An algebraic interpretation of the multivariate qq-Krawtchouk polynomials

The multivariate quantum $q$-Krawtchouk polynomials are shown to arise as matrix elements of "$q$-rotations" acting on the state vectors of many $q$-oscillators. The focus is put on the two-variable case. The algebraic interpretation is used to derive the main properties of the polynomials: orthogonality, duality, structure relations, difference equations and recurrence relations. The extension to an arbitrary number of variables is presentedComment: 22 pages; minor correction

Numerical hyperinterpolation over nonstandard planar regions

We discuss an algorithm (implemented in Matlab) that computes numerically total-degree bivariate orthogonal polynomials (OPs) given an algebraic cubature formula with positive weights, and constructs the orthogonal projection (hyperinterpolation) of a function sampled at the cubature nodes. The method is applicable to nonstandard regions where OPs are not known analytically, for example convex and concave polygons, or circular sections such as sectors, lenses and lunes

Polynomial and rational measure modifications of orthogonal polynomials via infinite-dimensional banded matrix factorizations

We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via infinite-dimensional banded matrix factorizations and may be used to compute the modified Jacobi matrices all in linear complexity with respect to the truncation degree. A family of orthogonal polynomials with modified classical weights is constructed that support banded differentiation matrices, enabling sparse spectral methods with modified classical orthogonal polynomials

A rectangular additive convolution for polynomials

We define the rectangular additive convolution of polynomials with nonnegative real roots as a generalization of the asymmetric additive convolution introduced by Marcus, Spielman and Srivastava. We then prove a sliding bound on the largest root of this convolution. The main tool used in the analysis is a differential operator derived from the "rectangular Cauchy transform" introduced by Benaych-Georges. The proof is inductive, with the base case requiring a new nonasymptotic bound on the Cauchy transform of Gegenbauer polynomials which may be of independent interest

Commuting family of block Jacobi matrices

AbstractThe block Jacobi matrices considered in this paper are a family of block tridiagonal matrices, which are natural extensions of a singular Jacobi matrix in the sense that they are associated with orthogonal polynomials in several variables. We present the basic properties of these matrices

Rigid continuation paths I. Quasilinear average complexity for solving polynomial systems

How many operations do we need on the average to compute an approximate root of a random Gaussian polynomial system? Beyond Smale's 17th problem that asked whether a polynomial bound is possible, we prove a quasi-optimal bound $\text{(input size)}^{1+o(1)}$. This improves upon the previously known $\text{(input size)}^{\frac32 +o(1)}$ bound. The new algorithm relies on numerical continuation along \emph{rigid continuation paths}. The central idea is to consider rigid motions of the equations rather than line segments in the linear space of all polynomial systems. This leads to a better average condition number and allows for bigger steps. We show that on the average, we can compute one approximate root of a random Gaussian polynomial system of~$n$ equations of degree at most $D$ in $n+1$ homogeneous variables with $O(n^5 D^2)$ continuation steps. This is a decisive improvement over previous bounds that prove no better than $\sqrt{2}^{\min(n, D)}$ continuation steps on the average

