Topics, Readings and Solutions for the Spring 2002 Final Exam. PDF File
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												  Stat 5102 Notes: RegressionStat 5102 Notes: Regression Charles J. Geyer April 27, 2007 In these notes we do not use the “upper case letter means random, lower case letter means nonrandom” convention. Lower case normal weight letters (like x and β) indicate scalars (real variables). Lowercase bold weight letters (like x and β) indicate vectors. Upper case bold weight letters (like X) indicate matrices. 1 The Model The general linear model has the form p X yi = βjxij + ei (1.1) j=1 where i indexes individuals and j indexes different predictor variables. Ex- plicit use of (1.1) makes theory impossibly messy. We rewrite it as a vector equation y = Xβ + e, (1.2) where y is a vector whose components are yi, where X is a matrix whose components are xij, where β is a vector whose components are βj, and where e is a vector whose components are ei. Note that y and e have dimension n, but β has dimension p. The matrix X is called the design matrix or model matrix and has dimension n × p. As always in regression theory, we treat the predictor variables as non- random. So X is a nonrandom matrix, β is a nonrandom vector of unknown parameters. The only random quantities in (1.2) are e and y. As always in regression theory the errors ei are independent and identi- cally distributed mean zero normal. This is written as a vector equation e ∼ Normal(0, σ2I), where σ2 is another unknown parameter (the error variance) and I is the identity matrix. This implies y ∼ Normal(µ, σ2I), 1 where µ = Xβ.
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												  Matrices That Are Similar to Their Inverses116 THE MATHEMATICAL GAZETTE Matrices that are similar to their inverses GRIGORE CÃLUGÃREANU 1. Introduction In a group G, an element which is conjugate with its inverse is called real, i.e. the element and its inverse belong to the same conjugacy class. An element is called an involution if it is of order 2. With these notions it is easy to formulate the following questions. 1) Which are the (finite) groups all of whose elements are real ? 2) Which are the (finite) groups such that the identity and involutions are the only real elements ? 3) Which are the (finite) groups in which the real elements form a subgroup closed under multiplication? According to specialists, these (general) questions cannot be solved in any reasonable way. For example, there are numerous families of groups all of whose elements are real, like the symmetric groups Sn. There are many solvable groups whose elements are all real, and one can prove that any finite solvable group occurs as a subgroup of a solvable group whose elements are all real. As for question 2, note that in any Abelian group (conjugations are all the identity function), the only real elements are the identity and the involutions, and they form a subgroup. There are non-abelian examples as well, like a Suzuki 2-group. Question 3 is similar to questions 1 and 2. Therefore the abstract study of reality questions in finite groups is unlikely to have a good outcome. This may explain why in the existing bibliography there are only specific studies (see [1, 2, 3, 4]).
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												  DECOMPOSITION of SINGULAR MATRICES INTO IDEMPOTENTS 11 Us Show How to Construct Ai+1, Bi+1, Ci+1, Di+1DECOMPOSITION OF SINGULAR MATRICES INTO IDEMPOTENTS ADEL ALAHMADI, S. K. JAIN, AND ANDRE LEROY Abstract. In this paper we provide concrete constructions of idempotents to represent typical singular matrices over a given ring as a product of idempo- tents and apply these factorizations for proving our main results. We generalize works due to Laffey ([12]) and Rao ([3]) to noncommutative setting and fill in the gaps in the original proof of Rao's main theorems (cf. [3], Theorems 5 and 7 and [4]). We also consider singular matrices over B´ezoutdomains as to when such a matrix is a product of idempotent matrices. 1. Introduction and definitions It was shown by Howie [10] that every mapping from a finite set X to itself with image of cardinality ≤ cardX − 1 is a product of idempotent mappings. Erd¨os[7] showed that every singular square matrix over a field can be expressed as a product of idempotent matrices and this was generalized by several authors to certain classes of rings, in particular, to division rings and euclidean domains [12]. Turning to singular elements let us mention two results: Rao [3] characterized, via continued fractions, singular matrices over a commutative PID that can be decomposed as a product of idempotent matrices and Hannah-O'Meara [9] showed, among other results, that for a right self-injective regular ring R, an element a is a product of idempotents if and only if Rr:ann(a) = l:ann(a)R= R(1 − a)R. The purpose of this paper is to provide concrete constructions of idempotents to represent typical singular matrices over a given ring as a product of idempotents and to apply these factorizations for proving our main results.
