Minimum norm problems over transportation polytopes

We consider the problem of updating input-output matrices, i.e., for given (m,n) matrices A ? 0, W ? 0 and vectors u ? $\text{R}$^m, v?$\text{R}$ⁿ, find an (m,n) matrix X ? 0 with prescribed row sums Σⁿ_j=1X_ij = u_i (i = 1,…,m) and prescribed column sums Σ^m_i=1X_ij = v_j (j = 1,…,n) which fits the relations X_ij = A_ij + λ_iW_ij + W_ij + W_ijμ_j for all i,j and some λ?$\text{R}$^m, μ?$\text{R}$ⁿ. Here we consider the question of existence of a solution to this problem, i.e., we shall characterize those matrices A, W and vectors u,v which lead to a solvable problem. Furthermore we outline some computational results using an algorithm of [2].     

A note on symmetric doubly-stochastic matrices

Each extreme point in the convex set Δ¹_n of all n×n symmetric doubly-stochastic matrices is shown to have the form $\text{1}\text{2}\text{(P + P}{}^{\mathrm{t}}\text{)}$, for some n×n permutation matrix P. The convex hull Σ_n of the integral points in Δ¹_n (i.e., the symmetric permutation matrices) is shown to consist of those matrices, X = (x_ij) in Δ¹_n satisfying Σ_i∈SΣ_j∈S?{i}x_ij ? 2k, for each subset S of {1, 2, …, n} having cardinality 2k + 1, for some k > 0.     

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.     

On constant discrete programming problems

Let H be a subset of the set S_n of all permutations

$\text{1}\text{2}\text{???}\text{n}\text{s(1)}\text{s(2)}\text{???}\text{s(n)}$

C=6c_ij6 a real n?n matrix L_c(s)=c_1s(1)+c_2s(2)+???+c_ns(n) for s ? H. A pair (H, C) is the existencee of reals a₁,b₁,a₂,b₂,…a_n,b_n, for which c_ij=a₁+b_j if (i,j)?D(H), where D(H)={(i,j):(?h?H)(j=h(i))}.For a pair (H,C) the specifity of it is proved in the case, when H is either a special cyclic class of permutations or a special union of cyclic classes. Specific pairs with minimal sets H are in some sense described.     

Solution of a system of functional-differential equations arising from an optimization problem

In connection with an optimization problem, all functions ?: Iⁿ → $\text{R}$ with continuous nonzero partial derivatives and satisfying

$\text{??}\text{?x,}{}_{\mathrm{i}}\text{??}\text{?x}{}_{\mathrm{j}}$

for all x_i, x_j ≠ I, i, j = 1,2,…, n (n > 2) are determined (I is an interval of positive real numbers).     

Anti-Hadamard matrices

An anti-Hadamard matrix may be loosely defined as a real (0, 1) matrix which is invertible, but only just. Let A be an invertible (0, 1) matrix with eigenvalues λ_i, singular values σ_i, and inverse B = (b_ij). We are interested in the four closely related problems of finding λ(n) = min_{A, i}|λ_i|, σ(n) = min_{A, i}σ_i, χ(n) = max_{A, i, j} |b_ij|, and μ(n) = max_AΣ_ijb²_ij. Then A is an anti-Hadamard matrix if it attains μ(n). We show that λ(n), σ(n) are between $\text{(2n)}{}^{\mathrm{?1}}\text{(}\text{n}\text{4}\text{)}{}^{\mathrm{<mtext>?n</mtext><mtext>2</mtext>}}$ and c√n (2.274)^?n, where c is a constant, $\text{c}\text{(2.274)}{}^{\mathrm{n}}\text{?χ(n)?2(}\text{n}\text{4}\text{)}{}^{\mathrm{<mtext>n</mtext><mtext>2</mtext>}}$, and $\text{c}\text{(5.172)}{}^{\mathrm{n}}\text{?μ(n)?4n}{}^2\text{(}\text{n}\text{4}\text{)}{}^{\mathrm{n}}$. We also consider these problems when A is restricted to be a Toeplitz, triangular, circulant, or (+1, ?1) matrix. Besides the obvious application—to finding the most ill-conditioned (0, 1) matrices—there are connections with weighing designs, number theory, and geometry.     