Structures algébriques, systèmes superintégrables et polynômes orthogonaux

Cette thèse est divisée en cinq parties portant sur les thèmes suivants: l’interprétation physique et algébrique de familles de fonctions orthogonales multivariées et leurs applications, les systèmes quantiques superintégrables en deux et trois dimensions faisant intervenir des opérateurs de réflexion, la caractérisation de familles de polynômes orthogonaux appartenant au tableau de Bannai-Ito et l’examen des structures algébriques qui leurs sont associées, l’étude de la relation entre le recouplage de représentations irréductibles d’algèbres et de superalgèbres et les systèmes superintégrables, ainsi que l’interprétation algébrique de familles de polynômes multi-orthogonaux matriciels. Dans la première partie, on développe l’interprétation physico-algébrique des familles de polynômes orthogonaux multivariés de Krawtchouk, de Meixner et de Charlier en tant qu’éléments de matrice des représentations unitaires des groupes SO(d+1), SO(d,1) et E(d) sur les états d’oscillateurs. On détermine les amplitudes de transition entre les états de l’oscillateur singulier associés aux bases cartésienne et polysphérique en termes des polynômes multivariés de Hahn. On examine les coefficients 9j de su(1,1) par le biais du système superintégrable générique sur la 3-sphère. On caractérise les polynômes de q-Krawtchouk comme éléments de matrices des «q-rotations» de U_q(sl_2). On conçoit un réseau de spin bidimensionnel qui permet le transfert parfait d’états quantiques à l’aide des polynômes de Krawtchouk à deux variables et on construit un modèle discret de l’oscillateur quantique dans le plan à l’aide des polynômes de Meixner bivariés. Dans la seconde partie, on étudie les systèmes superintégrables de type Dunkl, qui font intervenir des opérateurs de réflexion. On examine l’oscillateur de Dunkl en deux et trois dimensions, l’oscillateur singulier de Dunkl dans le plan et le système générique sur la 2-sphère avec réflexions. On démontre la superintégrabilité de chacun de ces systèmes. On obtient leurs constantes du mouvement, on détermine leurs algèbres de symétrie et leurs représentations, on donne leurs solutions exactes et on détaille leurs liens avec les polynômes orthogonaux du tableau de Bannai-Ito. Dans la troisième partie, on caractérise deux familles de polynômes du tableau de Bannai-Ito: les polynômes de Bannai-Ito complémentaires et les polynômes de Chihara. On montre également que les polynômes de Bannai-Ito sont les coefficients de Racah de la superalgèbre osp(1,2). On détermine l’algèbre de symétrie des polynômes duaux -1 de Hahn dans le cadre du problème de Clebsch-Gordan de osp(1,2). On propose une q - généralisation des polynômes de Bannai-Ito en examinant le problème de Racah pour la superalgèbre quantique osp_q(1,2). Finalement, on montre que la q -algèbre de Bannai-Ito sert d’algèbre de covariance à osp_q(1,2). Dans la quatrième partie, on détermine le lien entre le recouplage de représentations des algèbres su(1,1) et osp(1,2) et les systèmes superintégrables du deuxième ordre avec ou sans réflexions. On étudie également les représentations des algèbres de Racah-Wilson et de Bannai-Ito. On montre aussi que l’algèbre de Racah-Wilson sert d’algèbre de covariance quadratique à l’algèbre de Lie sl(2). Dans la cinquième partie, on construit deux familles explicites de polynômes d-orthogonaux basées sur su(2). On étudie les états cohérents et comprimés de l’oscillateur fini et on caractérise une famille de polynômes multi-orthogonaux matriciels.This thesis is divided into five parts concerned with the following topics: the physical and algebraic interpretation of families of multivariate orthogonal functions and their applications, the study of superintegrable quantum systems in two and three dimensions involving reflection operators, the characterization of families of orthogonal polynomials of the Bannai-Ito scheme and the study of the algebraic structures associated to them, the investigation of the relationship between the recoupling of irreducible representations of algebras and superalgebras and superintegrable systems, as well as the algebraic interpretation of families of matrix multi-orthogonal polynomials. In the first part, we develop the physical and algebraic interpretation of the Krawtchouk, Meixner and Charlier families of multivariate orthogonal polynomials as matrix elements of unitary representations of the SO(d + 1), SO(d, 1) and E(d) groups on oscillator states. We determine the transition amplitudes between the states of the singular oscillator associated to the Cartesian and polyspherical bases in terms of the multivariate Hahn polynomials. We examine the 9j coefficients of su(1,1) through the generic superintegrable system on the 3-sphere. We characterize the q-Krawtchouk polynomials as matrix elements of "q-rotations" of U_q(sl_2). We show how to design a two-dimensional spin network that allows perfect state transfer using the two-variable Krawtchouk polynomials and we construct a discrete model of the two-dimensional quantum oscillator using the two-variable Meixner polynomials. In the second part, we study superintegrable systems of Dunkl type, which involve reflections. We examine the Dunkl oscillator in two and three dimensions, the singular Dunkl oscillator in the plane and the generic system on the 2-sphere with reflections. We show that each of these systems is superintegrable. We obtain their constants of motion, we find their symmetry algebras as well as their representations, we give their exact solutions and we exhibit their relationship with the orthogonal polynomials of the Bannai-Ito scheme. In the third part, we characterize two families of polynomials belonging to the Bannai-Ito scheme: the complementary Bannai-Ito polynomials and the Chihara polynomials. We also show that the Bannai–Ito polynomials arise as Racah coefficients for the osp(1,2) superalgebra. We determine the symmetry algebra associated with the dual − 1 Hahn polynomials in the context of the Clebsch-Gordan problem for osp(1,2). We introduce a q -generalization of the Bannai-Ito polynomials by examining the Racah problem for the quantum superalgebra osp_q(1,2). Finally, we show that the q-deformed Bannai-Ito algebra serves as a covariance algebra for osp_q(1,2). In the fourth part, we determine the relationship between the recoupling of representations of the su(1,1) and osp(1,2) algebras and second-order superintegrable systems with or without reflections. We also study representations of Racah–Wilson and Bannai-Ito algebras. Moreover, we show that the Racah Wilson algebra serves as a quadratic covariance algebra for sl(2). In the fifth part, we explicitly construct two families of d-orthogonal polynomials based on su(2). We investigate the squeezed/coherent states of the finite oscillator and we characterize a family of matrix multi-orthogonal polynomials

