Multilevel quasiseparable matrices in PDE-constrained optimization

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems of saddle-point type. In this paper we propose and develop a novel approach to solving such systems by exploiting so-called quasiseparable matrices. One may think of a usual quasiseparable matrix as of a discrete analog of the Green's function of a one-dimensional differential operator. Nice feature of such matrices is that almost every algorithm which employs them has linear complexity. We extend the application of quasiseparable matrices to problems in higher dimensions. Namely, we construct a class of preconditioners which can be computed and applied at a linear computational cost. Their use with appropriate Krylov methods leads to algorithms of nearly linear complexity

Secants of minuscule and cominuscule minimal orbits

We study the geometry of the secant and tangential variety of a cominuscule and minuscule variety, e.g. a Grassmannian or a spinor variety. Using methods inspired by statistics we provide an explicit local isomorphism with a product of an affine space with a variety which is the Zariski closure of the image of a map defined by generalized determinants. In particular, equations of the secant or tangential variety correspond to relations among generalized determinants. We also provide a representation theoretic decomposition of cubics in the ideal of the secant variety of any Grassmannian

Symmetric polynomials and divided differences in formulas of intersection theory

The goal of the paper is two-fold. At first, we attempt to give a survey of some recent applications of symmetric polynomials and divided differences to intersection theory. We discuss: polynomials universally supported on degeneracy loci; some explicit formulas for the Chern and Segre classes of Schur bundles with applications to enumerative geometry; flag degeneracy loci; fundamental classes, diagonals and Gysin maps; intersection rings of G/P and formulas for isotropic degeneracy loci; numerically positive polynomials for ample vector bundles. Apart of surveyed results, the paper contains also some new results as well as some new proofs of earlier ones: how to compute the fundamental class of a subvariety from the class of the diagonal of the ambient space; how to compute the class of the relative diagonal using Gysin maps; a new formula for pushing forward Schur's Q- polynomials in Grassmannian bundles; a new formula for the total Chern class of a Schur bundle; another proof of Schubert's and Giambelli's enumeration of complete quadrics; an operator proof of the Jacobi-Trudi formula; a Schur complex proof of the Giambelli-Thom-Porteous formula.Comment: 58 pages; to appear in the volume "Parameter Spaces", Banach Center Publications vol 36 (1996) AMSTE

Hua\u27s Matrix Equality and Schur Complements

The purpose of this paper is to revisit Hua\u27s matrix equality (and inequality) through the Schur complement. We present Hua\u27s original proof and two new proofs with some extensions of Hua\u27s matrix equality and inequalities. The new proofs use a result concerning Shur complements and a generalization of Sylvester\u27s law of inertia, each of which is useful in its own right

Fast computation of the matrix exponential for a Toeplitz matrix

The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input matrix is a Toeplitz matrix, for example as the result of discretizing integral equations with a time invariant kernel. In this case it is not obvious how to take advantage of the Toeplitz structure, as the exponential of a Toeplitz matrix is, in general, not a Toeplitz matrix itself. The main contribution of this work are fast algorithms for the computation of the Toeplitz matrix exponential. The algorithms have provable quadratic complexity if the spectrum is real, or sectorial, or more generally, if the imaginary parts of the rightmost eigenvalues do not vary too much. They may be efficient even outside these spectral constraints. They are based on the scaling and squaring framework, and their analysis connects classical results from rational approximation theory to matrices of low displacement rank. As an example, the developed methods are applied to Merton's jump-diffusion model for option pricing

Rank Equalities Related to Generalized Inverses of Matrices and Their Applications

This paper is divided into two parts. In the first part, we develop a general method for expressing ranks of matrix expressions that involve Moore-Penrose inverses, group inverses, Drazin inverses, as well as weighted Moore-Penrose inverses of matrices. Through this method we establish a variety of valuable rank equalities related to generalized inverses of matrices mentioned above. Using them, we characterize many matrix equalities in the theory of generalized inverses of matrices and their applications. In the second part, we consider maximal and minimal possible ranks of matrix expressions that involve variant matrices, the fundamental work is concerning extreme ranks of the two linear matrix expressions $A - BXC$ and $A - B_1X_1C_1 - B_2X_2C_2$. As applications, we present a wide range of their consequences and applications in matrix theory.Comment: 245 pages, LaTe

A combinatorial characterization of tight fusion frames

In this paper we give a combinatorial characterization of tight fusion frame (TFF) sequences using Littlewood-Richardson skew tableaux. The equal rank case has been solved recently by Casazza, Fickus, Mixon, Wang, and Zhou. Our characterization does not have this limitation. We also develop some methods for generating TFF sequences. The basic technique is a majorization principle for TFF sequences combined with spatial and Naimark dualities. We use these methods and our characterization to give necessary and sufficient conditions which are satisfied by the first three highest ranks. We also give a combinatorial interpretation of spatial and Naimark dualities in terms of Littlewood-Richardson coefficients. We exhibit four classes of TFF sequences which have unique maximal elements with respect to majorization partial order. Finally, we give several examples illustrating our techniques including an example of tight fusion frame which can not be constructed by the existing spectral tetris techniques. We end the paper by giving a complete list of maximal TFF sequences in dimensions less than ten.Comment: 31 page