Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms

Let Y be an n×p multivariate normal random matrix with general covariance Σ_Y and W be a symmetric matrix. In the present article, the property that a matrix quadratic form Y^′WY is distributed as a difference of two independent (noncentral) Wishart random matrices is called the (noncentral) generalized Laplacianness (GL). Then a set of algebraic results are obtained which will give the necessary and sufficient conditions for the (noncentral) GL of a matrix quadratic form. Further, two extensions of Cochran’s theorem concerning the (noncentral) GL and independence of a family of matrix quadratic forms are developed.     

Wishartness and independence of matrix quadratic forms in a normal random matrix

Let Y be an n×p multivariate normal random matrix with general covariance Σ_Y. The general covariance Σ_Y of Y means that the collection of all np elements in Y has an arbitrary np×np covariance matrix. A set of general, succinct and verifiable necessary and sufficient conditions is established for matrix quadratic forms Y^′W_iY's with the symmetric W_i's to be an independent family of random matrices distributed as Wishart distributions. Moreover, a set of general necessary and sufficient conditions is obtained for matrix quadratic forms Y^′W_iY's to be an independent family of random matrices distributed as noncentral Wishart distributions. Some usual versions of Cochran's theorem are presented as the special cases of these results.     

Invertible and nilpotent matrices over antirings

In this paper, we characterize invertible matrices over an arbitrary commutative antiring S with 1 and find the structure of GL_n(S). We find the number of nilpotent matrices over an entire commutative finite antiring. We prove that every nilpotent n×n matrix over an entire antiring can be written as a sum of ⌈log₂n⌉ square-zero matrices and also find the necessary number of square-zero summands for an arbitrary trace-zero matrix to be expressible as their sum.     

The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix

Let W_n be n×n Hermitian whose entries on and above the diagonal are independent complex random variables satisfying the Lindeberg type condition. Let T_n be n×n nonnegative definitive and be independent of W_n. Assume that almost surely, as n→∞, the empirical distribution of the eigenvalues of T_n converges weakly to a non-random probability distribution.Let . Then with the aid of the Stieltjes transforms, we show that almost surely, as n→∞, the empirical distribution of the eigenvalues of A_n also converges weakly to a non-random probability distribution, a system of two equations determining the Stieltjes transform of the limiting distribution. Important analytic properties of this limiting spectral distribution are then derived by means of those equations. It is shown that the limiting spectral distribution is continuously differentiable everywhere on the real line except only at the origin and that a necessary and sufficient condition is available for determining its support. At the end, the density function of the limiting spectral distribution is calculated for two important cases of T_n, when T_n is a sample covariance matrix and when T_n is the inverse of a sample covariance matrix.     

New classes of spectrally arbitrary ray patterns

An n×n ray pattern matrix S is said to be spectrally arbitrary if for every monic nth degree polynomial f(λ) with coefficients from C, there is a complex matrix in the ray pattern class of S such that its characteristic polynomial is f(λ). In this article we give new classes of spectrally arbitrary ray pattern matrices.     

Preservers of eigenvalue inclusion sets of matrix products

For a square matrix A, let S(A) be an eigenvalue inclusion set such as the Gershgorin region, the union of Cassini ovals, and the Ostrowski’s set. Characterization is obtained for maps Φ on n×n matrices satisfying S(Φ(A)Φ(B))=S(AB) for all matrices A and B.     

A note on the perturbation of positive matrices by normal and unitary matrices

In a recent paper, Neumann and Sze considered for an n × n nonnegative matrix A, the minimization and maximization of ρ(A + S), the spectral radius of (A + S), as S ranges over all the doubly stochastic matrices. They showed that both extremal values are always attained at an n × n permutation matrix. As a permutation matrix is a particular case of a normal matrix whose spectral radius is 1, we consider here, for positive matrices A such that (A + N) is a nonnegative matrix, for all normal matrices N whose spectral radius is 1, the minimization and maximization problems of ρ(A + N) as N ranges over all such matrices. We show that the extremal values always occur at an n × n real unitary matrix. We compare our results with a less recent work of Han, Neumann, and Tastsomeros in which the maximum value of ρ(A + X) over all n × n real matrices X of Frobenius norm was sought.     

Preservers of eigenvalue inclusion sets

For a square matrix A, let S(A) be an eigenvalue inclusion set such as the Gershgorin region, the Brauer region in terms of Cassini ovals, and the Ostrowski region. Characterization is obtained for maps Φ on n×n matrices satisfying S(Φ(A)-Φ(B))=S(A-B) for all matrices A and B. From these results, one can deduce the structure of additive or (real) linear maps satisfying S(A)=S(Φ(A)) for every matrix A.     

