The Resultant, the Discriminant, and the Derivative of Generalized
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Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix
Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix André Klein University of Amsterdam Guy Mélard ECARES, Université libre de Bruxelles April 2020 ECARES working paper 2020-11 ECARES ULB - CP 114/04 50, F.D. Roosevelt Ave., B-1050 Brussels BELGIUM www.ecares.org Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix Andr´eKlein∗ Guy M´elard† Abstract In this paper the invertibility condition of the asymptotic Fisher information matrix of a controlled vector autoregressive moving average stationary process, VARMAX, is dis- played in a theorem. It is shown that the Fisher information matrix of a VARMAX process becomes invertible if the VARMAX matrix polynomials have no common eigenvalue. Con- trarily to what was mentioned previously in a VARMA framework, the reciprocal property is untrue. We make use of tensor Sylvester matrices since checking equality of the eigen- values of matrix polynomials is most easily done in that way. A tensor Sylvester matrix is a block Sylvester matrix with blocks obtained by Kronecker products of the polynomial coefficients by an identity matrix, on the left for one polynomial and on the right for the other one. The results are illustrated by numerical computations. MSC Classification: 15A23, 15A24, 60G10, 62B10. Keywords: Tensor Sylvester matrix; Matrix polynomial; Common eigenvalues; Fisher in- formation matrix; Stationary VARMAX process. Declaration of interest: none ∗University of Amsterdam, The Netherlands, Rothschild Blv. 123 Apt.7, 6527123 Tel-Aviv, Israel (e-mail: [email protected]). †Universit´elibre de Bruxelles, Solvay Brussels School of Economics and Management, ECARES, avenue Franklin Roosevelt 50 CP 114/04, B-1050 Brussels, Belgium (e-mail: [email protected]). -
Beam Modes of Lasers with Misaligned Complex Optical Elements
Portland State University PDXScholar Dissertations and Theses Dissertations and Theses 1995 Beam Modes of Lasers with Misaligned Complex Optical Elements Anthony A. Tovar Portland State University Follow this and additional works at: https://pdxscholar.library.pdx.edu/open_access_etds Part of the Electrical and Computer Engineering Commons Let us know how access to this document benefits ou.y Recommended Citation Tovar, Anthony A., "Beam Modes of Lasers with Misaligned Complex Optical Elements" (1995). Dissertations and Theses. Paper 1363. https://doi.org/10.15760/etd.1362 This Dissertation is brought to you for free and open access. It has been accepted for inclusion in Dissertations and Theses by an authorized administrator of PDXScholar. Please contact us if we can make this document more accessible: [email protected]. DISSERTATION APPROVAL The abstract and dissertation of Anthony Alan Tovar for the Doctor of Philosophy in Electrical and Computer Engineering were presented April 21, 1995 and accepted by the dissertation committee and the doctoral program. Carl G. Bachhuber Vincent C. Williams, Representative of the Office of Graduate Studies DOCTORAL PROGRAM APPROVAL: Rolf Schaumann, Chair, Department of Electrical Engineering ************************************************************************ ACCEPTED FOR PORTLAND STATE UNIVERSITY BY THE LIBRARY ABSTRACT An abstract of the dissertation of Anthony Alan Tovar for the Doctor of Philosophy in Electrical and Computer Engineering presented April 21, 1995. Title: Beam Modes of Lasers with Misaligned Complex Optical Elements A recurring theme in my research is that mathematical matrix methods may be used in a wide variety of physics and engineering applications. Transfer matrix tech niques are conceptually and mathematically simple, and they encourage a systems approach. -
Generalized Sylvester Theorems for Periodic Applications in Matrix Optics
