Using the recently proved validity of the van der Waerden conjecture on permanents, some results on the real zeros of H(x) are obtained. These results are related to classical results on composite polynomials.     

The relationship between a commutative Banach algebra and its maximal ideal space

Our main result is an extension of a theorem due to Novodvorskii and Taylor; we give some special cases. Let A be a commutative Banach algebra with identity, and let Δ be its maximal ideal space. Let B be a Banach algebra with identity; let B^?1 denote the invertible group in B and id B denote the set of idempotents in B. Let [$\text{(A}\text{}\text{?}\text{bo B)}{}^{\mathrm{?1}}$] denote the set of path components of $\text{(A}\text{}\text{?}\text{bo B)}{}^{\mathrm{?1}}$, and [Δ, B^?1] denote the set of homotopy classes of continuous maps of Δ into B^?1. We prove that the Gelfand transform on A induces a bijection of [$\text{(A}\text{}\text{?}\text{bo B)}{}^{\mathrm{?1}}$] onto [Δ, B^?1], and extend this result to prove a theorem of Davie. We show that the Gelfand transform induces a bijection of [$\text{id}\text{(A}\text{}\text{?}\text{bo B)}$] onto [Δ, id B], and investigate consequences of this result for specific examples of the Banach algebra B.     

Barriers for uniformly elliptic equations and the exterior cone condition

We consider the mixed boundary value problem $\text{Au = f}\text{in}\text{Ω, B}{}_0\text{u = g}{}_0\text{in}\text{Γ}{}^{\mathrm{?}}\text{, B}{}_1\text{u = g}{}_1\text{in}\text{Γ}{}^{\mathrm{+}}$, where Ω is a bounded open subset of $\text{R}$ⁿ whose boundary Γ is divided into disjoint open subsets Γ⁺ and Γ^? by an (n ? 2)-dimensional manifold ω in Γ. We assume A is a properly elliptic second order partial differential operator on $\text{Ω}$ and B_j, for j = 0, 1, is a normal jth order boundary operator satisfying the complementing condition with respect to A on $\text{Γ}{}^{\mathrm{+}}$. The coefficients of the operators and Γ⁺, Γ^? and ω are all assumed arbitrarily smooth. As announced in [Bull. Amer. Math. Soc.83 (1977), 391–393] we obtain necessary and sufficient conditions in terms of the coefficients of the operators for the mixed boundary value problem to be well posed in Sobolev spaces. In fact, we construct an open subset $\text{T}$ of the reals such that, if $\text{D}{}^{\mathrm{s}}\text{= {u ? H}{}^{\mathrm{s}}\text{(Ω): Au = 0}}$ then for $\text{s ? =}\text{1}\text{2}\text{(}\text{mod}\text{1), (B}{}_0\text{,B}{}_1\text{): D}{}^{\mathrm{s}}\text{→ H}{}^{\mathrm{<mtext>s\; ?\; </mtext><mtext>1</mtext><mtext>2</mtext>}}\text{(Γ}{}^{\mathrm{?}}\text{) × H}{}^{\mathrm{<mtext>s\; ?\; </mtext><mtext>3</mtext><mtext>2</mtext>}}\text{(Γ}{}^{\mathrm{+}}\text{)}$ is a Fredholm operator if and only if s ∈$\text{T}$ . Moreover, $\text{T}$ = ?_xew$\text{T}$_x, where the sets $\text{T}$_x are determined algebraically by the coefficients of the operators at x. If n = 2, $\text{T}$_x is the set of all reals not congruent (modulo 1) to some exceptional value; if n = 3, $\text{T}$_x is either an open interval of length 1 or is empty; and finally, if n ? 4, $\text{T}$_x is an open interval of length 1.     

Continuity of positive functionals on topological 1-algebras

It is shown that the set $\text{C}$_{m × n} of complex m × n matrices forms a lower semilattice under the partial ordering A ? B defined by $\text{A}{}^1\text{A = A}{}^1\text{B,}{}^1\text{AA}{}^1\text{= BA}{}^1\text{,}\text{where}\text{A}{}^1$ denotes the conjugate transpose of A. As a special case of a result for division rings, it is further shown that, over any field F, form = n = 2 and any proper involution 1 of F_{2 × 2}, the corresponding intersections A ∩ B all exist.     

