arXiv:0809.0076v1 [math.NT] 30 Aug 2008 o example, For Since o every for where eysmlrt omlymnpltn iihe eis oee,becaus However, series. Dirichlet manipulating formally to similar very eatc the attach we oteDrcltseries Dirichlet the To Date E coe 8 2018. 28, October : avsrgrigteegnausof Bar eigenvalues of the conjecture regarding a disprove Jarvis We M¨obius function. the of sum the is eudrto sawihe u ftefirst the of sum weighted a as understood be eisa rdc fegnaus naseilcs,tedetermin the case, special a In eigenvalues. of product a as series series L Abstract. ievle,adegnetr fteemtie.Tedeterminan The matrices. these of eigenvectors and eigenvalues, n ( ARCSRLTDT IIHE SERIES DIRICHLET TO RELATED MATRICES s ( k = ) k 1 sthe is ) k , L P ( 2 n s ) k ∞ − ∈ =1 × 1 eatc certain a attach We egv nitrrtto fteprilsmo Dirichlet a of sum partial the of interpretation an give We . n a N n k × omlymnpltn iercmiain of combinations linear manipulating formally , k matrix − D n s esuytedtriat hrceitcpolynomial, characteristic determinant, the study We . 6 arxwhose matrix = E n ( 1. D AI .CARDON A. DAVID k a 1 1 n L ) Introduction E ( = s a a n = ) 2 1 X ( k n ∞ k =1 A 2 × a a ij 1 n = ) X k 3 1 a . ∞ n =1 hetyi if 1 is entry th k E matrix a a a E a k n 4 1 2 k n s ( k ( , n a a k ) , 5 1 1 offiinso h Dirichlet the of coefficients A k 2 n a a a a ) 3 2 6 1 oteDrcltseries Dirichlet the to j . = ki of t n otherwise. 0 and n of ant etand rett A n can A E n e n E ( k n is ) ( k ) MATRICES RELATED TO DIRICHLET SERIES 2
is the zero matrix whenever k > n, the sum defining Dn is guaranteed to converge. Of course, the n n matrix contains less information than the × Dirichlet series. Letting n tend to infinity produces semi-infinite matrices, the formal manipulation of which is exactly equivalent to formally manipulating Dirichlet series. T Let Wn be the matrix whose first column is the weight vector (0,w2,w3,...,wn) and whose other entries are zeros. Define the n n matrix A (and the special × n cases Bn and Cn) by
An = Wn + Dn,
(1) Bn = Wn + Dn when ak = 1 for all k,
Cn = Wn + Dn when ak = 1 and wk = 1 for all k.
For example, A6, B6, and C6 are the following three matrices:
a1 a2 a3 a4 a5 a6 1 11111 111111 w2 a1 a2 a3 w2 1 1 1 11 1 1 w a a w 1 1 11 1 3 1 2 , 3 , . w4 a1 w4 1 1 1 w5 a1 w5 1 1 1 w6 a1 w6 1 1 1 We will always assume that a1 = 1 since this ensures that the Dirichlet series s akk− has a formal inverse and since this is true for many Dirichlet series
thatP arise in number theory. For notational convenience, we set w1 = 1, and
occasionally we will write a(i) instead of ai. Several authors have studied the
matrices Bn and Cn. In [4], it was observed that that
n
(2) det Bn = wkµ(k), Xk=1 where µ is the M¨obius µ-function. This is a special case of the slightly more general fact (see Theorem 2.1 below) that
n
(3) det An = wkbk, Xk=1 MATRICES RELATED TO DIRICHLET SERIES 3
where the numbers bk are the coefficients of the formal series
∞ 1 bk L(s)− = . ks Xk=1 1 Thus, det An is a weighted sum of the coefficients of L(s)− . To obtain (2) from (3), choose the Dirichlet series to be the Riemann zeta s function ζ(s) = k∞=1 k− so that ak = 1 for all k. This corresponds to the 1 s case of the matrixPBn. Since ζ(s)− = k∞=1 µ(k)k− , where µ is the M¨obius
µ-function, it follows that bk = µ(k). OneP particularly intriguing choice for wk s is wk = k− . Then (3) results in the truncated Dirichlet series
