On certain modules of covariants in exterior algebras

We study the structure of the space of covariants $B:=\left(\bigwedge (\mathfrak g/\mathfrak k)^*\otimes \mathfrak g\right)^{\mathfrak k},$ for a certain class of infinitesimal symmetric spaces $(\mathfrak g,\mathfrak k)$ such that the space of invariants $A:=\left(\bigwedge (\mathfrak g/\mathfrak k)^*\right)^{\mathfrak k}$ is an exterior algebra $\wedge (x_1,...,x_r),$ with $r=rk(\mathfrak g)-rk(\mathfrak k)$. We prove that they are free modules over the subalgebra $A_{r-1}=\wedge (x_1,...,x_{r-1})$ of rank $4r$. In addition we will give an explicit basis of $B$. As particular cases we will recover same classical results. In fact we will describe the structure of $\left(\bigwedge (M_n^{\pm})^*\otimes M_n\right)^G$, the space of the $G-$equivariant matrix valued alternating multilinear maps on the space of (skew-symmetric or symmetric with respect to a specific involution) matrices, where $G$ is the symplectic group or the odd orthogonal group. Furthermore we prove new polynomial trace identities.Comment: Title changed. Results have been generalised to other infinitesimal symmetric space

Structured eigenvalue condition numbers

This paper investigates the effect of structure-preserving perturbations on the eigenvalues of linearly and nonlinearly structured eigenvalue problems. Particular attention is paid to structures that form Jordan algebras, Lie algebras, and automorphism groups of a scalar product. Bounds and computable expressions for structured eigenvalue condition numbers are derived for these classes of matrices, which include complex symmetric, pseudo-symmetric, persymmetric, skew-symmetric, Hamiltonian, symplectic, and orthogonal matrices. In particular we show that under reasonable assumptions on the scalar product, the structured and unstructured eigenvalue condition numbers are equal for structures in Jordan algebras. For Lie algebras, the effect on the condition number of incorporating structure varies greatly with the structure. We identify Lie algebras for which structure does not affect the eigenvalue condition number

The Singular Values of the GOE

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ensemble (GOE): the even-location singular values are distributed as the positive eigenvalues of a Gaussian ensemble with chiral unitary symmetry (anti-GUE), while the odd-location singular values, conditioned on the even-location ones, can be algebraically transformed into a set of independent $\chi$-distributed random variables. We discuss three applications of this structure: first, there is a pair of bidiagonal square matrices, whose singular values are jointly distributed as the even- and odd-location ones of the GOE; second, the magnitude of the determinant of the GOE is distributed as a product of simple independent random variables; third, on symmetric intervals, the gap probabilities of the GOE can be expressed in terms of the Laguerre unitary ensemble (LUE). We work specifically with matrices of finite order, but by passing to a large matrix limit, we also obtain new insight into asymptotic properties such as the central limit theorem of the determinant or the gap probabilities in the bulk-scaling limit. The analysis in this paper avoids much of the technical machinery (e.g. Pfaffians, skew-orthogonal polynomials, martingales, Meijer $G$-function, etc.) that was previously used to analyze some of the applications.Comment: Introduction extended, typos corrected, reference added. 31 pages, 1 figur

A constructive arbitrary-degree Kronecker product decomposition of tensors

We propose the tensor Kronecker product singular value decomposition~(TKPSVD) that decomposes a real $k$-way tensor $\mathcal{A}$ into a linear combination of tensor Kronecker products with an arbitrary number of $d$ factors $\mathcal{A} = \sum_{j=1}^R \sigma_j\, \mathcal{A}^{(d)}_j \otimes \cdots \otimes \mathcal{A}^{(1)}_j$. We generalize the matrix Kronecker product to tensors such that each factor $\mathcal{A}^{(i)}_j$ in the TKPSVD is a $k$-way tensor. The algorithm relies on reshaping and permuting the original tensor into a $d$-way tensor, after which a polyadic decomposition with orthogonal rank-1 terms is computed. We prove that for many different structured tensors, the Kronecker product factors $\mathcal{A}^{(1)}_j,\ldots,\mathcal{A}^{(d)}_j$ are guaranteed to inherit this structure. In addition, we introduce the new notion of general symmetric tensors, which includes many different structures such as symmetric, persymmetric, centrosymmetric, Toeplitz and Hankel tensors.Comment: Rewrote the paper completely and generalized everything to tensor

Real Fast Structure-Preserving Algorithm for Eigenproblem of Complex Hermitian Matrices

It is well known that the flops for complex operations are usually 4 times of real cases. In the paper, using real operations instead of complex, a real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices is given. We make use of the real symmetric and skew-Hamiltonian structure transformed by Wilkinson's way, focus on symplectic orthogonal similarity transformations and their structure-preserving property, and then reduce it into a two-by-two block tridiagonal symmetric matrix. Finally a real algorithm can be quickly obtained for eigenvalue problems of the original Hermitian matrix. Numerical experiments show that the fast algorithm can solve real complex Hermitian matrix efficiently, stably, and with high precision