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												  Centro-Invertible Matrices Linear Algebra and Its Applications, 434 (2011) Pp144-151References • R.S. Wikramaratna, The centro-invertible matrix:a new type of matrix arising in pseudo-random number generation, Centro-invertible Matrices Linear Algebra and its Applications, 434 (2011) pp144-151. [doi:10.1016/j.laa.2010.08.011]. Roy S Wikramaratna, RPS Energy [email protected] • R.S. Wikramaratna, Theoretical and empirical convergence results for additive congruential random number generators, Reading University (Conference in honour of J. Comput. Appl. Math., 233 (2010) 2302-2311. Nancy Nichols' 70th birthday ) [doi: 10.1016/j.cam.2009.10.015]. 2-3 July 2012 Career Background Some definitions … • Worked at Institute of Hydrology, 1977-1984 • I is the k by k identity matrix – Groundwater modelling research and consultancy • J is the k by k matrix with ones on anti-diagonal and zeroes – P/t MSc at Reading 1980-82 (Numerical Solution of PDEs) elsewhere • Worked at Winfrith, Dorset since 1984 – Pre-multiplication by J turns a matrix ‘upside down’, reversing order of terms in each column – UKAEA (1984 – 1995), AEA Technology (1995 – 2002), ECL Technology (2002 – 2005) and RPS Energy (2005 onwards) – Post-multiplication by J reverses order of terms in each row – Oil reservoir engineering, porous medium flow simulation and 0 0 0 1 simulator development 0 0 1 0 – Consultancy to Oil Industry and to Government J = = ()j 0 1 0 0 pq • Personal research interests in development and application of numerical methods to solve engineering 1 0 0 0 j =1 if p + q = k +1 problems, and in mathematical and numerical analysis
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												  On the Construction of Lightweight Circulant Involutory MDS Matrices⋆On the Construction of Lightweight Circulant Involutory MDS Matrices? Yongqiang Lia;b, Mingsheng Wanga a. State Key Laboratory of Information Security, Institute of Information Engineering, Chinese Academy of Sciences, Beijing, China b. Science and Technology on Communication Security Laboratory, Chengdu, China [email protected] [email protected] Abstract. In the present paper, we investigate the problem of con- structing MDS matrices with as few bit XOR operations as possible. The key contribution of the present paper is constructing MDS matrices with entries in the set of m × m non-singular matrices over F2 directly, and the linear transformations we used to construct MDS matrices are not assumed pairwise commutative. With this method, it is shown that circulant involutory MDS matrices, which have been proved do not exist over the finite field F2m , can be constructed by using non-commutative entries. Some constructions of 4 × 4 and 5 × 5 circulant involutory MDS matrices are given when m = 4; 8. To the best of our knowledge, it is the first time that circulant involutory MDS matrices have been constructed. Furthermore, some lower bounds on XORs that required to evaluate one row of circulant and Hadamard MDS matrices of order 4 are given when m = 4; 8. Some constructions achieving the bound are also given, which have fewer XORs than previous constructions. Keywords: MDS matrix, circulant involutory matrix, Hadamard ma- trix, lightweight 1 Introduction Linear diffusion layer is an important component of symmetric cryptography which provides internal dependency for symmetric cryptography algorithms. The performance of a diffusion layer is measured by branch number.