n b det A = k . n ks Xk=1 As the asymptotic growth of sums of the type in equation (3) is important to analytic number theory, representing those sums in terms of determinants becomes very interesting. Recall that the Riemann hypothesis is equivalent to the statement
n µ(k)= O(n1/2+ǫ), Xk=1 for every positive ǫ. Thus, the Riemann hypothesis is equivalent to
1/2+ǫ det Cn = O(n ),
for every positive ǫ. In [1], Barrett, Forcade, and Pollington expressed the characteristic polyno-
mial of Cn as
r n r 1 r+1 r k (4) pn(x)=(x 1) − − (x 1) v(n, k)(x 1) − , − − − − ! Xk=1 where r = log n and where the coefficients v(n, k) were described in terms ⌊ 2 ⌋ of directed graphs. We will refer to the eigenvalue 1, whose multiplicity is n r 1, as the trivial eigenvalue. The eigenvalues λ = 1 will be called − − 6 nontrivial eigenvalues. In Theorem 3.2 we extend this result by determining MATRICES RELATED TO DIRICHLET SERIES 4
the characteristic polynomial of the more general matrix An. In [1], it was
shown that the spectral radius ρ(Cn) of Cn is asymptotic to √n. Barrett and Robinson [5] determined that the sizes of the Jordan blocks of
Bn corresponding to the trivial eigenvalue 1 are
log (n/3) +1, log (n/5) +1,..., log (n/ n ) +1, ⌊ 2 ⌋ ⌊ 2 ⌋ ⌊ 2 { } ⌋ where n denotes the greatest odd integer n. Theorem 4.1 of this paper { } ≤ shows that each nontrivial eigenvalue of An is simple and expresses a basis for the one-dimensional eigenspace in terms of a recursion involving the coefficients of pm(x) for m < n, enhancing our understanding of the Jordan form of An.
Theorem 4.2 gives a similar result for the transpose of An.
The coefficients of the characteristic polynomial of Cn are related to the Riemann zeta function as follows: If (ζ(s) 1)k is expressed as a Dirichlet − c(m,k) ∞ series m=1 ms so that P 1 ∞ ∞ ∞ c(m, k) = ( 1)k ζ(s) 1)k = ( 1)k , 1+ ζ(s) 1 − − − ms k=0 k=0 m=1 ! − X X X then
v(n, k)= c(j, k). j n X≤ Evaluating pn(x) at x = 0 gives the fundamental relationship
n log2 n ⌊ ⌋ det C = µ(i)= λ = ( 1)kv(n, k), n − i=1 X λ nontrivialY Xk=0 where v(n, 0) is defined to equal 1.
Barrett and Jarvis [2] showed that Cn has two large real eigenvalues λ ± satisfying
log2 n (5) λ = √n + log √n + γ 1/2+ O , ± ± − √n and that the remaining log n 1 small nontrivial eigenvalues satisfy ⌊ 2 ⌋ −
λ < log2 ǫ n | | − MATRICES RELATED TO DIRICHLET SERIES 5 for any small positive ǫ and sufficiently large n. Based on numerical evidence for various values of n as large as n = 106, they also made the following two-part conjecture:
Conjecture 1.1 (Barrett and Jarvis [2]). The small nontrivial eigenvalues λ of Cn satisfy (i) λ < 1, and | | (ii) Re(λ) < 1.
The statement Re(λ) < 1 is, of course, weaker than the statement λ < 1. | | Vaughan [6] refined the asymptotic formula (5) for the two large eigenvalues and showed, unconditionally, that the small eigenvalues satisfy
λ (log n)2/5, | |≪ and, upon the Riemann hypothesis, that the small eigenvalues satisfy
(6) λ log log(2 + n). | |≪
He later showed [7] that Cn has nontrivial eigenvalues arbitrarily close to 1 for sufficiently large n, suggesting that a proof of Conjecture 1.1 would likely be quite subtle. Investigations of the Redheffer matrix have been extended to group theory by Humphries [3] and to partially ordered sets by Wilf [8]. In Theorem 5.3, we resolve Conjecture 1.1 by showing that both parts are false. There exist values of n for which a small eigenvalue λ satisfies both λ > 1 and Re(λ) > 1. To accomplish this we computed the characteristic | | polynomials for A for values of n as large as n =236, which we describe in 5. n §
2. The determinant of An
We now find the determinant of An.
