Graph Spectra and Continuous Quantum Walks Gabriel Coutinho
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Arxiv:1306.4805V3 [Math.OC] 6 Feb 2015 Used Greedy Techniques to Reorder Matrices
CONVEX RELAXATIONS FOR PERMUTATION PROBLEMS FAJWEL FOGEL, RODOLPHE JENATTON, FRANCIS BACH, AND ALEXANDRE D’ASPREMONT ABSTRACT. Seriation seeks to reconstruct a linear order between variables using unsorted, pairwise similarity information. It has direct applications in archeology and shotgun gene sequencing for example. We write seri- ation as an optimization problem by proving the equivalence between the seriation and combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic minimization problem over permutations). The seriation problem can be solved exactly by a spectral algorithm in the noiseless case and we derive several convex relax- ations for 2-SUM to improve the robustness of seriation solutions in noisy settings. These convex relaxations also allow us to impose structural constraints on the solution, hence solve semi-supervised seriation problems. We derive new approximation bounds for some of these relaxations and present numerical experiments on archeological data, Markov chains and DNA assembly from shotgun gene sequencing data. 1. INTRODUCTION We study optimization problems written over the set of permutations. While the relaxation techniques discussed in what follows are applicable to a much more general setting, most of the paper is centered on the seriation problem: we are given a similarity matrix between a set of n variables and assume that the variables can be ordered along a chain, where the similarity between variables decreases with their distance within this chain. The seriation problem seeks to reconstruct this linear ordering based on unsorted, possibly noisy, pairwise similarity information. This problem has its roots in archeology [Robinson, 1951] and also has direct applications in e.g. -
Doubly Stochastic Matrices Whose Powers Eventually Stop
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Linear Algebra and its Applications 330 (2001) 25–30 www.elsevier.com/locate/laa Doubly stochastic matrices whose powers eventually stopୋ Suk-Geun Hwang a,∗, Sung-Soo Pyo b aDepartment of Mathematics Education, Kyungpook National University, Taegu 702-701, South Korea bCombinatorial and Computational Mathematics Center, Pohang University of Science and Technology, Pohang, South Korea Received 22 June 2000; accepted 14 November 2000 Submitted by R.A. Brualdi Abstract In this note we characterize doubly stochastic matrices A whose powers A, A2,A3,... + eventually stop, i.e., Ap = Ap 1 =···for some positive integer p. The characterization en- ables us to determine the set of all such matrices. © 2001 Elsevier Science Inc. All rights reserved. AMS classification: 15A51 Keywords: Doubly stochastic matrix; J-potent 1. Introduction Let R denote the real field. For positive integers m, n,letRm×n denote the set of all m × n matrices with real entries. As usual let Rn denote the set Rn×1.We call the members of Rn the n-vectors. The n-vector of 1’s is denoted by e,andthe identity matrix of order n is denoted by In. For two matrices A, B of the same size, let A B denote that all the entries of A − B are nonnegative. A matrix A is called nonnegative if A O. A nonnegative square matrix is called a doubly stochastic matrix if all of its row sums and column sums equal 1. -
Codes and Modules Associated with Designs and T-Uniform Hypergraphs Richard M
Codes and modules associated with designs and t-uniform hypergraphs Richard M. Wilson California Institute of Technology (1) Smith and diagonal form (2) Solutions of linear equations in integers (3) Square incidence matrices (4) A chain of codes (5) Self-dual codes; Witt’s theorem (6) Symmetric and quasi-symmetric designs (7) The matrices of t-subsets versus k-subsets, or t-uniform hy- pergaphs (8) Null designs (trades) (9) A diagonal form for Nt (10) A zero-sum Ramsey-type problem (11) Diagonal forms for matrices arising from simple graphs 1. Smith and diagonal form Given an r by m integer matrix A, there exist unimodular matrices E and F ,ofordersr and m,sothatEAF = D where D is an r by m diagonal matrix. Here ‘diagonal’ means that the (i, j)-entry of D is 0 unless i = j; but D is not necessarily square. We call any matrix D that arises in this way a diagonal form for A. As a simple example, ⎛ ⎞ 0 −13 10 314⎜ ⎟ 100 ⎝1 −1 −1⎠ = . 21 4 −27 050 01−2 The matrix on the right is a diagonal form for the middle matrix on the left. Let the diagonal entries of D be d1,d2,d3,.... ⎛ ⎞ 20 0 ··· ⎜ ⎟ ⎜0240 ···⎟ ⎜ ⎟ ⎝0 0 120 ···⎠ . ... If all diagonal entries di are nonnegative and di divides di+1 for i =1, 2,...,thenD is called the integer Smith normal form of A, or simply the Smith form of A, and the integers di are called the invariant factors,ortheelementary divisors of A.TheSmith form is unique; the unimodular matrices E and F are not. -
