DOCSLIB.ORG

On the Recursions of Robust COMET Algorithm for Convexly Structured

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
On the Recursions of Robust COMET Algorithm for Convexly Structured On the Recursions of Robust COMET Algorithm for Convexly Structured Shape Matrix Bruno Meriaux, Chengfang Ren, Arnaud Breloy, Mohammed Nabil El Korso, P Forster, Jean-Philippe Ovarlez To cite this version: Bruno Meriaux, Chengfang Ren, Arnaud Breloy, Mohammed Nabil El Korso, P Forster, et al.. On the Recursions of Robust COMET Algorithm for Convexly Structured Shape Matrix. 27th European Signal Processing Conference (EUSIPCO 2019), Sep 2019, A Coruña, Spain. hal-02155905 HAL Id: hal-02155905 https://hal.archives-ouvertes.fr/hal-02155905 Submitted on 14 Jun 2019 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. On the Recursions of Robust COMET Algorithm for Convexly Structured Shape Matrix B. Meriaux´ ∗, C. Ren∗, A. Breloyy, M.N. El Korsoy, P. Forsterz and J.-P. Ovarlez∗x ∗SONDRA, CentraleSupelec,´ Universite´ Paris-Saclay, F-91190 Gif-sur-Yvette, France yLEME EA 4416, Universite´ Paris-Nanterre, F-92410 Ville d’Avray, France zSATIE, Universite´ Paris-Nanterre, F-94230 Cachan, France xDEMR, ONERA, Universite´ Paris-Saclay, F-91123 Palaiseau, France Abstract—This paper addresses robust estimation of structured the common Complex Angular Elliptical (CAE) distribution. shape (normalized covariance) matrices. Shape matrices most Several robust methods have been proposed to leverage Tyler’s often own a particular structure depending on the application estimator formulation [7] in the context of structured shape of interest and taking this structure into account improves estimation accuracy. In the framework of robust estimation, we matrices [8]–[13]. A COnvexly ConstrAined (COCA) shape introduce a recursive robust shape matrix estimation technique matrix estimator has been recently proposed in [10]. Iterative based on Tyler’s M-estimate for convexly structured shape Majorization-Minimization algorithms for the computation of matrices. We prove that the proposed estimator is consistent, structured CM estimates are developped in [11] and a robust asymptotically efficient and Gaussian distributed and we notice extension of COMET, named RCOMET, has been derived in that it reaches its asymptotic regime faster as the number of recursions increases. Finally, in the particular wide spreaded case [13]. The references [8], [9], [12] considered the problem of of Hermitian persymmetric structure, we study the convergence robust shape matrix estimation with symmetric structures. of the recursions of the proposed algorithm. In this paper, we propose a Recursive version of RCOMET Index Terms—Robust shape matrix estimation, elliptical dis- (R-RCOMET) based on Tyler’s M-estimate and COMET tributions, Tyler’s M-estimator, structured estimation. criterion for convexly structured shape matrices. We conduct a theoretical analysis of the asymptotic performance of the pro- I. INTRODUCTION posed estimator. We also compare the non-asymptotic behavior Most of the adaptive signal processing algorithms require a with the RCOMET method. Finally, we analyse theoretically Covariance Matrix (CM) estimation. In addition to its Hermi- the convergence of the recursions in the particular case of the tian symmetry and positive definiteness, the CM may exhibit Hermitian persymmetric structure. a particular structure related to the application of interest. For In the following, convergence in distribution and in proba- example, a linear array that is symmetrically spaced w.r.t. the bility are respectively denoted by !L and !P . AT (respectively phase center leads to the Hermitian persymmetric structure AH and A∗) stands for the transpose (respectively conjugate of the CM [1]. Another example is the Toeplitz structure for transpose and conjugate) matrix. The vec-operator vec(A) uniform linear arrays. Taking into account this structure in stacks all columns of A into a vector. The identity matrix the estimation scheme leads to a better estimation accuracy of size m is referred to as Im. The matrix Jm denotes since it decreases the degrees of freedom in the estimation the m-dimensional antidiagonal matrix, having 1 as non- problem [2]. In the Gaussian framework, this challenge has zero element. The operator ⊗ refers to the Kronecker matrix been extensively studied. Notably, the Covariance Matching product and finally, the subscript ”e” refers to the true value. Estimation Technique (COMET) has been proposed in [3]. This paper is organized as follows. In section II, a brief re- The latter is computationally