Theorem 2.1. Let Dn be the Dirichlet matrix associated with the formal s 1 s Dirichlet series L(s)= k∞=1 akk− where a1 =1, and write L(s)− = k∞=1 bkk− . T Let Wn be the matrix whoseP first column is (0,w2,...,wn) and whoseP other MATRICES RELATED TO DIRICHLET SERIES 6
˜ 1 entries are zero. Let An = Wn + Dn as in (1). Also, let An = Wn + Dn− . Then
n n
(7) det(An)= wkbk and det(A˜n)= wkak. Xk=1 Xk=1
Corollary 2.2. The choice wk = 1 produces partial sums of coefficients of Dirichlet series:
n n
(8) det An = bk and det A˜n = ak. Xk=1 Xk=1 s Corollary 2.3. The choice wk = k− gives truncations of the Dirichlet series 1 L(s)− and L(s):
n b n a (9) det A = k and det A˜ = k . n ks n ks Xk=1 Xk=1 1 If s is a complex number at which L(s) and L(s)− converge,
1 lim det An = L(s)− and lim det A˜n = L(s). n n →∞ →∞
So, Corollary 2.3 says that we may interpret det An and det A˜n as approxi- mating values of Dirichlet series. Since the determinant is the product of the eigenvalues, this relates values of Dirichlet series with eigenvalues of matrices.
Proof of Theorem 2.1. This is essentially the same argument as the one given in Redheffer’s note [4] where he found the determinant of Bn. Since Dn is 1 upper triangular with diagonal entry 1, det Dn = det Dn− = 1. Then
1 1 1 det An = det Dn− det An = det Dn− det(Wn + Dn) = det(Dn− Wn + In).
1 The matrix Dn− Wn has zeros in columns 2 through n, and its (1, 1)-entry n 1 is k=2 wkbk. Thus, det An equals the (1, 1) entry of Dn− Wn + In which is n 1 ˜ n kP=1 wkbk. Replacing Dn with Dn− in the argument gives det An = k=1 wkak. P P MATRICES RELATED TO DIRICHLET SERIES 7
3. The characteristic polynomial of An
The characteristic polynomial p (x) = det(I x A ) plays a significant role. n n − n Previously, pn(x) was obtained for the special case Cn in [1] and [6]. In this section, we will determine the characteristic polynomial of the more general
matrix An. The following definition will be instrumental in describing both
the characteristic polynomial of An and its eigenvectors.
Definition. For integers n 1 and k 0, we define d(n, k) to be the Dirichlet ≥ ≥ series coefficients of L(s) 1 k. That is, − k k ∞ a ∞ d(n, k) (10) L(s) 1 = n = . − ns ns k=2 ! n=1 X X We define v(n, k) and vℓ(n, k) to be the weighted sums: v(n, k)= w(j)d(j, k), and j n (11) X≤ vℓ(n, k)= w(jℓ)d(j, k). j n X≤ Several cases of this definition are important to keep in mind: d(1, 0) = 1 and d(n, 0) = 0 for n > 1; also, both d(n, k) and v(n, k) are zero if n < 2k since a number smaller than 2k cannot be written as a product of k nontrivial factors. From the definition of d(n, k), k 1 ∞ d(n, k) ∞ a ∞ a − ∞ a ∞ d(n, k 1) = n n = n − , ns ns ns ns ns n=1 ! ! ! n=1 ! X Xk=2 Xk=2 Xk=2 X which immediately gives the elementary recurrence relation:
Lemma 3.1. If k 1, then ≥ (12) d(n, k)= a(i)d(n/i, k 1) = a(n/j)d(j, k 1). − − i n j n X1
where r = log n . Consequently, if v(n, r) = 0, the algebraic multiplicity of ⌊ 2 ⌋ 6 the trivial eigenvalue λ =1 is n r 1. − −
Proof. We will use the cofactor expansion to calculate the characteristic poly- nomial p (x) = det(xI A ). Write M = xI A and let n n − n n n − n M (i ,...,i j ,...,j ) n 1 s | 1 t
