of matrices

SearchAdvancedHelp

(0.002 seconds)

1—10 of 41 matching pages

1: 13.27 Mathematical Applications

§13.27 Mathematical Applications

►Confluent hypergeometric functions are connected with representations of the group of third-order triangular matrices. …Vilenkin (1968, Chapter 8) constructs irreducible representations of this group, in which the diagonal matrices correspond to operators of multiplication by an exponential function. … …

2: 35.1 Special Notation

… ►All matrices are of order $m\times m$, unless specified otherwise. … ► ►►►►►►

$a,b$	complex variables.
…
$𝓢$	space of all real symmetric matrices.
…
$𝛀$	space of positive-definite real symmetric matrices.
…
$𝐗>𝐓$	$𝐗-𝐓$ is positive definite. Similarly, is equivalent.
…
$𝐎(m)$	space of orthogonal matrices.
…

…

3: 29.20 Methods of Computation

… ►A third method is to approximate eigenvalues and Fourier coefficients of Lamé functions by eigenvalues and eigenvectors of finite matrices using the methods of §§3.2(vi) and 3.8(iv). These matrices are the same as those provided in §29.15(i) for the computation of Lamé polynomials with the difference that $n$ has to be chosen sufficiently large. … ►The eigenvalues corresponding to Lamé polynomials are computed from eigenvalues of the finite tridiagonal matrices $𝐌$ given in §29.15(i), using methods described in §3.2(vi) and Ritter (1998). …

4: 35.9 Applications

… ►In multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument ${}_p{}^{}F_q^{}$, with $p\le 2$ and $q\le 1$. … ►In the nascent area of applications of zonal polynomials to the limiting probability distributions of symmetric random matrices, one of the most comprehensive accounts is Rains (1998).

5: Morris Newman

… ►Newman wrote the book Matrix Representations of Groups, published by the National Bureau of Standards in 1968, and the book Integral Matrices, published by Academic Press in 1972, which became a classic. …

6: 32.14 Combinatorics

… ►The distribution function $F(s)$ given by (32.14.2) arises in random matrix theory where it gives the limiting distribution for the normalized largest eigenvalue in the Gaussian Unitary Ensemble of $n\times n$ Hermitian matrices; see Tracy and Widom (1994). …

7: 35.5 Bessel Functions of Matrix Argument

… ►

35.5.2 $$A_{\nu }\left(𝐓\right)=A_{\nu }\left(𝟎\right)\sum _{k=0}^{\mathrm{\infty }}\frac{{(-1)}^k}{k!}\sum _{|\kappa |=k}\frac{1}{{\left[\nu +\frac{1}{2}(m+1)\right]}_{\kappa }}{Z}_{\kappa }\left(𝐓\right),$$ $\nu \in ℂ$, $𝐓\in 𝓢$.

ⓘ

Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $ℂ$: complex plane, $\in$: element of, $!$: factorial (as in $n!$), ${\left[a\right]}_{\kappa }$: partitional shifted factorial, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐓$: real symmetric $m\times m$ matrix, $k$: nonnegative integer, $m$: positive integer, $𝟎$: $m\times m$ matrix of zeros and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.5.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(i), §35.5 and Ch.35

… ►

35.5.4 $${\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{\nu }{A}_{\nu }\left(𝐒𝐗\right)d𝐗=\mathrm{etr}\left(-𝐒{𝐓}^{-1}\right){\left|𝐓\right|}^{-\nu -\frac{1}{2}(m+1)},$$ $𝐒\in 𝓢$, $𝐓\in 𝛀$; $\mathrm{\Re }\left(\nu \right)>-1$.

ⓘ

Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $\mathrm{\Re }$: real part, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.5.E4

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

►

35.5.5 ${\nu }_j\in ℂ$, $\mathrm{\Re }\left({\nu }_j\right)>-1$, $j=1,2$; ${𝐒}_1,{𝐒}_2\in 𝓢$; $𝐓\in 𝛀$.