less intensive than Maximum view on CAE distribution, Tyler’s M-estimate and RCOMET Likelihood (ML) estimation and still provides asymptotically procedure is presented. Section III focuses on the proposed efficient CM estimates. However, COMET is based on the algorithm and its performance analysis. We also analyse the Sample Covariance Matrix (SCM) estimate, thus it is sensi- convergence of the recursions in the case of the Hermitian tive to outliers. In a context of robust CM estimation, the persymmetric structure. Some simulations results in Section class of circular Complex Elliptically Symmetric distributions IV illustrate the theoretical analysis. (CES) turns out to be particularly suitable to model spiky radar clutter measurements [4]–[6]. Within this framework, II. BACKGROUND AND PROBLEM SETUP a distribution free estimator of the scatter matrix is derived A. Complex Angular Elliptical Distribution in [7] and referred to as Tyler’s M-estimator. Furthermore, m the normalization of zero mean CES distributed data leads to Let x 2 C be a circular centered CES distributed random vector [5] with scatter matrix M. If it exists, the covariance The work of B. Meriaux´ is partially funded by the Direction Gen´ erale´ matrix of x is proportional to M. The normalized vector de l’Armement (D.G.A). This work is also supported by the ANR ASTRID x y = ; x 6= 0, follows a CAE distribution, denoted by referenced ANR-17-ASTR-0015. kxk y ∼ Um (M). The probability density function of the vector y Algorithm 1 R-RCOMET w.r.t. spherical measure [10] reads Require: N i.i.d. data, yn ∼ Um (Me) with N > m, any −m K ≥ 1 given p(y j M) / jMj−1 yH M−1y (1) 1: Compute Mb FP from y1;:::; yN with (2) where the matrix M is defined up to an arbitrary scale factor. 2: Initialize µb0 with (4) To avoid scaling ambiguity, M is normalized according to 3: for k = 1 to K do Tr (M) = m. We refer to M as the shape matrix of y. 4: Compute µbk from (6) 5: end for B. Tyler’s M-estimator 6: return µbK From a set of N i.i.d. CAE distributed data, yn ∼ Um (M), n = 1;:::;N with N > m, Tyler’s M-estimate is the M (µ )) and asymptotically efficient and Gaussian distributed unstructured ML-estimate of the shape matrix, given by the e [13]. Specifically solution of the following fixed-point equation [7]: p N (µ − µ ) !NL ( ; ) N H b0 e 0 CRBCAE (5) m X ynyn Mb FP = −1 , H Mb FP (2) CRB ´ N H where CAE, denoting the Cramer-Rao Bound (CRB), is n=1 yn Mb FP yn detailled in [13]. Existence and uniqueness up to a scale factor of the above Although asymptotically efficient, RCOMET algorithm re- equation solution have been studied in [14]. In the follow- quires a substantial sample support to reach its asymptotic ing, the scale ambiguity is removed by fixing in the latter regime. In this paper, we propose a recursive version of solution the same constraint as for the shape matrix, i.e. RCOMET, for which we conduct a theoretical analysis of h i Tr Mb FP = m. The solution Mb FP is obtained by an iterative its asymptotic performance; we also notice that the latter are achieved at lower sample support. Furthermore, we analyse the algorithm, Mk+1 = H (Mk) with the normalization on the convergence behavior for a particular strucuture: the Hermitian trace, which converges to Mb FP, for any initialization point [7], persymmetric one. [15]. Furthermore, Mb FP is a consistent, unbiased estimator of M and its asymptotic distribution is given by [5], [15]: III. RECURSIVE RCOMET PROCEDURE p d A. Algorithm Nvec Mb FP − M −! CN (0; Σ; ΣKm) (3) M 8 In the RCOMET objective (4), b FP plays both the role of a m + 1 T H −1 <> Σ = ΓM M ⊗ M ΓM target together with a metric specification through Mb FP . Split- with m ting these roles can lead naturally to a recursive formulation 1 H :> ΓM = Im2 − vec (M) vec (Im) where the weighting is refined at each step. For a finite and m given number of steps, K, we obtain the R-RCOMET estimate for µ, denoted by µK and achieved at the k-th iteration by where Km is the commutation matrix, which satisfies b T solving for k 2 [[1;K]] Kmvec (A) = vec A [16]. n −1o2 µk = arg min Tr Mb FP − αM (µ) M µk−1 (6) C. Problem Setup and RCOMET Algorithm b α,µ b Let us consider N i.i.d. CAE distributed observations, with µb0 given by (4) and such that Tr [M (µbK )] = m. The R-RCOMET algorithm is recapped in the box Algorithm 1. In yn ∼ Um (Me), n = 1;:::;N with N > m. The shape matrix belongs to the convex subset of Hermitian positive-definite practice, we can use a more elaborated stopping rule, e.g., a S matrices and there exists a one-to-one differentiable mapping combination of k ≤ Kmax and µbk+1 − µbk ≤ "tol kµbkk.
