CANONICAL CORRELATION EQUATIONS AND THEIR EXTREMAL PROPERTIES

The canonical variables and canonical correlation coefficients satisfy a matrix equation which is called the canonical correlation equation. There are some different forms of the canonical correlation e-quations given in the literature. In this paper, we discuss four different forms of the canonical correlation equations. The purpose of this paper is to give extremal properties of the solutions of the canonical correlation equations. The results show that canonical variables maximize the determinant of the dispersion matrix of the transformed variables.     

Birkhoff-James approximate orthogonality sets and numerical ranges

In this paper, the notion of Birkhoff-James approximate orthogonality sets is introduced for rectangular matrices and matrix polynomials. The proposed definition yields a natural generalization of standard numerical range and q-numerical range (and also of recent extensions), sharing with them several geometric properties.     

A test for additional information in canonical correlation analysis

Summary In canonical correlation analysis a hypothesis concerning the relevance of a subset of variables from each of the two given variable sets is formulated. The likelihood ratio statistic for the hypothesis and an asymptotic expansion for its null distribution are obtained. In discriminant analysis various alternative forms of a hypothesis concerning the relevance of a specified variable subset are also discussed.     

Derivatives for antisymmetric tensor powers and perturbation bounds

In an earlier paper (R. Bhatia, T. Jain, Higher order derivatives and perturbation bounds for determinants, Linear Algebra Appl. 431 (2009) 2102-2108) we gave formulas for derivatives of all orders for the map that takes a matrix to its determinant. In this paper we continue that work, and find expressions for the derivatives of all orders for the antisymmetric tensor powers and for the coefficients of the characteristic polynomial. We then evaluate norms of these derivatives, and use them to obtain perturbation bounds.     

On some properties of the determinants of tensors

We use the Hilbert?s Nullstellensatz (Hilbert?s Zero Point Theorem) to give a direct proof of the formula for the determinants of the products of tensors. By using this determinant formula and using tensor product to represent the transformations of the slices of tensors, we prove some basic properties of the determinants of tensors which are the generalizations of the corresponding properties of the determinants for matrices. We also study the determinants of tensors after two types of transposes. We use the permutational similarity of tensors to discuss the relation between weakly reducible tensors and the triangular block tensors, and give a canonical form of the weakly reducible tensors.     

On some generalizations of the Vandermonde matrix and their relations with the Euler beta-function

A multiple Vandermonde matrix which, besides the powers of variable, also contains their derivatives is introduced and an explicit expression of its determinant is obtained. for the case of arbitrary real powers, when the variables are positive, it is proved that such generalized multiple Vandermonde matrix is positive definite for appropriate enumerations of rows and columns. As an application of these results, some relations are obtained which in the one-dimensional case give the well-known formula for the Euler betafunction.     

Completion problem with partial correlation vines

This paper extends the results in [D. Kurowicka, R.M. Cooke, A parametrization of positive definite matrices in terms of partial correlation vines, Linear Algebra Appl. 372 (2003) 225-251]. We show that a partial correlation vine represents a factorization of the determinant of the correlation matrix. We show that the graph of an incompletely specified correlation matrix is chordal if and only if it can be represented as an m-saturated incomplete vine, that is, an incomplete vine for which all edges corresponding to membership-descendents (m-descendents for short) of a specified edge are specified. This enables us to find the set of completions, and also the completion with maximal determinant for matrices corresponding to chordal graphs.     

Inference in canonical correlation analysis

The asymptotic behavior, for large sample size, is given for the distribution of the canonical correlation coefficients. The result is used to examine the Bartlett-Lawley test that the residual population canonical correlation coefficients are zero. A marginal likelihood function for the population coefficients is obtained and the maximum marginal likelihood estimates are shown to provide a bias correction.     

Noncentral matrix quadratic forms of the skew elliptical variables

In this paper, the noncentral matrix quadratic forms of the skew elliptical variables are studied. A family of the matrix variate noncentral generalized Dirichlet distributions is introduced as the extension of the noncentral Wishart distributions, the Dirichlet distributions and the noncentral generalized Dirichlet distributions. Main distributional properties are investigated. These include probability density and closure property under linear transformation and marginalization, the joint distribution of the sub-matrices of the matrix quadratic forms in the skew elliptical variables and the moment generating functions and Bartlett's decomposition of the matrix quadratic forms in the skew normal variables. Two versions of the noncentral Cochran's Theorem for the matrix variate skew normal distributions are obtained, providing sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the matrix variate noncentral generalized Dirichlet distributions. Applications include the properties of the least squares estimation in multivariate linear model and the robustness property of the Wilk's likelihood ratio statistic in the family of the matrix variate skew elliptical distributions.     