Hadamard and Conference Matrices
Hadamard and conference matrices Peter J. Cameron December 2011 with input from Dennis Lin, Will Orrick and Gordon Royle Now det(H) is equal to the volume of the n-dimensional parallelepiped spanned by the rows of H. By assumption, each row has Euclidean length at most n1/2, so that det(H) ≤ nn/2; equality holds if and only if I every entry of H is ±1; > I the rows of H are orthogonal, that is, HH = nI. A matrix attaining the bound is a Hadamard matrix. Hadamard's theorem Let H be an n × n matrix, all of whose entries are at most 1 in modulus. How large can det(H) be? A matrix attaining the bound is a Hadamard matrix. Hadamard's theorem Let H be an n × n matrix, all of whose entries are at most 1 in modulus. How large can det(H) be? Now det(H) is equal to the volume of the n-dimensional parallelepiped spanned by the rows of H. By assumption, each row has Euclidean length at most n1/2, so that det(H) ≤ nn/2; equality holds if and only if I every entry of H is ±1; > I the rows of H are orthogonal, that is, HH = nI. Hadamard's theorem Let H be an n × n matrix, all of whose entries are at most 1 in modulus. How large can det(H) be? Now det(H) is equal to the volume of the n-dimensional parallelepiped spanned by the rows of H. By assumption, each row has Euclidean length at most n1/2, so that det(H) ≤ nn/2; equality holds if and only if I every entry of H is ±1; > I the rows of H are orthogonal, that is, HH = nI. -
One Method for Construction of Inverse Orthogonal Matrices
ONE METHOD FOR CONSTRUCTION OF INVERSE ORTHOGONAL MATRICES, P. DIÞÃ National Institute of Physics and Nuclear Engineering, P.O. Box MG6, Bucharest, Romania E-mail: [email protected] Received September 16, 2008 An analytical procedure to obtain parametrisation of complex inverse orthogonal matrices starting from complex inverse orthogonal conference matrices is provided. These matrices, which depend on nonzero complex parameters, generalize the complex Hadamard matrices and have applications in spin models and digital signal processing. When the free complex parameters take values on the unit circle they transform into complex Hadamard matrices. 1. INTRODUCTION In a seminal paper [1] Sylvester defined a general class of orthogonal matrices named inverse orthogonal matrices and provided the first examples of what are nowadays called (complex) Hadamard matrices. A particular class of inverse orthogonal matrices Aa()ij are those matrices whose inverse is given 1 t by Aa(1ij ) (1 a ji ) , where t means transpose, and their entries aij satisfy the relation 1 AA nIn (1) where In is the n-dimensional unit matrix. When the entries aij take values on the unit circle A–1 coincides with the Hermitian conjugate A* of A, and in this case (1) is the definition of complex Hadamard matrices. Complex Hadamard matrices have applications in quantum information theory, several branches of combinatorics, digital signal processing, etc. Complex orthogonal matrices unexpectedly appeared in the description of topological invariants of knots and links, see e.g. Ref. [2]. They were called two- weight spin models being related to symmetric statistical Potts models. These matrices have been generalized to two-weight spin models, also called , Paper presented at the National Conference of Physics, September 10–13, 2008, Bucharest-Mãgurele, Romania. -
Hadamard Matrices Include
Hadamard and conference matrices Peter J. Cameron University of St Andrews & Queen Mary University of London Mathematics Study Group with input from Rosemary Bailey, Katarzyna Filipiak, Joachim Kunert, Dennis Lin, Augustyn Markiewicz, Will Orrick, Gordon Royle and many happy returns . Happy Birthday, MSG!! Happy Birthday, MSG!! and many happy returns . Now det(H) is equal to the volume of the n-dimensional parallelepiped spanned by the rows of H. By assumption, each row has Euclidean length at most n1/2, so that det(H) ≤ nn/2; equality holds if and only if I every entry of H is ±1; > I the rows of H are orthogonal, that is, HH = nI. A matrix attaining the bound is a Hadamard matrix. This is a nice example of a continuous problem whose solution brings us into discrete mathematics. Hadamard's theorem Let H be an n × n matrix, all of whose entries are at most 1 in modulus. How large can det(H) be? A matrix attaining the bound is a Hadamard matrix. This is a nice example of a continuous problem whose solution brings us into discrete mathematics. Hadamard's theorem Let H be an n × n matrix, all of whose entries are at most 1 in modulus. How large can det(H) be? Now det(H) is equal to the volume of the n-dimensional parallelepiped spanned by the rows of H. By assumption, each row has Euclidean length at most n1/2, so that det(H) ≤ nn/2; equality holds if and only if I every entry of H is ±1; > I the rows of H are orthogonal, that is, HH = nI. -