Load more

Recommended publications
  • A Matrix Handbook for Statisticians
    A MATRIX HANDBOOK FOR STATISTICIANS George A. F. Seber Department of Statistics University of Auckland Auckland, New Zealand BICENTENNIAL BICENTENNIAL WILEY-INTERSCIENCE A John Wiley & Sons, Inc., Publication This Page Intentionally Left Blank A MATRIX HANDBOOK FOR STATISTICIANS THE WlLEY BICENTENNIAL-KNOWLEDGE FOR GENERATIONS Gachgeneration has its unique needs and aspirations. When Charles Wiley first opened his small printing shop in lower Manhattan in 1807, it was a generation of boundless potential searching for an identity. And we were there, helping to define a new American literary tradition. Over half a century later, in the midst of the Second Industrial Revolution, it was a generation focused on building the future. Once again, we were there, supplying the critical scientific, technical, and engineering knowledge that helped frame the world. Throughout the 20th Century, and into the new millennium, nations began to reach out beyond their own borders and a new international community was born. Wiley was there, expanding its operations around the world to enable a global exchange of ideas, opinions, and know-how. For 200 years, Wiley has been an integral part of each generation's journey, enabling the flow of information and understanding necessary to meet their needs and fulfill their aspirations. Today, bold new technologies are changing the way we live and learn. Wiley will be there, providing you the must-have knowledge you need to imagine new worlds, new possibilities, and new opportunities. Generations come and go, but you can always count on Wiley to provide you the knowledge you need, when and where you need it! n WILLIAM J.
    [Show full text]
  • Group Matrix Ring Codes and Constructions of Self-Dual Codes
    Group Matrix Ring Codes and Constructions of Self-Dual Codes S. T. Dougherty University of Scranton Scranton, PA, 18518, USA Adrian Korban Department of Mathematical and Physical Sciences University of Chester Thornton Science Park, Pool Ln, Chester CH2 4NU, England Serap S¸ahinkaya Tarsus University, Faculty of Engineering Department of Natural and Mathematical Sciences Mersin, Turkey Deniz Ustun Tarsus University, Faculty of Engineering Department of Computer Engineering Mersin, Turkey February 2, 2021 arXiv:2102.00475v1 [cs.IT] 31 Jan 2021 Abstract In this work, we study codes generated by elements that come from group matrix rings. We present a matrix construction which we use to generate codes in two different ambient spaces: the matrix ring Mk(R) and the ring R, where R is the commutative Frobenius ring. We show that codes over the ring Mk(R) are one sided ideals in the group matrix k ring Mk(R)G and the corresponding codes over the ring R are G - codes of length kn. Additionally, we give a generator matrix for self- dual codes, which consist of the mentioned above matrix construction. 1 We employ this generator matrix to search for binary self-dual codes with parameters [72, 36, 12] and find new singly-even and doubly-even codes of this type. In particular, we construct 16 new Type I and 4 new Type II binary [72, 36, 12] self-dual codes. 1 Introduction Self-dual codes are one of the most widely studied and interesting class of codes. They have been shown to have strong connections to unimodular lattices, invariant theory, and designs.
