Singular values of matrix exponentials

The singular values of a matrix and those of its exponential are related via multiplicative majorization. Matrices giving some equalities in the majorization are characterized. As an application, a scalar inequality for the exponential function is generalized to a matrix-valued inequality and the case of equality is examined.     

汉明距离矩阵的研究

汉明距离矩阵Ds是由测量定义在F_s~q：={0,1,…,q-1}^s上的码字的汉明距离的元素构成.汉明距离矩阵Ds可以由递归的形式表示出来.利用汉明距离矩阵Ds的递归公式求得了矩阵D_s所有特征根以及特征向量.在文章的最后还得出-cDs的Schur指数形的所有特征根.如果c〉0的话,-cDs的Schur指数形的所有特征根都大于零,从而-cDs的Schur指数形是正定的.     

常系数非齐次线性微分方程特解的另一种求法

将常系数线性微分方程转化为一阶常系数线性微分方程组,并利用线性微分方程组的基解矩阵的性质和矩阵指数的性质以及非齐次线性微分方程组的常数变易公式,得到了常系数非齐次线性微分方程的积分形式的特解公式,并通过实例说明所得结论的有用性.     

Deciding finiteness for matrix semigroups over function fields over finite fields

We present a deterministic polynomial time algorithm for testing finiteness of a semigroupS generated by matrices with entries from function fields of constant transcendence degree over finite fields. A special case of the problem was shown to be algorithmically soluble in [RTB] by giving a sharp exponential upper bound on the dimension of the matrix algebra generated byS over the field of constants. One of the exponential time algorithms proposed in [RTB] was expected to be improvable. The polynomial time method presented in this note combines the ideas of that algorithm with a procedure from [IRSz] for calculating the radical. Research supported by NWO-OTKA Grant N26673, FKFP Grant 0612/1997, OTKA Grants 016503, 022925, and EC Grant ALTEC-KIT.     

An exponential matrix method for solving systems of linear differential equations

This paper presents an exponential matrix method for the solutions of systems of high‐order linear differential equations with variable coefficients. The problem is considered with the mixed conditions. On the basis of the method, the matrix forms of exponential functions and their derivatives are constructed, and then by substituting the collocation points into the matrix forms, the fundamental matrix equation is formed. This matrix equation corresponds to a system of linear algebraic equations. By solving this system, the unknown coefficients are determined and thus the approximate solutions are obtained. Also, an error estimation based on the residual functions is presented for the method. The approximate solutions are improved by using this error estimation. To demonstrate the efficiency of the method, some numerical examples are given and the comparisons are made with the results of other methods. Copyright © 2012 John Wiley & Sons, Ltd.     

Multi-variable Hermite matrix polynomials: Properties and applications

In this paper, the multi-variable Hermite matrix polynomials are introduced by algebraic decomposition of exponential operators. Their properties are established using operational methods. The matrix forms of the Chebyshev and truncated polynomials of two variable are also introduced, which are further used to derive certain operational representations and expansion formulae.     

广义Kolmogorov矩阵的遍历性

在本文中,我们证明了广义Kolmogorov矩阵所对应的Markov链的强遍历性与指数遍历性,并且给出它的最大指数遍历常数的一个下界。     

An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential

We revisit the shift‐and‐invert Arnoldi method proposed in [S. Lee, H. Pang, and H. Sun. Shift‐invert Arnoldi approximation to the Toeplitz matrix exponential, SIAM J. Sci. Comput., 32: 774–792, 2010] for numerical approximation to the product of Toeplitz matrix exponential with a vector. In this approach, one has to solve two large‐scale Toeplitz linear systems in advance. However, if the desired accuracy is high, the cost will be prohibitive. Therefore, it is interesting to investigate how to solve the Toeplitz systems inexactly in this method. The contribution of this paper is in three regards. First, we give a new stability analysis on the Gohberg–Semencul formula (GSF) and define the GSF condition number of a Toeplitz matrix. It is shown that when the size of the Toeplitz matrix is large, our result is sharper than the one given in [M. Gutknecht and M. Hochbruck. The stability of inversion formulas for Toeplitz matrices, Linear Algebra Appl., 223/224: 307–324, 1995]. Second, we establish a relation between the error of Toeplitz systems and the residual of Toeplitz matrix exponential. We show that if the GSF condition number of the Toeplitz matrix is medium‐sized, then the Toeplitz systems can be solved in a low accuracy. Third, based on this relationship, we present a practical stopping criterion for relaxing the accuracy of the Toeplitz systems and propose an inexact shift‐and‐invert Arnoldi algorithm for the Toeplitz matrix exponential problem. Numerical experiments illustrate the numerical behavior of the new algorithm and show the effectiveness of our theoretical results. Copyright © 2015 John Wiley & Sons, Ltd.     

A generalization of the inertia theorem for quadratic matrix polynomials

We show that the inertia of a quadratic matrix polynomial is determined in terms of the inertia of its coefficient matrices if the leading coefficient is Hermitian and nonsingular, the constant term is Hermitian, and the real part of the coefficient matrix of the first degree term is definite. In particular, we prove that the number of zero eigenvalues of such a matrix polynomial is the same as the number of zero eigenvalues of its constant term. We also give some new results for the case where the real part of the coefficient matrix of the first degree term is semidefinite.     

