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The (real) Grothendieck constant ${K}_{G} $ is the infimum over those $K\in (0, \infty )$ such that for every $m, n\in \mathbb{N} $ and every $m\times n$ real matrix $({a}_{ij} )$ we have
The classical Grothendieck inequality asserts the nonobvious fact that the above inequality does hold true for some $K\in (0, \infty )$ that is independent of $m, n$ and $({a}_{ij} )$. Since Grothendieck’s 1953 discovery of this powerful theorem, it has found numerous applications in a variety of areas, but, despite attracting a lot of attention, the exact value of the Grothendieck constant ${K}_{G} $ remains a mystery. The last progress on this problem was in 1977, when Krivine proved that ${K}_{G} \leqslant \pi / 2\log (1+ \sqrt{2} )$ and conjectured that his bound is optimal. Krivine’s conjecture has been restated repeatedly since 1977, resulting in focusing the subsequent research on the search for examples of matrices $({a}_{ij} )$ which exhibit (asymptotically, as $m, n\rightarrow \infty $) a lower bound on ${K}_{G} $ that matches Krivine’s bound. Here, we obtain an improved Grothendieck inequality that holds for all matrices $({a}_{ij} )$ and yields a bound ${K}_{G} \lt \pi / 2\log (1+ \sqrt{2} )- {\varepsilon }_{0} $ for some effective constant ${\varepsilon }_{0} \gt 0$. Other than disproving Krivine’s conjecture, and along the way also disproving an intermediate conjecture of König that was made in 2000 as a step towards Krivine’s conjecture, our main contribution is conceptual: despite dealing with a binary rounding problem, random two-dimensional projections, when combined with a careful partition of ${ \mathbb{R} }^{2} $ in order to round the projected vectors to values in $\{ - 1, 1\} $, perform better than the ubiquitous random hyperplane technique. By establishing the usefulness of higher-dimensional rounding schemes, this fact has consequences in approximation algorithms. Specifically, it yields the best known polynomial-time approximation algorithm for the Frieze–Kannan Cut Norm problem, a generic and well-studied optimization problem with many applications.
Let ${ \mathbb{K} }^{m\times n} $ denote the set of all $m\times n$ matrices over a skew field $ \mathbb{K} $. In this paper, we give a necessary and sufficient condition for the existence of the group inverse of $P+ Q$ and its representation under the condition $PQ= 0$, where $P, Q\in { \mathbb{K} }^{n\times n} $. In addition, in view of the natural characters of block matrices, we give the existence and representation for the group inverse of $P+ Q$ and $P+ Q+ R$ under some conditions, where $P, Q, R\in { \mathbb{K} }^{n\times n} $.
Connections between annihilators and ideals in Frobenius and symmetric algebras are used to provide a new proof of a result of Nakayama on quotient algebras, and an application is given to central symmetric algebras.
We prove a normalized version of the restricted invertibility principle obtained by Spielman and Srivastava in [An elementary proof of the restricted invertibility theorem. Israel J. Math.190 (2012), 83–91]. Applying this result, we get a new proof of the proportional Dvoretzky–Rogers factorization theorem recovering the best current estimate in the symmetric setting while we improve the best known result in the non-symmetric case. As a consequence, we slightly improve the estimate for the Banach–Mazur distance to the cube: the distance of every $n$-dimensional normed space from ${ \ell }_{\infty }^{n} $ is at most $\mathop{(2n)}\nolimits ^{5/ 6} $. Finally, using tools from the work of Batson et al in [Twice-Ramanujan sparsifiers. In STOC’09 – Proceedings of the 2009 ACM International Symposium on Theory of Computing, ACM (New York, 2009), 255–262], we give a new proof for a theorem of Kashin and Tzafriri [Some remarks on the restriction of operators to coordinate subspaces. Preprint, 1993] on the norm of restricted matrices.
Ritt introduced the concepts of prime and composite polynomials and proved three fundamental theorems on factorizations (in the sense of compositions) of polynomials in 1922. In this paper, we shall give a density estimate on the set of composite polynomials.
The saturation theorem of Knutson and Tao concerns the nonvanishing of Littlewood–Richardson coefficients. In combination with work of Klyachko, it implies Horn’s conjecture about eigenvalues of sums of Hermitian matrices. This eigenvalue problem has a generalization to majorized sums of Hermitian matrices, due to S. Friedland. We further illustrate the common features between these two eigenvalue problems and their connection to Schubert calculus of Grassmannians. Our main result gives a Schubert calculus interpretation of Friedland’s problem, via equivariant cohomology of Grassmannians. In particular, we prove a saturation theorem for this setting. Our arguments employ the aforementioned work together with recent work of H. Thomas and A. Yong.