Notes on Birkhoff-Von Neumann Decomposition of Doubly Stochastic Matrices Fanny Dufossé, Bora Uçar
Notes on Birkhoff-von Neumann decomposition of doubly stochastic matrices Fanny Dufossé, Bora Uçar To cite this version: Fanny Dufossé, Bora Uçar. Notes on Birkhoff-von Neumann decomposition of doubly stochastic matri- ces. Linear Algebra and its Applications, Elsevier, 2016, 497, pp.108–115. 10.1016/j.laa.2016.02.023. hal-01270331v6 HAL Id: hal-01270331 https://hal.inria.fr/hal-01270331v6 Submitted on 23 Apr 2016 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Notes on Birkhoff-von Neumann decomposition of doubly stochastic matrices Fanny Dufoss´ea, Bora U¸carb,∗ aInria Lille, Nord Europe, 59650, Villeneuve d'Ascq, France bLIP, UMR5668 (CNRS - ENS Lyon - UCBL - Universit´ede Lyon - INRIA), Lyon, France Abstract Birkhoff-von Neumann (BvN) decomposition of doubly stochastic matrices ex- presses a double stochastic matrix as a convex combination of a number of permutation matrices. There are known upper and lower bounds for the num- ber of permutation matrices that take part in the BvN decomposition of a given doubly stochastic matrix. We investigate the problem of computing a decom- position with the minimum number of permutation matrices and show that the associated decision problem is strongly NP-complete. -
On Matrices with a Doubly Stochastic Pattern
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector JOURNAL OF MATHEMATICALANALYSISAND APPLICATIONS 34,648-652(1971) On Matrices with a Doubly Stochastic Pattern DAVID LONDON Technion-Israel Institute of Technology, Haifa Submitted by Ky Fan 1. INTRODUCTION In [7] Sinkhorn proved that if A is a positive square matrix, then there exist two diagonal matrices D, = {@r,..., d$) and D, = {dj2),..., di2r) with positive entries such that D,AD, is doubly stochastic. This problem was studied also by Marcus and Newman [3], Maxfield and Mint [4] and Menon [5]. Later Sinkhorn and Knopp [8] considered the same problem for A non- negative. Using a limit process of alternately normalizing the rows and columns sums of A, they obtained a necessary and sufficient condition for the existence of D, and D, such that D,AD, is doubly stochastic. Brualdi, Parter and Schneider [l] obtained the same theorem by a quite different method using spectral properties of some nonlinear operators. In this note we give a new proof of the same theorem. We introduce an extremal problem, and from the existence of a solution to this problem we derive the existence of D, and D, . This method yields also a variational characterization for JJTC1(din dj2’), which can be applied to obtain bounds for this quantity. We note that bounds for I7y-r (d,!‘) dj”)) may be of interest in connection with inequalities for the permanent of doubly stochastic matrices [3]. 2. PRELIMINARIES Let A = (aij) be an 12x n nonnegative matrix; that is, aij > 0 for i,j = 1,***, n. -
An Inequality for Doubly Stochastic Matrices*
JOURNAL OF RESEARCH of the National Bureau of Standards-B. Mathematical Sciences Vol. 80B, No.4, October-December 1976 An Inequality for Doubly Stochastic Matrices* Charles R. Johnson** and R. Bruce Kellogg** Institute for Basic Standards, National Bureau of Standards, Washington, D.C. 20234 (June 3D, 1976) Interrelated inequalities involving doubly stochastic matrices are presented. For example, if B is an n by n doubly stochasti c matrix, x any nonnegative vector and y = Bx, the n XIX,· •• ,x" :0:::; YIY" •• y ... Also, if A is an n by n nonnegotive matrix and D and E are positive diagonal matrices such that B = DAE is doubly stochasti c, the n det DE ;:::: p(A) ... , where p (A) is the Perron· Frobenius eigenvalue of A. The relationship between these two inequalities is exhibited. Key words: Diagonal scaling; doubly stochasti c matrix; P erron·Frobenius eigenvalue. n An n by n entry·wise nonnegative matrix B = (b i;) is called row (column) stochastic if l bi ; = 1 ;= 1 for all i = 1,. ',n (~l bij = 1 for all j = 1,' . ',n ). If B is simultaneously row and column stochastic then B is said to be doubly stochastic. We shall denote the Perron·Frobenius (maximal) eigenvalue of an arbitrary n by n entry·wise nonnegative matrix A by p (A). Of course, if A is stochastic, p (A) = 1. It is known precisely which n by n nonnegative matrices may be diagonally scaled by positive diagonal matrices D, E so that (1) B=DAE is doubly stochastic. If there is such a pair D, E, we shall say that A has property ("). -
Doubly Stochastic Normalization for Spectral Clustering