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												  Mathematics Study GuideMathematics Study Guide Matthew Chesnes The London School of Economics September 28, 2001 1 Arithmetic of N-Tuples • Vectors specificed by direction and length. The length of a vector is called its magnitude p 2 2 or “norm.” For example, x = (x1, x2). Thus, the norm of x is: ||x|| = x1 + x2. pPn 2 • Generally for a vector, ~x = (x1, x2, x3, ..., xn), ||x|| = i=1 xi . • Vector Order: consider two vectors, ~x, ~y. Then, ~x> ~y iff xi ≥ yi ∀ i and xi > yi for some i. ~x>> ~y iff xi > yi ∀ i. • Convex Sets: A set is convex if whenever is contains x0 and x00, it also contains the line segment, (1 − α)x0 + αx00. 2 2 Vector Space Formulations in Economics • We expect a consumer to have a complete (preference) order over all consumption bundles x in his consumption set. If he prefers x to x0, we write, x x0. If he’s indifferent between x and x0, we write, x ∼ x0. Finally, if he weakly prefers x to x0, we write x x0. • The set X, {x ∈ X : x xˆ ∀ xˆ ∈ X}, is a convex set. It is all bundles of goods that make the consumer at least as well off as with his current bundle. 3 3 Complex Numbers • Define complex numbers as ordered pairs such that the first element in the vector is the real part of the number and the second is complex. Thus, the real number -1 is denoted by (-1,0). A complex number, 2+3i, can be expressed (2,3). • Define multiplication on the complex numbers as, Z · Z0 = (a, b) · (c, d) = (ac − bd, ad + bc).
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												  Block Diagonalization126 (2001) MATHEMATICA BOHEMICA No. 1, 237–246 BLOCK DIAGONALIZATION J. J. Koliha, Melbourne (Received June 15, 1999) Abstract. We study block diagonalization of matrices induced by resolutions of the unit matrix into the sum of idempotent matrices. We show that the block diagonal matrices have disjoint spectra if and only if each idempotent matrix in the inducing resolution dou- ble commutes with the given matrix. Applications include a new characterization of an eigenprojection and of the Drazin inverse of a given matrix. Keywords: eigenprojection, resolutions of the unit matrix, block diagonalization MSC 2000 : 15A21, 15A27, 15A18, 15A09 1. Introduction and preliminaries In this paper we are concerned with a block diagonalization of a given matrix A; by definition, A is block diagonalizable if it is similar to a matrix of the form A1 0 ... 0 0 A2 ... 0 (1.1) =diag(A1,...,Am). ... ... 00... Am Then the spectrum σ(A)ofA is the union of the spectra σ(A1),...,σ(Am), which in general need not be disjoint. The ultimate such diagonalization is the Jordan form of the matrix; however, it is often advantageous to utilize a coarser diagonalization, easier to construct, and customized to a particular distribution of the eigenvalues. The most useful diagonalizations are the ones for which the sets σ(Ai)arepairwise disjoint; it is the aim of this paper to give a full characterization of these diagonal- izations. ∈ n×n For any matrix A we denote its kernel and image by ker A and im A, respectively. A matrix E is idempotent (or a projection matrix )ifE2 = E,and 237 nilpotent if Ep = 0 for some positive integer p.