Semidefinite descriptions of low-dimensional separable matrix cones

Let K⊂E, K^′⊂E^′ be convex cones residing in finite-dimensional real vector spaces. An element y in the tensor product E⊗E^′ is K⊗K^′-separable if it can be represented as finite sum , where x_l∈K and for all l. Let S(n), H(n), Q(n) be the spaces of n×n real symmetric, complex Hermitian and quaternionic Hermitian matrices, respectively. Let further S₊(n), H₊(n), Q₊(n) be the cones of positive semidefinite matrices in these spaces. If a matrix A∈H(mn)=H(m)⊗H(n) is H₊(m)⊗H₊(n)-separable, then it fulfills also the so-called PPT condition, i.e. it is positive semidefinite and has a positive semidefinite partial transpose. The same implication holds for matrices in the spaces S(m)⊗S(n), H(m)⊗S(n), and for m?2 in the space Q(m)⊗S(n). We provide a complete enumeration of all pairs (n,m) when the inverse implication is also true for each of the above spaces, i.e. the PPT condition is sufficient for separability. We also show that a matrix in Q(n)⊗S(2) is Q₊(n)⊗S₊(2)- separable if and only if it is positive semidefinite.     

Spectral criteria for complementary triangular forms

In this paper we consider the following problem: Given two matricesA,Z∈? ^n×n , does there exist an invertiblen×n-matrixS such thatS ^?1 AS is an upper triangular matrix andS ^?1 ZS is a lower triangular matrix, and if so, what can be said about the order in which the eigenvalues ofA andZ appear on the diagonals of these triangular matrices? For special choices ofA andZ a complete solution is possible, as has been shown by several authors. Here we follow a lead, provided by Shmuel Friedland, who discussed the case where bothA andZ have at leastn-1 linearly independent eigenvectors, and we descibe the problem in terms of Jordan chains and left-Jordan chains for the matricesA, Z. The results give some insight in the question why certain classes of matrices (like the nonderogatory and the rank 1 matrices) allow for a detailed solution of the problems described above; for some of these classes the result of this analysis is presented here for the first time.     

From local to global similarity of matrix groups

Let G and H be groups of complex n×n matrices. We say that G is an H-like group if every matrix in G is similar to a matrix from H. For several groups H we consider two questions:

(A)

Is every H-like group (simultaneously) similar to a subgroup of H?

(B)

Is H the only H-like group containing H? Among other results we prove that the symmetric group S_n is the only S_n-like group containing S_n.

     

Asymptotic expansions for distributions of latent roots in multivariate analysis

Asymptotic expansions are given for the distributions of latent roots of matrices in three multivariate situations. The distribution of the roots of the matrix S₁(S₁ + S₂)^?1, where S₁ is $\text{W}{}_{\mathrm{<mtext>m</mtext>}}\text{(n}{}_1\text{, Σ, Ω)}$ and S₂ is W_m(n₂, Σ), is studied in detail and asymptotic series for the distribution are obtained which are valid for some or all of the roots of the noncentrality matrix Ω large. These expansions are obtained using partial-differential equations satisfied by the distribution. Asymptotic series are also obtained for the distributions of the roots of n^?1S, where S in W_m(n, Σ), for large n, and S₁S₂^?1, where S₁ is W_m(n₁, Σ) and S₂ is W_m(n₂, Σ), for large n₁ + n₂.     

On a model selection problem from high-dimensional sample covariance matrices

Modern random matrix theory indicates that when the population size p is not negligible with respect to the sample size n, the sample covariance matrices demonstrate significant deviations from the population covariance matrices. In order to recover the characteristics of the population covariance matrices from the observed sample covariance matrices, several recent solutions are proposed when the order of the underlying population spectral distribution is known. In this paper, we deal with the underlying order selection problem and propose a solution based on the cross-validation principle. We prove the consistency of the proposed procedure.     

Divisibility properties of power GCD matrices and power LCM matrices

Let a,b and n be positive integers and the set S={x₁,…,x_n} of n distinct positive integers be a divisor chain (i.e. there exists a permutation σ on {1,…,n} such that x_σ(1)|…|x_σ(n)). In this paper, we show that if a|b, then the ath power GCD matrix (S^a) having the ath power (x_i,x_j)^a of the greatest common divisor of x_i and x_j as its i,j-entry divides the bth power GCD matrix (S^b) in the ring M_n(Z) of n×n matrices over integers. We show also that if a?b and n?2, then the ath power GCD matrix (S^a) does not divide the bth power GCD matrix (S^b) in the ring M_n(Z). Similar results are also established for the power LCM matrices.     

