scholarly journals Efficient Evaluation of Matrix Polynomials beyond the Paterson–Stockmeyer Method

Mathematics ◽  
2021 ◽  
Vol 9 (14) ◽  
pp. 1600
Author(s):  
Jorge Sastre ◽  
Javier Ibáñez

Recently, two general methods for evaluating matrix polynomials requiring one matrix product less than the Paterson–Stockmeyer method were proposed, where the cost of evaluating a matrix polynomial is given asymptotically by the total number of matrix product evaluations. An analysis of the stability of those methods was given and the methods have been applied to Taylor-based implementations for computing the exponential, the cosine and the hyperbolic tangent matrix functions. Moreover, a particular example for the evaluation of the matrix exponential Taylor approximation of degree 15 requiring four matrix products was given, whereas the maximum polynomial degree available using Paterson–Stockmeyer method with four matrix products is 9. Based on this example, a new family of methods for evaluating matrix polynomials more efficiently than the Paterson–Stockmeyer method was proposed, having the potential to achieve a much higher efficiency, i.e., requiring less matrix products for evaluating a matrix polynomial of certain degree, or increasing the available degree for the same cost. However, the difficulty of these family of methods lies in the calculation of the coefficients involved for the evaluation of general matrix polynomials and approximations. In this paper, we provide a general matrix polynomial evaluation method for evaluating matrix polynomials requiring two matrix products less than the Paterson-Stockmeyer method for degrees higher than 30. Moreover, we provide general methods for evaluating matrix polynomial approximations of degrees 15 and 21 with four and five matrix product evaluations, respectively, whereas the maximum available degrees for the same cost with the Paterson–Stockmeyer method are 9 and 12, respectively. Finally, practical examples for evaluating Taylor approximations of the matrix cosine and the matrix logarithm accurately and efficiently with these new methods are given.

2021 ◽  
Vol 71 (2) ◽  
pp. 301-316
Author(s):  
Reshma Sanjhira

Abstract We propose a matrix analogue of a general inverse series relation with an objective to introduce the generalized Humbert matrix polynomial, Wilson matrix polynomial, and the Rach matrix polynomial together with their inverse series representations. The matrix polynomials of Kiney, Pincherle, Gegenbauer, Hahn, Meixner-Pollaczek etc. occur as the special cases. It is also shown that the general inverse matrix pair provides the extension to several inverse pairs due to John Riordan [An Introduction to Combinatorial Identities, Wiley, 1968].


Author(s):  
Nikta Shayanfar ◽  
Heike Fassbender

The polynomial eigenvalue problem is to find the eigenpair of $(\lambda,x) \in \mathbb{C}\bigcup \{\infty\} \times \mathbb{C}^n \backslash \{0\}$ that satisfies $P(\lambda)x=0$, where $P(\lambda)=\sum_{i=0}^s P_i \lambda ^i$ is an $n\times n$ so-called matrix polynomial of degree $s$, where the coefficients $P_i, i=0,\cdots,s$, are $n\times n$ constant matrices, and $P_s$ is supposed to be nonzero. These eigenvalue problems arise from a variety of physical applications including acoustic structural coupled systems, fluid mechanics, multiple input multiple output systems in control theory, signal processing, and constrained least square problems. Most numerical approaches to solving such eigenvalue problems proceed by linearizing the matrix polynomial into a matrix pencil of larger size. Such methods convert the eigenvalue problem into a well-studied linear eigenvalue problem, and meanwhile, exploit and preserve the structure and properties of the original eigenvalue problem. The linearizations have been extensively studied with respect to the basis that the matrix polynomial is expressed in. If the matrix polynomial is expressed in a special basis, then it is desirable that its linearization be also expressed in the same basis. The reason is due to the fact that changing the given basis ought to be avoided \cite{H1}. The authors in \cite{ACL} have constructed linearization for different bases such as degree-graded ones (including monomial, Newton and Pochhammer basis), Bernstein and Lagrange basis. This contribution is concerned with polynomial eigenvalue problems in which the matrix polynomial is expressed in Hermite basis. In fact, Hermite basis is used for presenting matrix polynomials designed for matching a series of points and function derivatives at the prescribed nodes. In the literature, the linearizations of matrix polynomials of degree $s$, expressed in Hermite basis, consist of matrix pencils with $s+2$ blocks of size $n \times n$. In other words, additional eigenvalues at infinity had to be introduced, see e.g. \cite{CSAG}. In this research, we try to overcome this difficulty by reducing the size of linearization. The reduction scheme presented will gradually reduce the linearization to its minimal size making use of ideas from \cite{VMM1}. More precisely, for $n \times n$ matrix polynomials of degree $s$, we present linearizations of smaller size, consisting of $s+1$ and $s$ blocks of $n \times n$ matrices. The structure of the eigenvectors is also discussed.