On the solutions to x′(t) = A(t) x (t) over all A(t), where P ⩽ A(t) ⩽ Q

Let P_ij and q_ij be positive numbers for i ≠ j, i, j = 1, …, n, and consider the set of matrix differential equations x′(t) = A(t) x(t) over all A(t), where a_ij(t) is piecewise continuous, a_ij(t) = ?∑_{i ≠ j}a_ij(t), and p_ij ? a_ij(t) ? q_ij all t. A solution x is also to satisfy ∑_{i = 1}ⁿx_i(0) = 1. Let C_t denote the set of all solutions, evaluated at t to equations described above. It is shown that $\text{C}{}_{\mathrm{t}}$, the topological closure of C_t, is a compact convex set for each t. Further, the set valued function $\text{C}{}_{\mathrm{t}}$, of t is continuous and $\text{limit}{}_{\mathrm{t\; \to \; \infty }}\text{C}\text{?}{}_{\mathrm{t}}\text{= ∩}\text{C}\text{?}{}_{\mathrm{t}}$.     

An inertial decomposition and related range results

With quasicommutative n-square complex matrices A₁,…,A_s and s-square hermitian G=(g_ij), relationships are given between the image $\text{Σ}{}^{\mathrm{s}}{}_{\mathrm{i,j=1}}\text{g}{}_{\mathrm{ij}}\text{A}{}_{\mathrm{i}}\text{HA}{}^1{}_{\mathrm{j}}$ of a linear transformation on $\text{H}$_n being positive definite and the action of H on generalized inertial decompositions of $\text{C}$ⁿ.     

Affine and combinatorial binary m-spaces

Let V(n) denote the n-dimensional vector space over the 2-element field. Let a(m, r) (respectively, c(m, r)) denote the smallest positive integer such that if n ? a(m, r) (respectively, n ? c(m, r)), and V(n) is arbitrarily partitioned into r classes C_i, 1 ? i ? r, then some class C_i must contain an m-dimensional affine (respectively, combinatorial) subspace of V(n). Upper bounds for the functions a(m, r) and c(m, r) are investigated, as are upper bounds for the corresponding “density functions” $\text{a}\text{(m, ?)}$ and $\text{c}\text{(m, ?)}$.     

Extensions of band matrices with band inverses

Let R_ij be a given set of μ_i× μ_j matrices for i, j=1,…, n and |i?j| ?m, where 0?m?n?1. Necessary and sufficient conditions are established for the existence and uniqueness of an invertible block matrix =[F_ij], i,j=1,…, n, such that F_ij=R_ij for |i?j|?m, F admits either a left or right block triangular factorization, and (F^?1)_ij=0 for |i?j|>m. The well-known conditions for an invertible block matrix to admit a block triangular factorization emerge for the particular choice m=n?1. The special case in which the given R_ij are positive definite (in an appropriate sense) is explored in detail, and an inequality which corresponds to Burg's maximal entropy inequality in the theory of covariance extension is deduced. The block Toeplitz case is also studied.     

Random walks on groups

A finite group G is partitioned into nonempty disjoint subsets C₀, C₁,…,C_m such that for every g₁∈C_i the number of ordered pairs (g₂,g₃) for which g₂∈C_ν,g₃∈C_j, and g₁g₂ = g₃ is independent of the particular choice of g₁. A sequence of mutually independent random elements γ₀, γ₁,…, γ_n,… is chosen in G in such a way that for n = 1,2,… the probability $\text{P}\text{{γ}{}_{\mathrm{n}}\text{= g}}$ depends only on the class C_ν which contains g. Let ξ_n = jif γ₀γ₁?γ_n∈C_j. Then $\text{{ξ}{}_{\mathrm{n}}\text{; n ≧ 0}}$ is a homogeneous Markov chain with state space I = {0,1,…,m}. The aim of this paper is to determine the n-step transition probabilities of the Markov chain $\text{{ξ}{}_{\mathrm{n}}\text{; n ≧ 0}}$. The results derived in this paper lead also to a probabilistic interpretation and a generalization of group characters.     

