Journal of Inequalities in Pure and Applied Mathematics http://jipam.vu.edu.au/ Volume 6, Issue 3, Article 63, 2005 ON INVERSES OF TRIANGULAR MATRICES WITH MONOTONE ENTRIES KENNETH S. BERENHAUT AND PRESTON T. FLETCHER D EPARTMENT OF M ATHEMATICS WAKE F OREST U NIVERSITY W INSTON -S ALEM , NC 27106 berenhks@wfu.edu URL: http://www.math.wfu.edu/Faculty/berenhaut.html fletpt1@wfu.edu Received 26 August, 2004; accepted 24 May, 2005 Communicated by C.-K. Li A BSTRACT. This note employs recurrence techniques to obtain entry-wise optimal inequalities for inverses of triangular matrices whose entries satisfy some monotonicity constraints. The derived bounds are easily computable. Key words and phrases: Explicit bounds, Triangular matrix, Matrix inverse, Monotone entries, Off-diagonal decay, Recurrence relations. 2000 Mathematics Subject Classification. 15A09, 39A10, 26A48. 1. I NTRODUCTION Much work has been done in the recent past to understand off-diagonal decay properties of structured matrices and their inverses (cf. Benzi and Golub [1], Demko, Moss and Smith [4], Eijkhout and Polman [5], Jaffard [6], Nabben [7] and [8], Peluso and Politi [9], Robinson and Wathen [10], Strohmer [11], Vecchio [12] and the references therein). This paper studies nonnegative triangular matrices with off-diagonal decay. In particular, let l1,1 l2,1 l2,2 l l l Ln = 3,1 3,2 3,3 . . . . .. .. .. .. ln,1 ln,2 ln,3 · · · ln,n ISSN (electronic): 1443-5756 c 2005 Victoria University. All rights reserved. We are very thankful to the referees for comments and insights that substantially improved this manuscript. The first author acknowledges financial support from a Sterge Faculty Fellowship and an Archie fund grant. 166-04 2 K ENNETH S. B ERENHAUT AND P RESTON T. F LETCHER be an invertible lower triangular matrix, and x1,1 x2,1 x2,2 x3,1 x3,2 x3,3 X n = L−1 n = .. .. .. ... . . . xn,1 xn,2 xn,3 · · · xn,n , be its inverse. We are interested in obtaining bounds on the entries in X n under the row-wise monotonicity assumption (1.1) 0 ≤ li,1 ≤ li,2 ≤ · · · ≤ li,i−1 ≤ li,i for 2 ≤ i ≤ n. As an added generalization, we will consider [li,j ] satisfying li,2 li,i−1 li,1 ≤ ≤ ··· ≤ ≤ κi−1 , (1.2) 0≤ li,i li,i li,i for some nondecreasing sequence κ = (κ1 , κ2 , κ3 , . . . ). The paper proceeds as follows. Section 2 contains some recurrence-type lemmas, while the main result, Theorem 3.1, and its proof are contained in Section 3. The paper closes with some illustrative examples. 2. P RELIMINARY L EMMAS In establishing our main results, we will employ recurrence techniques. In particular, suppose {bi } and {αi,j } satisfy the linear recurrence (2.1) bi = i−1 X (−αi,k )bk , (1 ≤ i ≤ n), k=0 with b0 = 1 and (2.2) 0 ≤ αi,0 ≤ αi,1 ≤ αi,2 ≤ · · · ≤ αi,i−1 ≤ Ai , for i ≥ 1. We will employ the following lemma, which reduces the scope of consideration in bounding solutions to (2.1). Lemma 2.1. Suppose that {bi } and {αi,j } satisfy (2.1) and (2.2). Then, there exists a sequence a1 , a2 , . . . , an , with 0 ≤ ai ≤ i for 1 ≤ i ≤ n, such that |bn | ≤ |dn |, where {di } satisfies d0 = 1, and for 1 ≤ i ≤ n, Pi−1 j=ai (−Ai )dj , if ai < i (2.3) di = . 