Efficient orthogonal matrix polynomial based method for computing matrix exponential

The matrix exponential plays a fundamental role in the solution of differential systems which appear in different science fields. This paper presents an efficient method for computing matrix exponentials based on Hermite matrix polynomial expansions. Hermite series truncation together with scaling and squaring and the application of floating point arithmetic bounds to the intermediate results provide excellent accuracy results compared with the best acknowledged computational methods. A backward-error analysis of the approximation in exact arithmetic is given. This analysis is used to provide a theoretical estimate for the optimal scaling of matrices. Two algorithms based on this method have been implemented as MATLAB functions. They have been compared with MATLAB functions funm and expm obtaining greater accuracy in the majority of tests. A careful cost comparison analysis with expm is provided showing that the proposed algorithms have lower maximum cost for some matrix norm intervals. Numerical tests show that the application of floating point arithmetic bounds to the intermediate results may reduce considerably computational costs, reaching in numerical tests relative higher average costs than expm of only 4.43% for the final Hermite selected order, and obtaining better accuracy results in the 77.36% of the test matrices. The MATLAB implementation of the best Hermite matrix polynomial based algorithm has been made available online.     

Reflecting the pascal matrix about its main antidiagonal

Let B denote either of two varieties of order n Pascal matrix, i.e., one whose entries are the binomial coefficients. Let B_R denote the reflection of B about its main antidiagonal. The matrix B is always invertible modulo n; our main result asserts that B^-1 ≡ B^R mod n if and only if n is prime. In the course of motivating this result we encounter and highlight some of the difficulties with the matrix exponential under modular arithmetic. We then use our main result to extend the "Fibonacci diagonal" property of Pascal matrices.     

Effect of Coulomb friction on the fiber/matrix debonding and matrix cracking in unidirectional fiber-reinforced brittle-matrix composites

A model for a macroscopic crack transverse to bridging fibers is developed based upon the Coulomb friction law, instead of the hypothesis of a constant frictional shear stress usually assumed in fiber/matrix debonding and matrix cracking analyses. The Lamé formulation, together with the Coulomb friction law, is adopted to determine the elastic states of fiber/matrix stress transfer through a frictionally constrained interface in the debonded region, and a modified shear lag model is used to evaluate the elastic responses in the bonded region. By treating the debonding process as a particular problem of crack propagation along the interface, the fracture mechanics approach is adopted to formulate a debonding criterion allowing one to determine the debonding length. By using the energy balance approach, the critical stress for propagating a semi-infinite fiber-bridged crack in a unidirectional fiber-reinforced composite is formulated in terms of friction coefficient and debonding toughness. The critical stress for matrix cracking and the corresponding stress distributions calculated by the present Coulomb friction model is compared with those predicted by the models of constant frictional shear stress. The effect of Poisson contraction caused by the stress re distribution between the fiber and matrix on the matrix cracking mechanics is shown and discussed in the present analysis. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 43, No. 2, pp. 171–190, March–April, 2007.     

Comparison of software for computing the action of the matrix exponential

The implementation of exponential integrators requires the action of the matrix exponential and related functions of a possibly large matrix. There are various methods in the literature for carrying out this task. In this paper we describe a new implementation of a method based on interpolation at Leja points. We numerically compare this method with other codes from the literature. As we are interested in applications to exponential integrators we choose the test examples from spatial discretization of time dependent partial differential equations in two and three space dimensions. The test matrices thus have large eigenvalues and can be nonnormal.     

Function of a square matrix with repeated eigenvalues

An analytical function f(A) of an arbitrary n×n constant matrix A is determined and expressed by the “fundamental formula”, the linear combination of constituent matrices. The constituent matrices Z_kh, which depend on A but not on the function f(s), are computed from the given matrix A, that may have repeated eigenvalues. The associated companion matrix C and Jordan matrix J are then expressed when all the eigenvalues with multiplicities are known. Several other related matrices, such as Vandermonde matrix V, modal matrix W, Krylov matrix K and their inverses, are also derived and depicted as in a 2-D or 3-D mapping diagram. The constituent matrices Z_kh of A are thus obtained by these matrices through similarity matrix transformations. Alternatively, efficient and direct approaches for Z_kh can be found by the linear combination of matrices, that may be further simplified by writing them in “super column matrix” forms. Finally, a typical example is provided to show the merit of several approaches for the constituent matrices of a given matrix A.     

Application of finite difference method of lines on the heat equation

In this article, we apply the method of lines (MOL) for solving the heat equation. The use of MOL yields a system of first–order differential equations with initial value. The solution of this system could be obtained in the form of exponential matrix function. Two approaches could be applied on this problem. The first approach is approximation of the exponential matrix by Taylor expansion, Padé and limit approximations. Using this approach leads to create various explicit and implicit finite difference methods with different stability region and order of accuracy up to six for space and superlinear convergence for time variables. Also, the second approach is a direct method which computes the exponential matrix by applying its eigenvalues and eigenvectors analytically. The direct approach has been applied on one, two and three‐dimensional heat equations with Dirichlet, Neumann, Robin and periodic boundary conditions.     

A finite algorithm for the Drazin inverse of a polynomial matrix

Based on Greville's finite algorithm for Drazin inverse of a constant matrix we propose a finite numerical algorithm for the Drazin inverse of polynomial matrices. We also present a new proof for Decell's finite algorithm through Greville's finite algorithm.     

Comparison of methods for evaluating functions of a matrix exponential

We compare six different categories of numerical methods for the evaluation of functions of the matrix exponential. These functions are required for exponential integrators, and are not straightforward to evaluate because they are highly susceptible to rounding errors when the matrix has small eigenvalues. The comparison takes into account both accuracy and computational time. A scaling and squaring algorithm and a diagonalisation algorithm are both found to be efficient.     

An internal characterisation of structural matrix rings

It is known that structural matrix rings pro-vide a natural passage from complete matrix rings to upper and lower triangular matrix rings, and they often explain the peculiarities regarding certain properties of complete matrix rings on the one hand and of triangular matrix rings on the other hand. In this paper the concept of a set of matrix units in a ring associated with a quasi-order relation is introduced and used to provide an internal char-acterisation of structural matrix rings.