ti 3ilTfrTT li 3l TMTAGE The Bulletin of the International Linear Algebra Society Seruingthe lntemationalLinearAlgebraC-ommunity Issue Number 20,PP.l-32, APril L998. Editorial Assistanfs:Slrane T. |ensen & Aline S. Normoyle tel.(1-514)398-3333 and Statistics of Mathematics Department (1-514)3e8-3899 FAX 1005 Room Hall Burnside McGillUniversity, StreetWest 805ouest,rueSherbrooke rtyaneMath ' McGi 11 . CA Montr6al, Qu6bec,CanadaH3A2Ko Editor-in-Chief:C'eoqgeP. FI. Sfi AI{ (1989-19!8); Hited by: RotrcrtC. THOMPSON(l%S-l!49); StevenJ. I".EON& RobertC. THOMPSoN stevenJ. LEON (lry3-lgg4); StevenJ. LEON & GeorgeP.H. STYAN(199+-199,7) Editors: Chi-Kwongu, SimoPUNTANEN,HansJoachimwERNER senior.Associate AssociateMitors.' S. W. DRURY,StephenJ. KIRKI"A,ND, PeterSnn4ru-' FuzhenZHANG' Prize(EmilioS@icato) """"""'2 International EgervAry-ABS ......'................"11 Weave| (James R. 1998 28, 1, l997-February March Report: tUnSfreasurer's Book Feviews R. B. Bapat& T. E. S. Raghavan Nonnqative Mauies aN Apfliations (FuzhenZharg) """""'2 """"""""""'2 Ali S. Hadi:MatixNgefuaas a Tool(1.S. Alaloufl.....'..'...... """"""""""'3 RusselfMenis:MuttilinearNgaMa(S.W.Drury) FuzhenZhang: LinearNgefia-Chaltengirp Problemsbr Students(WasinSo) .'........"""""""""4 New&ForttrcomingBooksonLinearAlgebra&RelatedTopics:1997-1998 """""""'4 Linear Algebn EYenfs Portugal..... Maylt-August 7, 1998:Coimbra, lvtaytS, 1SSS'ttongKong.......... '.............. Wisconsin June3-6, 1998:Madison, Ergland June 16-17,1998:Marrchester, Jufy 3O-.31,1998:Victoria,BrltishColumbia FlorkJa December11-14,1998:FortLauderdale, fmage Problem Corner Matrices t&t: SiS ComplexHadamard 1&4: Boundsfor a Ratioof Marix Traces 1$1: E(lenvalues DefiniteMatrices 1$2: Non-negative witha Sumand Product...... Associated 193: Characterizations DefiniteMatrices 194: Eigenvaluesof Non-negative ................ Definiteness? Product 15: Symmetrized NewProb1ems...,............. printedby the McGiiluniversityPrintingservice. Printedin canada """""""""""14 """14 """"""""""'15 """"""21 """'n' """"""""'22 """""""23 """""'23 """"'26 """""""""27 """""""28 """"""28 """"""'28 """"""""'32 poge 2 lmage; No. 20 Egervory-ABs InternotionolPrize With referenceto the intensivedevelopmentof ABS metbodssince l98l at the University of Boguno and to the seminal,albeit Iittle-known, worls of tbe late ProfessorEgentfiry,wherethe classof algorithmslater called the unscaledABS classwas already developed,an internationalprize is now offeredby the Departmentof Mathematicsof the University of Berganrofor the bestwork in theABS neK writtenby a singleauthorwhoseageon December31,lgg7,was no morethan39 years.The prizeconsistsof two million Italian lira" plus travel expenses(economyclassif by air) andliving expensesfor threedays,to cometo Bogamo to presentin a seminarthecontentof the winning paper.Submittedpaperscanbe eitherin preprint or alreadypublishedform. They mustbe sent to: TheDirector,Departmentof Mathematics, Universityof Bergamo,p.zaRosate2,I-24129Bergamo,Italy. Age mustbecertified by a copyof thepassport.Papersmustbe receivedby June30, 199E.The winnerwil be deciclect by aninternationalcommissionof expertsin ABS methods.The winner will receivetheprize in Bergamo,wherethe work will be presented. Eutt-to SpEDlcATo:Director Depanment of Mathematics, University of Bergamo p.za Rosate2, I-24129 Bergarno,Italy FAX +39 35 249598,emilioGibsuniv. unibs . ir lBooK reaiurus R. B. Bopot & T.E. S. Roghovon: Nonnegative MatricesandApplications Reviewedby FuzhenZhong,NovoSoutheostern FortLouderdole University, NowrcgativeMatrices and Applicationsby R. B. BapatandT. E. S. Raghavan[Encyclopediaof MathematicsandIts Applications, Vol. 64, CambridgeUniversityPress,xiii + 336pp., ISBN 0-521-57167-7,19971 is a very goodtexr on ma6ix theoryfor graduare studentsand a valuablereferencebook for linear algebraistsand researchers.The book containssevenchapters,beginningwith the Penon-Frobeniustheory and maEix games,andthencoveringdoubly stochasticmatrices,inequalitiesfor positive semidefinite matrices,topicsin combinatorialtheory,andapplications to statisticsandeconomics.Thebook presentsthe theoryof nonnegative ma8icesin an elegantway and showsconnections of thesubjectwith gametheory,combinatorics, optimization,andmathematical economics.The book is basedon the authors'researchofrecentyearsin the field, thoughsometopicsarestandard.Thefirst five chapterscontributeto a good text on basicnonnegativematrix theory for first-yeargraduatestudents,with an option of Chapter6 or 7' if teachingtime permits. Someexercisesaregiven after eachchapterbut studentsmay expectmore. The pierequisiteis a good elementarylinearalgebracoruseandsomebasicmatrixskills. Ali S, Hodi: MatrixAlgebroos a Tool Reviewed by l. S.Alolouf, Universit6du Qu6bec d Montr6ol In the author'swordsthemainpurposeof theMatrixAlgebraasaToolby Ali s. Hadi [Duxbury,xi+212pp., ISBN 0-534-237124, I 9961is to presentmatrixalgebraasa tool for studentsandresearchers in variousfieldswho find it necessary for theirown [statistical] work. This is no easytask,sincepractitionersneedto be acquainted with sophisticated notionssuchas vectorspaces,eigenvalues andeigenvectors, andmatrix diagonalization, andtheyneedto reachsuchlevelsfrom relativelymodestmathematical beginnings. Thebook,however,servesexactlythat function: startingfrom thedefinitionof a matrix andmatrix operations,it runsthroughthe fundamental notionsin barelymorethan200 pages.For peoplewith limited mathematical background,this is themostdirectroute to autonomyin linearalgebra.Of course,thereis no room for proofs.Theoremsarestated,andthey aremadecrediblethroughnumericalexamplesandcounterexamples. Theseexamplesaresurprisinglyeffective,andfor thosenot mathematically inclined,they aremoreconvincing,andtheyoffer moreinsightthanformalproofswould. (Proofsarenot entirelyabsent,bowever:theoccasional poge 3 April 1998 practitioners,which meansthat corollary is proven,usually to pedagogicaladvantage.)The subjectmatteris gearedspecificallyto areno minimal polynomials' manyof the thingsthat arsstan-dardfare in introduciorybooksareeitherglossedover or omitted: there areexpressedin termsof no elementarydivisors,no dual sp,rces,no Jordanronns. Ano the approachis coordinatebound: all voctors generalizedinverses, thestandardcoordinatesystem.On the otherband,the book coverssuchrelatively esotericthingsas-to-norms, is introducedthroug! an apandKroneckerproducrs.The approachis mindful of the beginner.Wheneverpossible,a new concept is first definedfor two vectors,thedeterminant plication, or a numericale*"mpii, or a geometricalinterpretation.Linear dependence eafly chapters.chapter 1 is a leisrnelyintfoduction in the true is trii aspecially in R2. for 2xlmaEices, andlinear transformations asgraphsandincidencematrices,andconsuch examples by motivated and aray as an to matrices,a matrix being definedmerely introducedslowly andconcretely. operations mabix with vein, in this starts 2 also chapter nectivity matricesin the s6cial sciences. rnentioned so early: Hadamudpro<tnot usually with topics here apparent is alreacly The specialconcernfor statisticalapplications first of many ucts, idempotentmatrices,or muttipiication of partitionedmatrices.The Kroneckerproductis discussedhere for the jump in the level marls a sudden times,andthe treatmentof it is surprisinglydetaited.chapter 3, dealingwith linear independence, of its row+chelon form' The of abstraction,eventhoughttrerant of a marix is definedratherconcretelyin teflns of the appearance moreconsaete:it deals treagnentdeepensin Chipter 4, which coversvector geomery. This chapteris at oncemore conceptualand It is a denseand with abstractvectorspaces,nofins andscalu producis,but thesenotionsaregivenappealinggeometricmeaning. orthogonalsubspaces, difficultchapter,though,with severalnotionscascadingwithin a shortspace:spanningset,basis,subspace, formalmathematics' avoids resolutely book the since vague, little a necessarily are the definitions Someof orthogonalcomplements. is denotedby the operation and union is a it called is treated: spaces vector of two sum the is way A regtettableinaccuracyhere the dealswittt concerns, sense.chapter5, reflectinga statisticians u. Thereis no indicationthat this is not a unionin the set-theoretic propertiesof traces,resultsare