Doubly Stochastic Normalization for Spectral Clustering Ron Zass and Amnon Shashua ∗ Abstract In this paper we focus on the issue of normalization of the affinity matrix in spec- tral clustering. We show that the difference between N-cuts and Ratio-cuts is in the error measure being used (relative-entropy versus L1 norm) in finding the closest doubly-stochastic matrix to the input affinity matrix. We then develop a scheme for finding the optimal, under Frobenius norm, doubly-stochastic approxi- mation using Von-Neumann’s successive projections lemma. The new normaliza- tion scheme is simple and efficient and provides superior clustering performance over many of the standardized tests. 1 Introduction The problem of partitioning data points into a number of distinct sets, known as the clustering problem, is central in data analysis and machine learning. Typically, a graph-theoretic approach to clustering starts with a measure of pairwise affinity Kij measuring the degree of similarity between points xi, xj, followed by a normalization step, followed by the extraction of the leading eigenvectors which form an embedded coordinate system from which the partitioning is readily available. In this domain there are three principle dimensions which make a successful clustering: (i) the affinity measure, (ii) the normalization of the affinity matrix, and (iii) the particular clustering algorithm. Common practice indicates that the former two are largely responsible for the performance whereas the particulars of the clustering process itself have a relatively smaller impact on the performance. In this paper we focus on the normalization of the affinity matrix. We first show that the existing popular methods Ratio-cut (cf. -
Majorization Results for Zeros of Orthogonal Polynomials
Majorization results for zeros of orthogonal polynomials ∗ Walter Van Assche KU Leuven September 4, 2018 Abstract We show that the zeros of consecutive orthogonal polynomials pn and pn−1 are linearly connected by a doubly stochastic matrix for which the entries are explicitly computed in terms of Christoffel numbers. We give similar results for the zeros of pn (1) and the associated polynomial pn−1 and for the zeros of the polynomial obtained by deleting the kth row and column (1 ≤ k ≤ n) in the corresponding Jacobi matrix. 1 Introduction 1.1 Majorization Recently S.M. Malamud [3, 4] and R. Pereira [6] have given a nice extension of the Gauss- Lucas theorem that the zeros of the derivative p′ of a polynomial p lie in the convex hull of the roots of p. They both used the theory of majorization of sequences to show that if x =(x1, x2,...,xn) are the zeros of a polynomial p of degree n, and y =(y1,...,yn−1) are the zeros of its derivative p′, then there exists a doubly stochastic (n − 1) × n matrix S such that y = Sx ([4, Thm. 4.7], [6, Thm. 5.4]). A rectangular (n − 1) × n matrix S =(si,j) is said to be doubly stochastic if si,j ≥ 0 and arXiv:1607.03251v1 [math.CA] 12 Jul 2016 n n− 1 n − 1 s =1, s = . i,j i,j n j=1 i=1 X X In this paper we will use the notion of majorization to rephrase some known results for the zeros of orthogonal polynomials on the real line. -
The Symbiotic Relationship of Combinatorics and Matrix Theory
The Symbiotic Relationship of Combinatorics and Matrix Theory Richard A. Brualdi* Department of Mathematics University of Wisconsin Madison. Wisconsin 53 706 Submitted by F. Uhlig ABSTRACT This article demonstrates the mutually beneficial relationship that exists between combinatorics and matrix theory. 3 1. INTRODUCTION According to The Random House College Dictionary (revised edition, 1984) the word symbiosis is defined as follows: symbiosis: the living together of two dissimilar organisms, esp. when this association is mutually beneficial. In applying, as I am, this definition to the relationship between combinatorics and matrix theory, I would have preferred that the qualifying word “dissimilar” was omitted. Are combinatorics and matrix theory really dissimilar subjects? On the other hand I very much like the inclusion of the phrase “when the association is mutually beneficial” because I believe the development of each of these subjects shows that combinatorics and matrix theory have a mutually beneficial relationship. The fruits of this mutually beneficial relationship is the subject that I call combinatorial matrix theory or, for brevity here, CMT. Viewed broadly, as I do, CMT is an amazingly rich and diverse subject. If it is * Research partially supported by National Science Foundation grant DMS-8901445 and National Security Agency grant MDA904-89 H-2060. LZNEAR ALGEBRA AND ITS APPLZCATZONS 162-164:65-105 (1992) 65 0 Elsevier Science Publishing Co., Inc., 1992 655 Avenue of the Americas, New York, NY 10010 0024.3795/92/$5.00 66 RICHARD A. BRUALDI combinatorial and uses matrix theory r in its formulation or proof, it’s CMT. If it is matrix theory and has a combinatorial component to it, it’s CMT.