0, otherwise In proving Lemma 2.1, we will refer to the following result on inner products. Lemma 2.2. Suppose that p = (p1 , . . . , pn )0 and q = (q1 , . . . , qn )0 are n-vectors with (2.4) 0 ≥ p1 ≥ p2 ≥ · · · ≥ pn ≥ −A. Define ν (2.5) p∗n (ν, A) J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 n−ν }| { z }| { z = (0, 0, . . . , 0, −A, . . . , −A, −A) http://jipam.vu.edu.au/ I NVERSES OF T RIANGULAR M ATRICES WITH M ONOTONE E NTRIES 3 for 0 ≤ ν ≤ n. Then, min {p∗n (ν, A) · q} ≤ p · q ≤ max {p∗n (ν, A) · q}, 0≤ν≤n Pn where p · q denotes the standard dot product i=1 pi qi . (2.6) 0≤ν≤n Proof. Suppose p is of the form e e z }|1 { z }|2 { (p1 , . . . , pj , −k, . . . , −k, −A, . . . , −A), (2.7) with 0 ≥ p1 ≥ p2 ≥ · · · ≥ pj > −k > −A, e1 ≥ 1 and e2 ≥ 0. First, assume that p · q > 0, P 1 +j and consider S = ei=j+1 qi . If S < 0 then, since k < A, e (2.8) e z }|1 {z }|2 { (p1 , p2 , . . . , pj−1 , pj , −A, . . . , −A −A, . . . , −A) · q ≥ p · q. Otherwise, since −k < pj , e (2.9) e }|2 { z }|1 { z (p1 , p2 , . . . , pj−1 , pj , pj , . . . , pj , −A, . . . , −A) · q ≥ p · q. In either case, there is a vector of the form in (2.7) with strictly less distinct values, whose inner product with q is at least as large as p · q. Inductively, there exists a vector of the form in (2.7) with e2 + e1 = n, with as large, or larger, inner product. Hence, we have reduced to the case e e z }|1 { z }|2 { where p = (−k, . . . , −k, −A, . . . , −A), where e1 = 0P and en = 0 are permissible. If k = 0 or 1 e1 = 0, then p = p∗n (e1 , A). Otherwise, consider S = ei=1 qi . If S < 0, then p∗n (0, A) · q ≥ p · q. (2.10) If S ≥ 0, p∗n (e1 , A) · q ≥ p · q. (2.11) The result for the case p · q > 0 now follows from (2.10) and (2.11). The case when p · q ≤ 0 is handled similarly, and the lemma follows. We now turn to a proof of Lemma 2.1. Proof of Lemma 2.1. The proof, here, involves applying Lemma 2.2 to successively “scale” the rows of the coefficient matrix −α1,0 0 ... 0 −α2,0 −α2,1 . . . 0 , . . . .. . . . . . . . −αn,0 −αn,1 · · · −αn,n−1 while not decreasing the value of |bn | at any step. First, define the sequences ᾱi = (−αi,0 , . . . , −αi,i−1 ) and bk,j = (bk , . . . , bj ), for 0 ≤ k ≤ j ≤ n − 1 and 1 ≤ i ≤ n. Now, note that applying Lemma 2.2 to the vectors p = ᾱn and q = b0,n−1 yields a vector p∗ (νn , An ) (as in (2.5)) such that either (2.12) p∗ (νn , An ) · b0,n−1 ≥ ᾱn · b0,n−1 = bn > 0 J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ 4 K ENNETH S. B ERENHAUT AND P RESTON T. F LETCHER or (2.13) p∗ (νn , An ) · b0,n−1 ≤ ᾱn · b0,n−1 = bn ≤ 0 Hence, suppose that the entries of the k th through nth rows of the coefficient matrix are of the form in (2.5), and express bn as a linear combination of b1 , b2 , . . . , bk i.e. bn = k X Cik bi i=1 = Ckk bk + (2.14) k−1 X Cik bi . i=1 Now, suppose Ckk > 0. As before, applying yields a vector p∗k (νk , Ak ), such that (2.15) Lemma 2.2 to the vectors p = ᾱk and q = b0,k−1 p∗k (νk , Ak ) · b0,k−1 ≥ ᾱk · b0,k−1 = bk . Similarly, if Ckk ≤ 0, we obtain a vector p∗k (νk , Ak ), such that (2.16) p∗k (νk , Ak ) · b0,k−1 ≤ ᾱk · b0,k−1 = bk . Using the respective entries in p∗k (νk , Ak ) in place of those in ᾱk in (2.1) will not decrease the value of bn . This completes the induction for the case bn > 0; the case bn ≤ 0 is similar, and the lemma follows. Remark 2.3. A version of Lemma 2.4 for Ai ≡ 1 was recently applied in proving that all symmetric Toeplitz matrices generated by monotone convex sequences have off-diagonal decay preserved through triangular decompositions (see [2]). Now, For a = (A1 , A2 , A3 , . . . ), with (2.17) 0 ≤ A1 ≤ A2 ≤ A 3 ≤ · · · define ( (2.18) def Zi (a) = max i Y ) Av : 1 ≤ j ≤ i , v=j for i ≥ 1. We have the following result on bounds for linear recurrences. Lemma 2.4. Suppose that a = (Aj ) satisfies the monotonicity constraint in (2.17). Then, for i ≥ 1, (2.19) sup{|bi | : {bj } and {αi,j } satisfy (2.1) and (2.2)} = Zi (a). Proof. Suppose that {bi } satisfies (2.1) and (2.2), and set ζi = Zi (a) and Mi = max{1, ζi }, for i ≥ 1. From (2.18), we have Ai+1 Mi = ζi+1 , (2.20) for i ≥ 1. By Lemma 2.1, we may find sequences {di } and {ai } satisfying (2.3) such that |dn | ≥ |bn |. (2.21) We will show that {di } satisfies the inequality (2.22) |dl + dl+1 + · · · + di | ≤ Mi , for 0 ≤ l ≤ i. J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ I NVERSES OF T RIANGULAR M ATRICES WITH M ONOTONE E NTRIES 5 Note that (2.22) (for i = n − 1) and (2.3) imply that dn = 0 or an ≤ n − 1 and n−1 X |dn | = (−An )dj j=an n−1 X = An dj j=an ≤ An Mn−1 = ζn . (2.23) Since d0 = 1, d1 ∈ {0, −A1 } and max{|d1 |, |d0 + d1 |} = max{1, A1 , |1 − A1 |} = max{1, A1 } = M1 , (2.24) i.e. the inequality in (2.22) holds for i = 1. Hence, suppose that (2.22) holds for i < N . Rewriting dN , with v = aN , we have for 0 ≤ x ≤ N − 1, dx + dx+1 + · · · + dN = (dx + dx+1 + · · · + dN −1 ) − An (dv + · · · + dN −1 ) ( (1 − AN )(dv + · · · + dN −1 ) + (dx + · · · + dv−1 ), if v > x = (2.25) . (1 − AN )(dx + · · · + dN −1 ) − AN (dv + · · · + dx−1 ), if v ≤ x Let ( S1 = dv + · · · + dN −1 , if v > x dx + · · · + dN −1 , if v ≤ x , and ( S2 = dx + · · · + dv−1 , if v > x dv + · · · + dx−1 , if v ≤ x . In showing that |dx + dx+1 + · · · + dN | ≤ MN , we will consider several cases depending on whether AN > 1 or AN ≤ 1, and the signs of S1 and S2 . Case 1 (AN > 1 and S1 S2 > 0) (1) v > x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 + S2 | ≤ max{AN |S1 |, AN |S2 |} ≤ AN max{MN −1 , Mv−1 } ≤ AN MN −1 = ζN = MN , (2.26) where the first inequality follows since (1 − AN )S1 and S2 are of opposite signs and An > 1. The second inequality follows from induction. The last equalities are direct consequences of the definition of MN and the fact that AN > 1. The monotonicity of {Mi } is employed in obtaining the third inequality. J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ 6 K