No Arabic abstract
Considered is the multiplicative semigroup of ratios of products of principal minors bounded over all positive definite matrices. A long history of literature identifies various elements of this semigroup, all of which lie in a sub-semigroup generated by Hadamard-Fischer inequalities. Via cone-theoretic techniques and the patterns of nullity among positive semidefinite matrices, a semigroup containing all bounded ratios is given. This allows the complete determination of the semigroup of bounded ratios for 4-by-4 positive definite matrices, whose 46 generators include ratios not implied by Hadamard-Fischer and ratios not bounded by 1. For n > 4 it is shown that the containment of semigroups is strict, but a generalization of nullity patterns, of which one example is given, is conjectured to provide a finite determination of all bounded ratios.
A clique minor in a graph G can be thought of as a set of connected subgraphs in G that are pairwise disjoint and pairwise adjacent. The Hadwiger number h(G) is the maximum cardinality of a clique minor in G. This paper studies clique minors in the Cartesian product G*H. Our main result is a rough structural characterisation theorem for Cartesian products with bounded Hadwiger number. It implies that if the product of two sufficiently large graphs has bounded Hadwiger number then it is one of the following graphs: - a planar grid with a vortex of bounded width in the outerface, - a cylindrical grid with a vortex of bounded width in each of the two `big faces, or - a toroidal grid. Motivation for studying the Hadwiger number of a graph includes Hadwigers Conjecture, which states that the chromatic number chi(G) <= h(G). It is open whether Hadwigers Conjecture holds for every Cartesian product. We prove that if |V(H)|-1 >= chi(G) >= chi(H) then Hadwigers Conjecture holds for G*H. On the other hand, we prove that Hadwigers Conjecture holds for all Cartesian products if and only if it holds for all G * K_2. We then show that h(G * K_2) is tied to the treewidth of G. We also develop connections with pseudoachromatic colourings and connected dominating sets that imply near-tight bounds on the Hadwiger number of grid graphs (Cartesian products of paths) and Hamming graphs (Cartesian products of cliques).
Consider a standard white Wishart matrix with parameters $n$ and $p$. Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis on the maxima and minima of the eigenvalues of all the $m times m$ principal minors, under the asymptotic regime that $n,p,m$ go to infinity. Asymptotic results concerning extreme eigenvalues of principal minors of real Wigner matrices are also obtained. In addition, we discuss an application of the theoretical results to the construction of compressed sensing matrices, which provides insights to compressed sensing in signal processing and high dimensional linear regression in statistics.
Many applications in computational science require computing the elements of a function of a large matrix. A commonly used approach is based on the the evaluation of the eigenvalue decomposition, a task that, in general, involves a computing time that scales with the cube of the size of the matrix. We present here a method that can be used to evaluate the elements of a function of a positive-definite matrix with a scaling that is linear for sparse matrices and quadratic in the general case. This methodology is based on the properties of the dynamics of a multidimensional harmonic potential coupled with colored noise generalized Langevin equation (GLE) thermostats. This $f-$thermostat (FTH) approach allows us to calculate directly elements of functions of a positive-definite matrix by carefully tailoring the properties of the stochastic dynamics. We demonstrate the scaling and the accuracy of this approach for both dense and sparse problems and compare the results with other established methodologies.
Representations in the form of Symmetric Positive Definite (SPD) matrices have been popularized in a variety of visual learning applications due to their demonstrated ability to capture rich second-order statistics of visual data. There exist several similarity measures for comparing SPD matrices with documented benefits. However, selecting an appropriate measure for a given problem remains a challenge and in most cases, is the result of a trial-and-error process. In this paper, we propose to learn similarity measures in a data-driven manner. To this end, we capitalize on the alphabeta-log-det divergence, which is a meta-divergence parametrized by scalars alpha and beta, subsuming a wide family of popular information divergences on SPD matrices for distinct and discrete values of these parameters. Our key idea is to cast these parameters in a continuum and learn them from data. We systematically extend this idea to learn vector-valued parameters, thereby increasing the expressiveness of the underlying non-linear measure. We conjoin the divergence learning problem with several standard tasks in machine learning, including supervised discriminative dictionary learning and unsupervised SPD matrix clustering. We present Riemannian gradient descent schemes for optimizing our formulations efficiently, and show the usefulness of our method on eight standard computer vision tasks.
We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate joint diagonalization (AJD). Today there is a considerable interest in estimating the geometric mean of a SPD matrix set in the manifold of SPD matrices endowed with the Fisher information metric. The resulting mean has several important invariance properties and has proven very useful in diverse engineering applications such as biomedical and image data processing. While for two SPD matrices the mean has an algebraic closed form solution, for a set of more than two SPD matrices it can only be estimated by iterative algorithms. However, none of the existing iterative algorithms feature at the same time fast convergence, low computational complexity per iteration and guarantee of convergence. For this reason, recently other definitions of geometric mean based on symmetric divergence measures, such as the Bhattacharyya divergence, have been considered. The resulting means, although possibly useful in practice, do not satisfy all desirable invariance properties. In this paper we consider geometric means of co-variance matrices estimated on high-dimensional time-series, assuming that the data is generated according to an instantaneous mixing model, which is very common in signal processing. We show that in these circumstances we can approximate the Fisher information geometric mean by employing an efficient AJD algorithm. Our approximation is in general much closer to the Fisher information geometric mean as compared to its competitors and verifies many invariance properties. Furthermore, convergence is guaranteed, the computational complexity is low and the convergence rate is quadratic. The accuracy of this new geometric mean approximation is demonstrated by means of simulations.