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												  Chapter 2 a Short Review of Matrix AlgebraChapter 2 A short review of matrix algebra 2.1 Vectors and vector spaces Definition 2.1.1. A vector a of dimension n is a collection of n elements typically written as ⎛ ⎞ ⎜ a1 ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ a2 ⎟ a = ⎜ ⎟ =(ai)n. ⎜ . ⎟ ⎝ . ⎠ an Vectors of length 2 (two-dimensional vectors) can be thought of points in 33 BIOS 2083 Linear Models Abdus S. Wahed the plane (See figures). Chapter 2 34 BIOS 2083 Linear Models Abdus S. Wahed Figure 2.1: Vectors in two and three dimensional spaces (-1.5,2) (1, 1) (1, -2) x1 (2.5, 1.5, 0.95) x2 (0, 1.5, 0.95) x3 Chapter 2 35 BIOS 2083 Linear Models Abdus S. Wahed • A vector with all elements equal to zero is known as a zero vector and is denoted by 0. • A vector whose elements are stacked vertically is known as column vector whereas a vector whose elements are stacked horizontally will be referred to as row vector. (Unless otherwise mentioned, all vectors will be referred to as column vectors). • A row vector representation of a column vector is known as its trans- T pose. We will use⎛ the⎞ notation ‘ ’or‘ ’ to indicate a transpose. For ⎜ a1 ⎟ ⎜ ⎟ ⎜ a2 ⎟ ⎜ ⎟ T instance, if a = ⎜ ⎟ and b =(a1 a2 ... an), then we write b = a ⎜ . ⎟ ⎝ . ⎠ an or a = bT . • Vectors of same dimension are conformable to algebraic operations such as additions and subtractions. Sum of two or more vectors of dimension n results in another n-dimensional vector with elements as the sum of the corresponding elements of summand vectors.
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												  Table of SymbolsTable of Symbols Symbol Meaning Reference ∅ Empty set Page 10 ∈ Member symbol Page 10 ⊆ Subset symbol Page 10 ⊂ Proper subset symbol Page 10 ∩ Intersection symbol Page 10 ∪ Union symbol Page 10 ⊗ Tensor symbol Page 136 ≈ Approximate equality sign Page 79 −−→ PQ Displacement vector Page 147 | z | Absolute value of complex z Page 13 | A | determinant of matrix A Page 115 || u || Norm of vector u Page 212 || u ||p p-norm of vector u Page 306 u · v Standard inner product Page 216 u, v Inner product Page 312 Acof Cofactor matrix of A Page 122 adj A Adjoint of matrix A Page 122 A∗ Conjugate (Hermitian) transpose of matrix A Page 91 AT Transpose of matrix A Page 91 C(A) Column space of matrix A Page 183 cond(A) Condition number of matrix A Page 344 C[a, b] Function space Page 151 C Complex numbers a + bi Page 12 Cn Standard complex vector space Page 149 compv u Component Page 224 z Complex conjugate of z Page 13 δij Kronecker delta Page 65 dim V Dimension of space V Page 194 det A Determinant of A Page 115 domain(T ) Domain of operator T Page 189 diag{λ1,λ2,...,λn} Diagonal matrix with λ1,λ2,...,λn along diagonal Page 103 Eij Elementary operation switch ith and jth rows Page 25 356 Table of Symbols Symbol Meaning Reference Ei(c) Elementary operation multiply ith row by c Page 25 Eij (d) Elementary operation add d times jth row to ith row Page 25 Eλ(A) Eigenspace Page 254 Hv Householder matrix Page 237 I,In Identity matrix, n × n identity Page 65 idV Identity function for V Page 156 (z) Imaginary part of z Page 12 ker(T ) Kernel of operator T Page 188 Mij (A) Minor of A Page 117 M(A) Matrix of minors of A Page 122 max{a1,a2,...,am} Maximum value Page 40 min{a1,a2,...,am} Minimum value Page 40 N (A) Null space of matrix A Page 184 N Natural numbers 1, 2,..