denoted the matrix obtained by removing the rows indexed by i1,...,is and
the columns indexed by j1,...,jt from Mn. The cofactor expansion of the determinant along the first column is
n p (x)=(x 1)n + ( 1)kw det M (k 1). n − − k n | Xk=2 The matrix M (k 1) is a block matrix whose upper left (k 1) (k 1) n | − × − block is M (k 1), whose lower left (n k) (k 1) block is zero, and whose k | − × − lower right (n k) (n k) block is upper triangular with diagonal entries − × − x 1. Thus − n k det M (k 1)=(x 1) − det M (k 1), n | − k | where we understand det M (1 1) to be 1, and 1 | n n k n k (14) p (x)=(x 1) + ( 1) w (x 1) − det M (k 1). n − − k − k | Xk=2 The ℓth entry in the last column of M (k 1) is a if ℓ divides k; oth- k | − n/ℓ erwise, it is zero. Then the cofactor expansion of det M (k 1) along the last k | column is det M (k 1) = ( 1)k+ℓa det M (ℓ,k 1,k). k | − k/ℓ k | ℓ k Xℓ This shows that k+ℓ k ℓ 1 (15) det M (k 1) = ( 1) a (x 1) − − det M (ℓ 1). k | − k/ℓ − ℓ | ℓ k Xℓ k 1 In other words, the quantity q (x)=( 1) − M (k 1) satisfies the recurrence k − k | relation: q1(x)=1, (16) k ℓ 1 q (x)= a (x 1) − − q (x) for k > 1. k k/ℓ − ℓ ℓ k Xℓ On the other hand, consider the polynomial tℓ(x) defined by ℓ j 1 (17) t (x)= d(ℓ, j)(x 1) − − . ℓ − j 0 X≥ Then t1(x) = 1. For ℓ > 1, the term in the sum corresponding to j = 0 is zero since d(ℓ, 0) = 0 in that case. For k > 1, calculating the right hand side of (16) with tℓ(x) in place of qℓ(x) and applying Lemma 3.1 gives k ℓ 1 k j 2 a (x 1) − − t (x)= a d(ℓ, j)(x 1) − − k/ℓ − ℓ k/ℓ − ℓ k ℓ k j 0 Xℓ k j 2 = d(k, j + 1)(x 1) − − − j 0 X≥ k j 1 = d(k, j)(x 1) − − − j 1 X≥ = tk(x). Since tk(x) and qk(x) both satisfy the same recurrence relations, they are equal. This shows that k 1 k j 1 ( 1) − M (k 1) = q (x)= t (x)= d(k, j)(x 1) − − . − k | k k − j 0 X≥ Substituting the last expression into (14) gives n n n j 1 p (x)=(x 1) w d(k, j)(x 1) − − n − − k − k=2 j 1 X X≥ MATRICES RELATED TO DIRICHLET SERIES 10 n n j 1 =(x 1) v(n, j)(x 1) − − . − − − j 1 X≥ Since v(n, j)=0 for j>r = log (n) , this is ⌊ 2 ⌋ r n n j 1 p (x)=(x 1) v(n, j)(x 1) − − n − − − j=1 X r n r 1 r+1 r j =(x 1) − − (x 1) v(n, j)(x 1) − , − − − − j=1 X which proves the theorem. 4. The eigenvectors of An Theorem 4.1. Let λ =1 be a nontrivial eigenvalue of A . Then λ is a simple 6 n eigenvalue, and a basis for the one dimensional eigenspace of An associated with λ is the vector u = λ 1,X ( n/2 ),X ( n/3 ),X ( n/4 ),...,X ( n/n ) T − 2 ⌊ ⌋ 3 ⌊ ⌋ 4 ⌊ ⌋ n ⌊ ⌋ where v (q,k) v (q, 1) v (q, 2) v (q, 3) X (q)= j =1+ j + j + j + j (λ 1)k λ 1 (λ 1)2 (λ 1)3 ··· k 0 X≥ − − − − Proof of Theorem 4.1. For i 2, the ith entry of A u is ≥ n (A u) = w (λ 1) + a u n i i − ℓ ℓi 1 ℓ n/i ≤X≤ = w (λ 1) + a X ( n/(ℓi) ) i − ℓ ℓi ⌊ ⌋ 1 ℓ n/i ≤X≤ k = w (λ 1) + a w(iℓm)d(m, k)(λ 1)− i − ℓ − 1 ℓ n/i k 0 ≤X≤ 1 Xm≥ n/i ≤ ≤ k = w (λ 1) + a(ℓ)w(iℓm)d(m, k) (λ 1)− i − − k 0 1 ℓ n/i X≥ 1 m≤X≤n/(ℓi) ≤ ≤ k = w (λ 1) + w(it) a(t/s)d(s,k) (λ 1)− [set t = iℓ] i − − k 0 1 t n/i s t X≥ ≤X≤ X| k = w (λ 1) + w(it) d(t, k)+ d(t, k + 1) (λ 1)− [by (12)] i − − k 0 1 t n/i X≥ ≤X≤ MATRICES RELATED TO DIRICHLET SERIES 