More bounds for elgenvalues using traces

Let the n × n complex matrix A have complex eigenvalues λ₁,λ₂,…λ_n. Upper and lower bounds for Σ(Reλ_i)² are obtained, extending similar bounds for Σ|λ_i|² obtained by Eberlein (1965), Henrici (1962), and Kress, de Vries, and Wegmann (1974). These bounds involve the traces of A¹A, B², C², and D², where $\text{B}\text{=}\text{1}\text{2}\text{(}\text{A}\text{+}\text{A}{}^1\text{)}$, $\text{C}\text{=}\text{1}\text{2}\text{(}\text{A}\text{?}\text{A}{}^1\text{) /i}$, and $\text{D}\text{=}\text{AA}{}^1\text{?}\text{A}{}^1\text{A}$, and strengthen some of the results in our earlier paper “Bounds for eigenvalues using traces” in Linear Algebra and Appl. [12].     

Subproper splitting for rectangular matrices

In this paper iterative schemes for approximating a solution to a rectangular but consistent linear system Ax = b are studied. Let A?C^{m × n}_r. The splitting A = M ? N is called subproper if R(A) ? R(M) and $\text{R(A}{}^1\text{) ?R(M}{}^1\text{)}$. Consider the iteration $\text{x}{}_{\mathrm{i}}\text{= M}{}^2\text{Nx}{}_{\mathrm{i}}{}_{\mathrm{?1}}\text{+ M}{}^2\text{b}$. We characterize the convergence of this scheme to a solution of the linear system. When A?R^m×ⁿ_r, monotonicity and the concept of subproper regular splitting are used to determine a necessary and a sufficient condition for the scheme to converge to a solution.     

The asymptotic eigenvalue-distribution for a certain class of random matrices

For an n × n Hermitean matrix A with eigenvalues λ₁, …, λ_n the eigenvalue-distribution is defined by $\text{G(x, A) :=}\text{1}\text{n}$ · number {λ_i: λ_i ? x} for all real x. Let A_n for n = 1, 2, … be an n × n matrix, whose entries a_ik are for i, k = 1, …, n independent complex random variables on a probability space (Ω, $\text{R}$, p) with the same distribution F_a. Suppose that all moments $\text{E}$ | a | ^k, k = 1, 2, … are finite, $\text{E}$a=0 and $\text{E}$ | a | ². Let

$\text{M(A)=}\text{∑}\text{σ=1}\text{s}\text{θ}{}_{\mathrm{\sigma }}\text{P}{}_{\mathrm{\sigma }}\text{(A,A}{}^1\text{)}$

with complex numbers θ_σ and finite products P_σ of factors A and $\text{A}{}^1$ (= Hermitean conjugate) be a function which assigns to each matrix A an Hermitean matrix M(A). The following limit theorem is proved: There exists a distribution function G₀(x) = G₁x) + G₂(x), where G₁ is a step function and G₂ is absolutely continuous, such that with probability $\text{1 G(x, M(}\text{A}{}_{\mathrm{n}}\text{n}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{))}$ converges to G₀(x) as n → ∞ for all continuity points x of G₀. The density g of G₂ vanishes outside a finite interval. There are only finitely many jumps of G₁. Both, G₁ and G₂, can explicitly be expressed by means of a certain algebraic function f, which is determined by equations, which can easily be derived from the special form of M(A). This result is analogous to Wigner's semicircle theorem for symmetric random matrices (E. P. Wigner, Random matrices in physics, SIAM Review9 (1967), 1–23). The examples $\text{A}{}_{\mathrm{r}}\text{A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{+ A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{A}{}^{\mathrm{1r}}\text{± A}{}^{\mathrm{1r}}\text{A}{}^{\mathrm{r}}$, r = 1, 2, …, are discussed in more detail. Some inequalities for random matrices are derived. It turns out that with probability 1 the sharpened form

$\text{lim sup}\text{n→∞}\text{∑}\text{i=1}{}^{\mathrm{n}}\text{|γ}{}_{\mathrm{i}}{}^{\mathrm{(n)}}\text{|}{}^2\text{?6A}{}_{\mathrm{n}}\text{6}{}^2\text{? 0.8228…}$

of Schur's inequality for the eigenvalues λ_i⁽ⁿ⁾ of A_n holds. Consequently random matrices do not tend to be normal matrices for large n.     

Structure of quadratic inequalities

When A and B are n × n positive semi-definite matrices, and C is an n × n Hermitian matrix, the validity of a quadratic inequality $\text{(x}{}^1\text{Ax)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{(x}{}^1\text{Bx)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{? ¦x}{}^1\text{Cx¦}$ is shown to be equivalent to the existence of an n × n unitary matrix W such that $\text{A}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{WB}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{+ B}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{W}{}^1\text{A}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{= 2C.}$ Some related inequalities are also discussed.     