what the authorcalls threematrix reductions:trace,determinant"andnorm. In additionto the usual statedfor idempotentmatricesand for the traceof a Kroneckerproduct. of uy order. A The determinantis defined only for 2x2 mttices, and a result is given for diagonaland triangular maFices = oo. In Chapter p given I 2, and fot -norms , aredefined,andexamplesare nonsingularmatrix is definedin termsof its determinant..Lo of apaflitioned of aKroneckoproduct, ofinversesuesiated,includingrulesfortheinverse 6, onmatrixinversion,themainproperties will be both discussion that the states marix, and of specialmatrices.Generalizedinversesareintroduced,andalthoughthe author properties; one; several for computing brief andelementary,thereis plenty there: ageneralform of a generalizedinverse;analgorithm linear transformation' 7, on Chapter anda discussionof specialtinds or inverses(reflexiveinversesandtheMoore-Penroseinverse.) in R2. Useful notionssuchas is a returnto simple,concretemathematics:small matrices,graphs,and geometricinterpretations in Chapter models,discussed linear for andobliquerotationandorthogonalprojectionsareillusnated.Thispavestheway orttrogonal meaning geomerical their 9, with in Chapter g along with simultaneousequations. UgenvAuei ano eigenvectorsare introducecl product it is the last def,ned: is at matrix amptydemonstrat€din n2. tiris is where,ostensibly,the determinantof an afbitfary square result, presented a as here 5, is promised in chapter of its eigenvalues.The readermay feel cheated;especiallysincethe definition, deals also This chapter avoided. are of this book that detaitstoo technical not a definition. But it is in reepingwith the appr-oacn 10 Chapter decomposition. singular-value the the maximumanOtheminimumof quadraticforms;and with matrixdiagonalization; intuitively' gradually and it to up It builds ellipsoid. aimsessentiallyat definingtheMahalanobisdistanceandthe minimumvolume look at a varietyof topics. so that the motivationfor the Malralanobisdistanceis nice ud clear.The final chaptertakesa cufsory hodgepodgechapter' this to is relegated matrices Surprisingly,the important subjectof positive definite andpositive semidefinite It coversmostof what a All in all, the book is successfulat what it attemptsto do. It is elementarywithoutbeingmechanical. untrained' mathematically to the accessible notions more sophisticated of the statisticalpfactitionerngedsto know, and makessome algebrais linear of knowledge whose undergraduates statistics namely, of readers, I would alsorecommendthe book to anotherclass or werelackingin intuitive inadequatebecausethe courseor cowsesthey followed did not covertbetopicsmostusefulto statisticians or geometricalcontent. I Merris',MultilineorAlgebra Russel Montr6ol Reviewedby S.W.Drury,McGillUniversity, particularlyin thedomainsof Differential MultilinearAlgebrais a subjectthathashadanenormousimpactoverthelastfew decades, Marcus's monumentalFizite GeometryandDifferential Topology. The textbook long reveredby the purists in the field is Marvin have Many developments 19751. pp', Dekker, DimensionalMultilircar Atgebratprttt, x +292pp., Dekker,1973;Putll, xvi + 718 & Gordon Series, Applications and takenplacesincethatboot ippeared andMuttitineir AlgebrabyRussellMerris [Algebra,Logic a textbook use for as suitable Breach,vfii + 332pp.,ISBNg0-56gg-07g-0,lgg7l bringsthefield up to date.The book is especially Merris coversPaflitions in a graduatecouse in Multilinear Atgebra. The first foru chapterslay the groundwork. In the first two, lmoge; No. 20 and Inner hoduct Spaces' He relatesboth of thesetopics to GraphTheory the former by developing the degreesequenceof the graphandthe latter by snrdyingthe specral theoryof the Laplacianmatrix of a graph. mii is a featureof the booh whereverrhere are connectionsto Graph Theory,Merris developsthem. This is refteshingueciusl the empbasiscoming ftom multilinear atgebra is slightly different from that usually drawn betweenGrapbTheory anopritrix Theory. Permutationgroups andthe Representation Theory of Finite Groupsform the subjectmatterof the third and fourttr chapters,aod o"y are treatedin a more-or-lesstraditional fashion. Then, at last, comesa very thoroughchaptercovering the basicsof TbnsorSpaceswithout being too clry. The next two chaptersdevelopthe theory of Symmery Chssesof TbnsorsandGeneralizedMatrix Functions.The treatmentof these topicsis the only availablediscussionin book form that is truly up to date.Nevertheless,nnny of the morerecentresultsareleft for thereaderto trackdown onhis own, the text notreally contributingsubstantiallyto thereader'senlightenrrent.The SymmetryClasses chapterends with a nice genoalization of P6lyaEnumerationtogetherwith a frrrtherapplicationto NMR Specroscopy.The GeneralizedMatrix Functionschapterdescribesthe outstandingconjecturesof the subjecuthe Permanent-on-Top Conjectureandthe soulesconjecture, anddetailsrecentprogless.Finally thereis a chapteron the RationalRepresentations of GL(n,c), togetherwith an applicationto the graphenumerationproblem. This is a nice book, stimulatingto readandexcellentboth as a referencebook andasalextbook for a graduatecoruse. Fuzhen Zhong: LinearAlgebra:challengingproblemsfor students Reviewedby WosinSo,SomHoustonStoteUniversity, Huntsville Lircar Algebra: Clnllenging Problemsfor StudentsbyFuztrenZhangpohns Hopkins Studiesin the MathematicalSciences. Johns HopkinsUniversityPress,xii + 174pp., ISBN 0-8018-5458-x(H), ISBN 0-E018--545g-g (p), 19l)6lis a collecrionof 200miscellaneousproblemsin linearalgebrawith hintsandsolutions.Sincethebookis notintendedto be a text,but only a supplement, thereader is assumedto haveat least a fust coursein linear algebra.Someproblems,however,do demandmoreknowledgethan a fust course will provide,for instancethe Jordanform andeigenvalueinequalities.The bookis split into two parts:(l) problems,(2) Hints an<l Solutions.For easyreference,the 200problemsareroughlydividedinto five chapters:l. VectorSpaces, 2. Determinut, Inverses, Rank,andLinearEquations,3. Matrices,LinearTransformations andEigenvalues, 4. SpecialMatrices,urd 5. Innerhoduct Spaces. The selectionof problemsis basedpurelyon theauthor'staste.PaulHalmosoncesaidthatsolvingproblemsis fun provided thatthe problemsareneithertoo hard nor too easy.Overall the reviewerbelievesthat the authordoesprovide a lot of fun for the reader.To achievea certainelegancy,however,the hints andsolutionstendto lack explanation.The reviewerhasfoundthebook to be very usefulin writing examsfor a linearalgebracourse.It is hardto write a perfectbook,but the authorhasmadea list of known enors andmisprintsavailableat the websitehttp: / /rr'ww.polaris . nova . edu/-zhang. New & ForthcomingBookson LlneorAlgebro & RetotedTopics:I gg7-1ggg Listedbelowaresomenew andforthcomingbookson linearalgebraandrelatedtopicsthathavebeenpublishedin 1gg7 or in lggg, or arescheduled for publicationin 1998;(P) denotespaperbackand(H) hardcover.This list updatesandaugmentsour Gurde [69]. Thereferencesto CMP = CurrentMathematical PublicationsandMP.=MathematicatReviewiwe,refoundusingMathsciNet andto Zbl=ZearalblattfLrMathefiwtik/MATHDfuaba.rebyvisitinght'tp: /lww,t.emis.de/csi-bin/t[AIlt(tlrreefreehitsareallowed for non-subscribers). The following public websiteswerealsohelpful: Amazon-"Eafthsbiggestbookstore": http: //www.amazon.com Barnes & Noble: http : / / shop. barnesandnoble . com/BookSearclr/ search COPAC:OnlinePublicAccessCatalogue[to someof thelargestuniversityresearchlibrariesin theUK andlreland]: h t t P : , / / c o P a c. a c . u k / c o p a c / Interloc: "The worlds oldest and largestdatabaseof out-of-print, rare, and antiquarianbooks": hrrp : /,/dani e1 . inrert Libraryof CongressCatalogs:BrowseSearch:hrtp://lcweb.loc.govlcara1og/browse/ Melvyl System:The university of california: http: //www.mel'yl .ucop.edu/ oc . com/ TheNewYorkhrblicLibrary-CATNYRTheResearchLibrariesOn-LineCatalog:hrrp: //1as.123.101.18/search/. Many thanks go to Simo hrntanen and G0tz Tfenkler for their help. All additions and corrections are most welcome ancl should be sent by e-mail to George Styan at styangMarh. McGill . cA. poge Aprll 1998 References tll Apostol, Tom M. (1997). Linear Algebra: A First Course w ith App I ic at ioru to D ffi rert iol Equations. Wiley, ISB N 0 47 | 17421-1,in press. tzl Axler, Sheldon (1997). Linear Algebra Done Right. 