Please use this identifier to cite or link to this item: http://cimat.repositorioinstitucional.mx/jspui/handle/1008/684
Zonal Polynomials of Positive Semidefinitive Matrix Argument
JOSE ANTONIO DIAZ GARCIA
Acceso Abierto
Atribución-NoComercial
Análisis Multivariado
By using the linear structure theory of Magnus (12), this work proposes an alter- native way to James (11) for obtaining the Laplace-Beltrami operator, who has the zonal polynomials of positive definite matrix argument as eigenfunctions, in partic- ular, an explicit expression for the matrix G(v(X)), which appears in the metric differential form (ds)2=dv0(X)G(v(X))dv (X), is obtained; also, the invariance f (ds)2 under congruence transformations is proved. Explicit forms for (ds)2 and G(v(X)) are also shown under the spectral decomposition X=HY H0. In a newapproach -apart from the classical theory of James (11)- a differential metric de- pending on the Moore-Penrose inverse is proposed for the space of m£m positive semidefinite matrices. As in the definite case, the Laplace-Beltrami operator for the calculation of zonal polynomials of positive semidefinite matrix argument is de- rived. In a parallel way the invariance of (ds)2 is shown and explicit expressions for the metric and the matrixG (¢) are obtained in terms of X and its spectral decomposition. Finally, an efficient computational method for calculating the zonal polynomials of positive semidefinite matrices are preseted.
Centro de Investigación en Matemáticas AC
05-07-2004
Reporte
Inglés
Investigadores
ANÁLISIS MULTIVARIANTE
Versión publicada
publishedVersion - Versión publicada
Appears in Collections:Reportes Técnicos - Probabilidad y Estadística

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