Duality between some linear preserver problems. II. Isometries with respect to c-special norms and matrices with fixed singular values

Let $\text{F}{}_{\mathrm{m\times n}}$ (m?n) denote the linear space of all m × n complex or real matrices according as $\text{F}$=$\text{C}$ or $\text{R}$. Let c=(c₁,…,c_m)≠0 be such that c₁???c_m?0. The c-spectral norm of a matrix A?$\text{F}$_m×n is the quantity

$\text{6A6}{}_{\mathrm{c}}\text{∑}\text{i=I}\text{m}\text{c}{}_{\mathrm{i}}\text{σ}{}_{\mathrm{i}}\text{(A)}$

. where σ₁(A)???σ_m(A) are the singular values of A. Let d=(d₁,…,d_m)≠0, where d₁???d_m?0. We consider the linear isometries between the normed spaces $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{<mtext>c</mtext>}}\text{)}$ and $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{d}}\text{)}$, and prove that they are dual transformations of the linear operators which map $\text{L}$(d) onto $\text{L}$(c), where

$\text{L}\text{(c)= {X?}\text{F}{}_{\mathrm{m\times n}}\text{:X}\text{has singular values}\text{c}{}_1\text{,…,c}{}_{\mathrm{m}}\text{}}$

.     

Decomposable bilinear numerical radii

Let A be an n-square normal matrix over $\text{C}$, and Q_{m, n} be the set of strictly increasing integer sequences of length m chosen from 1,…, n. For α,β∈Q_{m, n} denote by A[α|β] the submatrix obtained from A by using rows numbered α and columns numbered β. For k∈{0,1,…,m} write z.sfnc;α∩β|=k if there exists a rearrangement of 1,…,m, say i₁,…,i_k, i_k+1,…,i_m, such that α(i_j)=β(i_j), j=1,…,k, and {α(i_k+1),…,α(i_m)};∩{β(i_k+1),…,β(i_m)}=ø. Let

be the group of n-square unitary matrices. Define the nonnegative number

$\text{?}{}_{\mathrm{k}}\text{(A)=}\text{max}\text{U∈}\textcolor{red}{}\text{|}\text{det}\text{(U}{}^1\text{AU) [α|β]|}$

, where |α∩β|=k. Theorem 1 establishes a bound for ?_k(A), 0?k<m?1, in terms of a classical variational inequality due to Fermat. Let A be positive semidefinite Hermitian, n?2m. Theorem 2 leads to an interlacing inequality which, in the case n=4, m=2, resolves in the affirmative the conjecture that

$\text{?}{}_{\mathrm{m}}\text{(A)??}{}_{\mathrm{m?1}}\text{(A)????}{}_0\text{(A)}$

.     

The Dirichlet problem for the Kohn Laplacian on the Heisenberg group,II

Let L = ∑_{j = 1}^mX_j² be sum of squares of vector fields in $\text{R}$ⁿ satisfying a Hörmander condition of order 2: span{X_j, [X_i, X_j]} is the full tangent space at each point. A point x??D of a smooth domain D is characteristic if X₁,…, X_m are all tangent to ?D at x. We prove sharp estimates in non-isotropic Lipschitz classes for the Dirichlet problem near (generic) isolated characteristic points in two special cases: (a) The Grushin operator $\text{?}{}^2\text{?x}{}^2\text{+ x}{}^2\text{?}{}^2\text{?t}{}^2$ in $\text{R}$². (b) The real part of the Kohn Laplacian on the Heisenberg group $\text{∑}{}_{\mathrm{j\; ?\; 1}}{}^{\mathrm{n}}\text{(}\text{?}\text{?x}{}_{\mathrm{j}}\text{+ 2y}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2\text{+ (}\text{?}\text{?y}{}_{\mathrm{j}}\text{? 2x}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2$ in $\text{R}$^{2n + 1}. In contrast to non-characteristic points, C^∞ regularity may fail at a characteristic point. The precise order of regularity depends on the shape of ?D at x.     