2nd Edition. Undergraduate Texts in Mathematics, Springer, xii + 251 pp., ISBN 0-387-98258-2(P), ISSN 0172-6056,Z;bl970.42297. (OV: 1995, 23Epp.) t3l Baltagi, Badi H. (199t). Econometrics.Springer,398 pp., ISBN 3-5N-63617-X (P). (Solwions Manual, 321 pp., ISBN 3-5n638e6-2(P).) t4l Bandle, C.; Everitt, W. N.; l.osonczi, L. & Walter, W., eds. (1997). Gencral Inequalities-7: Proceedings of the 7th Intemational Conference held in Oberwolfach, November 13-18, I99S.International Series of Nurnerical Mathematics, vol. 123, Birkbluser, xii + 4Bpp., ISBN 3-7&3-5722-3 (H), ISSN 037331 49, MR 97m:0fi)25, Zbl 864.00057. t5l Belhnan, Richard (1997). Introduction to Matrix Analysis. Reprint of the Second Edition. With a Foreword by Gene H. Golub. Classics in Applied Mathematics, vol. 19, SIAM, xxviii + 403 pp., ISBN 0-89871-399-4 (P), CMP l:455-129, Zbl 872.15003.(OV: 1970, McGraw-Hill, MR 4l:3493.) t6l Blackford, L. S.; Choi, J.; Cleary, A.; D'Azevedo, E.; Demmel, J.; Dhillon, I.; Dongana, J.; Hanrnarling, S.; Henry, G.; Petitet, A.; Stanley, K.; Walker, D. & Whaley, R. C. (1997). Sca[,APACK Users' Guide. SIAM, xxvi +325 pp.& I CD-ROM, ISBN 0-8987t-397 -8, Zbt 970.34142. t7l Blyth, Thomas Scott & Robertson, Edmud Frederick (199E). Basic Linear Algebra Springer Undergraduate Mathematics Series, Springer, ix + 2Ol pp., ISBN 3-5N-76122-5 (P), Zbl 980.06309. t8l Bultheel, Adhemar & Van Barel, Marc (1997). Linear Algebra, Ruional Approximation and Ortho gonal Polynomials. Studies in Computational Mathematics, vol. 6. North-Holland, xviii + U6 pp., ISBN 04U-82872-9, CMP l:602-017. t9l Carniz, S. & Stefani,S., eds. (1996).Matrices and.Graphs: Tlw- 5 tt4l Davis, Artrice (1998). Linear Circuit Anolysis.PWS, 1072 Pp., ISBN 0-534-95095-7, in press. tl5l Davis, M. H. A. (1997\. Linear Stocho*dcSystems.2nd Edition. Chapman& Hall, 256 pp., ISBN 0412-31740-0 (H),in press. tl6l Demmel, JamesW. (1997). Applied Numerical Linear Algebra. SIAM, xii + 419pp., ISBN 0-89871-389-7(P),2b1970.37451. tlTl Diestel, Reinhard (1998). Groph Tlwory. Translated from the German. Graduate Texts in Mathematics, vol. 173, Springer, (H), ISBN 0-387-98211-6(P),ISSN W72ISBN 0-3E7-9E210-8 5285, ZbL 873.05001, in press. (OV: 1996, Graphentheorie, Springer,xiv + 2N pp., ISBN 3-540-60918-0,2b1859.05001.) t18l Draper, Nonnan R. & Smith, Harry (1998). Applied RegressionArulysu. 3rd Edition. Wiley,ISBN O47l-17082-E, in press. (OV: 1966,ix + 407pp., MR 35:Ml5; 2nd Edition: 1981,xiv + 7W pp., MR 82f:62OO2.) tlgl Farebrother,R. William; Puntanen,Simo; Styan,GeorgeP. H. & Werner, Hans Joachim, eds. (1997). Sixth Special Issue on Linear Algebra ard Statistics. Linear Algebra and Its Applications, vol. 264,506 pp., ISSN 0024-3795. t20] Farin, Gerald & Hansford, Dianne (1997). Tlte Geometry Toolbox for Graphics and Modcling. A. K. Peters, 300 pp., ISBN l -5688r-074-r (H). I2ll Flnry, Bernard (1997). A First Course in Multivariate Statistics. SpringerTextsin Statistics,Springer,xiii +713 pp.,ISBN 0-3879E206-X (H), Zbl 970.46390. I22l Friedberg, StephenH.; [nsel, Arnold J. & Spence,Lawrence E. (1997). Linear Algebra 3rd Edition. Prentice Hall, xiv + 557 pp., ISBN 0-13-233859-9 (H), CMP l:434-M4; International Edition, Prentice-Hall lnternational, ISBN 0-13-273327-7 (P), ZbilE6/.l5001.(OV: 1979,xiv + 514 pp.,MR 80i:15001 ,Zbl 44E15003;2ndEdition:1989,xiv + 530pp.,MR90i:I500l ,Zbl 69s.l5oor.) I23l Godunov, S. K. (1997). Modcm Aspects of Linear Algebra frn Russianl.NauchnayaKniga Novosibirsk, xxv + 390 pp., ISBN 5-8El 19-013-0,2b19ffi.42754. (Translatedas [24].) I24l Godunov, S. K. (1998). Modcrn Aspects of Linear Algebra. Translated from the Russian t23l.Tlanslations of Matbematical Monographs,vol. 175. AMS, in press. j:{:i"f iYi; 27::f ,ii*'i#'",;,:::;;":fr'::;,i::;,i:"f June 1995.World Scientific, 256 pp., ISBN 981-02-3038-9. tlOl Carlson, David; Johnson, Charles R.; L^y, David C.; Porter, A. Duane; Watkins, Ann & Watkins, Williatrt, eds. (1997). Resourcesfor Teaching Linear Algebra. MAA Notes, no. 42. ldAA, x + 287 pp., ISBN 0-88385-1504 (P), Zbl 868.15004. tlll Censor, Yair &Zentos, Starnos A. (1997). Parallel Optimization: Thcory, Algorithms, and Applicaions. Nuurerical Matbematics and Scientific Computation, Oxford University Press, 576 pp. Uzl Cullen, Charles G. (1997). Linear Algebra Wth Applicuioru. 2nd Edition. HarperCollins, 432 pp., ISBN 0-673-99386-8(H), 2b1970.42333.(OV: l9EE, 393 pp.) tl3] Cvetkovi6, D.; Rowlinson, P. & Simii, S. (1997). Eigenspoces of Graplu. Encyclopedia of Mathematics & Its Applications, vol. 66. CarnbridgeUniversity Press,xiii +258 pp., ISBN 0-521- 57352-r. l25l Greenbarm, Anne (1997). Iterative Methodsfor SolvingLinear Systems.Frontiers in Applied Mathematics, vol. 17. SLAM, xiv + 220 pp., ISBN 0-E9871-396-X(P), Zbl 970.37450. t26l Gmber, Marvin H. J. (199t). Improving Efficiency by Shrinkoge: Tlrc Jarnes-Steinatd Ridge RegressionEstimators.Statistics: Textbooks and Monographs, vol. 156, Marcel Delker, xii + 632pp., ISBN 0-8247-0156-9(H). I27l Gunawardena,Ananda D. et aI.(1998). InteractiveLinear Algebra With Maple V: A Complete Software Packagefor Doing Linear Algebra. Tims: Textbooks in Matbematical Sciences(P), in press. t28l Hall, Frank; Pothen, Alex; Uhlig, Frank & Van Dooren, Paul, eds. (1997). Proceedings of the Ftfih Confererce af the Intenntional Linear Algebra Society: Held at Georgia State University, Atlanta, GA, August 1t19, 1995.Linear Algebra and lts Applications,vol. 254,vii + 551 pp.,ISSN 0024-3795,MR 97r:15003, zbl 865.00040. poge 6 lmage; No. 20 l29l Hanselman,Duane & Littlefield, Bruce (1997). Tlrc StudcntEdition o/ MATI-AB@, Version 5, (Jserb Guide. hentice Hall, xxxix + 429 pp., ISBN O-t3-272550-9(p). t43l l(hattree, Ravindra & Naik, Dayanand N. (c. March lggT). Applied Multivariate Srcrisrics Wth SAS Software. SAS Insriture, 400 pp., ISBN l-55544239-0 (H), in press. t30l Hansen, Per Christian (199E). Ra*-deficient and Discrete IIIposed Problems: Numerical Aspectsof Linear Inverslon. SIAM Monographs on Mathematical Modeling and Computation, vol. 4. SIAM, xvi + 247 pp., ISBN 0-89821-403-6(p), cMp l:4g6577. l44l Kleinfeld, Erwin & Kleinfeld, Margaret (c. lggT). A Stwrt course in Matrix Tlwory.Nova science, vi + l5g pp. & I IBMPC floppy disk (3.5 inch; HD), ISBN L-S6O7Z-4ZZ-6 (H), CMp | : 442-036, Zbl 97O.37513. [3 U Harville, David A. ( 1997\. Matrix Algebrafrom a Statistician's Perspective. Springer, xviii + 630 pp., ISBN 0-3gz-9497t-x (H), CMP l:467 -237, 2b1 970.46298. I32l Har:uA. K. (1998). Matrix: Algebra, Colculw andGencralized Inverse, Cambridge lnternational Science Publishing, 3 vols., l24O pp., ISBN l-898326-541, in press. t33] Heath, Michael T.; Torczon, virginia; Astfalk, Greg; Bjoeorstad, Petter E.; Karkp, Alan H.; Koebel, Charles H.; Kumar, Vipin; Lucas, Robert F.; Watson, Layne T.; Womble, David 8., eds. (1997). Proceedings of the 8th SIAM Corfererrce on Parallel Processingfo r Scientifrc Computing : Minneapolis, March I gg7, SIAM, CD-ROM, ISB N 0_ggg7 | _395_t, zbt 970 .37475 . [34] Helmke, Uwe; Pritzel-Wolters, Dieter &Zen Eva, eds. (1997>. Operators, Sysrents,and Linear Algebra-Three Decadcs of Atgebraic SysremsTlwory: Dedicated to PaulA. Fuhrmann onthe Occasion of his 6Ah Birthday. EnropeanConsortium for Mathematicsin Industry.B.G. Teubner,zz4pp.,ISBN 3-519-02609-2, zbt 873.00030. t35l Hoffman, Kenneth & Kunze, Ray Alden (1998).Linear Algebra. 3rd Edition. PrenticeHall, in press.(oV: 1961,ix + 33zpp., MR 23:A3146;2ndEdition: 197t, viii + 4O7pp.,MR 43:199g.) t36l Hsiung, C. Y. & Mao, G. V. (1998). LinearAlgebra.World Scientific, 300 pp., ISBN 981-02-3092-3 (H), in press (expecred Sumner 1998). t37l Huhtanen, Marko ( 1997). Numerical Linear Algebra Techniques for Spectral Approxfunation and Applications. Dissertation, Research Report A380. Helsinki University of Technology, Institute of Matbematics,Espoo,ISBN gsl-zz-3s46-3, CMp l:4g0- r7t. t38l Johnson,I*e w.; Riess,R. Dean & Arnold, Jimmy T. (199g). Introduction to Linear Algebra. 4thEdition, Addison-Wesley, xv + 551 pp., ISBN 0-201-824t6-7(H), zbt97o.4zs66.