A new differential equation method for finding the Perron root of a positive matrix

A basic problem in linear algebra is the determination of the largest eigenvalue (Perron root) of a positive matrix. In the present paper a new differential equation method for finding the Perron root is given. The method utilizes the initial value differential system developed in a companion paper for individually tracking the eigenvalue and corresponding right eigenvector of a parametrized matrix.     

Calculating the Lyapunov exponent for generalized linear systems with exponentially distributed elements of the transition matrix

A stochastic dynamic system of second order is considered. The system evolution is described by a dynamic equation with a stochastic transition matrix, which is linear in the idempotent algebra with operations of maximum and addition. It is assumed that some entries of the matrix are zero constants and all other entries are mutually independent and exponentially distributed. The problem considered is the computation of the Lyapunov exponent, which is defined as the average asymptotic rate of growth of the state vector of the system. The known results related to this problem are limited to systems whose matrices have zero off-diagonal entries. In the cases of matrices with a zero row, zero diagonal entries, or only one zero entry, the Lyapunov exponent is calculated using an approach which is based on constructing and analyzing a certain sequence of one-dimensional distribution functions. The value of the Lyapunov exponent is calculated as the average value of a random variable determined by the limiting distribution of this sequence.     

The calculation of the distance to a nearby defective matrix

The distance of a matrix to a nearby defective matrix is an important classical problem in numerical linear algebra, as it determines how sensitive or ill‐conditioned an eigenvalue decomposition of a matrix is. The concept has been discussed throughout the history of numerical linear algebra, and the problem of computing the nearest defective matrix first appeared in Wilkinsons famous book on the algebraic eigenvalue problem. In this paper, a new fast algorithm for the computation of the distance of a matrix to a nearby defective matrix is presented. The problem is formulated following Alam and Bora introduced in (2005) and reduces to finding when a parameter‐dependent matrix is singular subject to a constraint. The solution is achieved by an extension of the implicit determinant method introduced by Spence and Poulton in (2005). Numerical results for several examples illustrate the performance of the algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

On the second largest Laplacian eigenvalues of graphs

The second largest Laplacian eigenvalue of a graph is the second largest eigenvalue of the associated Laplacian matrix. In this paper, we study extremal graphs for the extremal values of the second largest Laplacian eigenvalue and the Laplacian separator of a connected graph, respectively. All simple connected graphs with second largest Laplacian eigenvalue at most 3 are characterized. It is also shown that graphs with second largest Laplacian eigenvalue at most 3 are determined by their Laplacian spectrum. Moreover, the graphs with maximum and the second maximum Laplacian separators among all connected graphs are determined.     

Sort-Jacobi and generalizations of the symmetric eigenvalue problem

In this paper, it is sketched how the Sort-Jacobi method for the symmetric eigenvalue problem extends to the (–1)-eigenspace of the Cartan involution on an arbitrary semisimple Lie algebra. The proposed method is independent of the representation of the underlying Lie algebra and generalizes well-known normal form problems such as the symmetric, Hermitian, skewsymmetric, symmetric and skew-symmetric ℝ-Hamiltonian eigenvalue problem and the singular value decomposition. It allows a unified treatment of the above eigenvalue methods, including local convergence analysis. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Trace and integrable operators affiliated with a semifinite von Neumann algebra

New properties of the space of integrable (with respect to the faithful normal semifinite trace) operators affiliated with a semifinite von Neumann algebra are found. A trace inequality for a pair of projections in the von Neumann algebra is obtained, which characterizes trace in the class of all positive normal functionals on this algebra. A new property of a measurable idempotent are determined. A useful factorization of such an operator is obtained; it is used to prove the nonnegativity of the trace of an integrable idempotent. It is shown that if the difference of two measurable idempotents is a positive operator, then this difference is a projection. It is proved that a semihyponormal measurable idempotent is a projection. It is also shown that a hyponormal measurable tripotent is the difference of two orthogonal projections.     

A dynamical systems approach to the Kadison-Singer problem

In these notes we develop a link between the Kadison-Singer problem and questions about certain dynamical systems. We conjecture that whether or not a given state has a unique extension is related to certain dynamical properties of the state. We prove that if any state corresponding to a minimal idempotent point extends uniquely to the von Neumann algebra of the group, then every state extends uniquely to the von Neumann algebra of the group. We prove that if any state arising in the Kadison-Singer problem has a unique extension, then the injective envelope of a C*-crossed product algebra associated with the state necessarily contains the full von Neumann algebra of the group. We prove that this latter property holds for states arising from rare ultrafilters and δ-stable ultrafilters, independent, of the group action and also for states corresponding to non-recurrent points in the corona of the group.     

Extremal Eigenvalues of the Sturm-Liouville Problems with Discontinuous Coefficients

In this paper, an extremal eigenvalue problem to the Sturm-Liouville equations with discontinuous coefficients and volume constraint is investigated. Liouville transformation is applied to change the problem into an equivalent minimization problem. Finite element method is proposed and the convergence for the finite element solution is established. A monotonic decreasing algorithm is presented to solve the extremal eigenvalue problem. A global convergence for the algorithm in the continuous case is proved. A few numerical results are given to depict the efficiency of the method.     

A new matrix characterization of fredholm eigenvalues of quasicircles

We give a new characterization of the Fredholm eigenvalues of a quasicircle or of a quasisymmetric transformation. This leads to a matrix eigenvalue problem for a suitable Hermitian matrix. There are connections to extremal quasiconformal mappings and reflections.     