11 k k+1 = v ( n/i ,k)(λ 1)− + w (λ 1) + v ( n/i ,k)(λ 1)− i ⌊ ⌋ − i − i ⌊ ⌋ − k 0 k 1 X≥ X≥ k k = v ( n/i ,k)(λ 1)− +(λ 1) v ( n/i ,k)(λ 1)− i ⌊ ⌋ − − i ⌊ ⌋ − k 0 k 0 X≥ X≥ k = λ v ( n/i ,k)(λ 1)− i ⌊ ⌋ − k 0 X≥ = λX ( n/i ) i ⌊ ⌋ = λui. In the calculation for (A u) with i 2, the term a u when ℓ = 1 was equal to n i ≥ i ℓi a X ( n/i ), but this term should be omitted from the case i = 1. Taking this i i ⌊ ⌋ into account and going to the second to last step of the previous calculation gives (A u) = λX (n) X (n) n 1 1 − 1 k =(λ 1) 1+ v(n, k)(λ 1)− − − k 1 X≥ =(λ 1) 1+(λ 1) by Theorem 3.2 − − = λ(λ 1) − = λu1. This shows that the vector u is a nonzero eigenvector for λ. To see why the eigenspace of λ is one-dimensional, consider the submatrix of A λI obtained by deleting the first row and column. This (n 1) (n 1) n − − × − matrix is upper triangular with nonzero entries on the diagonal. Hence, it is invertible implying that the rank of A λI is n 1. Since we found a n − n ≥ − nontrivial eigenvector, the nullity is 1. So, the nullity of A λI must be ≥ n − exactly one. This completes the proof. Theorem 4.2. Let λ = 1 be a nontrivial eigenvalue of A . A basis for the 6 n T one dimensional eigenspace of An associated with λ is the vector T (18) v = 1,Yλ(2),Yλ(3),...,Yλ(n) . MATRICES RELATED TO DIRICHLET SERIES 12 where d(q,k) d(q, 1) d(q, 2) Y (q)= = d(q, 0)+ + + . λ (λ 1)k λ 1 (λ 1)2 ··· k 0 X≥ − − − Interestingly, the algebraic expression for v does not explicitly rely on the symbols w2,...,wn in the first column of An. However, altering w2,...,wn changes the possible numeric values of λ. Proof of Theorem 4.2. For i 2,the ith entry of AT v is ≥ n T (An v)i = a(i/ℓ)Y (ℓ) ℓ i X| k = a(i/ℓ)d(ℓ,k)(λ 1)− − k 0 ℓ i X≥ X| k = d(i, k)+ d(i, k + 1) (λ 1)− by (12) − k 0 X≥ k = Y (i)+(λ 1) d(i, k)(λ 1)− − − k 1 X≥ = Y (i)+(λ 1)Y (i) [since d(i, 0) = 0] − = λY (i). T The first entry of An v is T (An )i = wjY (j) 1 j n ≤X≤ k = w d(j, k)(λ 1)− j − k 0 1 j n X≥ ≤X≤ k = v(n, k)(λ 1)− − k 0 X≥ k =1+ v(n, k)(λ 1)− − k 1 X≥ =1+(λ 1) [by Theorem 3.2] − = λv1. MATRICES RELATED TO DIRICHLET SERIES 13 T T This shows that v = [Y (1),...,Y (n)] is a nonzero eigenvector of An . The dimension of the eigenspace is one, as explained in the proof of Theorem 4.1. 5. Computing eigenvalues of Cn for large n Theorem 3.2 expresses the characteristic polynomial of the matrix An in terms of the numbers v(n, k). In this section, we will explain how to explicitly calculate the characteristic polynomial pn(x) for large values of n for the special case Cn in which wi = ai = 1 for all i. The method given below in Theorem 5.2 36 was used to find pn(x) for n as large as n = 2 in a few hours on a desktop computer. To accomplish this, it is necessary to use a more efficient algorithm for finding the coefficients than a brute force approach based directly on the definition of matrix Cn. Even with Theorem 3.2 we need a better method for computing v(n, k) than the direct application of the definition of v(n, k) in (11). Lemma 5.1. Suppose a = w =1 for all ℓ. If 1 2k n, then ℓ ℓ ≤ ≤ (19) v(n, k)= v n ,k 1 = n n v(j, k 1). ⌊ i ⌋ − j − j+1 − i>1 j