ⓘ

Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $ℂ$: complex plane, $\in$: element of, $\int$: integral, $\mathrm{\Re }$: real part, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, : less-than for matrices, $j$: nonnegative integer, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Permalink:

http://dlmf.nist.gov/35.5.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

►

35.5.6 $$B_{\nu }\left(𝐓\right)={\left|𝐓\right|}^{-\nu }{B}_{-\nu }\left(𝐓\right),$$ $\nu \in ℂ$, $𝐓\in 𝛀$.

ⓘ

Symbols:

$B_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (second kind), $ℂ$: complex plane, $\in$: element of, $𝐓$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ and $𝛀$: space of positive-definite real symmetric $m\times m$ matrices

Permalink:

http://dlmf.nist.gov/35.5.E6

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

… ►

35.5.8 $${\int }_{𝐎(m)}\mathrm{etr}\left(𝐒𝐇\right)\mathrm{d}𝐇=\frac{A_{-1/2}\left(-\frac{1}{4}𝐒{𝐒}^{\mathrm{T}}\right)}{A_{-1/2}\left(𝟎\right)},$$ $𝐒$ arbitrary.

ⓘ

Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, $𝐒$: real symmetric $m\times m$ matrix, $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Referenced by:

§35.10, §35.9

Permalink:

http://dlmf.nist.gov/35.5.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(ii), §35.5 and Ch.35

…

8: 1.2 Elementary Algebra

… ►

Multiplication of Matrices

… ►

§1.2(vi) Square Matrices

… ►

Special Forms of Square Matrices

… ►

Norms of Square Matrices

… ►

Non-Defective Square Matrices

…

9: 35.3 Multivariate Gamma and Beta Functions

… ►

35.3.1 $${\mathrm{\Gamma }}_m\left(a\right)={\int }_{𝛀}\mathrm{etr}\left(-𝐗\right){\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}d𝐗,$$ $\mathrm{\Re }\left(a\right)>\frac{1}{2}(m-1)$.

ⓘ

Symbols:

$\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(i), §35.3 and Ch.35

►

35.3.2 $${\mathrm{\Gamma }}_m\left(s_1,\mathrm{\dots },s_m\right)={\int }_{𝛀}\mathrm{etr}\left(-𝐗\right){\left|𝐗\right|}^{s_m-\frac{1}{2}(m+1)}\prod _{j=1}^{m-1}{|{(𝐗)}_j|}^{s_j-s_{j+1}}d𝐗,$$ $s_j\in ℂ$, $\mathrm{\Re }\left(s_j\right)>\frac{1}{2}(j-1)$, $j=1,\mathrm{\dots },m$.

ⓘ

Symbols:

$ℂ$: complex plane, $\in$: element of, $\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $|{(𝐗)}_j|$: $j$th principal minor of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $j$: nonnegative integer and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(i), §35.3 and Ch.35

►

35.3.3 $\mathrm{\Re }\left(a\right),\mathrm{\Re }\left(b\right)>\frac{1}{2}(m-1)$.

ⓘ

Defines:

${\mathrm{B}}_m(a,b)$: multivariate beta function

Symbols:

$\int$: integral, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $b$: complex variable, : less-than for matrices, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Keywords:

definition, multivariate beta function

Permalink:

http://dlmf.nist.gov/35.3.E3

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(i), §35.3 and Ch.35

… ►

35.3.8 $${\mathrm{B}}_m(a,b)={\int }_{𝛀}{\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}{\left|𝐈+𝐗\right|}^{-(a+b)}d𝐗,$$ $\mathrm{\Re }\left(a\right),\mathrm{\Re }\left(b\right)>\frac{1}{2}(m-1)$.

ⓘ

Symbols:

$\int$: integral, ${\mathrm{B}}_m(a,b)$: multivariate beta function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $b$: complex variable and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.3.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.3(ii), §35.3 and Ch.35

10: Bille C. Carlson

… ►In theoretical physics he is known for the “Carlson-Keller Orthogonalization”, published in 1957, Orthogonalization Procedures and the Localization of Wannier Functions, and the “Carlson-Keller Theorem”, published in 1961, Eigenvalues of Density Matrices. …