(ov: 1981, ix + 358 pp.; 2nd Edition: 19E9,xi + 57Epp.; 3rd Edirion: 1993, )k 576 pp. StudentsSolution Manual,ISBN 0-201-M276-0 (p), in press.) t39l Jprgensen, Bent (1997). TTrc Tlwory of Dispersion Modcts. chapman & Hall, xii + 237 pp., ISBN 0-4l 2-9971l-g, cMp l:462-891. t40l Kaki[613, Yuichiro (1997). Muttidimercional Second Order Stochastic Processes. Series on Multivariate Analysis, vol. 2, world Scientific, x + 3u pp., ISBN 9gl-0230o0-l , zbl 970.42489. [41] Kapur, J. N. (1997\. Inequalities: Theory, Appticaions and Measurements. Mathematical Sciences Trust Society, New Delhi, vi + 242pp., CMP 1:480-914. I42J Kaye, Richard & Wilson, Robert (199E). LinearAlgebra. Oxford University Press,IsBN 0-19-850238-9(H), 0-19-850237-o(p), in press. [45] Knowles, JamesK. (1998). Linear Vector Spacesan^dCartesian Teruors. oxford University Press, viii + 120 pp., ISBN 0-195tt2s4-7 (H), Zbt 980.0I 705. [46] Kcicher, Max (1997). Lineare Algebra urd analytische Geometrie [in Germon].Fourtb Expanded and Revised Edition. springer-Lehrbuch. springer, xiii + z9l pp., ISBN 3-s40-629033 (P),Zbt877.15002. I47l Kwak, Jin Ho & Hong, sungpyo (1997). Linear Algebra. Birkh[user, ix +369 pp., ISBN 0-8176-3999-3(H), cMp t:456992, Zbt 970.42497. t48l Lehoucq, R. B.; Sorensen,D. c. & Yang, c. (1998). ARPACK Users' Guide: Solwion of Large-Scale Eigenvaluc Problems with Implicitly Restarted Arnoldi Methods SIAM, approx. 140 pp., ISBN 0-E9E7l-407-9 (P), in press(expecredApril 1998). t49l l-eon, Steven J. (1998). Linear Algebra with Appticatiotu. 5th Edition. PrenticeHall, xiv + 491 pp., ISBN 0-13-849308-l. (ov: 1980,xii + 338 pp.; 2nd Edition: 1986,xv + 408 pp.; 3rd Edition: 1990,xv + 458 pp.; 4th Edition: 1994,Macmillan, xv + 508 pp.) l50l Li, Liangqing (1997). Classification of Simple C* -Algebras: Indrctive Limits of Matrix Algebras over Trees. Memoirs of the American Mathematical Society,vol. 605, AMS, lB pp.,ISBN 0-82I 8-0596-7 (p), IS SN 0065-9 266, Zbt 97O.3 64t7 . t5II Lidl, Rudolf &Prlz,Gunter (199E).AppliedLinearAlgebra. Znd Edition. Springer,486 pp., ISBN 0-387-98290-6. t52l Lind, De0ef (1997). Koordinaren, Veldoren, Matrizen: Einfiihrung in die lineare Algebra und anolytische Geometrie lin GennanJ. Mathematische Texte, Spektrum Akademischer Verlag,ix + 271pp.,ISBN 3-8274-0193-3 (P),cMp l:453-885,zbl 868.15001. t53l lnwdin, Per-olov (1998). Linear Algebra for euantum Theory. Wiley, ISBN A47l-19958-3 (H), in press. [54] Mathai, A. M. (1997). Jacobians of MatrixTransformations and Functions of Matrix Arguntent. World Scientific, xii + 435 pp., rsBN981-02-309s-8 (H). t55l Mathar, Rudolf (1997). It[ultidimercionale Stcalierunt [in Germanl. MathematischeGrundlagen und algorithmische Aspelre. Teubner Shipten zur Mathematischen Stochastik. B. G. Teubner, Stuttgart,95 pp., ISBN 3-519-02738-0,cMp l:473-223. t56l Maz'yu vladimir & Shaposhnikova,Tatyana (1998). Jacqucs Hodamard: A Universal Mathematician. History of Mathematics, AMS, 574 pp., ISBN 0-8218-0841-9, in press. t57l Merris, Russell (1997). Multilirwar Algebra. Algebr4 Lngic & Applications, vol. 8. Gordon & Breach,viii + 332 pp., ISBN 905699-078-0(H), IssN I 041 -5394,Zbt 970.374zs. (Reviewedin thts Image 2O:34.7 [58] Milovanovi6, G. V., ed. (1998). Recen Progressin Inequalities: Dedicated to Prof. Dragoslav S. Mitrircvi|. Mathematics and its Applications, vol. 43o. Kluwer, xii + 519 pp., ISBN a-79234845-l (H), Zbt E82.0oot3. April 1998 poge 7 l59l Mciller, Herbert (1997\. Algorithmische lineare Algebra: Eine Einfilhrung frr Mathematilccr und Informatiker [in GemranJ. Vieweg, Wiesbaden, x + 3E9 pp., ISBN 3-52E-0552E-6,Zbl 865.15001. t73l Redheffer, Ray M. (1997\. Linear Algebro. Mathematics Series. Jones & Bartlett, ISBN 0-8672-0288-2 (H), in press. [60] Moore, Hal G. & Yaqub, Adil (199E). A First Course in Linear Algebra 3rd Edition. Academic Press,ISBN O-12-5057ffi-l (H), in press. (2nd Edition: 1992, HarperCollins, xv + 551 pp.) t75l Searle,Shayle R. (1997\. Iinear Modcls.Wiley ClassicsLibrary [Reprint Edition]. Wiley, xiv + 532 pp., ISBN 0471-1E499-3 (P), MR 98e:62102.(OV 1971,MR 45:2E6E.SolwionsManual available from the author: Biometrics Unit" Comell University.) [6U Mukherj€€, S. P.; Basu, S. K. & Sinha, B. K., eds. (1998). Frontiers in Probability and Statistics. Narosa Publishing House, New Delhi, x + 379 pp., ISBN 8l-7319-l l5-8. (38 selectedpapers presented at the Second International Triennial Calcutta Symposium on hobability and Statistics, December 30, l99L January 2, 1995.) 162l Nakos, George & Joyner, David (1998). Linear Algebra Wth Applicaiow. PWS, ISBN 0-534-95526-6(H), in press. t74l Schay, Gezt (1997). Linear Algebra. Jones & Bartleq ix + 303 pp., ISBN A-86720-498-2(H), Zbl872.15002. 176] Singh, Surjeet (1997). Linear Algebra. Vikas Publishing House Pvt, Ltd., New Delhi, viii + Uzpp.,ISBN 81-259-04824, CMP l:488-962. [77] smith, I-arry (1998). Unear Algebra 3rd Edition. Springer, ISBN 0-3E7-98455-0,in press. (OV: 1978, vii + 280 pp., MR 57:9712; Znd Edition: 1984, vii + 362 pp., MR E5h:15006.) [63] Okninski, Jan (1998). Semigroupsof Matrices. Series in Algebra, vol. 6, World Scientific,32Opp., ISBN 9El-02-3445-7,in press (expectedSumner l99E). t78l Springer,Tony [Tonny Albertl (199E). Lineor Algebra.Znd Edition. Progressin Mathematics, vol. 9. Birkhluser,ISBN 0-81764O2l-5 (H), in press.(OV: l98l: Edited by J. Coates& S. Helgason,x + 304 pp., MR 84i:20002.) t64l Parlett, Beresford N. (1998). Tlw Symtetric Eigenvalue Problern corrected Reprint Edition. SIAM, xxiv + 398 pp., ISBN 089871-N2-8, cMP l:490-034. (ov 1980, Prentice-Hall,xix + 348 pp., ISBN 0-13-880047-2,MR 8lj:65063.) I79l Steeb, Willi-Hars, in collaboration with Tan Kiat Shi (1998). Matrix Calculus ard Kroruclccr Product with Applicatioru to C++ Prograrns. World Scienti0c, ISBN 981-02-3241-1, in press. t65l Penney,Richard C. (199E). Linear Algebra: Ideas and Applications. Wiley, xvi + 382 pp., ISBN 0471-18179-X. [80] Stewart, G. W. (1998). Matrix Algorithms: Basic Decompositions SIAM, approx.4ffi pp., ISBN 0-89871-414-l (P), in press (expectedAugust 1998). t66] Plesken,Wilhelm (1998). Linear Pro-P-Groups of Finite Width. Springer,ISBN 3-540-63643-9(P), in press. [67] Preuss, Wolfgang & Wenisch, Gttnter (1997). Lehr- un^dIJebmgsbuch Mathematik fuer Informuiker: Lineare Algebra urtd Anwendunten [in GenrranJ. Fachbucbverlag l*ipzig im Hanser Verlag, Milnchen, 3?E pp., ISBN 3446-IE7OZ-2, Zbl 871.68r33. t6El Puntanen, Simo (199E). Matriiseja filastotieteilijtille [in Finnishl. Preliminary Edition. Report B4l , Dept. of Mathematical Sciences,University of Tirmpere, viii + 443 pp., ISBN 95t4428O-6 (P), $SN 0356424X. t69] Prmtanen,Simo & Styan, George P. H. (1997).A SecondGuide to Boolcs on Matrices ard Books on Inequalities, with Statistical and Other Applicaiorc: Preliminory Edition In A Bibliograplry and a Guide, prepared for the Sixth lnternational Workshop on Matrix Methods for Statistics flstanbul, August 1997), Dept. of Matbematics and Statistics, McGill University, pp. lLEl. (EfibK file available by e-mail from George Styan at styanGMath. McGi11 . CA.) t70] Ramsay, J. O. & Silverman, B. W. (1997). Functional Data Analysis. Springer Series in Statistics, Spring€r, xiv + 310 pp., ISBN 0-387-94956-9 (H), IS SN 0t7 2-7397, Zbt 970.3 4t5 4. t7ll Rao,C. Radhakrishna&Rao, M. B.(1998). MatrixAlgebra an"d Its Applicuions to Statistics and Econometrics. World Scientific, approx. 600 pp., ISBN 981-02-3268-3,in press (expected Summer 1998). I72l Rao, Poduri S. R. S. (1997). Variance ComponentsEstimation: Mixed Models, Methodologies and Applications. Monographs on Statistics and Applied hobability, vol. 78. Chapman & Hall, xx + 2M pp., ISBN 0-412-72E60-5,CMP l:466 -964. [8 U Straurpp,Walter (1997 ). Hilhcre Mathematik rnit MathematicaBand I: Grundlagen, Lineare Algebra [in GennanJ. Lehrbuch Computeralgebra.Vieweg, Wiesbaden, viii + 313 pp., ISBN 3528-06788-8(P), Zbl 865.00m7. t82l Strang, Gilbert & Bone, K. (199E). Linear Algebra, Geodcsy, and Gps.Wellesley CambridgePress,ISBN 0-9614-0886-3(H), in press. t83l Szymiczek, Kazimierz (1997). Bilinear Algebra: An Introduction to the Algebraic Tlwory of Quadraic Forms. Algebra" l,ogic & Apptications, vol. 7. Gordon & Breach, 496 pp., ISBN 905699-O7E-0(H), ISSN I 04 I -5394, Zbt 970.37429. [84] Trefethen, Lloyd N.