2019 ◽  
Vol 35 ◽  
pp. 116-155
Author(s):  
Biswajit Das ◽  
Shreemayee Bora

The complete eigenvalue problem associated with a rectangular matrix polynomial is typically solved via the technique of linearization. This work introduces the concept of generalized linearizations of rectangular matrix polynomials. For a given rectangular matrix polynomial, it also proposes vector spaces of rectangular matrix pencils with the property that almost every pencil is a generalized linearization of the matrix polynomial which can then be used to solve the complete eigenvalue problem associated with the polynomial. The properties of these vector spaces are similar to those introduced in the literature for square matrix polynomials and in fact coincide with them when the matrix polynomial is square. Further, almost every pencil in these spaces can be `trimmed' to form many smaller pencils that are strong linearizations of the matrix polynomial which readily yield solutions of the complete eigenvalue problem for the polynomial. These linearizations are easier to construct and are often smaller than the Fiedler linearizations introduced in the literature for rectangular matrix polynomials. Additionally, a global backward error analysis applied to these linearizations shows that they provide a wide choice of linearizations with respect to which the complete polynomial eigenvalue problem can be solved in a globally backward stable manner.


2016 ◽  
Vol 31 ◽  
pp. 71-86
Author(s):  
E. Kokabifar ◽  
G.B. Loghmani ◽  
Panayiotis Psarrakos

Consider an$n\times n matrix polynomial P(\lambda). An upper bound for a spectral norm distance from P(\lambda) to the set of n \times n matrix polynomials that have a given scalar μ in C as a multiple eigenvalue was obtained by Papathanasiou and Psarrakos (2008). This paper concerns a refinement of this result for the case of weakly normal matrix polynomials. A modified method is developed and its efficiency is verified by two illustrative examples. The proposed methodology can also be applied to general matrix polynomials.


Algorithms ◽  
2019 ◽  
Vol 12 (9) ◽  
pp. 187 ◽  
Author(s):  
Hristo N. Djidjev ◽  
Georg Hahn ◽  
Susan M. Mniszewski ◽  
Christian F. A. Negre ◽  
Anders M. N. Niklasson

The simulation of the physical movement of multi-body systems at an atomistic level, with forces calculated from a quantum mechanical description of the electrons, motivates a graph partitioning problem studied in this article. Several advanced algorithms relying on evaluations of matrix polynomials have been published in the literature for such simulations. We aim to use a special type of graph partitioning to efficiently parallelize these computations. For this, we create a graph representing the zero–nonzero structure of a thresholded density matrix, and partition that graph into several components. Each separate submatrix (corresponding to each subgraph) is then substituted into the matrix polynomial, and the result for the full matrix polynomial is reassembled at the end from the individual polynomials. This paper starts by introducing a rigorous definition as well as a mathematical justification of this partitioning problem. We assess the performance of several methods to compute graph partitions with respect to both the quality of the partitioning and their runtime.


