Anderson Localization for Jacobi Matrices Associated with High-Dimensional Skew Shifts

In this paper, the authors establish Anderson localization for a class of Jacobi matrices associated with skew shifts on T^d, d ≥ 3.     

Approximate inverses of multidiagonal matrices and application to the block PCG method

A fast method to compute high-order approximate inverses based on truncated elimination is constructed for multidiagonal matrices of diagonal dominance. Together with the block preconditioned conjugate gradient method, it can be used for the numerical solution of elliptic partial differential equations and related problems. Through numerical experiments it is shown that the method is robust and efficient.     

ON LOWNER-ORDERING ANTITONICITY OF MATRIX INVERSION

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On the Minimal Number of Even Submatrices of 0-1 Matrices

An asymptotic formula for the minimum possible number of even p x q submatrices of an m x n 0-1 matrix A is obtained. It is shown that if Ais considered random and pq is even, then the distributionof the number of the even p x q submatricesof A is highly skewed to the right, the left endpointof the distribution being very close to its mean, while its rightendpoint is twice the mean. A relation to Turán numbersis indicated.     

Factorable polynomial matrices

It is shown that any regular polynomial matrix over the field of complex numbers that has at most one elementary divisor of degree 3 and whose remaining elementary divisors are of degree no greater than 2 can be factored into linear regular factors. Translated fromMatematicheskie Zametki, Vol. 68, No. 4, pp. 593–607, October, 2000.     

New Classes of Groups Containing Menon Difference Sets

A theorem due to Davis on the existence of Menon difference sets in 2-groups is generalised to non-2-groups. The existence of Menon difference sets in many new non-abelian groups is established.     

Bounded influence regression using high breakdown scatter matrices

In this paper we estimate the parameters of a regression model using S-estimators of multivariate location and scatter. The approach is proven to be Fisher-consistent, and the influence functions are derived. The corresponding asymptotic variances are obtained and it is shown how they can be estimated in practice. A comparison with other recently proposed robust regression estimators is made.     

Commutativity preserving linear maps and Lie automorphisms of strictly triangular matrix space

In this paper we classify linear maps preserving commutativity in both directions on the space N(F) of strictly upper triangular (n+1)×(n+1) matrices over a field F. We show that for n3 a linear map on N(F) preserves commutativity in both directions if and only if =^′+f where ^′ is a product of standard maps on N(F) and f is a linear map of N(F) into its center.