On joint numerical radius of operators and joint numerical index of a Banach space

Generalizing the notion of numerical range and numerical radius of an operator on a Banach space, we introduce the notion of joint numerical range and joint numerical radius of tuple of operators on a Banach space. We study the convexity of the joint numerical range. We show that the joint numerical radius defines a norm if and only if the numerical radius defines a norm on the corresponding space. Then we prove that on a finite-dimensional Banach space, the joint numerical radius can be retrieved from the extreme points. Furthermore, we introduce a notion of joint numerical index of a Banach space. We explore the same for direct sum of Banach spaces. Applying these results, finally we compute the joint numerical index of some classical Banach spaces.Comment: 17 page

S-Lemma with Equality and Its Applications

Let $f(x)=x^TAx+2a^Tx+c$ and $h(x)=x^TBx+2b^Tx+d$ be two quadratic functions having symmetric matrices $A$ and $B$. The S-lemma with equality asks when the unsolvability of the system $f(x)<0, h(x)=0$ implies the existence of a real number $\mu$ such that $f(x) + \mu h(x)\ge0, ~\forall x\in \mathbb{R}^n$. The problem is much harder than the inequality version which asserts that, under Slater condition, $f(x)<0, h(x)\le0$ is unsolvable if and only if $f(x) + \mu h(x)\ge0, ~\forall x\in \mathbb{R}^n$ for some $\mu\ge0$. In this paper, we show that the S-lemma with equality does not hold only when the matrix $A$ has exactly one negative eigenvalue and $h(x)$ is a non-constant linear function ($B=0, b\not=0$). As an application, we can globally solve $\inf\{f(x)\vert h(x)=0\}$ as well as the two-sided generalized trust region subproblem $\inf\{f(x)\vert l\le h(x)\le u\}$ without any condition. Moreover, the convexity of the joint numerical range $\{(f(x), h_1(x),\ldots, h_p(x)):~x\in\Bbb R^n\}$ where $f$ is a (possibly non-convex) quadratic function and $h_1(x),\ldots,h_p(x)$ are affine functions can be characterized using the newly developed S-lemma with equality.Comment: 34 page

Joint numerical range and its generating hypersurface

AbstractIn this paper, we study the joint numerical range of m-tuples of Hermitian matrices via their generating hypersurfaces. An example is presented which shows the invalidity of an analogous Kippenhahn theorem for the joint numerical range of three Hermitian matrices

On a multi-dimesional generalization of the notion of orthostochastic and unistochastic matrices

We introduce the notions of $d$-orthostochastic, $d$-unistochastic, and $d$-qustochastic matrices. These are the particular cases of $F^d$-bistochastic matrices where $F$ is real or complex numbers or quaternions. The concept is motivated by mathematical physics. When $d=1$, we recover the orthostochastic, unistochastic, and qustochastic matrices respectively. This work exposes the basic properties of $F^d$-bistochastic matrices

A Fast Eigen Solution for Homogeneous Quadratic Minimization with at most Three Constraints

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most 3 constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.Comment: 15 pages, The same content without appendices is accepted and is to be published in IEEE Signal Processing Letter