& Bau, David m (D97). Numerical Linear Algebra. SIAM, xii + 361 pp., ISBN 0-89871-361-7 (P\,Zbl 874.65013. lEsl Van Huffel, Sabine, ed, ( 1997). RecentAdvances in Total l*ast Squares Techniques an"d Enors -in-Variables Modcling : Proceedings of the 2rd International Wo*shop on Total l*ast Squaresard Errors-in-Variables Modcling held in Leuven,Autust 2I-24, I996.SIAM, xxii + 377 pp., ISBN 0-89871-393-5 (P),CMP l:441-457. t86] Werner, Wilhehn (1998). Mathematik lernen mit Maple: Ein Lchr- und Arbeitsbuch fiir das Grundstudium-Integralrechntutg, Dffiretialgleichungen, Lineare Algebra [in GennanJ. 2nd Revised and Enlarged Edition, with CD-ROM. Heidelberg, 633 pp., ISBN 3-920993-94-2(P), Zbl 980.05833. l87l Xu, Shu-Fang (1997). Algebraic Inverse Eigenvaluc Problems [in GennanJ.Vieweg, Wiesbaden,330 pp., ISBN 3-528-066849,Zbl970.09244. user-friendlq and modern TwovPrRSPEcTrvES oN LINEARALGEBRA: The GeometryToolbox for Graphicsand Modeling MatrixAlgebra UsingMlNlmalMATlab Gerald Farin,Dianne Hansford Spring1998 Joel W. Robbin 1994 Hardcover,ca. 300 pages 1-56881-O74-1, cd. $48.00 Hardcover,560 pages 1-56981-024-5, $69.00 Linear Algebra is the mathematicallanguageof the geometry essentialfor describingcomputermodeling, computer graphics, and animation s y s t e m s . P r o g r e s s i n gj u d i c i o u s l y f r o m t w o dimensionsto three, this innovativetext covers all major geometricconcepts:points and vectors, lines and planes,maps and matrices,conicsand curves. While the basic theory is completelycovered, the emphasisof the book is not on abstract proofs but rather on examplesand algorithms. This undergraduatetext aims to teach mathematical literacy by providinga careful treatment of set theoretic notions and elementarymathematicalproofs. lt gives a compfetehandling of the fundamentalnormal form theorems of matrix algebra. Use of the computer is fully integratedinto Robbin's approach; not only does the book describethe basic algorithms in the computer language MATlab and provide unique computer exercises, it also includes an accompanyingdisketteand tutorial manuaf. nnnnnnnnnnnnn A K Peters,Ltd. 289 LindenStreet Wellesley,MA 02181 Phone:(781)235-2210 Fax: (781) 235-2404 service@akpeters.com http://www.akpeters.com Pleasesendmethetoilowtng titbJa -- - ---oua;iiry l-F-rice-- Massachusetts residentsadd 5% salestax. Shipping:In the US,add $5.00for thefirsttiile,$2.00for eachadditional tiile. In Canada,add$10.00(air)or $5.00(surface)for eachtitle. Name: Address: MasterCardA/isa No. Tel: Email: Exp.Date Signature subtotat Tax: Shipping: Total: Gheckenclosed 'l ALGEBRA BILINEAR An lntroductionto the AlgebraicTheoryof QuadraticForms Algebra,Logicand Applications,Volume7 Szymiczek Kazimier:L theoryof quadratic to thealgebraic introduction elementary Givinganeasilyaccessible quadratic forms. of theory Pfister's forms,thisbookcoversboth!/itt's theoryand of bilinearspaces classification of bilinearspaces, topicsincludethegeometry Leading forms,thewitt Pfister fields, ground real ficrmally field, the on depending iiomary to up two included),primeidealsof the\Uittring,Bcuer field(characteristic 6ngof anarlcitrary of quadraticficrms,and equivalenceof fields group of a field, Hasseand witt invariants are includedat the end of eachchapter. sections quadratic Problem forms. with respectto gives of Hasseand t0fitt invariantsin the teatment fimt a the appendices: Therearetwo problems languageof steinbergsymbols,and the secondcontainssomemoreadvanced reducedandstableWittrings,andtVittequivalence theu-invariant, in iO groups,including of fields. . US$84/ g55 / ECU70. Gordonand Breach 1gg7. 496pp . Cloth |SBN90-5699-076-4 ALGEBRA MULTILINEAR Algebra,Logicand Applications,VolumeI RussellMenis mappingcanbe Indeed,a/erymultilinear multilinear operationismultiplication. Theprototypical product isof fundamenthe tensor interest, iB intrinsic product. from Apart tensor through a factored andgrouprepresentation ftommatrixinequalities ranging in a varietyof disciplines, tal importance appearin thisbook' andallthesesubj€cts functions, of symmetric th€oryto thecombinatorics topics.This power diverse seemingly to uniff such lies in its algebra of multilinear Anotherattraction group. linear Arisingas full of the representations the rational means of final chapter by in the isdone areoneof thekeysto unification. Schurpolynomials theclassical of thae representations, characters 1997 . 396pp . Cloth ISBN90-569947&0 . US$90/ 059 / ECU75' Crordonand Breach AND MODELTHEORY ADVANCESIN ALGEBRA, Algebra,Logicand Applications,VolumeI Editedby M. Droste and R. Gobel in algebra andmodeltheoryallwriftenby leadingexpertsin thefield.Thesurve;care 95surveys Contains iswritten 1995.Eachcontribution 1994,andDresden, heldin Essen, basedaroundtalksgivenat conferences open andalsoto stimulat€ at theconferences, theideasthatwerediscussed in sucha wayasto highlight problemsin a formaccessible community. to thewholemathematical research to andtheirrelationship structure Thetopicsincludefieldandringtheoryaswell asgroups,orderedalgebraic abeliangroups,modulesandtheirrelatiraas modeltheory.Sareralpapersdealwith infinitepermutation Sroups, in skewfields,Hilberfs17thproblem, elimination aspecEincludequantifier Modeltheoretic andrepresentations. groupsof questions andautomorphism Moreover symmetry (aleph-Q}categorical algebras. andBoolean structures ordersare covered. . US$95I L62 lECU79r Gordonand Breach 1997. 500pp . Cloth ISBN90-5699-101-9 Titlesin AppliedMathematics fromslanl-. Societyfor lndustrialand Applied Mathematics NumericalLinearAlgebra Applied Numerical LinearAlgebra Uoyd N. Trefethen and David Bau, ltf 'tust exactly what I might haue qcpecte&-an absorbing looh at tbe familiar topics througb tbe sles crfa master expositor. I baue been reading tt and learning a lot.,, -Paul fames W. Demmel "Thts ls an excellent graduate-leuel tutbooh for people wbo want to learn or teach tbe stateof tbe an of numerical llnear algebrn.... " saylor, university of lllinois at urbana-champaign. "A beautifully written textbooh offering a distinctiue and original treatment. It will be of use to all who teach or study tbe subiect. " -Nichola.sJ- Higham, Profcs.sor of npplied Mathematics, University of Manchester. Numerical Linear Algebra is a concise, insightful, and elegant introduction to the field of numerical linear algebra. Designed for use as a .stand-alone textbook in a one-semester, graduate-level cour.se in the topic,itha.salreadybeenclass-testedbyMITandCornellgraduatestudents from all fields of mathematics, engineering, and the-physical sciences. The authors' cleaE inviting style and evident love of the field, along with rheir eloquent presentation of the most fundamental ideas in numerical linear algebra, make it popular with teachers and student.salike. 1997 . xii + 361 pages. Softcover. ISBN0-g9g7l-361-7 ListPrice$34.50. SIAM/ILASMernberPrice$27.60. Order CodeoT50 IterativeMethodsfor SolvingLinearsystems Anne Greenbaum Frontiers in AppliedMathematics |7 "...This uell-done introduction ta the area can be strongly recommended. It is competently written by an autbor who has contributed. much to the complete resbaping cf thisfield in the last tutenty yearc.', - Martin H. Gutknecht, ETH Zurtch. "F'or a course in matrix iterations, tbis is just tbe rigbt book. It is wtderanging, careful about details, and appealingly written -a major additiort to the literature in this important aret." -Nick Trefethen, Professor of Numerical Analysis, Oxforcl University, Englancl. Much recent re.searchhas concentrated on the efficient solution of large sparse or structured linear systems using iterative methods. A language loadecl with acronyms for a thousand different algorithms has developecl, ancl it i.s often ctifficult even for specialist.sto identify the ba.sicprinciples involved. Here is a book that focuses on the analysis of iterative methods. The author includes the most useful algorithms frorn a practical point of view ancl discusses the mathematical principles behind their derivation and analysis. Several questions are emphasizecl throughout: Does the rnethod converge? If so, how fast? Is it optimal, among a certain class? If not, can it be shown to be near-optimal? The answers are presented clearly, when they are knowo, and remaining important open questions are laid out for further study. 1997 . xiv + 220 pages. SoftcoV€f. ISBN0-89871-396-X L i s tP r i c e$ q 1 . 0 0. S I A M / I L A S M e m b e rP r i c e$ 3 2 . 