    [Show full text]
  • Matrix Algebra and Control
    Appendix A Matrix Algebra and Control Boldface lower case letters, e.g., a or b, denote vectors, boldface capital letters, e.g., A, M, denote matrices. A vector is a column matrix. Containing m elements (entries) it is referred to as an m-vector. The number of rows and columns of a matrix A is nand m, respectively. Then, A is an (n, m)-matrix or n x m-matrix (dimension n x m). The matrix A is called positive or non-negative if A>, 0 or A :2:, 0 , respectively, i.e., if the elements are real, positive and non-negative, respectively. A.1 Matrix Multiplication Two matrices A and B may only be multiplied, C = AB , if they are conformable. A has size n x m, B m x r, C n x r. Two matrices are conformable for multiplication if the number m of columns of the first matrix A equals the number m of rows of the second matrix B. Kronecker matrix products do not require conformable multiplicands. The elements or entries of the matrices are related as follows Cij = 2::;;'=1 AivBvj 'Vi = 1 ... n, j = 1 ... r . The jth column vector C,j of the matrix C as denoted in Eq.(A.I3) can be calculated from the columns Av and the entries BVj by the following relation; the jth row C j ' from rows Bv. and Ajv: column C j = L A,vBvj , row Cj ' = (CT),j = LAjvBv, (A. 1) /1=1 11=1 A matrix product, e.g., AB = (c: c:) (~b ~b) = 0 , may be zero although neither multipli­ cand A nor multiplicator B is zero.
    [Show full text]
  • Reduction of the Pseudoinverse of a Hermitian Persymmetric Matrix
    MATHEMATICSOF COMPUTATION, VOLUME 28, NUMBER 127, JULY 1974, PAGES 715-717 Reduction of the Pseudoinverse of a Hermitian Persymmetric Matrix By Marvin J. Goldstein Abstract. When the pseudoinverse of a Hermitian persymmetric matrix is computed, both computer time and storage can be reduced by taking advantage of the special structure of the matrix. For any matrix M, let M' and M* denote its transpose and conjugate transpose, respectively. Let J be a permutation matrix whose elements along the southwest- northeast diagonal are ones and whose remaining elements are zeros. Note that J = J* =/"'. Definition 1. M is persymmetric if JM*J = M, the complex conjugate of M. Note that all Toeplitz matrices (/,■,= /,+li,+1) are persymmetric. Definition 2. M is centrosymmetric if JMJ = M; skew-centrosymmetric if JMJ = -M. Note that if a persymmetric matrix is symmetric, it is centrosymmetric; if a persymmetric matrix is skew (M' = -A/) it is skew-centrosymmetric. It is clear, therefore, that the real and imaginary parts of a Hermitian persymmetric matrix are centrosymmetric and skew-centrosymmetric, respectively. In [2], matrix forms for the pseudoinverse of a centrosymmetric matrix are given in terms of the pseudoinverses of smaller matrices. Similar matrix forms for the pseudoinverse of a skew-centrosymmetric matrix are given in [3]. In this paper, we show that the pseudoinversion of a Hermitian persymmetric matrix reduces to the pseudoinversion of a real symmetric matrix of the same order. Definition 3. The pseudoinverse A+ of any matrix A is uniquely defined by the matrix equations: (1) AA+A = A, A+AA+=A+, iA+A)* = A+A, iAA+)*=AA+.
    [Show full text]
  • Persymmetric Jacobi Matrices, Isospectral Deformations And
    PERSYMMETRIC JACOBI MATRICES, ISOSPECTRAL DEFORMATIONS AND ORTHOGONAL POLYNOMIALS VINCENT GENEST, SATOSHI TSUJIMOTO, LUC VINET, AND ALEXEI ZHEDANOV Abstract. Persymmetric Jacobi matrices are invariant under reflection with respect to the anti- diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the restrictions either to the odd or to the even points of the complete orthogonality lattice. This is exploited to design very efficient inverse problem algorithms for the reconstruction of persymmetric Jacobi matrices from spectral points. Isospectral deformations of such matrices are also considered. Expressions for the associated polynomials and their weights are obtained in terms of the undeformed entities. 1. Introduction Jacobi matrices that are invariant under reflection with respect to the anti-diagonal are said to be persymmetric or mirror-symmetric. These matrices are known to possess tractable inverse spectral problems[2, 3, 4] and arise in a number of situations especially in engineering (see for instance [10]). Interestingly, they have recently appeared in the analysis of perfect state transfer in quantum spin chains[1, 11, 17]. In the latter context the main question is: what should the design of the chain be if it is to act as a quantum wire and transport quantum states from one location to another with probability one. The answer exploits the connection between orthogonal polynomials and Jacobi matrices as well as the features that mirror-symmetry brings. The present paper provides a systematic examination of the properties that the reflection invariance of persymmetric matrices induces on the associated orthogonal polynomials.