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												  Econometrics Lecture 1: Review of Matrix AlgebraEconometrics Lecture 1: Review of Matrix Algebra R. G. Pierse 1 Introduction A matrix is a rectangular array of numbers. If the matrix has n rows and m columns it is said to be an n × m matrix. This is called the dimension of the matrix. A matrix with a single column ( n × 1) is called a column vector.A matrix with a single row ( 1 × m) is called a row vector. A matrix with only one row and one column ( a single number) is called a scalar. The standard convention for denoting a matrix is to use a capital letter in bold typeface as in A, B, C. A column vector is denoted with a lowercase letter in bold typeface as in a, b, c. A row vector is denoted with a lowercase letter in bold typeface, followed by a prime, as in a0, b0, c0. A scalar is generally denoted with a lowercase letter is normal typeface as in a, b, c. An n × m matrix A can be written out explicitly in terms of its elements as in: 2 3 a11 a12 ··· a1j a1m 6 a21 a22 ··· a2j a2m 7 6 7 6 . .. 7 6 . 7 A = 6 7 : 6 ai1 ai2 aij aim 7 6 7 4 5 an1 an2 anj anm Each element has two subscripts: the first is the row index and the second the column index so that aij refers to the element in the ith row and jth column of A. 2 Matrix Operations The standard operations of addition, subtraction and multiplication can be defined for two matrices as long as the dimensions of the matrices satisfy appropriate conditions to ensure that the operation makes sense.
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												  Equivalent Conditions for Singular and Nonsingular Matrices Let a Be an N × N MatrixEquivalent Conditions for Singular and Nonsingular Matrices Let A be an n × n matrix. Any pair of statements in the same column are equivalent. A is singular (A−1 does not exist). A is nonsingular (A−1 exists). Rank(A) = n. Rank(A) = n. |A| = 0. |A| = 0. A is not row equivalent to In. A is row equivalent to In. AX = O has a nontrivial solution for X. AX = O has only the trivial solution for X. AX = B does not have a unique AX = B has a unique solution solution (no solutions or for X (namely, X = A−1B). infinitely many solutions). The rows of A do not form a The rows of A form a basis for Rn. basis for Rn. The columns of A do not form The columns of A form abasisforRn. abasisforRn. The linear operator L: Rn → Rn The linear operator L: Rn → Rn given by L(X) = AX is given by L(X) = AX not an isomorphism. is an isomorphism. Diagonalization Method To diagonalize (if possible) an n × n matrix A: Step 1: Calculate pA(x) = |xIn − A|. Step 2: Find all real roots of pA(x) (that is, all real solutions to pA(x) = 0). These are the eigenvalues λ1, λ2, λ3, ..., λk for A. Step 3: For each eigenvalue λm in turn: Row reduce the augmented matrix [λmIn − A | 0] . Use the result to obtain a set of particular solutions of the homogeneous system (λmIn − A)X = 0 by setting each independent variable in turn equal to 1 and all other independent variables equal to 0.
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												  Zero-Sum Triangles for Involutory, Idempotent, Nilpotent and Unipotent MatricesZero-Sum Triangles for Involutory, Idempotent, Nilpotent and Unipotent Matrices Pengwei Hao1, Chao Zhang2, Huahan Hao3 Abstract: In some matrix formations, factorizations and transformations, we need special matrices with some properties and we wish that such matrices should be easily and simply generated and of integers. In this paper, we propose a zero-sum rule for the recurrence relations to construct integer triangles as triangular matrices with involutory, idempotent, nilpotent and unipotent properties, especially nilpotent and unipotent matrices of index 2. With the zero-sum rule we also give the conditions for the special matrices and the generic methods for the generation of those special matrices. The generated integer triangles are mostly newly discovered, and more combinatorial identities can be found with them. Keywords: zero-sum rule, triangles of numbers, generation of special matrices, involutory, idempotent, nilpotent and unipotent matrices 1. Introduction Zero-sum was coined in early 1940s in the field of game theory and economic theory, and the term “zero-sum game” is used to describe a situation where the sum of gains made by one person or group is lost in equal amounts by another person or group, so that the net outcome is neutral, or the sum of losses and gains is zero [1]. It was later also frequently used in psychology and political science. In this work, we apply the zero-sum rule to three adjacent cells to construct integer triangles. Pascal's triangle is named after the French mathematician Blaise Pascal, but the history can be traced back in almost 2,000 years and is referred to as the Staircase of Mount Meru in India, the Khayyam triangle in Persia (Iran), Yang Hui's triangle in China, Apianus's Triangle in Germany, and Tartaglia's triangle in Italy [2].