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June 2018, Bohemian Workshop On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz Bohemian matrices when N is fixed Laureano Gonzalez-Vega Universidad de Cantabria, Spain together with Rob, Eunice, Steven, Juany and Rafa

On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

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Page 1: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

On the number of different real eigenvalues

of NxN Upper Hessenberg Toeplitz

Bohemian matrices when N is fixed

Laureano Gonzalez-Vega Universidad de Cantabria, Spain

together with Rob, Eunice, Steven, Juany and Rafa

Page 2: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

Data:Popula)on:-1,0and1.Type ofmatrices: Upper Hessenberg and Toeplitzmatricesnxnwith1inthefirstsubdiagonal.SetdenotedbyUHTn.Numberofelements:3n.

Output:Foreveryn,computethedistribu)onofthenumberofdifferentrealeigenvalues.

Page 3: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

UHTn

Page 4: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

UHTn

Page 5: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

UHTn

Page 6: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

n=3:Thereareonly27UpperHessenbergandToeplitzmatrices3x3with-1inthefirstsubdiagonaland-1,0and1entries.

Output:0differenteigenvalues:0matrices.1differenteigenvalues:18matrices.2differenteigenvalues:0matrices.3differenteigenvalues:9matrices.

Example

Page 7: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example

Page 8: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Maplebased:Easygenera)onofUHTn.Characteris)cpolynomials(integercoefficients).Numberof different real roots computedbyusingSturm’ssequences

Experiments

Page 9: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

n 0 1 2 3 4 5 6 7 8 9 10

3 0 18 0 9

4 21 6 39 9 6

5 0 132 6 87 6 12

6 177 12 324 9 195 6 6

7 0 999 18 777 6 378 0 9

8 1395 27 2682 84 1800 36 525 6 6

9 0 7326 78 6939 54 4398 36 843 0 9

10 11244 117 20133 333 16674 198 9480 78 783 3 6

Output

Page 10: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

n 0 1 2 3 4 5 6 7 8 9 10

3 0 18 0 9

4 21 6 39 9 6

5 0 132 6 87 6 12

6 177 12 324 9 195 6 6

7 0 999 18 777 6 378 0 9

8 1395 27 2682 84 1800 36 525 6 6

9 0 7326 78 6939 54 4398 36 843 0 9

10 11244 117 20133 333 16674 198 9480 78 783 3 6

Output

Page 11: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Letnbefixed.Let rk the number of matrices in UHTn with exactly kdifferentrealeigenvalues.Then:

Ifnisoddthenr1>rkforanyk≠1.Ifniseventhenr2>rkforanyk≠2.

Theconjecture

Page 12: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Spectral Properties of Banded Toeplitz Matrices Albrecht Böttcher and Sergei M. Grudsky SIAM 2005 This chapter is devoted to the results of Schmidt, Spitzer, and Hirschman on the asymptotic eigenvalue distribution of Tn(b) as n → ∞. We show that the spectra sp Tn(b) converge in the Hausdorff metric to a certain limiting set Λ(b), which is either a singleton or the union of finitely many analytic arcs.

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices Hui Dai, Zachary Geary and Leo P KadanoffJournal of Statistical Mechanics: Theory and Experiment, May 2009

Theconjecture(andtheexclusionarea)

Page 13: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

On the number of Neutral Matrices in the set of NxN

Upper Hessenberg Toeplitz Bohemian matrices

when N is fixed

Page 14: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

Data:Popula)on:-1,0and1.Type ofmatrices: Upper Hessenberg and Toeplitzmatricesnxnwith1inthefirstsubdiagonal.SetdenotedbyUHTn.Numberofelements:3n.

Output:Foreveryn,computethenumberofneutralmatricesinUHTn.

Amatrixisneutralifalleigenvaluesareintheimaginaryaxis.

Page 15: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Maplebased:Easygenera)onofUHTn.Characteris)cpolynomials(integercoefficients).

Experiments:juststarCng

P(x) = det(x𝕀n − A) =n

∑j=0

ajxj

Aisneutralifandonlyif:

P(x) = xs(x2m + a2m−2x2m−2 + … + an−2m)

aj ≥ 0, ∀j

tm + a2m−2tm−1 + … + an−2m has only real roots

Page 16: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

On the number of Correlation Matrices

in the set of NxN Bohemian matrices

when N is fixed

Page 17: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

Data:Popula)on:0and1or-1,0and1.Typeofmatrices:nxnBohemianMatrices.BM[0,1]orBM[-1,0,1].

Output:For every n, compute the number of correla)on matrices inBM[0,1]orBM[-1,0,1].

Nick

Page 18: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

Nick

Page 19: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Problemathand

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

Page 20: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=3

Page 21: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=3

Page 22: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=3

Correlation matrices. Characterisation when n=3:

Page 23: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

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.

Nick: Thanks !

Page 24: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=3

BM[0,1]

Page 25: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=3

BM[-1,0,1]

Page 26: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Example:n=4

Correlation matrices. Characterisation when n=4:

Page 27: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Maplebased:FirstcasenotinNick’stable:n=8.Coefficients of the characteris)c polynomial areeasytocomputeandevaluate.

Experiments

Page 28: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

ExperimentsCorrelation matrices. Characterisation when n=4:

What about the geometry of this semialgebraic set in ?ℝ6

Page 29: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

Too many interesting things to do !

Conclusions

Page 30: On the number of different real eigenvalues of NxN Upper Hessenberg Toeplitz …higham/conferences/... · 2018-06-21 · June 2018, Bohemian Workshop Spectral Properties of Banded

June 2018, Bohemian Workshop

[email protected]

Thanks !

¡ Gracias !