    [Show full text]
  • Inverses of 2 × 2 Block Matrices
    An Intematiomd Journal computers & mathematics with applications PERGAMON Computers and Mathematics with Applications 43 (2002) 119-129 www.eisevier.com/locate/camwa Inverses of 2 × 2 Block Matrices TZON-TZER LU AND SHENG-HUA SHIOU Department of Applied Mathematics National Sun Yat-sen University Kaohsiung, Taiwan 80424, R.O.C. ttluCmath, nsysu, edu. tv (Received March 2000; revised and accepted October P000) Abstract--ln this paper, the authors give explicit inverse formulae for 2 x 2 block matrices with three differentpartitions. Then these resultsare applied to obtain inversesof block triangular matrices and various structured matrices such as Hamiltonian, per-Hermitian, and centro-Hermitian matrices. (~) 2001 Elsevier Science Ltd. All rights reserved. Keywords--2 x 2 block matrix, Inverse matrix, Structured matrix. 1. INTRODUCTION This paper is devoted to the inverses of 2 x 2 block matrices. First, we give explicit inverse formulae for a 2 x 2 block matrix D ' (1.1) with three different partitions. Then these results are applied to obtain inverses of block triangular matrices and various structured matrices such as bisymmetric, Hamiltonian, per-Hermitian, and centro-Hermitian matrices. In the end, we briefly discuss the completion problems of a 2 x 2 block matrix and its inverse, which generalizes this problem. The inverse formula (1.1) of a 2 x 2 block matrix appears frequently in many subjects and has long been studied. Its inverse in terms of A -1 or D -1 can be found in standard textbooks on linear algebra, e.g., [1-3]. However, we give a complete treatment here. Some papers, e.g., [4,5], deal with its inverse in terms of the generalized inverse of A.
    [Show full text]
  • Universal Algorithms for Solving the Matrix Bellman Equations Over Semirings
    Universal algorithms for solving the matrix Bellman equations over semirings G. L. Litvinov, A. Ya. Rodionov, S. N. Sergeev & A. N. Sobolevski Soft Computing A Fusion of Foundations, Methodologies and Applications ISSN 1432-7643 Soft Comput DOI 10.1007/s00500-013-1027-5 1 23 Your article is protected by copyright and all rights are held exclusively by Springer- Verlag Berlin Heidelberg. This e-offprint is for personal use only and shall not be self- archived in electronic repositories. If you wish to self-archive your work, please use the accepted author’s version for posting to your own website or your institution’s repository. You may further deposit the accepted author’s version on a funder’s repository at a funder’s request, provided it is not made publicly available until 12 months after publication. 1 23 Author's personal copy Soft Comput DOI 10.1007/s00500-013-1027-5 FOUNDATIONS Universal algorithms for solving the matrix Bellman equations over semirings G. L. Litvinov • A. Ya. Rodionov • S. N. Sergeev • A. N. Sobolevski Ó Springer-Verlag Berlin Heidelberg 2013 Abstract This paper is a survey on universal algorithms computer representation of real numbers are provided by for solving the matrix Bellman equations over semirings various modifications of floating point arithmetics, and especially tropical and idempotent semirings. How- approximate arithmetics of rational numbers (Litvinov ever, original algorithms are also presented. Some appli- et al. 2008), interval arithmetics etc. The difference cations and software implementations are discussed. between mathematical objects (‘‘ideal’’ numbers) and their finite models (computer representations) results in com- putational (for instance, rounding) errors.
