Bohemian Matrices: the Symbolic Computation Approach
Transcript of Bohemian Matrices: the Symbolic Computation Approach
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Bohemian Matrices: the Symbolic
Computation Approach
L. Gonzalez-Vega, J. Sendra & J. R. Sendra
CUNEF, UPM & UAH Spain
With the help of R. M. Corless, E. Y. S Chan & S. Thornton
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OUTLINE
Bohemian Matrices Bohemian Correlation Matrices:
#(BCMn:{0,1})? Correlation Matrices: characterisation. #(BCMn:{-1,0,1})? Final questions.
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Bohemian matrices
http://www.bohemianmatrices.com
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Bohemian matricesA family of Bohemians [BOunded HEight Matrix of Integers] is a set of matrices where the free entries are from the finite popula@on P.
http://www.bohemianmatrices.com
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Bohemian matrices
For a given dimension, popula6on and characteris6cs, the set of Bohemian matrices is finite and these are examples of typical ques6ons we want to answer:
How many of them are singular?
What is the maximum determinant?
How many dis@nct characteris@c polynomials does the family have?
How many dis@nct eigenvalues does the family contain?
What is the distribu@on of the number of different real eigenvalues? PaHerns?
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Bohemian matrices
CPDB: Characteristic Polynomial Database
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www.bohemianmatrices.com
Bohemian matrices
A density plot in the complex plane of the Bohemian eigenvalues of a sample of 100 million 15x15 tridiagonal matrices. The entries are sampled from {-1, 0, 1}. Color represents the eigenvalue density and the plot is viewed on [-3-3i, 3+3i]. Plot produced by Cara Adams.
http://www.bohemianmatrices.com
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Bohemian matricesMo6va6ons & Applica6ons:
SoJware tes@ng. We have found bugs in major packages (Steven Thornton has computed many many many … eigenvalues).
Understanding Random Matrices (Random Polynomials by A.T. Bharucha-Reid & M. Sambandham, Chapter 3, 1986).
Our original Bohemian family, the Mandelbrot matrices invented by Piers Lawrence, has given rise to a genuinely new kind of companion matrix (Chan & Corless @ ELA 32 (2017)), and to what we now call Algebraic Linearisa/ons (Chan et al @ LAA 563 (2019), 373–399) for Non Linear Eigenvalue Problems (solving det(A(x))=0).
Many connec@ons to combinatorics and graph theory.
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On the number of Correlation Matrices
in the set of NxN Bohemian matrices
when N is fixed
#(BCMn:{0,1})
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Problem at handData:
Popula@on: 0 and 1 or -1, 0 and 1 or -1 and 1. Type of matrices: n x n Bohemian Matrices. BMn:{0,1} or BMn:{-1,0,1} or BMn:{-1,1}.
Output: For every n, compute the number of correla@on matrices in the set BMn:{0,1}: BCMn:{0,1}
Applica6ons: Popula@on in the closed interval [-1,1].
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Problem at hand
Out of the 2^binomial(8,2) = 268.435.456 possibili@es, there are
only 4140 correla@on matrices giving a propor@on of 1.54e-5. Compu@ng @me was 24 hours and a few minutes.
#(BCM8:{0,1}) = 4140
Nick Higham’s table from Manchester Bohemian Workshop, 2018
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The solu6on
a(n+1) is the number of (symmetric) posi@ve semidefinite n X n 0-1 matrices. These correspond to equivalence rela@ons on {1,...,n+1}, where matrix element M[i,j] = 1 if and only if i and j are equivalent to each other but not to n+1. - Robert Israel, Mar 16 2011
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The solu6on
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How computa6ons were performed?
First approach with Matlab for compu@ng eigenvalues giving wrong results for n=7 due to precision problems.
Second approach: Maple but avoiding eigenvalue computa@ons (see later).
Experiments
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Correlation Matrices: Characterisations
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The characterisa6on
Too many principal minors to check: binomial(n,k) for 1≤k≤n
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All eigenvalues of A are nonnegativeif and only if
A is positive semidefiniteif and only if
Alternating signs for the coefficients of the characteristic polynomial of A
Proof: A is symmetric, real and Descartes Rule of Signs
The characterisa6on
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Descartes' Rule of Signs:
When all roots are known to be real, Descartes’ Rule of Signs is exact (taking into account the multiplicities). And this is the case !
The characterisa6on
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Example: n=3
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Example: n=3
Correlation matrices. Characterisation when n=3:
P. J. Rousseeuw and G. Molenberghs: The Shape of Correlation Matrices. The American Statistician 48, 276-279, 1994.
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Example: n=3
BCM:{0,1}
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Example: n=3
BCM3:{-1,0,1}
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Example: n=4
Correlation matrices. Characterisation when n = 4:
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Correlation matrices. Characterisation when n=4:
What about the geometry of this set ?
Example: n=4
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Maple based: First case not in Nick’s table: n=8. The coefficients of the characteris@c polynomial are easy to compute and easier to evaluate when popula@on are integer numbers, ra@onal numbers, ..… .
Experiments (con6nued)
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On the number of Correlation Matrices
in the set of NxN Bohemian matrices
when N is fixed
#(BCMn:{-1,0,1}) , #(BCMn:{-1,1}) , …
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More experiments
n BMn:{-1,0,1} BCMn:{-1,0,1} %
3 27 11 40.74%
4 729 49 6.72%
5 59049 257 0.43%
6 14348907 1282 0.0089 %
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More proper6esAll matrices in BCMn:{-1,0,1} except the iden@ty are singular.
The eigenvalues of the matrices in BCMn:{-1,0,1} belong to the set
{0 , 1 , 2 , … , n} and there is always, at least, one mul@ple eigenvalue.
All matrices in BCMn:{-1,1} have the same characteris@c polynomial:
ln - n ln-1 = ln-1 (l - n)
#(BCMn:{-1,1}) = 2n-1 .
BCMn:{1,0} encodes Bell numbers (par@@ons of a set) and their characteris@c polynomials encode the par@@ons of n.
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Final Questions
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Many questions to answer yet !
Ongoing work
#(BCMn:{-1,0,1}) ? To understand the “inequali@es”? How to use these inequali@es to deal with the Correla@on Matrix Comple@on Problem?
The Bohemian Matrices and Applica@ons Workshop (Manchester 2018 organised by Rob Corless and Nick Higham):
hHps://www.maths.manchester.ac.uk/~higham/conferences/bohemian.php
The Bohemian Matrix Minisymposium at ICIAM 2019 (Valencia) organised by Rob Corless and Nick Higham.
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Thanks !
http://www.bohemianmatrices.com