ENNETH S. B ERENHAUT AND P RESTON T. F LETCHER (2) v ≤ x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 − AN S2 | ≤ |AN S1 + AN S2 | = AN |S1 + S2 | = AN |dv + dv+1 + · · · + dN −1 | ≤ AN MN −1 = ζN = MN . (2.27) In (2.27), the first inequality follows since (1 − AN )S1 and −AN S2 are of the same sign. Case 2 (AN > 1 and S1 S2 ≤ 0) (1) v > x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 + S2 | = | − AN S1 + (S1 + S2 )|. (2.28) If S1 and S1 + S2 are of the same sign, then | − AN S1 + (S1 + S2 )| ≤ max{AN |S1 |, |S1 + S2 |} ≤ AN MN −1 = MN . (2.29) Otherwise, | − AN S1 + (S1 + S2 )| ≤ | − AN S1 + AN (S1 + S2 )| = AN |S2 | ≤ AN MN −1 = MN . (2.30) (2) v ≤ x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 − AN S2 | ≤ max{AN |S1 |, AN |S2 |} ≤ AN MN −1 = MN (2.31) Case 3 (AN ≤ 1 and S1 S2 > 0) Note that for AN ≤ 1, Mi = 1 for all i. (1) v > x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 + S2 | (2.32) J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 ≤ |S1 + S2 | ≤ MN −1 = MN . http://jipam.vu.edu.au/ I NVERSES OF T RIANGULAR M ATRICES WITH M ONOTONE E NTRIES 7 (2) v ≤ x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 − AN S2 | ≤ max{|S1 |, |S2 |} ≤ MN −1 = MN . (2.33) Case 4 (AN ≤ 1 and S1 S2 ≤ 0) (1) v > x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 + S2 | ≤ max{|S1 |, |S2 |} ≤ max{MN −1 , Mv−1 } = MN . (2.34) (2) v ≤ x. |dx + dx+1 + · · · + dN | = |(1 − AN )S1 − AN S2 | ≤ |S1 + S2 | ≤ MN −1 = MN . (2.35) Thus, in all cases |dx + dx+1 + · · · + dN | ≤ MN and hence by (2.23), |dN | ≤ ζN . Equation (2.19) now follows since, for 1 ≤ h ≤ n, |bn | = Ah Ah+1 · · · An is attained for [αi,j ] defined by −Ah , if i = h −Ai , if i > h, j = i . (2.36) αi,j = 0, otherwise We close this section with an elementary result (without proof) which will serve to connect entries in L−1 n with solutions to (2.1). Lemma 2.5. Suppose M = [mi,j ]n×n and y = [yi ]n×1 , satisfy M y = (1, 0, . . . , 0)0 , with M an invertible lower triangular matrix. Then, y1 = 1/m1,1 , and i−1 X mi,j (2.37) yi = yj , − m i,i j=1 for 2 ≤ i ≤ n. 3. T HE M AIN R ESULT We are now in a position to prove our main result. Theorem 3.1. Suppose κ = (κi ) satisfies (3.1) 0 ≤ κ1 ≤ κ2 ≤ κ3 ≤ · · · , and set (3.2) J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 def S = {i : κi > 1}. http://jipam.vu.edu.au/ 8 K ENNETH S. B ERENHAUT AND P RESTON T. F LETCHER As well, define {Wi,j } by def Y Wi,j = (3.3) v ∈ (S T {j,j+1,...,i−2}) κv . S {i−1} Then, for 1 ≤ i ≤ n, |xi,i | ≤ 1/li,i and for 1 ≤ j < i ≤ n, |xi,j | ≤ (3.4) Wi,j . lj,j th Proof. Suppose that n ≥ 1 and X n = L−1 n . Solving for the sub-diagonal entries in the p column of X n leads to the matrix equation lp,p xp,p 1 lp+1,p lp+1,p+1 xp+1,p 0 . . = . . .. .. .. .. .. . . ln,p · · · ln,n ln,p+1 xn,p 0 Applying Lemma 2.5 gives xp,p = 1/lp,p , and xp+i,p (3.5) i−1 X lp+i,p+j xp+j,p , = − lp+i,p+i j=0 for 1 ≤ i ≤ n − p. Now, note that (1.2) gives (3.6) 0≤ lp+i,p lp+i,p+i ≤ lp+i,p+1 lp+i,p+i−1 ≤ ··· ≤ ≤ κp+i−1 . lp+i,p+i lp+i,p+i Hence by Lemma 2.4, (3.7) |xp+i,p | ≤ |xp,p |Zi ((κp , κp+1 , . . . , κp+i−1 )) 1 = Wp+i,p , lp,p for 1 ≤ i ≤ n − p, and the theorem follows. 