Sperner systems consisting of pairs of complementary subsets

It was proved by Erdös, Ko, and Radó (Intersection theorems for systems of finite sets, Quart. J. Math. Oxford Ser.12 (1961), 313–320.) that if $\text{A}$ = {;A₁,…, A_l}; consists of k-subsets of a set with n > 2k elements such that A_i ∩ A_j ≠ ? for all i, j then l ? (_k?1^n?1). Schönheim proved that if A₁, …, A_l are subsets of a set S with n elements such that A_i ? A_j, A_i ∩ A_j ≠ ø and A_i ∪ A_j ≠ S for all i ≠ j then $\text{l ? (}{}_{\mathrm{<mtext>[</mtext><mtext>n</mtext><mtext>2</mtext><mtext>]\; ?\; 1</mtext>}}{}^{\mathrm{n\; ?\; 1}}\text{)}$. In this note we prove a common strengthening of these results.     

An extremal problem for sets with applications to graph theory

Let X₁, …, X_n be n disjoint sets. For 1 ? i ? n and 1 ? j ? h let A_ij and B_ij be subsets of X_i that satisfy |A_ij| ? r_i and |B_ij| ? s_i for 1 ? i ? n, 1 ? j ? h, $\text{(∪}{}_{\mathrm{i}}\text{A}{}_{\mathrm{ij}}\text{) ∩ (∪}{}_{\mathrm{i}}\text{B}{}_{\mathrm{ij}}\text{) = ?}$ for 1 ? j ? h, $\text{(∪}{}_{\mathrm{i}}\text{A}{}_{\mathrm{ij}}\text{) ∩ (∪}{}_{\mathrm{i}}\text{B}{}_{\mathrm{il}}\text{) ≠ ?}$ for 1 ? j < l ? h. We prove that $\text{h?}\text{Π}\text{i=1}\text{n}\text{r}{}_{\mathrm{i}}\text{+s}{}_{\mathrm{i}}\text{r}{}_{\mathrm{i}}$. This result is best possible and has some interesting consequences. Its proof uses multilinear techniques (exterior algebra).     

A generalization of the Kruskal-Katona theorem

Let k_n ? k_n?1 ? … ? k₁ be positive integers and let ($\text{i}\text{j}$) denote the coefficient of xⁱ in $\text{Π}\text{r=1}\text{j}\text{(1 + x + x}{}^2\text{+ … + x}{}^{\mathrm{kr}}\text{)}$. For given integers l, m, where 1 ? l ? k_n + k_n?1 + … + k₁ and $\text{1 ? m ? (}\text{n}\text{n}\text{)}$, it is shown that there exist unique integers m(l), m(l ? 1),…, m(t), satisfying certain conditions, for which $\text{m = (}\text{m(l)}\text{l}\text{+ (}\text{m(l?1)}\text{l?1}\text{) + … + (}\text{m(t)}\text{t}\text{)}$. Moreover, any m l-subsets of a multiset with k_i elements of type i, i = 1, 2,…, n, will contain at least $\text{(}\text{m(l)}\text{l?1}\text{) + (}\text{m(l?1)}\text{l?2}\text{) + … + (}\text{m(t)}\text{t?1}$ different (l ? 1)-subsets. This result has been anticipated by Greene and Kleitman, but the formulation there is not completely correct. If k₁ = 1, the numbers ($\text{j}\text{i}$) are binomial coefficients and the result is the Kruskal-Katona theorem.     

A system of linear equations related to the transportation problem with application to probability theory

Let P=[p_ij] be a m×n matrix and let C be the coefficient matrix of Σ_j=1ⁿ p_ijx_ij=u_i, 1≤i≤m, Σ_i=1^mp_ijx_ij=vj, 1≤j≤n. The relation between the reducibility of P and the rank of C is investigated. An application to martingale extension is given.