Recursive eigen extrusion: Expanding eigenbasis conjecture
M Hariprasad

TL;DR
This paper investigates a recursive eigenvector normalization process, conjecturing that for matrices of size up to 7, the process converges to unitary matrices, with implications for eigenbasis expansion and point distribution on spheres.
Contribution
It formally states and numerically explores a conjecture about the convergence of a recursive eigenvector normalization process to unitary matrices, providing proofs for special cases.
Findings
Numerical results support the conjecture for matrices up to size 7.
The process converges to unitary matrices with orthonormal eigenvectors.
The problem relates to maximizing average distances among points on a sphere.
Abstract
Consider linearly independent vectors in which form columns of a matrix . The recursive evaluation of eigen directions (normalized eigenvectors) of is the solution of an eigenvalue problem of the form with ; and here is the diagonal matrix of eigenvalues and columns of are the eigenvectors. Note that where normalizes all eigenvectors to unit norm such that all diagonal elements . It is to be proven that for any matrix and , the limiting set of matrices with is the set of unitary matrices with . Interestingly, this problem also represents a recursive map that maximizes some average distance among a set of points on the unit -sphere. We first formally pose this…
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Taxonomy
TopicsMatrix Theory and Algorithms · graph theory and CDMA systems · Mathematical Approximation and Integration
Recursive eigen extrusion : Expanding eigenbasis conjecture
M. Hariprasad
Department of Computational and Data Sciences
Indian Institute of Science, Bangalore-560012, India
e-mail: [email protected]
Abstract: Consider linearly independent vectors in which form columns of a matrix . The recursive evaluation of eigen directions (normalized eigenvectors) of is the solution of an eigenvalue problem of the form with ; and here is the diagonal matrix of eigenvalues and columns of are the eigenvectors. Note that where normalizes all eigenvectors to unit norm such that all diagonal elements . It is to be proven that for any matrix and , the limiting set of matrices with is the set of unitary matrices with . Interestingly, this problem also represents a recursive map that maximizes some average distance among a set of points on the unit -sphere. We first formally pose this conjecture, present extensive numerical results highlighting it, and prove it for special cases.
Keywords: Eigenvalue problems; Unitary matrices; Fixed point theory; Limiting sets.
2010 Mathematics Subject Classification: 35P05, 15A18, 51F25, 58C30
1 Introduction
Geometrical properties of the unit -sphere ( [1],[4], [3] ) and distribution of points in its surface or volume ([6], [8]) are widely studied from theoretical and application perspective. Also, the structure of eigenvector matrices ([10],[7]), its condition number ([2], [5]) and correlation between its columns [9] are very well studied in the literature. In this article we study the limiting behavior of recursive evaluation of a linear operator and the resulting eigen directions, and more importantly its significant properties as a function of the dimension of space . We conjecture that the limiting set of vectors are orthogonal only for , and this recursion is also equivalent to an iterative map maximizing the distance between points on a -sphere. Along with symmetry and other interesting geometric properties, we note that the relative -area of a sphere compared to a face of the larger circumscribing -cube increases until increases to 7, and decreases thereafter. Here we present a conjecture supported by numerical evidence, where this significant dimension =7, reappears. Note that a set of unit vectors have degrees of freedom given by the angles between them. Given this procedure of extrusion of eigen directions, the eigenvalue problem includes only the real and imaginary parts of the eigenvalue (magnitude and phase), and the norm, as the three parameters for every eigenvector. It should be noted that for , .