The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model

We derive the spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model. The derivation is based on determining the distinct eigenvalues of a covariance matrix and then obtaining a principal idempotent matrix for each distinct eigenvalue. Examples are given to illustrate the results.     

矩阵代数上的局部合同变换和局部相似变换

令F表示任意域,Mn（F）表示由F上所有n×n矩阵形成的结合代数.本文的目的是研究Mn（F）上具有如下性质的两类线性映射,其中一类线性映射在Mn（F）上每一点的取值与Mn（F）的某个合同变换在该点的取值相同,另一类线性映射在Mn（F）上每一点的取值与Mn（F）的某个相似变换在该点的取值相同,随着Mn（F）上的点不同,这些合同变换和相似变换可能也不同.利用矩阵的秩、幂等阵以及幂零阵的性质,通过矩阵计算的方法证明了第一类线性映射或者是合同变换或者是合同变换与转置变换的复合,第二类线性映射或者是相似变换或者是相似变换与转置变换的复合.由这个结果可知存在真正意义上的局部合同变换和局部相似变换,从而丰富了局部映射理论的研究。     

Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters ω and we are interested in the minimal eigenvalue of a matrix pencil ( A , B ) with A , B symmetric and B positive definite. If ω can be interpreted as the realization of random variables, one may be interested in statistical moments of the minimal eigenvalue. In order to obtain statistical moments, we need a fast evaluation of the eigenvalue as a function of ω . Because this is costly for large matrices, we are looking for a small parameterized eigenvalue problem whose minimal eigenvalue makes a small error with the minimal eigenvalue of the large eigenvalue problem. The advantage, in comparison with a global polynomial approximation (on which, e.g., the polynomial chaos approximation relies), is that we do not suffer from the possible nonsmoothness of the minimal eigenvalue. The small‐scale eigenvalue problem is obtained by projection of the large‐scale problem. Our main contribution is that, for constructing the subspace, we use multiple eigenvectors and derivatives of eigenvectors. We provide theoretical results and document numerical experiments regarding the beneficial effect of adding multiple eigenvectors and derivatives.     

The generalized entropic property for a pair of operations

In this paper a generalized entropic property is defined for a pair of operations. We show that for an idempotent algebra A = (A, f, g) with two ternary operations, if one of f or g is commutative and the pair of operations (f, g) satisfies the generalized entropic property, then (f, g) is entropic. Also, it is proved that every idempotent, commutative algebra A = (A, f, g) with a ternary and a binary operation, satisfying the generalized entropic property, is entropic.     

A dynamical method of DAEs for the smallest eigenvalue problem

This article gives a new method based on the dynamical system of differential-algebraic equations for the smallest eigenvalue problem of a symmetric matrix. First, the smallest eigenvalue problem is converted into an equivalent constrained optimization problem. Second, from the Karush–Kuhn–Tucker conditions for this special equality-constrained problem, a special continuous dynamical system of differential-algebraic equations is obtained. Lastly, based on the implicit Euler method and an analogous trust-region technique, we obtain a prediction-correction method to compute a steady-state solution of this special system of differential-algebraic equations, and consequently obtain the smallest eigenvalue of the original problem. We also analyze the local superlinear property for this new method, and present the promising numerical results, in comparison with other methods.     

Ramsey algebras and the existence of idempotent ultrafilters

Hindman’s Theorem says that every finite coloring of the positive natural numbers has a monochromatic set of finite sums. Ramsey algebras, recently introduced, are structures that satisfy an analogue of Hindman’s Theorem. It is an open problem posed by Carlson whether every Ramsey algebra has an idempotent ultrafilter. This paper develops a general framework to study idempotent ultrafilters. Under certain countable setting, the main result roughly says that every nondegenerate Ramsey algebra has a nonprincipal idempotent ultrafilter in some nontrivial countable field of sets. This amounts to a positive result that addresses Carlson’s question in some way.     

On the equality between rank and trace of an idempotent matrix

The paper was inspired by the question whether it is possible to derive the equality between the rank and trace of an idempotent matrix by using only the idempotency property, without referring to any further features of the matrix. It is shown that such a proof can be obtained by exploiting a general characteristic of the rank of any matrix. An original proof of this characteristic is provided, which utilizes a formula for the Moore-Penrose inverse of a partitioned matrix. Further consequences of the rank property are discussed, in particular, several additional facts are established with considerably simpler proofs than those available. Moreover, a collection of new results referring to the coincidence between rank and trace of an idempotent matrix are derived as well.     

Products of idempotent matrices over integral domains

We say that a ring R has the idempotent matrices property if every square singular matrix over R is a product of idempotent matrices. It is known that every field, and more generally, every Euclidean domain has the idempotent matrices property. In this paper we show that not every integral domain has the idempotent matrices property and that if a projective free ring has the idempotent matrices property then it must be a Bezout domain. We also show that a principal ideal domain has the idempotent matrices property if and only if every fraction a/b with b≠0 has a finite continued fraction expansion. New proofs are also provided for the results that every field and every Euclidean domain have the idempotent matrices property.     

Matrix Representations of Fourth-Order Boundary Value Problems with Transmission Conditions

In this study, we construct a certain class of matrix eigenvalue problems correspond to a class of regular fourth-order boundary value problems with transmission conditions of Atkinson type. The relation between boundary value problem and matrix eigenvalue problem is they have exactly the same eigenvalues.     

On the ranks of idempotent matrices over skew semifields

As is well known, every positive idempotent matrix is of rank 1. It is proved that idempotent matrices without zeros have this property over many skew semifields, and all these skew semifields are described.