Portland State University PDXScholar Electrical and Computer Engineering Faculty Publications and Presentations Electrical and Computer Engineering 3-1-1995 Generalized Sylvester theorems for periodic applications in matrix optics Lee W. Casperson Portland State University Anthony A. Tovar Follow this and additional works at: https://pdxscholar.library.pdx.edu/ece_fac Part of the Electrical and Computer Engineering Commons Let us know how access to this document benefits ou.y Citation Details Anthony A. Tovar and W. Casperson, "Generalized Sylvester theorems for periodic applications in matrix optics," J. Opt. Soc. Am. A 12, 578-590 (1995). This Article is brought to you for free and open access. It has been accepted for inclusion in Electrical and Computer Engineering Faculty Publications and Presentations by an authorized administrator of PDXScholar. Please contact us if we can make this document more accessible: [email protected]. 578 J. Opt. Soc. Am. AIVol. 12, No. 3/March 1995 A. A. Tovar and L. W. Casper Son Generalized Sylvester theorems for periodic applications in matrix optics Anthony A. Toyar and Lee W. Casperson Department of Electrical Engineering,pirtland State University, Portland, Oregon 97207-0751 i i' Received June 9, 1994; revised manuscripjfeceived September 19, 1994; accepted September 20, 1994 Sylvester's theorem is often applied to problems involving light propagation through periodic optical systems represented by unimodular 2 X 2 transfer matrices. We extend this theorem to apply to broader classes of optics-related matrices. These matrices may be 2 X 2 or take on an important augmented 3 X 3 form. The results, which are summarized in tabular form, are useful for the analysis and the synthesis of a variety of optical systems, such as those that contain periodic distributed-feedback lasers, lossy birefringent filters, periodic pulse compressors, and misaligned lenses and mirrors. -
A Note on the Inversion of Sylvester Matrices in Control Systems
Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 609863, 10 pages doi:10.1155/2011/609863 Research Article A Note on the Inversion of Sylvester Matrices in Control Systems Hongkui Li and Ranran Li College of Science, Shandong University of Technology, Shandong 255049, China Correspondence should be addressed to Hongkui Li, [email protected] Received 21 November 2010; Revised 28 February 2011; Accepted 31 March 2011 Academic Editor: Gradimir V. Milovanovic´ Copyright q 2011 H. Li and R. Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We give a sufficient condition the solvability of two standard equations of Sylvester matrix by using the displacement structure of the Sylvester matrix, and, according to the sufficient condition, we derive a new fast algorithm for the inversion of a Sylvester matrix, which can be denoted as a sum of products of two triangular Toeplitz matrices. The stability of the inversion formula for a Sylvester matrix is also considered. The Sylvester matrix is numerically forward stable if it is nonsingular and well conditioned. 1. Introduction Let Rx be the space of polynomials over the real numbers. Given univariate polynomials ∈ f x ,g x R x , a1 / 0, where n n−1 ··· m m−1 ··· f x a1x a2x an1,a1 / 0,gx b1x b2x bm1,b1 / 0. 1.1 Let S denote the Sylvester matrix of f x and g x : ⎫ ⎛ ⎞ ⎪ ⎪ a a ··· ··· a ⎪ ⎜ 1 2 n 1 ⎟ ⎬ ⎜ ··· ··· ⎟ ⎜ a1 a2 an1 ⎟ m row ⎜ ⎟ ⎪ ⎜ . -
Lesson 21 –Resultants
Lesson 21 –Resultants Elimination theory may be considered the origin of algebraic geometry; its history can be traced back to Newton (for special equations) and to Euler and Bezout. The classical method for computing varieties has been through the use of resultants, the focus of today’s discussion. The alternative of using Groebner bases is more recent, becoming fashionable with the onset of computers. Calculations with Groebner bases may reach their limitations quite quickly, however, so resultants remain useful in elimination theory. The proof of the Extension Theorem provided in the textbook (see pages 164-165) also makes good use of resultants. I. The Resultant Let be a UFD and let be the polynomials . The definition and motivation for the resultant of lies in the following very simple exercise. Exercise 1 Show that two polynomials and in have a nonconstant common divisor in if and only if there exist nonzero polynomials u, v such that where and . The equation can be turned into a numerical criterion for and to have a common factor. Actually, we use the equation instead, because the criterion turns out to be a little cleaner (as there are fewer negative signs). Observe that iff so has a solution iff has a solution . Exercise 2 (to be done outside of class) Given polynomials of positive degree, say , define where the l + m coefficients , ,…, , , ,…, are treated as unknowns. Substitute the formulas for f, g, u and v into the equation and compare coefficients of powers of x to produce the following system of linear equations with unknowns ci, di and coefficients ai, bj, in R. -