Determinant of a matrix that commutes with a Jordan matrix

Given a Jordan matrix J, we obtain an explicit formula for the determinant of any matrix T that commutes with it.     

Generalized even and odd totally positive matrices

A generalization of the definition of an oscillatory matrix based on the theory of cones is given in this paper. The positivity and simplicity of all the eigenvalues of a generalized oscillatory matrix are proved. Classes of generalized even and odd oscillatory matrices are introduced. Spectral properties of the obtained matrices are studied. Criteria of generalized even and odd oscillation are given. Examples of generalized even and odd oscillatory matrices are presented.     

Asymptotic theory of multiple-set linear canonical analysis

This paper deals with asymptotics for multiple-set linear canonical analysis (MSLCA). A definition of this analysis, that adapts the classical one to the context of Euclidean random variables, is given and properties of the related canonical coefficients are derived. Then, estimators of the MSLCA’s elements, based on empirical covariance operators, are proposed and asymptotics for these estimators is obtained. More precisely, we prove their consistency and we obtain asymptotic normality for the estimator of the operator that gives MSLCA, and also for the estimator of the vector of canonical coefficients. These results are then used to obtain a test for mutual non-correlation between the involved Euclidean random variables.     

Canonical forms for mixed symmetric-skewsymmetric quaternion matrix pencils

Canonical forms are described for pairs of quaternionic matrices, or equivalently matrix pencils, where one matrix is symmetric and the other matrix is skewsymmetric, under strict equivalence and symmetry respecting congruence. The symmetry is understood in the sense of a fixed involutory antiautomorphism of the skew field of the real quaternions; the involutory antiautomorphism is assumed to be nonstandard, i.e., other than the quaternionic conjugation. Some applications are developed, such as canonical forms for quaternionic matrices under symmetry respecting congruence, and canonical forms for matrices that are skewsymmetric with respect to a nondegenerate symmetric or skewsymmetric quaternion valued inner product.     

Cartan determinants for gentle algebras

The determinant of the Cartan matrix of a finite dimensional algebra is an invariant of the derived category and can be very helpful for derived equivalence classifications. In this paper we determine the determinants of the Cartan matrices for all gentle algebras. This is a class of algebras of tame representation type which occurs naturally in various places in representation theory. The definition of these algebras is of a purely combinatorial nature, and so are our formulae for the Cartan determinants.Received: 29 October 2004     

Determinant of the distance matrix of a tree with matrix weights

Let T be a tree with n vertices and let D be the distance matrix of T. According to a classical result due to Graham and Pollack, the determinant of D is a function of n, but does not depend on T. We allow the edges of T to carry weights, which are square matrices of a fixed order. The distance matrix D of T is then defined in a natural way. We obtain a formula for the determinant of D, which involves only the determinants of the sum and the product of the weight matrices.     

Palindromic matrix polynomials, matrix functions and integral representations

We study the properties of palindromic quadratic matrix polynomials φ(z)=P+Qz+Pz², i.e., quadratic polynomials where the coefficients P and Q are square matrices, and where the constant and the leading coefficients are equal. We show that, for suitable choices of the matrix coefficients P and Q, it is possible to characterize by means of φ(z) well known matrix functions, namely the matrix square root, the matrix polar factor, the matrix sign and the geometric mean of two matrices. Finally we provide some integral representations of these matrix functions.     

Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random

This paper develops the empirical likelihood (EL) inference on parameters and baseline function in a semiparametric nonlinear regression model for longitudinal data in the presence of missing response variables. We propose two EL-based ratio statistics for regression coefficients by introducing the working covariance matrix and a residual-adjusted EL ratio statistic for baseline function. We establish asymptotic properties of the EL estimators for regression coefficients and baseline function. Simulation studies are used to investigate the finite sample performance of our proposed EL methodologies. An AIDS clinical trial data set is used to illustrate our proposed methodologies.     

Robust canonical correlations: A comparative study

Summary  Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods are discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study compares the performance of the different estimators under several kinds of sampling schemes. Robustness is studied as well by breakdown plots.     

Revisiting the core EP inverse and its extension to rectangular matrices

In this paper, we revise the core EP inverse of a square matrix introduced by Prasad and Mohana in [12], Core EP inverse, Linear and Multilinear Algebra 62(3) (2014), 792–802. Firstly, we give a new representation and a new characterization of the core EP inverse. Then, we study some properties of the core EP inverse by using a representation by block matrices. Secondly, we extend the notion of core EP inverse to rectangular matrices by means of a weighted core EP decomposition. Finally, we study some properties of weighted core EP inverses.     

An extremal sparsity property of the Jordan canonical form

We prove that among all the matrices that are similar to a given square complex matrix, the Jordan canonical form has the largest number of off-diagonal zero entries. We also characterize those matrices that attain this largest number.