Author(s):  
A. T. Mithun ◽  
M. C. Lineesh

Construction of multiwavelets begins with finding a solution to the multiscaling equation. The solution is known as multiscaling function. Then, a multiwavelet basis is constructed from the multiscaling function. Symmetric multiscaling functions make the wavelet basis symmetric. The existence and properties of the multiscaling function depend on the symbol function. Symbol functions are trigonometric matrix polynomials. A trigonometric matrix polynomial can be constructed from a pair of matrices known as the standard pair. The square matrix in the pair and the matrix polynomial have the same spectrum. Our objective is to find necessary and sufficient conditions on standard pairs for the existence of compactly supported, symmetric multiscaling functions. First, necessary as well as sufficient conditions on the standard pairs for the existence of symbol functions corresponding to compactly supported multiscaling functions are found. Then, the necessary and sufficient conditions on the class of standard pairs, which make the multiscaling function symmetric, are derived. A method to construct symbol function corresponding to a compactly supported, symmetric multiscaling function from an appropriate standard pair is developed.


Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1219
Author(s):  
Javier Ibáñez ◽  
José M. Alonso ◽  
Jorge Sastre ◽  
Emilio Defez ◽  
Pedro Alonso-Jordá

In this paper, we introduce two approaches to compute the matrix hyperbolic tangent. While one of them is based on its own definition and uses the matrix exponential, the other one is focused on the expansion of its Taylor series. For this second approximation, we analyse two different alternatives to evaluate the corresponding matrix polynomials. This resulted in three stable and accurate codes, which we implemented in MATLAB and numerically and computationally compared by means of a battery of tests composed of distinct state-of-the-art matrices. Our results show that the Taylor series-based methods were more accurate, although somewhat more computationally expensive, compared with the approach based on the exponential matrix. To avoid this drawback, we propose the use of a set of formulas that allows us to evaluate polynomials in a more efficient way compared with that of the traditional Paterson–Stockmeyer method, thus, substantially reducing the number of matrix products (practically equal in number to the approach based on the matrix exponential), without penalising the accuracy of the result.


Mathematics ◽  
2019 ◽  
Vol 7 (3) ◽  
pp. 277 ◽  
Author(s):  
Zhiping Xiong ◽  
Zhongshan Liu

The generalized inverse has many important applications in the aspects of the theoretic research of matrices and statistics. One of the core problems of the generalized inverse is finding the necessary and sufficient conditions of the forward order laws for the generalized inverse of the matrix product. In this paper, by using the extremal ranks of the generalized Schur complement, we obtain some necessary and sufficient conditions for the forward order laws A 1 { 1 , 3 } A 2 { 1 , 3 } ⋯ A n { 1 , 3 } ⊆ ( A 1 A 2 ⋯ A n ) { 1 , 3 } and A 1 { 1 , 4 } A 2 { 1 , 4 } ⋯ A n { 1 , 4 } ⊆ ( A 1 A 2 ⋯ A n ) { 1 , 4 } .


Author(s):  
Giovanni Barbarino ◽  
Vanni Noferini

We study the empirical spectral distribution (ESD) for complex [Formula: see text] matrix polynomials of degree [Formula: see text] under relatively mild assumptions on the underlying distributions, thus highlighting universality phenomena. In particular, we assume that the entries of each matrix coefficient of the matrix polynomial have mean zero and finite variance, potentially allowing for distinct distributions for entries of distinct coefficients. We derive the almost sure limit of the ESD in two distinct scenarios: (1) [Formula: see text] with [Formula: see text] constant and (2) [Formula: see text] with [Formula: see text] bounded by [Formula: see text] for some [Formula: see text]; the second result additionally requires that the underlying distributions are continuous and uniformly bounded. Our results are universal in the sense that they depend on the choice of the variances and possibly on [Formula: see text] (if it is kept constant), but not on the underlying distributions. The results can be specialized to specific models by fixing the variances, thus obtaining matrix polynomial analogues of results known for special classes of scalar polynomials, such as Kac, Weyl, elliptic and hyperbolic polynomials.


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