Potentially nilpotent and spectrally arbitrary even cycle sign patterns

An n × n sign pattern S_n is potentially nilpotent if there is a real matrix having sign pattern S_n and characteristic polynomial xⁿ. A new family of sign patterns C_n with a cycle of every even length is introduced and shown to be potentially nilpotent by explicitly determining the entries of a nilpotent matrix with sign pattern C_n. These nilpotent matrices are used together with a Jacobian argument to show that C_n is spectrally arbitrary, i.e., there is a real matrix having sign pattern C_n and characteristic polynomial for any real μ_i. Some results and a conjecture on minimality of these spectrally arbitrary sign patterns are given.     

Congruence of Hermitian matrices by Hermitian matrices

Two Hermitian matrices A,B∈M_n(C) are said to be Hermitian-congruent if there exists a nonsingular Hermitian matrix C∈M_n(C) such that B=CAC. In this paper, we give necessary and sufficient conditions for two nonsingular simultaneously unitarily diagonalizable Hermitian matrices A and B to be Hermitian-congruent. Moreover, when A and B are Hermitian-congruent, we describe the possible inertias of the Hermitian matrices C that carry the congruence. We also give necessary and sufficient conditions for any 2-by-2 nonsingular Hermitian matrices to be Hermitian-congruent. In both of the studied cases, we show that if A and B are real and Hermitian-congruent, then they are congruent by a real symmetric matrix. Finally we note that if A and B are 2-by-2 nonsingular real symmetric matrices having the same sign pattern, then there is always a real symmetric matrix C satisfying B=CAC. Moreover, if both matrices are positive, then C can be picked with arbitrary inertia.     

Shorted operators of partitioned matrices and application

In this paper, our main objective is to study the effect of appending/deleting a column/row on the shorted operators. It turns out that for matrices A and B for which the shorted operator S(A|B) exists, S(A₁|B₁) of the matrix A₁=[A:a] with respect to the matrix B₁=[B:b], when it exists, is obtained by appending a suitable column to S(A|B). Moreover, if S(A₁|B₁) exists, then S(A|B) exists and is obtained from S(A₁|B₁) by dropping its last column. In the process, we study the effect of appending/deleting a column/row on the space pre-order and the parallel sum of parallel summable matrices. Finally, we specialize to the case of and matrices and study the effect of bordering (by an additional column and a row) on the shorted operator. We conclude the paper with an application to Linear Models with singular dispersion structure.     

Classification of small (0, 1) matrices

Denote by A_n the set of square (0, 1) matrices of order n. The set A_n, n ? 8, is partitioned into row/column permutation equivalence classes enabling derivation of various facts by simple counting. For example, the number of regular (0, 1) matrices of order 8 is 10160459763342013440. Let D_n, S_n denote the set of absolute determinant values and Smith normal forms of matrices from A_n. Denote by a_n the smallest integer not in D_n. The sets D₉ and S₉ are obtained; especially, a₉ = 103. The lower bounds for a_n, 10 ? n ? 19 (exceeding the known lower bound a_n ? 2f_n − 1, where f_n is nth Fibonacci number) are obtained. Row/permutation equivalence classes of A_n correspond to bipartite graphs with n black and n white vertices, and so the other applications of the classification are possible.     

Procrustes problems and associated approximation problems for matrices with k-involutory symmetries

We say that a matrix R∈C^n×n is k-involutary if its minimal polynomial is x^k-1 for some k?2, so R^k-1=R^-1 and the eigenvalues of R are 1,ζ,ζ²,…,ζ^k-1, where ζ=e^2πi/k. Let α,μ∈{0,1,…,k-1}. If R∈C^m×m, A∈C^m×n, S∈C^n×n and R and S are k-involutory, we say that A is (R,S,μ)-symmetric if RAS^-1=ζ^μA, and A is (R,S,α,μ)-symmetric if RAS^-α=ζ^μA.Let L be the class of m×n(R,S,μ)-symmetric matrices or the class of m×n(R,S,α,μ)-symmetric matrices. Given X∈C^n×t and B∈C^m×t, we characterize the matrices A in L that minimize ‖AX-B‖ (Frobenius norm), and, given an arbitrary W∈C^m×n, we find the unique matrix A∈L that minimizes both ‖AX-B‖ and ‖A-W‖. We also obtain necessary and sufficient conditions for existence of A∈L such that AX=B, and, assuming that the conditions are satisfied, characterize the set of all such A.     

Mean matrices and infinite divisibility

We consider matrices M with entries m_ij = m(λ_i, λ_j) where λ₁, … ,λ_n are positive numbers and m is a binary mean dominated by the geometric mean, and matrices W with entries w_ij = 1/m (λ_i, λ_j) where m is a binary mean that dominates the geometric mean. We show that these matrices are infinitely divisible for several much-studied classes of means.