Applied stochastic eigen-analysis

Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy at the Massachusetts Institute of Technology and the Woods Hole Oceanographic Institution February 2007The first part of the dissertation investigates the application of the theory of large random matrices to high-dimensional inference problems when the samples are drawn from a multivariate normal distribution. A longstanding problem in sensor array processing is addressed by designing an estimator for the number of signals in white noise that dramatically outperforms that proposed by Wax and Kailath. This methodology is extended to develop new parametric techniques for testing and estimation. Unlike techniques found in the literature, these exhibit robustness to high-dimensionality, sample size constraints and eigenvector misspecification. By interpreting the eigenvalues of the sample covariance matrix as an interacting particle system, the existence of a phase transition phenomenon in the largest (“signal”) eigenvalue is derived using heuristic arguments. This exposes a fundamental limit on the identifiability of low-level signals due to sample size constraints when using the sample eigenvalues alone. The analysis is extended to address a problem in sensor array processing, posed by Baggeroer and Cox, on the distribution of the outputs of the Capon-MVDR beamformer when the sample covariance matrix is diagonally loaded. The second part of the dissertation investigates the limiting distribution of the eigenvalues and eigenvectors of a broader class of random matrices. A powerful method is proposed that expands the reach of the theory beyond the special cases of matrices with Gaussian entries; this simultaneously establishes a framework for computational (non-commutative) “free probability” theory. The class of “algebraic” random matrices is defined and the generators of this class are specified. Algebraicity of a random matrix sequence is shown to act as a certificate of the computability of the limiting eigenvalue distribution and, for a subclass, the limiting conditional “eigenvector distribution.” The limiting moments of algebraic random matrix sequences, when they exist, are shown to satisfy a finite depth linear recursion so that they may often be efficiently enumerated in closed form. The method is applied to predict the deterioration in the quality of the sample eigenvectors of large algebraic empirical covariance matrices due to sample size constraints.I am grateful to the National Science Foundation for supporting this work via grant DMS-0411962 and the Office of Naval Research Graduate Traineeship awar

On the stability of computing polynomial roots via confederate linearizations

A common way of computing the roots of a polynomial is to find the eigenvalues of a linearization, such as the companion (when the polynomial is expressed in the monomial basis), colleague (Chebyshev basis) or comrade matrix (general orthogonal polynomial basis). For the monomial case, many studies exist on the stability of linearization-based rootfinding algorithms. By contrast, little seems to be known for other polynomial bases. This paper studies the stability of algorithms that compute the roots via linearization in nonmonomial bases, and has three goals. First we prove normwise stability when the polynomial is properly scaled and the QZ algorithm (as opposed to the more commonly used QR algorithm) is applied to a comrade pencil associated with a Jacobi orthogonal polynomial. Second, we extend a result by Arnold that leads to a first-order expansion of the backward error when the eigenvalues are computed via QR, which shows that the method can be unstable. Based on the analysis we suggest how to choose between QR and QZ. Finally, we focus on the special case of the Chebyshev basis and finding real roots of a general function on an interval, and discuss how to compute accurate roots. The main message is that to guarantee backward stability QZ applied to a properly scaled pencil is necessary