A regularity result for singular nonlinear elliptic systems in inverse-power weighted Sobolev spaces

The compactness method to weighted spaces is extended to prove the following theorem:Let H_2,s¹(B₁) be the weighted Sobolev space on the unit ball in Rⁿ with norm

$\text{6ν6}{}^1{}_{\mathrm{2,s}}\text{=}\text{∫}{}_{\mathrm{B1}}\text{(}\text{1}\text{r}{}^{\mathrm{s}}\text{)|ν|}{}^2\text{dx + ∫}{}_{\mathrm{B1}}\text{(}\text{1}\text{r}{}^{\mathrm{s}}\text{)|Dν|}{}^2\text{dx.}$

Let n ? 2 ? s < n. Let u? [H_2,s¹(B₁) ∩ L^∞(B₁)]^N be a solution of the nonlinear elliptic system

$\text{∫}{}_{\mathrm{B1}}\text{1}\text{r}{}^{\mathrm{s}}\text{,}\text{∑}\text{i,j=1}\text{n}\text{,}\text{∑}\text{h,K=1}\text{N}\text{A}{}^{\mathrm{hK}}{}_{\mathrm{ij}}\text{(x,u) D}{}^{\mathrm{i}}\text{u}{}_{\mathrm{h}}\text{D}{}^{\mathrm{j\psi }}{}_{\mathrm{K}}\text{dx=0}$

, $\text{∨}\text{ψ}\text{?}\text{¦C}{}_0{}^1\text{(B}{}_1\text{)¦}{}^{\mathrm{N}}\text{,}\text{where}\text{¦A}{}_{\mathrm{ij}}{}^{\mathrm{hk}}\text{¦ ? L, A}{}_{\mathrm{ij}}{}^{\mathrm{hk}}$ are uniformly continuous functions of their arguments and satisfy:

$\text{|η|}{}^2\text{=}\text{∑}\text{i=1}\text{n}\text{,}\text{∑}\text{j=1}\text{N}\text{|η}{}^{\mathrm{i}}{}_{\mathrm{j}}\text{|}{}^2\text{?}\text{∑}\text{i,j=1}\text{n}\text{,}\text{1}\text{r}{}^{\mathrm{s}}\text{,}\text{∑}\text{h,K=1}\text{N}\text{A}{}^{\mathrm{hK}}{}_{\mathrm{ij}}\text{η}{}^{\mathrm{i}}{}_{\mathrm{h}}\text{η}{}^{\mathrm{i}}{}_{\mathrm{k}}\text{,}\text{?η?R}{}^{\mathrm{Nn}}$

. Then there exists an R₁, 0 < R₁ < 1, and an α, 0 < α < 1, along with a set $\text{Ω ? B}{}_1$ such that (1) $\text{H}{}_{\mathrm{n\; ?\; 2}}\text{(Ω) = 0}$, (2) Ω does not contain the origin; Ω does not contain B_R1, (3) $\text{B}{}_1\text{? Ω}$ is open, (4) u is $\text{Lip}{}_{\mathrm{\alpha }}\text{(B}{}_1\text{? Ω)}$; u is Lip_αB_R1.     

On the Schur multiplier norm of matrices

The Schur product of two n×n complex matrices A=(a_ij), B=(b_ij) is defined by A°B=(a_ijb_ij. By a result of Schur [2], the algebra of n×n matrices with Schur product and the usual addition is a commutative Banach algebra under the operator norm (the norm of the operator defined on $\text{C}$ⁿ by the matrix). For a fixed matrix A, the norm of the operator B?A°B on this Banach algebra is called the Schur multiplier norm of A, and is denoted by ∥A∥^m. It is proved here that $\text{∥A∥=∥U}{}^1\text{AU∥}{}_{\mathrm{m}}$ for all unitary U (where ∥·∥ denotes the operator norm) iff A is a scalar multiple of a unitary matrix; and that ∥A∥_m=∥A∥ iff there exist two permutations P, Q, a p×p (1?p?n) unitary U, an (n?p)×(n?p)1 contraction C, and a nonnegative number λ such that

$\text{A=λP}\text{U}\text{0}\text{0}\text{C}\text{Q;}$

and this is so iff $\text{∥A°}\text{A}\text{?}\text{∥=∥A∥}{}^2$, where ā is the matrix obtained by taking entrywise conjugates of A.     

Maximum zero strings of Bell numbers modulo primes

For any prime p, the sequence of Bell exponential numbers B_n is shown to have p ? 1 consecutive values congruent to zero (mod p), beginning with B_m, where $\text{m ≡ 1 ?}\text{(p}{}^{\mathrm{p}}\text{? 1)}\text{(p ? 1)}{}^2$ ($\text{mod}\text{(p}{}^{\mathrm{p}}\text{? 1)}\text{(p ? 1)}$). This is an improvement over previous results on the maximal strings of zero residues of the Bell numbers. Similar results are obtained for the sequence of generalized Bell numbers A_n generated by .