Let $A, B$ be two square complex matrices of the same dimension $n\leq 3$. We show that the following conditions are equivalent. (i) There exists a finite subset $U\subset { \mathbb{N} }_{\geq 2} $ such that for every $t\in \mathbb{N} \setminus U$, $\exp (tA+ B)= \exp (tA)\exp (B)= \exp (B)\exp (tA)$. (ii) The pair $(A, B)$ has property L of Motzkin and Taussky and $\exp (A+ B)= \exp (A)\exp (B)= \exp (B)\exp (A)$. We also characterise the pairs of real matrices $(A, B)$ of dimension three, that satisfy the previous conditions.
Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.
In Benth and Vos (2013) we introduced a multivariate spot price model with stochastic volatility for energy markets which captures characteristic features, such as price spikes, mean reversion, stochastic volatility, and inverse leverage effect as well as dependencies between commodities. In this paper we derive the forward price dynamics based on our multivariate spot price model, providing a very flexible structure for the forward curves, including contango, backwardation, and hump shape. Moreover, a Fourier transform-based method to price options on the forward is described.
We give an affirmative answer to one of the questions posed by Bourin regarding a special type of inequality referred to as subadditivity inequalities in the case of the Hilbert–Schmidt and the trace norms. We formulate the solution for arbitrary commuting positive operators, and we conjecture that it is true for all unitarily invariant norms and all commuting positive operators. New related trace inequalities are also presented.
We prove analogues of several well-known results concerning rational maps between quadrics for the class of so-called quasilinear p-hypersurfaces. These hypersurfaces are nowhere smooth over the base field, so many of the geometric methods which have been successfully applied to the study of projective homogeneous varieties over fields cannot be used. We are therefore forced to take an alternative approach, which is partly facilitated by the appearance of several non-traditional features in the study of these objects from an algebraic perspective. Our main results were previously known for the class of quasilinear quadrics. We provide new proofs here, because the original proofs do not immediately generalise for quasilinear hypersurfaces of higher degree.
A matrix is a Euclidean distance matrix (EDM) if there exist points such that the matrix elements are squares of distances between the corresponding points. The inverse eigenvalue problem (IEP) is as follows: construct (or prove the existence of) a matrix with particular properties and a given spectrum. It is well known that the IEP for EDMs of size 3 has a solution. In this paper all solutions of the problem are given and their relation with geometry is studied. A possible extension to larger EDMs is tackled.
Trace inequalities for sums and products of matrices are presented. Relations between the given inequalities and earlier results are discussed. Among other inequalities, it is shown that if A and B are positive semidefinite matrices then for any positive integer k.
The first and second representation theorems for sign-indefinite, not necessarily semi-bounded quadratic forms are revisited. New and straightforward proofs of these theorems are given. A number of necessary and sufficient conditions for the second representation theorem to hold are obtained. A new simple and explicit example of a self-adjoint operator for which the second representation theorem fails to hold is also provided.
We describe some aspects of spectral theory that involve algebraic considerations but need no analysis. Some of the important applications of the results are to the algebra of n×n matrices with entries that are polynomials or more general analytic functions.
A matrix A over a field F is said to be an AJT matrix if there exists a vector x over F such that both x and Ax have no zero component. The Alon–Jaeger–Tarsi (AJT) conjecture states that if F is a finite field, with |F|≥4, and A is an element of GL n (F) , then A is an AJT matrix. In this paper we prove that every nonzero matrix over a field F, with |F|≥3 , is similar to an AJT matrix. Let AJTn (q)denote the set of n×n, invertible, AJT matrices over a field with q elements. It is shown that the following are equivalent for q≥3 : (i) AJTn (q)=GL n (q) ; (ii) every 2n×n matrix of the form (A∣B)t has a nowhere-zero vector in its image, where A,B are n×n, invertible, upper and lower triangular matrices, respectively; and (iii) AJTn (q)forms a semigroup.
This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator? Based on the matrix exponential (ME) order of ME distributions and the spectral polynomial algorithm, a method for computing the algebraic degree of a PH distribution is developed. The maximum algebraic degree is identified explicitly. Using Perron-Frobenius theory of nonnegative matrices, a lower bound and an upper bound on the minimum algebraic degree are found, subject to some conditions. Explicit results are obtained for special cases.
It is shown that if all powers of a ring element a are regular, then a is strongly pi-regular exactly when a suitable word in the powers of a and their inner inverses is a unit.
We study properties of the Drazin index of regular elements in a ring with a unity 1. We give expressions for generalized inverses of 1−ba in terms of generalized inverses of 1−ab. In our development we prove that the Drazin index of 1−ba is equal to the Drazin index of 1−ab.