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Inertias and ranks of some Hermitian matrix functions with applications

Xiang Zhang, Qing-Wen Wang, Xin Liu (2012)

Open Mathematics

Let S be a given set consisting of some Hermitian matrices with the same size. We say that a matrix A ∈ S is maximal if A − W is positive semidefinite for every matrix W ∈ S. In this paper, we consider the maximal and minimal inertias and ranks of the Hermitian matrix function f(X,Y) = P − QXQ* − TYT*, where * means the conjugate and transpose of a matrix, P = P*, Q, T are known matrices and for X and Y Hermitian solutions to the consistent matrix equations AX =B and YC = D respectively. As applications,...

Intervals of certain classes of Z-matrices

M. Rajesh Kannan, K.C. Sivakumar (2014)

Discussiones Mathematicae - General Algebra and Applications

Let A and B be M-matrices satisfying A ≤ B and J = [A,B] be the set of all matrices C such that A ≤ C ≤ B, where the order is component wise. It is rather well known that if A is an M-matrix and B is an invertible M-matrix and A ≤ B, then aA + bB is an invertible M-matrix for all a,b > 0. In this article, we present an elementary proof of a stronger version of this result and study corresponding results for certain other classes as well.

Inverse series relations, formal power series and Blodgett-Gessel's type binomial identities.

Chu Wenchang (1997)

Collectanea Mathematica

A pair of simple bivariate inverse series relations are used by embedding machinery to produce several double summation formulae on shifted factorials (or binomial coefficients), including the evaluation due to Blodgett-Gessel. Their q-analogues are established in the second section. Some generalized convolutions are presented through formal power series manipulation.

Inversion des matrices de Toeplitz dont le symbole admet un zéro d’ordre rationnel positif, valeur propre minimale

Philippe Rambour, Abdellatif Seghier (2012)

Annales de la faculté des sciences de Toulouse Mathématiques

Cet article présente trois résultats distincts. Dans une première partie nous donnons l’asymptotique quand N tend vers l’infini des coefficients des polynômes orthogonaux de degré N associés au poids ϕ α ( θ ) = | 1 - e i θ | 2 α f 1 ( e i θ ) , où f 1 est une fonction strictement positive suffisamment régulière et α > 1 2 , α ∈ ℝ ∖ ℕ . Nous en déduisons l’asymptotique des éléments de l’inverse de la matrice de Toeplitz T N ( ϕ α ) au moyen d’un noyau intégral G α . Nous prolongeons ensuite un résultat de A. Böttcher et H. Windom relatif à l’asymptotique de la valeur propre...

Inversion d’un opérateur de Toeplitz tronqué à symbole matriciel et théorèmes-limite de Szegö

Jean Chanzy (2006)

Annales mathématiques Blaise Pascal

Ce travail est une étude théorique d’opérateurs de Toeplitz dont le symbole est une fonction matricielle régulière définie positive partout sur le tore à une dimension. Nous proposons d’abord une formule d’inversion exacte pour un opérateur de Toeplitz à symbole matriciel, démontrée au moyen d’un théorème établi en annexe et donnant la solution du problème de la prédiction relatif à un passé fini pour un processus stationnaire du second ordre. Nous établissons ensuite, à partir de cet inverse, un...

Inversion of 3 × 3 partitioned matrices in investigation of the twoepoch linear model with the nuisance parameters

Karel Hron (2006)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The estimation procedures in the multiepoch (and specially twoepoch) linear regression models with the nuisance parameters that were described in [2], Chapter 9, frequently need finding the inverse of a 3 × 3 partitioned matrix. We use different kinds of such inversion in dependence on simplicity of the result, similarly as in well known Rohde formula for 2 × 2 partitioned matrix. We will show some of these formulas, also methods how to get the other formulas, and then we applicate the formulas in estimation...

Inverting covariance matrices

Czesław Stępniak (2006)

Discussiones Mathematicae Probability and Statistics

Some useful tools in modelling linear experiments with general multi-way classification of the random effects and some convenient forms of the covariance matrix and its inverse are presented. Moreover, the Sherman-Morrison-Woodbury formula is applied for inverting the covariance matrix in such experiments.

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