    [Show full text]
  • Recursive Algorithms for the Matrix Padй Problem
    MATHEMATICS OF COMPUTATION, VOLUME 35, NUMBER 151 JULY 1980, PAGES 875-892 Recursive Algorithms for the Matrix Padé Problem By Adhemar Bultheel Abstract. A matrix triangularization interpretation is given for the recursive algo- rithms computing the Padé approximants along a certain path in the Padé table, which makes it possible to unify all known algorithms in this field [5], [6]. For the normal Padé table, all these results carry over to the matrix Padé problem in a straightforward way. Additional features, resulting from the noncommutativity are investigated. A generalization of the Trench-Zohar algorithm and related recursions are studied in greater detail. 1. Introduction. Let K[z] be the set of formal power series over a ring K with indeterminate z. For ease of exposition, we restrict K to be the ring of n x n matri- ces, though a more general setting is possible [3]. Let d Piz) denote the degree of a matrix polynomial Piz) and ord Ziz) the or- der of a formal power series Z(z), i.e. N d°Piz) = N o Piz) = £ pkzk, pN*0,pkGK,k = 0,l,...,N, fc=0 and 00 ord Ziz) = Mo Ziz) = £ rkzk, rM # 0, rk Ê K, k = M, M + 1, ... - k-M For given nonnegative integers M and N, and some F(z) G K[z], the right Padé approximation problem consists in finding two matrix polynomials F*MI ' (z) and QlMM(z) such that "(a) d°plM'NHz) < M, d°Q}MlN\z) < N, (b) P[M/N]iz) and ßlM^l(z) have no common right divisor of degree > 0, (c) the right (Ä-) residual Z[M/N]iz), defined by ZIM/N ] (z) = F{z)Q[ MIN ] (z) _ plM/N ] (z) satisfies ord Z[M/N] (z) >M + N+ I, and |_(d) the constant term ql0M/N] of ß[M/7V1(z) equals /.
    [Show full text]
  • Fast Construction of a Symmetric Nonnegative Matrix with a Prescribed Spectrum
    (~ AnIntemational Joumal computers & mathematics withapplications PERGAMON Computers and Mathematics with Applications 42 (2001) 1379-1391 www.elsevier.nl/locate/camwa Fast Construction of a Symmetric Nonnegative Matrix with a Prescribed Spectrum O. RoJo AND R. SOTO t Department of Mathematics Universidad Catdlica del Norte Antofagasta, Chile H. RoJo Department of Mathematics Universidad de Antofagasta Antofagasta, Chile (Received and accepted December 2000) Abstract--In this paper, for a prescribed real spectrum, using properties of the circulant matrices and of the symmetric persymmetric matrices, we derive a fast and stable algorithm to construct a symmetric nonnegative matrix which realizes the spectrum. The algorithm is based on the fast Fourier transform. @ 2001 Elsevier Science Ltd. All rights reserved. Keywords--Inverse eigenvalue problem, Nonnegative matrix, Circulant matrix, Fast Fourier transform, Persymmetric matrix. 1. INTRODUCTION There are many applications involving nonnegative matrices. We mention areas like game theory, Markov chains (stochastic matrices), theory of probability, probabilistic algorithms, numerical analysis, discrete distribution, group theory, matrix scaling, theory of small oscillations of elastic systems (oscillation matrices), and economics. Many references concerning properties of nonnegative matrices are available. Some fundamen- tal results are collected into the following main theorem of Perron and Frobenius [1]. THEOREM 1. Let A be a nonnegative irreducible n x 'n matrix. Then, 1. A has a positive real eigenvalue r(A) equal to its spectral radius p(A), 2. to r(A) there corresponds a positive eigenvector, 3. r(A) increases when any entry of A increases, 4. r(A) is a simple eig~nvalue of A. The eigenvalue r(A) is called the Perron root of A and the corresponding positive eigenveetor is called the Perron vector of A.
    [Show full text]
  • Universal Algorithms for Generalized Discrete Matrix Bellman Equations
    Universal algorithms for generalized discrete matrix Bellman equations with symmetric Toeplitz matrix∗ Serge˘ıSergeev† July 28, 2018 Abstract This paper presents two universal algorithms for generalized discrete matrix Bellman equations with symmetric Toeplitz matrix. The algorithms are semiring extensions of two well-known methods solving Toeplitz systems in the ordinary linear algebra. 1 Introduction As observed by B.A. Carr´e[1, 2], the Gaussian elimination without pivoting can be viewed as a prototype for some algorithms on graphs. M. Gondran [3] and G. Rote [4] made this observation precise by proving that the Gaussian elimination, under certain conditions, can be applied to the linear systems of equations over semirings. arXiv:math/0612309v1 [math.RA] 12 Dec 2006 The notion of universal algorithm over semiring was introduced by G.L. Litvinov, V.P. Maslov and E.V. Maslova in [5, 6]. These papers are to be considered in the framework of pub- lications [7, 8, 9, 10, 11, 12]) of the Russian idempotent school, and more generally, in ∗Research supported by RFBR grant 05-01-00824 and joint RFBR/CNRS grant 05-01-02807. †Department of Physics, Sub-Department of Quantum Statistics and Field Theory, M.V. Lomonosov Moscow State University, 119992 Leninskie Gory, GSP-2, Moscow, Russia. E-mail: [email protected] 1 the framework of idempotent and tropical mathematics, see [13, 14, 15] and references therein. Essentially, an algorithm is called universal if it does not depend on the com- puter representation of data and on a specific realization of algebraic operations involved in the algorithm [6]. Linear algebraic universal algorithms include generalized bordering method, LU- and LDM-decompositions for solving matrix equations.