Algorithmic Factorization of Polynomials Over Number Fields
Rose-Hulman Institute of Technology Rose-Hulman Scholar Mathematical Sciences Technical Reports (MSTR) Mathematics 5-18-2017 Algorithmic Factorization of Polynomials over Number Fields Christian Schulz Rose-Hulman Institute of Technology Follow this and additional works at: https://scholar.rose-hulman.edu/math_mstr Part of the Number Theory Commons, and the Theory and Algorithms Commons Recommended Citation Schulz, Christian, "Algorithmic Factorization of Polynomials over Number Fields" (2017). Mathematical Sciences Technical Reports (MSTR). 163. https://scholar.rose-hulman.edu/math_mstr/163 This Dissertation is brought to you for free and open access by the Mathematics at Rose-Hulman Scholar. It has been accepted for inclusion in Mathematical Sciences Technical Reports (MSTR) by an authorized administrator of Rose-Hulman Scholar. For more information, please contact [email protected]. Algorithmic Factorization of Polynomials over Number Fields Christian Schulz May 18, 2017 Abstract The problem of exact polynomial factorization, in other words expressing a poly- nomial as a product of irreducible polynomials over some field, has applications in algebraic number theory. Although some algorithms for factorization over algebraic number fields are known, few are taught such general algorithms, as their use is mainly as part of the code of various computer algebra systems. This thesis provides a summary of one such algorithm, which the author has also fully implemented at https://github.com/Whirligig231/number-field-factorization, along with an analysis of the runtime of this algorithm. Let k be the product of the degrees of the adjoined elements used to form the algebraic number field in question, let s be the sum of the squares of these degrees, and let d be the degree of the polynomial to be factored; then the runtime of this algorithm is found to be O(d4sk2 + 2dd3). -
(Integer Or Rational Number) Arithmetic. -Computing T
Electronic Transactions on Numerical Analysis. ETNA Volume 18, pp. 188-197, 2004. Kent State University Copyright 2004, Kent State University. [email protected] ISSN 1068-9613. A NEW SOURCE OF STRUCTURED SINGULAR VALUE DECOMPOSITION PROBLEMS ¡ ANA MARCO AND JOSE-J´ AVIER MARTINEZ´ ¢ Abstract. The computation of the Singular Value Decomposition (SVD) of structured matrices has become an important line of research in numerical linear algebra. In this work the problem of inversion in the context of the computation of curve intersections is considered. Although this problem has usually been dealt with in the field of exact rational computations and in that case it can be solved by using Gaussian elimination, when one has to work in finite precision arithmetic the problem leads to the computation of the SVD of a Sylvester matrix, a different type of structured matrix widely used in computer algebra. In addition only a small part of the SVD is needed, which shows the interest of having special algorithms for this situation. Key words. curves, intersection, singular value decomposition, structured matrices. AMS subject classifications. 14Q05, 65D17, 65F15. 1. Introduction and basic results. The singular value decomposition (SVD) is one of the most valuable tools in numerical linear algebra. Nevertheless, in spite of its advantageous features it has not usually been applied in solving curve intersection problems. Our aim in this paper is to consider the problem of inversion in the context of the computation of the points of intersection of two plane curves, and to show how this problem can be solved by computing the SVD of a Sylvester matrix, a type of structured matrix widely used in computer algebra. -