8 0. O r d e r C o d eF R t T 8o . RDERTOLL FREElN USA:800-447-S|AM Use your credlt card (AMEX, MasrerCard,and VISA): Call tolt free in USA 800'447-SIAM . Outside USA call 215-332-9800. Fax 215-3ffi-7999. seruic&iam.org o Or send check or money order to: slAM, Dept. BKILSS,p.O. Rox 7260 philadelphia,pA tgl0l -7260 t s|afiL. S C I E N C EA N dI N D U S T R YA D V A N C EW i t h M A T H E M A T I C S -Xia-Chuan Cai, Depanment of Computer Science, University of Colorado. Designed for use by first-ye ar graduate .studentsfrom a variety of engineering and scientific disciplines, this comprehensive textbook covgls the solution of linear systems, least squares problems, eigenvalue problems, and the singular value decomposition. 1997 . xii + 419 pages. Softcover ISBN0-89871-389-7. Listprice $45.00 SlAM/fLASMemberPrice$36.00 . Order 0T56 ScaLAPACK Users'Guide L. S. Blackfotd, l. Choi, A. Cleary, E. D'Azevedo, f. Demmel, t. Dhillon, f. Dongarra, S. Hammarling, G. Henry, A. Petitet, K. Stanley, D. Walker, and R. C. Whaley Software,Environments, and Tools ScaLAPACKis an acronym for Scalable Linear Algebra Package or Scalable LAPACK. It is a library of high-performance linear algebra routines for distributed memory messagie-pa.ssingMIMD computer.s and networks of workstations supporting parallel virtual machine (PVM) and/or message passing interface (MPI). It is a conrinuarion of the LAPACK project Each Users' Guide includes a CD-ROM containing the HTML version of the ScaLAPACKUsers' Guide, the source code for the package, testing and timing programs, prebuilt versions of the library for a number of computers, example prograffis, and the full set of LAPACK tVorking Notes. -7 Royaltiesfrom the sa/eof this book arecontributedto the SIAMSrudentTravelFund. 1997 . xxvi + 325 pages . Softcover f S B N 0 - 8 9 8 7 1 - 3 9 7 - B. L i s t P r i c e $ 4 9 . 5 0 SIAM/ILAS Member Price $39.60 . Order Code SE04 Swww.siam.org . Shtpptng and Handllng USA:Add 52.7t for the firsr book and S.50for each additional book. Canada:Add 54.50 for the first book and $1.50for each additional book. Outside USA/Canada:Add $4.50per book. All overseas dellvery ls via airmall. poge I I lmoge,'No.20 28,1998 Report:MorchI ,1gg7-Februory fLAS Treosurer's of WestFlorido, Pensocoro by JomesR,Weover,University Ealance on bans! Marc! L- _1_9-9_? 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Weaver (gallots ) Debit to accounting exchange 1 0. 0 6 6.05 r ate September L997 I ncome: 1160.00 Dues 86.13 ( G e n) Interest 23.63 ( F U C D o n ) Interest Contr ibut ions 20.00 General Fund 3 50.00 P r i z e S c h n e i d e r Hans 3 7 0. 0 0 OT/JT Lecture Fund 2 , O t g. 76 10.00 F. Uhlig Fund ExPenses: 209.00 O f f i c e Depot ( SuPPIies ) & ( R e c o r d i n g JudY K W e a v e r 2 8 6. 0 0 u.00 UPdating Files ) October L997 I ncome: 15.80 15.80 ( G e n) Interest Expenses: 35.31 t'lail Boxes Etc . (Ballots ) 77L.24 P o s t m a s t e r ( S t a m P s) & JudY K. Weaver (Ballots 1 ,023.55 2r7 .00 t'tai l ings ) November L997 I ncome: 7 0 0. 4 4 Dues 84.24 ( G e n) Interest 76.23 ( H S ) C D Interest on 29.64 Interest on CD (OT/;t1 Cont r ibut ions 1.00 General Fund 25.00 Hans Schneider Prize 10.00 OT/JT Lecture Fund 931.55 5.00 F u n d i g U h l . F ExPenses: P o s t m a s t e r ( 2 n d D u e s - S t a m P s) 1 3 0 . ' l 6 77.00 JudY K. Weaver (l'!aifing) 2 0 8 .5 1 .75 C h a r g e Commercial Service lmoge; No.20 L , 6 2 4. 5 8 1 ,733.76 ( 1 , 0 0 7. 75 ) 723.04 I poge I 3 April I 998 December L997 I ncome: 7 6 0. 0 0 Dues 85. 58 I n t e r e s t ( G e n) Contr ibut ions 3 0. 0 0 General Fund 1 1 0. 0 0 Hans Schneider Prize 5.00 Conference Fund E x p e n s es : Producing & Mailing "IMAGE" 1307.00 George P.H. Styan 33.25 Judy K. Weaver (IIAS Files) 3. 57 Service Charge J_anuarv 19 98 I n c o m e: 840.00 Dues 15.54 I n t e r e s t ( G e n) 75.23 I n t e r e s t o n C D ( H S) 29.64 I n t e r e s t o n C D ( O T / J T1 I n t e r e s t o n C D ( F U) 23.37 , Contr ibut ions General Fund 40.00 llans Schneider Prize 1 1 0. 0 0 O T/ J T L e c t u r e F u n d 310.00 F. Uhlig Fund 1 1 5. 0 0 Conference Fund 10.00 Expenses: Returned I tem Charge 20.00 S e r v i c e C h a r g e ( D e c) 4.32 F e b r u a r y 1 99 8 _ Income: I n t e r e s t ( G e n) 15.09 Expenses Service Charge ( Jan ) L0.79 990.58 1,34.3.92 L , 5 6 9. 7 I 24.32 GeneraL Fund Frank Uhlig Educational Hans Schneider Prize Olga Taussky Todd/John Conference Fund 1 .545.46 1 5. 0 g 10.79 ********************************************************************** Februarv 28, t998 Account Balance Checking Account Certificate of Deposit (ru1 Certificate of Deposit (Gen. ) Certificate of Deposit (72t Hs & 28t OTIJT) Vanguard (72t r{s & 28t orl JT ) ( 3 5 3 . 2 4) 4 .29 27.702.7I 27,702.7L 1,500.00 10,000.00 7 ,500. 00 g,gg2.t5 55,594.96 22,L79.61 2,699.00 L4,735.35 Todd Fund 7,775.01 7 , L g 6. g g ILAS/LAA Fund 1,000.00 55,584.96 *********************************************************************** Fund qf,n fr',\l* o 3/ashs poge 14 lmoge; No.20 ThemoticTermon LineorAlgebroond ControlTheory CoimbroAstronomicof Observotory, Moy I J-August7,1998 TheThematicTbrmon Linear Algebra an control rheory will beheld at the coimbra Astronomicalobservatoryin thespring of 1998:May ll-August 7, 1998.someresearcbers will attendthiseventtbroughoutthefull threemonths,whilst otherswiu participatefor periodsof one month or less. A weekly researchseminar will be organized,led by eioer oneof thepermanent membersor by guestspeakers.Therewill be two summerschoolsaimedat graduatestudents, eachconsistingof two ten-hour courses: l. "StructureandDesign of Linear SysterN" by JeanJ. Loiseauandper Zagalak(May 2l-29). 2.'Lineu Algebra and Control Theory" by PaulFuhrmannandPeterLancaster(June lrZS). To register,please,sendan e-mail with: Your narne,institution,e-mail and tbe indicationthat you wish to participate in this schooltolingEohermite.cii.fc.ul.pt. Aregisradonfeeof15fi)0PortugueseEscudosisdueandmustbepaidatthe school.A Worlshop will be held June 24-26,1998, whenmost short-stayresearchers will be present.A limited numberof 15minutecontributedtalla will be accepted.Please,submityourtitle andabstractto 1in9 Bohlrnrire. cii . f c. u1 . pr . Accommodation(SchoolsandWorlahop): Therearespecialpricesfor participantsat severalhotels.For informationabout accommodation/reservations, pleasecontact:Iurs. Liliana seabra cenuo lnternacionalde Matemdtica,complexo do observat6rioAstron6mico, AlmasdeFreire,P-3040Coimbra, Portugal; FAX:351-39445380; tin98ohermire. cii. fc. ul.pc. Participantsconfirmedas of February9Eare(in alphabeticalorder): Itziar Baragaia(Univ. pais Vasco,SpainlMay; IsabelCabral(Univ. NovadeLisboa,PornrgalFMay/July; JoanJ. Climent(Univ. Alicante,SpainFJunet2ndnAt;lose A. Dias da Silva (Univ. Lisboa / CIM, PortugalFMaylluly; Paul van Docen (CatholicUniv. Louvain. Belgiumpune/last week; PaulFuhrmann(BenGurionUniv.,Israel)-May/July;JuanM. Gracia(Univ. PasVasco,Spainpune/lst half; DiederichHinrichsen(Univ. Bremen,Germany)-June/last week;CharlesR. Johnson(CollegeWilliam an<lMary, U.S.A.punel2nd half; Vladimir Kuera(Acad. Sciences,CzechRep.lMay Ll-17; PeterLancaster(Univ. Calagary,CanadatJune;JeanJ. Loiseau (CNRS, Nantes,FrancelMay; Michel Malabre (CNRS Nantes,Frurce)-June/lastweek; Alexander Markus (Ben Gurion Univ., Israel)-June2ndhalf; NancyNichols(Univ. Reading,UKpune/last week;Fernandohterta (Univ. Polit. Barcelona, SpaintJune/July;J. F. Queir6(Univ. Coimbra"PortugallMay/July;JoachimRosenthal(Univ. Nore Dane, USAFJune;E. Marquesde S (Univ. Coimbra, PortugatlMay-July; CarstenScherer(Tech.Univ. Delft, The NetberlandstJune/July;Hans (CWI Amsterdam,TheNetherlands)-June, Schumacher lastweek;FernandoC. Silva(Univ. Lisboa PornrgallMay/July;Ion Taballa(Univ. PasVasco,SpainfMay/July; Per 7-agalak(Acad.Sciences,CzechRep.lMay/June. OrganizingCommittee:I. Zaballa(Univ. PaisVasco,Spain),Coordinator: mepzatej ols. ehu. es, JoseA. Diasda Silva (Univ.Lisboa/CIM, Portugal):perdiqaooher:nrite. cii . f c. uLpt, Fernando C. Silva(Univ. Lisboa Portugal):f csilva pleasevisithtrp: //herrnite. cii. fc.uI .pr/lin98/. Gfc.u1 .pt. For furtherinformation MotrixTheoryWorkshop in Honourof ProfesorYik-Hoi Au-Yeung .