2 Numerical observations and a conjecture
In this section first we state the conjecture, and present the numerical observations. We say a property holds for almost all matrices, if for any matrix we have matrix such that for any satisfying that property.
conjecture 1**.**
(Expanding Eigen basis) : For almost all matrices up to dimension 7, If we repeatedly construct the eigenvector matrices , each of them having columns of unit norm, then in the limit of large , we have .
conjecture 2**.**
(Expanding orthogonal similarity variant ) : For almost all matrices, up to dimension 7, If we repeatedly do the procedure of constructing the eigenvector matrix and similarity transformation with a random orthogonal (or unitary) matrix, , ( being eigenvector matrix of , being the eigenvector matrix of ), then in the limit of large , we have .
conjecture 3**.**
**(Expanding orthogonal product variant ) : For almost all matrices, up to dimension 7, If we repeatedly do the procedure of constructing the eigenvector matrix and multiply it with a random orthogonal (or unitary) matrix, , ( being eigenvector matrix of , being the eigenvector matrix of ), then in the limit of large , we have .
**
Here, convergence of need not necessarily imply convergence of itself to a particular unitary matrix. Instead, tend to be more unitary with increase in . Also the conjecture is stated for almost all matrices, because when algebraic and geometric multiplicities of an eigenvalue are different, we get a rank deficient eigenvector matrix, which can never be orthogonal. So we exclude all matrices which give rank deficient eigenvector matrix at any iteration. Also, there can be cases when the eigenvector matrices can get stuck into loops as shown in section 3.1.1.
In figure 1 and figure 2, uniform and Gaussian random matrices are considered. The following MATLAB commands are executed for verifying expanding eigenbasis conjecture,
[TABLE]
Determinant of is plotted over iteration from one to . This is repeated for many matrices in a single plot.
In figure 3, we plot the average (over many matrices for a particular iteration) value of with respect to the iteration number for expanding eigenbasis and its variant conjectures.
- •
It can be seen that at the iteration the where is dimension of the matrix, for expanding eigen basis conjecture (figure 3(a)).
- •
Convergence for low dimensions (dimension two and three) have been slowed down in expanding eigenvector similarity variant (figure 3(b)).
- •
Convergence is faster (up to dimension six, we have , here representing dimension of the matrix,) for expanding orthogonal product variant where eigenvector matrix is multiplied by an orthogonal matrix before constructing next eigenvector matrix (figure 3(c)).
3 Proofs: Special cases
In this section, we consider a matrix of a particular type denoted by . Eigenvector matrix of is denoted by . denotes the eigenvector matrix of , similarly denoting the eigenvector matrix of the matrix . Let all have columns of unit norm. We impose condition on choosing the eigenvectors, using the fact : if is an eigenvector of a matrix satisfying , then is also an eigenvector for . By this conditioning, we force itself to converge to a unitary matrix.
3.1 Upper triangular matrices
First, we consider upper triangular matrix of the form when (restricted to fourth quadrant). Note that the eigenvectors of the matrix can be chosen such that eigenvector matrix is also of the same form, that is, with (restricted to fourth quadrant).
Theorem 3.1**.**
For upper triangular matrix of the form
[TABLE]
if (restricting to fourth quadrant) maintained for all the eigenvector matrices , then
[TABLE]
Proof.
We can see that is an eigenvector. Let the second eigenvector be . Then we have
[TABLE]
From this relation we get,
[TABLE]
We have in the fourth quadrant, so we get
[TABLE]
When we repeat the procedure, let be the angle corresponding to limiting eigenvector, we have
[TABLE]
Therefore, in the limit of repeated extrusion of the eigenvectors, the upper triangular matrix converges to the diagonal matrix, which is unitary. ∎
Theorem 3.2**.**
*For a real upper triangular matrix,
with . and for and . If we impose conditions . and for and on the eigenvector satisfying,*
[TABLE]
*Then in the process of repeated extrusion of eigenvectors,
limiting eigenvector matrix is, .*
Proof.
Let be the eigenvector matrix of .
So we have the relation,
[TABLE]
This implies ,
[TABLE]
Which means,
[TABLE]
Let us denote by and by , then we have eigenvector of in the form, . Because of the constraints we can represent last column of by and eigenvector by . Then from the relation (13) and the positivity of and , we have for .