4. E XAMPLES In this section, we provide examples to illustrate some of the structural information contained in Theorem 3.1. Example 4.1 (Equally spaced Ai ). Suppose that Ai = Ci for i ≥ 1, where C > 0. Then, for n ≥ 1, 1 nC, C ∈ 0, n−1 ; 1 1 Zn (a) = (n)k C k , C ∈ n−k+1 , n−k , (2 ≤ k ≤ n − 1); n!C n , C ∈ (1, ∞), where (n)k = n(n − 1) · · · (n − k + 1). J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ I NVERSES OF T RIANGULAR M ATRICES WITH M ONOTONE E NTRIES 9 Consider the matrix L7 = 1 0 0 0 0 0 0.25 1 0 0 0 0 0.5 0.5 1 0 0 0 0.75 0.75 0.75 1 0 0 1 1 1 1 1 0 0 1.25 1.25 1.25 1.25 1 1.5 1.5 1.5 1.5 1.5 1.5 0 0 0 0 0 0 1 , with (rounded to three decimal places) 1 0 0 0 0 0 −0.25 1 0 0 0 0 1 0 0 0 −0.375 −0.5 −0.281 −0.375 −0.75 1 0 0 (4.1) X7 = L−1 = 7 1 0 −0.094 −0.125 −0.25 −1 1.25 0 0 0 −1.25 1 −1.875 0 0 0 0.375 −1.5 0 0 0 0 0 0 1 . Applying Theorem 3.1, with κ = (.25, .50, .75, 1.00, 1.25, 1.50, . . . ) gives the entry-wise bounds 1 0 0 0 0 0 0 0.25 1 0 0 0 0 0 0.5 1 0 0 0 0 0.5 1 0 0 0 . (4.2) 0.75 0.75 0.75 1 1 1 1 0 0 1 1.25 1.25 1.25 1.25 1.25 1 0 1.875 1.875 1.875 1.875 1.875 1.5 1 Comparing (4.1) and (4.2), the absolute values of entry-wise ratios are 1 1 1 1 1 0.75 1 1 (4.3) 0.375 0.5 . 0.094 0.125 0.25 1 1 1 0 0 0 1 1 1 0 0 0 0.2 1 1 Note that here L7 was constructed so that |x7,1 | = W7,1 . In fact, as suggested by (2.19), for each 4-tuple (κ, I, J, n) with 1 ≤ J ≤ I ≤ n, there exists a pair (Ln , X n ) satisfying (1.2) with X n = (xi,j ) = L−1 n , such that |xI,J | = WI,J . Example 4.2 (Constant Ai ). Suppose that Ai = C for i ≥ 1, where C > 0. Then, for n ≥ 1, ( C, if C ≤ 1 Zn (a) = . C n , if C > 1 In [3], the following theorem was obtained when (2.2) is replaced with (4.4) 0 ≤ αi,j ≤ A, for 0 ≤ j ≤ i − 1 and i ≥ 1. J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ 10 K ENNETH S. B ERENHAUT AND P RESTON T. F LETCHER Theorem 4.1. Suppose that A > 0 and m = [1/A], where square brackets indicate the greatest integer function. If {Λj }∞ j=1 is defined by Λn = max{|bn | : {bi } and [αi,j ] satisfy (2.1) and (4.4)}, (4.5) for n ≥ 1, then A, max(A, A2 ), n−1 3 n−2 Λn = A + A, 2 2 (n − 2)A2 , AΛn−1 + Λn−2 , (4.6) if n = 1 if n = 2 if 3 ≤ n ≤ 2m + 1 . if n = 2m + 2 if n ≥ 2m + 3 Proof. See [3]. 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WATHEN, Variational bounds on the entries of the inverse of a matrix, IMA J. Numer. Anal., 12(4) (1992), 463–486. J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/ I NVERSES OF T RIANGULAR M ATRICES WITH M ONOTONE E NTRIES 11 [11] T. STROHMER, Four short stories about Toeplitz matrix calculations, Linear Algebra Appl., 343/344 (2002), 321–344. [12] A. VECCHIO, A bound for the inverse of a lower triangular Toeplitz matrix, SIAM J. Matrix Anal. Appl., 24(4) (2003), 1167–1174. J. Inequal. Pure and Appl. Math., 6(3) Art. 63, 2005 http://jipam.vu.edu.au/