Arxiv:2004.03341V1
RESULTANTS OVER PRINCIPAL ARTINIAN RINGS CLAUS FIEKER, TOMMY HOFMANN, AND CARLO SIRCANA Abstract. The resultant of two univariate polynomials is an invariant of great impor- tance in commutative algebra and vastly used in computer algebra systems. Here we present an algorithm to compute it over Artinian principal rings with a modified version of the Euclidean algorithm. Using the same strategy, we show how the reduced resultant and a pair of B´ezout coefficient can be computed. Particular attention is devoted to the special case of Z/nZ, where we perform a detailed analysis of the asymptotic cost of the algorithm. Finally, we illustrate how the algorithms can be exploited to improve ideal arithmetic in number fields and polynomial arithmetic over p-adic fields. 1. Introduction The computation of the resultant of two univariate polynomials is an important task in computer algebra and it is used for various purposes in algebraic number theory and commutative algebra. It is well-known that, over an effective field F, the resultant of two polynomials of degree at most d can be computed in O(M(d) log d) ([vzGG03, Section 11.2]), where M(d) is the number of operations required for the multiplication of poly- nomials of degree at most d. Whenever the coefficient ring is not a field (or an integral domain), the method to compute the resultant is given directly by the definition, via the determinant of the Sylvester matrix of the polynomials; thus the problem of determining the resultant reduces to a problem of linear algebra, which has a worse complexity. -
Evaluation of Spectrum of 2-Periodic Tridiagonal-Sylvester Matrix
Evaluation of spectrum of 2-periodic tridiagonal-Sylvester matrix Emrah KILIÇ AND Talha ARIKAN Abstract. The Sylvester matrix was …rstly de…ned by J.J. Sylvester. Some authors have studied the relationships between certain or- thogonal polynomials and determinant of Sylvester matrix. Chu studied a generalization of the Sylvester matrix. In this paper, we introduce its 2-period generalization. Then we compute its spec- trum by left eigenvectors with a similarity trick. 1. Introduction There has been increasing interest in tridiagonal matrices in many di¤erent theoretical …elds, especially in applicative …elds such as numer- ical analysis, orthogonal polynomials, engineering, telecommunication system analysis, system identi…cation, signal processing (e.g., speech decoding, deconvolution), special functions, partial di¤erential equa- tions and naturally linear algebra (see [2, 4, 5, 6, 15]). Some authors consider a general tridiagonal matrix of …nite order and then describe its LU factorizations, determine the determinant and inverse of a tridi- agonal matrix under certain conditions (see [3, 7, 10, 11]). The Sylvester type tridiagonal matrix Mn(x) of order (n + 1) is de- …ned as x 1 0 0 0 0 n x 2 0 0 0 2 . 3 0 n 1 x 3 .. 0 0 6 . 7 Mn(x) = 6 . .. .. .. .. 7 6 . 7 6 . 7 6 0 0 0 .. .. n 1 0 7 6 7 6 0 0 0 0 x n 7 6 7 6 0 0 0 0 1 x 7 6 7 4 5 1991 Mathematics Subject Classi…cation. 15A36, 15A18, 15A15. Key words and phrases. Sylvester Matrix, spectrum, determinant. Corresponding author. -
Hk Hk38 21 56 + + + Y Xyx X 8 40
New York City College of Technology [MODULE 5: FACTORING. SOLVE QUADRATIC EQUATIONS BY FACTORING] MAT 1175 PLTL Workshops Name: ___________________________________ Points: ______ 1. The Greatest Common Factor The greatest common factor (GCF) for a polynomial is the largest monomial that divides each term of the polynomial. GCF contains the GCF of the numerical coefficients and each variable raised to the smallest exponent that appear. a. Factor 8x4 4x3 16x2 4x 24 b. Factor 9 ba 43 3 ba 32 6ab 2 2. Factoring by Grouping a. Factor 56 21k 8h 3hk b. Factor 5x2 40x xy 8y 3. Factoring Trinomials with Lead Coefficients of 1 Steps to factoring trinomials with lead coefficient of 1 1. Write the trinomial in descending powers. 2. List the factorizations of the third term of the trinomial. 