From the equation (12) we get,
[TABLE]
Note that equation (15) is same as equation (5), so from the arguments as in theorem 3.1, we get the limiting eigenvector matrix, .
∎
3.1.1 Loops and discontinuities
While selecting the condition on the eigenvectors to make itself converge to an orthogonal matrix, we may get into two difficult scenarios.
- •
In general, for upper triangular matrices, if we don’t have the restriction on the eigenvectors, the procedure of repeated extrusion of eigenvectors may get into a loop. For example, the matrices and the matrix are the eigenvector matrices of each other.
- •
Discontinuity: Consider a upper triangular matrix for a small we can see that its eigenvector corresponding to eigenvalue , then as , we have and . So we have the following
matrix has eigenvector matrix for small .
3.1.2 upper triangular matrices
Theorem 3.3**.**
For a upper triangular matrix of the form where and and if we maintain the constraint to the eigenvector matrix and and in the limit of repeatedly taking eigenvectors, we get the matrix .
Proof.
We have a relation with eigenvectors,
[TABLE]
From this relation we get,
[TABLE]
Rearranging,
[TABLE]
Using the ratio of equations (19) and (20),
[TABLE]
Note so is a point on the unit circle, so using the magnitude in (21), we get
[TABLE]
If we represent vector as , and vector as .
Then we have from the relation (22), . Thus we have .
Multiplying the equations (19) and (20), the angles are given by . Also using the magnitude and the fact , we get
[TABLE]
In the limit of repeated extrusion of eigenvectors (24) gives
[TABLE]
So the limiting eigenvector matrix is, . ∎
Corollary 3.3.1**.**
For a real upper triangular matrix of dimension 3, while recursive evaluation eigenvector matrices, first constraining the second eigenvector as in theorem 3.1 we obtain for small , then constraining the third column as in theorem 3.3 along with the second column, gives as a limiting eigenvector matrix.
3.2 A special matrix
Consider a matrix with real entries such that with restricted to the first quadrant and and restricted to the fourth quadrant and . Then we can form an eigenvector matrix of the same form with the restrictions , respectively in the first and fourth quadrants. If , then the matrix is orthogonal, and so we exclude that condition. We prove that in the limit of repeatedly taking eigenvectors, the eigenvector matrix converges to
Theorem 3.4**.**
For real matrix of the form
[TABLE]
starting with and , if restricted to the first quadrant and restricted to the fourth quadrant for all the eigenvector matrices , then
[TABLE]
Proof.
Consider the first eigenvector matrix, We have from the Gerschgorin circle theorem the eigenvalues and of matrix satisfying,
[TABLE]
We have
[TABLE]
Which gives
[TABLE]
Using the fact that , and ,
[TABLE]
This implies .
Similarly we have,
[TABLE]
Which gives,
[TABLE]
Rearranging (36) gives
[TABLE]
This implies . So the matrices formed are in a increasing sequence of angles corresponding to and decreasing sequence of angles corresponding to .
Let us denote by , from equation (32) we have,
[TABLE]
From equation (42) we can see that, for sufficiently large , difference between and are not arbitrary small. So the sequence corresponding to should converge to zero. Similarly we get the relation from equation (38),
[TABLE]
Which says that consecutive difference between increases and hence the sequence correspond to angles will converge to .
So in the limit of repeatedly taking eigenvectors, the eigenvector matrix converges to .
∎
Conclusion
The proposed conjecture is on the limiting behavior of recursive evaluation of eigen directions of linear operators up to dimension seven. It is to be proven in general that, the limiting eigenvector matrix having columns as points on the unit -ball, tend to be unitary. Numerical results clearly show the convergence behavior up-to dimension seven, supporting the conjecture. Some special cases of this recursive eigen extrusion procedure are proved affirmatively. Thus opening the further connection between the geometry of unit n-ball and eigen properties of a linear operator.
Acknowledgement
The author would like to thank Prof. Murugesan Venkatapathi for much helpful discussions and insights.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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