    [Show full text]
  • Streaming Down the Stern-Brocot Tree: Finding and Expressing Solutions to Pell's Equation in SL(2,Z)
    Jacksonville State University JSU Digital Commons Theses Theses, Dissertations & Graduate Projects Spring 5-7-2021 Streaming Down the Stern-Brocot Tree: Finding and Expressing Solutions to Pell's Equation in SL(2,Z) Marcus L. Shell Jacksonville State University, [email protected] Follow this and additional works at: https://digitalcommons.jsu.edu/etds_theses Part of the Algebra Commons, and the Number Theory Commons Recommended Citation Shell, Marcus L., "Streaming Down the Stern-Brocot Tree: Finding and Expressing Solutions to Pell's Equation in SL(2,Z)" (2021). Theses. 13. https://digitalcommons.jsu.edu/etds_theses/13 This Thesis is brought to you for free and open access by the Theses, Dissertations & Graduate Projects at JSU Digital Commons. It has been accepted for inclusion in Theses by an authorized administrator of JSU Digital Commons. For more information, please contact [email protected]. STREAMING DOWN THE STERN-BROCOT TREE: FINDING AND EXPRESSING SOLUTIONS TO PELL'S EQUATION IN SL2(Z) A Thesis Submitted to the Graduate Faculty of Jacksonville State University in Partial Fulfillment of the Requirements for the Degree of Master of Science with a Major in Mathematics By MARCUS LEE SHELL Jacksonville, Alabama May 7, 2021 ABSTRACT This paper explores and elaborates on a method of solving Pell's equation as introduced by Norman Wildberger. In the first chapters of the paper, foundational topics are introduced in expository style including an explanation of Pell's equation. An explanation of continued fractions and their ability to express quadratic irrationals is provided as well as a connection to the Stern-Brocot tree and a convenient means of representation for each in terms of 2×2 matrices with integer elements.
    [Show full text]
  • Highly Symmetric Generalized Circulant Permutation Matricesୋ
    View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Available online at www.sciencedirect.com Linear Algebra and its Applications 429 (2008) 367–375 www.elsevier.com/locate/laa Highly symmetric generalized circulant permutation matricesୋ M. Abreu a, D. Labbate b, R. Salvi c, N. Zagaglia Salvi c,∗ a Dipartimento di Matematica, Università della Basilicata, C. da Macchia Romana, 85100 Potenza, Italy b Dipartimento di Matematica, Politecnico di Bari, I-70125 Bari, Italy c Dipartimento di Matematica, Politecnico di Milano, P.zza Leonardo da Vinci, 32, I-20133 Milano, Italy Received 31 July 2006; accepted 26 February 2008 Available online 11 April 2008 Submitted by R.A. Brualdi Abstract In this paper we investigate generalized circulant permutation matrices of composite order. We give a com- plete characterization of the order and the structure of symmetric generalized k-circulant permutation matrices in terms of circulant and retrocirculant block (0, 1)-matrices in which each block contains exactly one or two entries 1. In particular, we prove that a generalized k-circulant matrix A of composite order n = km is symmetric if and only if either k = m − 1ork ≡ 0ork ≡ 1 mod m, and we obtain three basic symmetric generalizedk-circulantpermutationmatrices,fromwhichallothersareobtainedviapermutationsoftheblocks or by direct sums. Furthermore, we extend the characterization of these matrices to centrosymmetric matrices. © 2008 Elsevier Inc. All rights reserved. Keywords: Generalized circulant matrix; Block circulant matrix; Centrosymmetric matrix; Persymmetric matrix 1. Introduction A matrix of order n is said to be h-circulant,1 h<n, when every row, distinct from the first one, is obtained from the preceding one by shifting every element h positions to the right.
    [Show full text]