3. Pick the factorization where the sum of the factors is the coefficient of the middle term. 4. Check by multiplying the binomials. a. Factor x2 8x 12 b. Factor y 2 9y 36 1 Prepared by Profs. Ghezzi, Han, and Liou-Mark Supported by BMI, NSF STEP #0622493, and Perkins New York City College of Technology [MODULE 5: FACTORING. SOLVE QUADRATIC EQUATIONS BY FACTORING] MAT 1175 PLTL Workshops c. Factor a2 7ab 8b2 d. Factor x2 9xy 18y 2 e. Factor x3214 x 45 x f. Factor 2xx2 24 90 4. Factoring Trinomials with Lead Coefficients other than 1 Method: Trial-and-error 1. Multiply the resultant binomials. 2. Check the sum of the inner and the outer terms is the original middle term bx . a. Factor 2h2 5h 12 b. -
Effective Noether Irreducibility Forms and Applications*
Appears in Journal of Computer and System Sciences, 50/2 pp. 274{295 (1995). Effective Noether Irreducibility Forms and Applications* Erich Kaltofen Department of Computer Science, Rensselaer Polytechnic Institute Troy, New York 12180-3590; Inter-Net: [email protected] Abstract. Using recent absolute irreducibility testing algorithms, we derive new irreducibility forms. These are integer polynomials in variables which are the generic coefficients of a multivariate polynomial of a given degree. A (multivariate) polynomial over a specific field is said to be absolutely irreducible if it is irreducible over the algebraic closure of its coefficient field. A specific polynomial of a certain degree is absolutely irreducible, if and only if all the corresponding irreducibility forms vanish when evaluated at the coefficients of the specific polynomial. Our forms have much smaller degrees and coefficients than the forms derived originally by Emmy Noether. We can also apply our estimates to derive more effective versions of irreducibility theorems by Ostrowski and Deuring, and of the Hilbert irreducibility theorem. We also give an effective estimate on the diameter of the neighborhood of an absolutely irreducible polynomial with respect to the coefficient space in which absolute irreducibility is preserved. Furthermore, we can apply the effective estimates to derive several factorization results in parallel computational complexity theory: we show how to compute arbitrary high precision approximations of the complex factors of a multivariate integral polynomial, and how to count the number of absolutely irreducible factors of a multivariate polynomial with coefficients in a rational function field, both in the complexity class . The factorization results also extend to the case where the coefficient field is a function field. -
Fast Computation of Generic Bivariate Resultants∗
Fast computation of generic bivariate resultants∗ JORIS VAN DER HOEVENa, GRÉGOIRE LECERFb CNRS, École polytechnique, Institut Polytechnique de Paris Laboratoire d'informatique de l'École polytechnique (LIX, UMR 7161) 1, rue Honoré d'Estienne d'Orves Bâtiment Alan Turing, CS35003 91120 Palaiseau, France a. Email: [email protected] b. Email: [email protected] Preliminary version of May 21, 2020 We prove that the resultant of two “sufficiently generic” bivariate polynomials over a finite field can be computed in quasi-linear expected time, using a randomized algo- rithm of Las Vegas type. A similar complexity bound is proved for the computation of the lexicographical Gröbner basis for the ideal generated by the two polynomials. KEYWORDS: complexity, algorithm, computer algebra, resultant, elimination, multi- point evaluation 1. INTRODUCTION The efficient computation of resultants is a fundamental problem in elimination theory and for the algebraic resolution of systems of polynomial equations. Given an effective field 핂, it is well known [10, chapter 11] that the resultant of two univariate polynomials P,Q∈핂[x] of respective degrees d⩾e can be computed using O˜ (d) field operations in 핂. Here the soft-Oh notation O˜ (E) is an abbreviation for E(log E)O(1), for any expression E. Given two bivariate polynomials P,Q∈핂[x,y] of respective total degrees d⩾e, their 2 resultant Resy(P, Q) in y can be computed in time O˜ (d e); e.g. see [20, Theorem 25] and references in that paper. If d=e, then this corresponds to a complexity exponent of 3/2 in terms of input/output size.