|998 TheUniversity of HongKong,Moy 15, A Matrix TheoryWorkshop,in honourof theretirementof ProfessorYik-Hoi Au-Yeung,will be held in RoomG5, James HsioungLee ScienceBuilding, Universityof HongKong, on FridayMay 15, 1998.The programmeof lhe workshopcomprisesof a numberof talks on variousaspectsof matrix theory.Tbntativespeakersinclude: Che-ManCHENG (Universityof Macau),Siu-PorLAM (ChineseUniversityof HongKong),Chi-KwongLI (Collegeof lVilliam andMary,USA), Yiu-Tlrng POON(IowaStateUniversity,USA), Lok-ShunSIU (Universityof HongKong),Bit-ShunTAM (ThmKurg University,Thiwan),Tin-YauTAM (AuburnUniversity,USA), Nam-KiuTSING (Universityof HongKong). ContributedtalK arewelcome,subjectto availabilityof time slots.For fuftherinformation,pleasecontact:Dr. Nam-Kiu TSING,Departmentof Mathematics, TheUniversityof HongKong,PokfulamRoad,HongKong,Tbl: (852)2859-2251, Fax: (852)2559-2225,nkts ing@hku. hk. April 1998 poge l5 SeventhConferenceof the Infernotionol LineorAlgebroSociety The"HonsSchneiderLineorAlgebro"conference Modison,Wisconsin, USA:June3-6, l99g The 7th Conferenceof the IntemationalUnear Algebrasociety: The 'Tlans Schneider Linear Algebra,,conferencewill provide an opportunity to bring togetherresearchersaml educatorsin all aspects pure of and eppli€dlinear algebraand matrix theo'ryin order to allow for a broadexcbangeof ideasand dissemimtionof recentdevelopmentsand results. The conferencewill be dedicatedto Hans schneiderin recognitionof his enormous contributionsto line"r algebraand the linear algebracomrnrmity. The program as of Apil Zt,lgSg,rypears on pp. lG2l below; the final prograol may be viewed as http :,//rnath. wisc . edu/ trualdi /program. ps . THEMES:Algebraic' aralytic andombinatorial nratrix theory nunrerical lineanalgebra matrix pertlrbations,matrix stability andryplications in engineering'linear algebrain contrrol *J ryrtoo" theory,splinesandliner algebrra,applicationsof linear algebrato statistics,linear algibraeducaiion. ORGANANG COMMIITEE: R. A. Brualdi (chair), B. Cain, B. Datr4 J. Das da Silva S. Friodland,M. Goldberg,U. Rothblum,J.Stuart,D. Szyld,andR. Varga CoNFER'ENCEPRoCEEDINGS:A special.issueof the iovnal linear Ngebyqand ltsApplicuions(LAA), with special editorsB ' cain' B ' N' Datta tt't' cotdb""c' u. Rothblum, andrj swro. ril" issu€will bedodiot"a to rt-, schneider.speakers who wish to havetheir paperousidenedfor publication in this .fod irr* of I-AA should submit rheir paperto one of the specialedit'ors'only thosepapersthatmeetthe standeds of L{A- andthl areapprovedby thenormalref.reeing proess will be publishedin the spocialissue.Deadrinefor submission is septenruerr0, 1998. HousING: An entire (air-conditioned) dormitory, chadbourne Hall, a two-minute walk to the mathematics building Van Vleck Hall, has been reserved frr conference puticipants. A special floor will accomndate couples. Breakfast is included in the room rate of $40 single and $Zl per person in double room. Conference participants are encotlraged to stay at Chadbourne Hall. Rooms have also bem set aside at anearby Howard Johnson's Hotel. Those wishiog to stay at the Howard Johnson's should make their reservations directly by calling: 608-251-5511. Mention the conference and the university to get the confere,ncerate of $lq single and $S4 double. BAI.IQUET: A banquet will be held on Friday, June 5, 1998, starting at 7 p^, in the Great Hall of the Memorial union (the union on the Terrace overlooking Lake Mendota) of {.IW-Madison. After dinner, several people will offer reminiscences and vignettes about Hans Schneidetr. EXCURSION: An excursion is scheduled for Sahrrday afternoon' June 6, 1998, to the famous'.House on the Rock' in nearby Spring Green. This is more than a fascinatin,g house; it is a veritable large rilrseum of remarlcablemechpnical and electrical contraptions with an incredible indoor sarousel. Not to be missed! Von VleckHolr(photo courtesy:universityof wiscrcnsin) woRKsHoP: A Numerical Range workrlop will precele the ILAS conferenceon June lA, 199g. For information pleasecontact Chi-Kwong Li at ckliqnath.rur.edu or visit http z/ /wwtr-math. r^rr.edu/-ckli/wo'ra . html . poge 16 hnoge: No.20 Wednesday, June3, 199E 9:0O-9:45am 9:5O-10:35 am I l:05-l 1:30am 1l:35-12:00 noon l2:0O-12:15 pm B' Ross BARMISH: Risk-AdjusredLinear Algetua:A New hracrigm RAJENDRA BHAIIA: The positiveDefnitewss of Sorrrc Marrices RAPIIAEL LOEWY Chss FunctionhwEtalities for PositiveSemidcfniteMatrices PETERLANCASTER: TheInertia of Dissipaive Quadruic Polynomiatsor ostowski-Schncider Revisited ConferencePhon 2:0f2:25 pm 2:3V2:55pm 3:0G3:25pm 3:30-3:55pm MINISYIIPOSIUM on Graphrheory andLinear Algeha I: orgmizedby R. Maris R. B. Bapa[ Unear estifitationin nwdelsbasedon a graph PavelYu. Chebotarev:A graph interpretationof the Moore-Penroseimterseof tltc l^aplacianmatrix Onn Chan: Wrtex oricntuions and imnatwntal ircquatities DouglasKlein: Intrinsic mctricson graphs,distarce fltatricesand graph iwariants 2:0f2:25 pm 2:3V2:55pm 3:00-3:25pm 3:30-3:55pm MINISYMPOSIUM on TopologicalMethodsin Linear Algebr aI: OrganizedDyM. Goldbog ShmuelFriedland: Thewncrcssing rulc revisited MosheGoldberg: Not all polynomiatmappingsatc cottinuous Roy Meshulam:Enrenml problemsfor spacesof matrices Joel Robbin: Maslov indexand natrix tltcory 2:0A-2:15pm 2:2O-2:35 pm 2:4V2:55pm 3:00-3:20pm 3:25-3:45pm MINISYMPOSIUM on E<lucationalIssuesin Linear Algebra l: Organized DyD. Culson andF. Uhlig Luz Maria DeAlba: Teachingltnear hdependcnce,spu\ and bosis David Carlson:Teachingspanand lfuear independencefirst JaneM. Dty: Sonwwaysto providc variety and iwigltt Richardo. Hill: stiu trying to kzeptlu fog at bay-not comptetelysucceeding Thomas!V. Polaski: Howfoggy is it? Writing assignrrlents and assessneilin tincar algebra 2:0U2:15pm 2:2V2:35pm 2:4V2:55pm 3:00-3:l5 pm 3:2V3:35pm 3:4f3:55 pm CORELINEAR ALGEBRA I R. Cant6: On the Segreclnracteristh of a block triangrlar matrix WasinSo: Lircar opeiatorspresening thc numberof rcntrivial invariant polytomials Enide Martins: Eigenvaluesof matrix communtursand Jordanprodrcts J. D. Botha:Productsof diagorulizfuIematrices Pei YuanWv Dilation to inflationsof S(6) ReinhardNabben: Ttidiagonalnafiices and their inverses 3:2f3:35 pm 3:4V3:55pm NI.'MERICAL AND COMPLN1ATIONALLINEAR ALGEBRA I Daniel B. Szyld: Themysteryof asynchrotwusiterarionsconvetgencewhcn tlu spectralradius is one Ivo Marek An aggregation/disaggregation iterotion schemeusinggeneraloderings Ljiljana Cvetkovid: Sone convergenceresuhsaboutahernuing iterarions Karen S. Braman:Aspectsof the multi-shift QR-Algorithm: Early deflationand maintainingwelhfocusedshifisto achievelevel 3 performuce Heike FaBbendq:Sotru connectionsbetwcentlv SR/SZand HNHZ eigenvalw algorithms DonaldW. Robinson:A usefulquality indicaorfor afinite elemcntcahulatbn 4:05-4:50pm CARL DE BOOR:LirwarAlgebra IssuesinApproxittwtionTheory 5:00{:30 pm Reception:9th Floor Lounge,VanWeckHall 2:0f2:15 pm 2:2W2:35pm 2:4V2:55pm pm 3:00-3:15 Thursday, June 411998 8:30-9:l5 am GUERSHONHAREL: A DevelopnentalModel oI Students'Undcrstatdingof Proofs: Historical, Philasophal, aad CognitiveConsiderations 9:2f10:05 am THOMAS J. LAITFEY SoneNew Inequalitiesinthe Nomegaive InverseEigenvahrcProblem April 1998 poge 17 Thursday,June 4,1998 (conttd) MINISYMPOSIUM on Graphrheory andLinear Algebra II: organizedby R. Merris l0:35-l l:00 am Miroslav Fiedtet Additive compowtdmatricesand graphs 1l:05-ll:30 am SteveKirkland: Eftremizing algebraiccotnectivity subjectto graph ttvoretic constraints I l:35-12:00am Alex Pothen:Distancemalrices,tlwir eigenvalrcsand vertexnumberingof graphs 10:35-10:50 am 10:55-1 1:10am 1 1 : 1 5 -l l: 3 5a m l1:40-ll:55 am 12:0G12:20pm 12:25-12:4Apm 10:35-ll:00 am I l:05-l l:30 am I l:35-12:00noon 12:05-12:30 pm 10:35-10:50 am l0:55-ll:10am I l : 1 5 - l l : 3 0a m I l:35-l l:50 am 1l:55-12:10 pm 12:15-12:30 pm l0:35-10:50 am 10:55-1 l: l0 am 1 1 : 1 5 - 1 1 :a3m 0 1l:35-ll:50am l 1 : 5 5 - 1 2 : 1p0m l2:15-l2:30pm 2:0f2:45 pm MINISY-MPOSIUMon EducationalIssuesin LinearAlgebraII: OrganizedbyD.Culson andF. IJhlig R. Cant6:OncomputerMs inlinear algebra cbristopher Beattte:fui on-line coursein tfuear algebrafor first-year studens Jeny Uhl: Mdrices, Geometryand Muhemuica stevenJ. Leon: using sofrwareto visualizeeigenvaluesand singularvalues A. Berman:Iirc ar trouformation s Biswa N. Datta,:.Teachingof numericalliwar algebra MINISYMPOSIUMon structuredMatrix problemsl: organircdby LotharReichel DanielaCalveni: on an-iwerse eigenvatwprobtemfor Jacobi marices md applicaion to Gauss-Kronrod quadralttre ruIes Biswa N. Dattz: Recentresultson panial pole and eigenstntctureassigtn entslor matrix Eecondorder control systems GregAmmar: TheQR algorithmfor orthogonalHessenberymatrices William B. Gragg: Snbilizntionof the UHeR atgorithm CORELINEARALGEBRA II Fudren Zhang: Incqualitieson SchurComplements K. Okubo: p-radius and sow matrices TbtjanaPet*: spectrumand commutativirypresemingmappingson Hermitian natrices L. Elsner: o,thogorwl basestlwt leadto syrnrctic rwrmegativemarrices RichardYarya:Hardy'sincEtality and uhramztric matrices GeorgHeinig MinilruI rar* block Hanlcetmatrix efrensionsandpartial realization EIGENVALUES AND SINGT'LAR VALI'ES Hector Rojo: On relaed boundsfor tlw extnemeeigenvalues G. W. Stewart:On the eigenstrrctureof gradcd matrices P6l R6zsa:Spectrarpropertiesof symmztricattyreciprocarmarrices oscar Rojo: New lower (upper)boundsfor tr, smrrnest(rargest)singurarvaluc Xing*i Atan: On tlv singutarvahrcsof matri.x,surlu Chi-Kwong Li: Inequatitiesof tlw singularvaluesof an off-diagoml bbck of a Hermitian matrix voLKER MEHRMANN: Jordanand schurforms in lie and rodan Algebras 2:5U3:15pm 3:2f3:45 pm INTERACTI\IE.TDff SESSION I JohnR. wicks: student-centeredleaming usinga MathernaticaIrb EugeneA. Herman:Thelinear algebramodnles projea 2:5V3:15pm 3:2U3:45pm MINISYMPOSIUMon LinearAlgebraMethodsin Statistics t: Organizedby H. J.Werner AugustynMarkiewicz: Matrix ircqualities andtltcir statisticatapplications GeorgeP.H. Styan:Somecommenlson somesekued matrix incEtotities and equalities, wilh somcstatisticalapplicuions 2:5f3:15pm 3:2f3:45 pm MINISYMPoSIUM on Matrix F4uations,Inertia"Stability& srabilization t: organizedbyB. N. Datta PeterLancaster Optirnl decayof energyfor a systemof osciltators T. Ando: Simultaneousstrongstability page l8 Image: No, 20 Thursday,June4,lggg (cont'd) 2:5V3:05pm 3:1G3:25pm 3:3O-3:45 pm NUMERICAL AND COMRMATIONAL LINEAR ALGEBRA II vlastimil Pttk: Kryrav seEuences of matimor rengthand convergenceo! GMRES Jinxi Ztao: A quasi'mhimal nsidual nuthod basedon bromplete orthogonali?prionfor non-sytnnetrh liru ar systems TlenEk Strako5:Accuracyof three-termutdtwo-term rccunences KryIov space solvers for 2:5O-3:05 pm 3:1O-3:25 pm 3:3O-3:45 pm MAIRIX PROBLEMSFROM CONTROL AND SYSTEMSTHEORY I A' c. M. Ran: comprete setsof sorutionsto algebraic Riccai equatiots PeterBenner: Thediskfinction atd its relaion to algebraic Riccatiequarions Me I. Garcfa-Planas:structural invafiantsfor lircar differentiat-algebraicequatiow 2:5V3:05pm 3:lO-3:25pm 3:3O-3:45 pm COMBINAXORIAL MAIRIX TI{EORY I PeterM. Gibson: combiratorially onlngoml matricesand relatedgraphs Bryan L. Shader:Sparseonhogonalbasesfor hyperplancs Arnolcl R. Kreute,r:An upperhouttdfor ttw pemtancntof a rcnwgotive matrix 2:5O-3:05 pm 3:lf3:25 pm pm 3:3O-3:45 OPERAXORS Luis verde-Star: one-sidediwerses of lincar generatheddifferentialoperators Joan-JosepCliment: Generalconparison tlvoremsfor sptittingsof rwrwingularbowtdedoperators SteveGalitsky: On comparisonof closeness rrre(Nures of positively4cfued operatorsnumericalexperiments 4:154:40 pm 4:45-5:l0 pm INTERACTTVE-TDff SESSIONII Elias Deeba: Teachinglinear algebra ushg an ilrteractivetefr GeraldJ. Porter:Teachinglinearalgebraasalab course 4:154:40pm 4:45-5:10pm MINISYMPOSIIM on LinearAlgebraMethotlsin StatisticsII: OrganizedbyH.J.Werner N. Rao chaganty: The atulysis of longittdinal data using quasi-leastsquares H. J. werner; on somcestimuhg techniquesfortlw generalGauss-Markavmodcl 4:154:40pm 4:45-5:10pm MINISYMPOSIUM on Matrix Equations,Inertia,Stability& StabilizationUr: OrganizedDyB. N. Datta David Carlson:Recentadvancesin a pmbtcm on invariants Leiba Rodman;Lircar matrixequariowand ruiorul matrixftutctions 4:154:30pm 4:354:50pm 4:55-5:10 pm NT'MERICAL AND COMPUTATIONALLINEAR ALGEBRA III Mei-Qin chen: The stabilityand convergence of a direction set basedalgorithmfor adaptiveleastsquaresproblems Tibor Boros: Fastsolutionof llandermonfu-type probkms least-squares KuiyuanLi: An algorithmfor thegeneraliudtridiagonaleigenvahrc problem 4:154:30pm 4:354:50 pm 4:55-5:10 pm MAIRX PROBLEMSFROM CONTROL AND SYSTEMSTHEORY II F. hrerta: Topologicalstructureof tIE setof (A, B)t -invuiwrt subspaces J. cloteu Boundingthedistmt of a controllable systemto ut uncontroltableone Cristina Jord6n:Controllability completionsproblemsof matricesin upper catwnicalform 4:154:30pm 4:354:50pm 4:55-5:10 pm COMBINAXORIAL MATRX TI{EORY IT J. A. Dias da Silva: Rat* partition of a matroidaild the rar* partition of itsdual JamesR. Weaver:Tburnanewmarices andttte Brwldi-Ij Conjecture Olga Azenhas:Combimtorics of Linlewood-Riclardsonfiltingsand matrix spectralprcbtems 4:154:30pm 4:354:50 pm pm 4:55-5:10 MAIRIX PERTUBATIONS Xiao-wen chang: componentwiseperturbotionanatysesforthe eRfactorization Erxiong liang: Penurbationsin the eigenvalucsof a symmetrictridiagonnl matrix Yimin Wei: Perturbationbowtd of a singular linear system 5 : 1 5 - 6 : 1p5m ILAS BusinessMeeting Aprll 1998 poge l9 Friday, June5, 1998 8:30-9:15 am DANIEL HERSHKOWTTZ:The CombinatorialStructureof GeneratizedEigenspace s fum Nowtzguive Matricesto GeneralMatrices 9:2o-I0:05am NICHOLAS J. HIGHAM: QR Factoriution with CompletePivotingand AccurateComputatiowof tttc SVI INTERACIIVE LAB SESSIONI: 10:35-ll:30 am Gerdd J. Porter:Lab Session ll:35 am-I2:30pm EliasDeeba:Lab Session 10:35-1 1:00am l1:05-11:30am l1:35-12:00 noon 12:05-12:30 pm l0:35-11:00am 10:05-1 1:30am 11:35-12:00 noon 12:05-12:30pm 10:35-1 1:00am l1:05-l 1:30am 11:35-12:00 noon 12:05-12:30pm MIMSYMPOSIUM on Linear Algebra Mettrodsin StatisticsIII: Organizedby H. J.Werner Cul D. Meyer: Sensitivityof Markov chains Adi Ben-Israelihkgration usingmatritvoluntc: Appticationsin probability and statistics PeterMcCullagh: Facnrial modclsand iwariant subspaces JohnS. Chipman:Lircar restrictions,rar* reduction,and binsedestifirationin linear regression MINISYMPOSIUMon Matrix Equations,Inatia, Stability& Stabilizatiotllt: OrganizedbyB. N. Datta Bryan E. Cun: Generaliutions of Sylvester\tlworemand tluir associued canonicalforms Biswa N. Datt&:Incrti4 stability, and stabilization P.A. Fubrmann:on thc Lyapunovequotionand coirwariantsubspacesof Hardy spaces S' P.Bhattacharyya:A generalizationof ttrc classicalHermit-Bielcr thcoren with applicaionEto control MINISYMPOSIUM on NumericalLinear Algebra t: orgaaizedDyM. overton JamesW. Demmel:WlwncantheSVDbecomputedaccurarely? Danny Sorenson:Deflation schcmesof implhitly tesnrted Arrcldi mcthods Ming Gu: On rar*-revealingfactorizations Alan Edelman:Algorithmsfor nearestcanonicalforms STRUCTUREDMAIRICES 10:35-10:50 am GeorgHeinig: snbilized superfastToeplitzsolversbasedon interpolation l0:55-l 1:10am stevenJ. Kifowifi A superJastversiono|tlv sptitschur algorithm 1 l : 1 5 - ll : 3 0a m David T. Clyctesdale:A superfastalgorithmfor solvingpositive dcfnite bbck Toeplitzsystems 11:35-ll:50am william F. Tfench:Asynptotic distribution of tltc even and odd spectraof real synmeyic Tbeplitzmatrices I l:55-12:10pm Niloufer Mackey: Structure'preservingJacobimethods for doubly-strrcturedmatrices 12:15-12:30pm vatlim olshevsky: Eigenvectorconputations almost-unitary-Hessenberg for matrices via discretetransmissionlines l0:35-10:50am 10:55-1 1:l0 am 1 1 : 1 5 -l1: 3 0a m 11:35-1 l:50am 11:55-12: 10pm 12:15-12:30 pm 2:O0-l2:25 pm 2:3V2:55pm 3:354:30pm 4:35-5:30pm NONNEGATIVEMAIRICES JaneM. Day: On a tlteoremand conjectureof Gartoff ShaunM. Fallat: On the spectrumof totaily nonnegaivenntrices Roy A. Mathias: A newapproachto totally positivematrices Naomi Shaked-Mondercr:support-restrictedrar* I representotions of completetypositivematrices D. Dale olesky: Relationsbetweenpermn-Frubeniusresults natrixpencils for penon-Frobeniusthcory SiegfriedM. Rump: Generalized JIJDITH J. McDONALD: Splittingsof SingularM-natrices FERNANDO c. sILVA: onttw Eigenvaluesof sumsandprodrcts of Matrices INTERACTIVE LAB SESSIONII EugeneA. Herman:Lab Session JohnR. Wicks: lab Session poge 20 lmagte: No. 20 Friday,June5, l99t (cont'd) MINIsYMPosil.tM on structuredMatrix problemsrr: organizedDyLothar Reichel 3:25-3:50pm vadim olshevsky: Pivotingfor stracturedmatriceswith applicuions 3:55-4:20pm Thilo Penzl:A cyclic low rat* smithmethodfor large, sparseLyapurcv equatioru 4:254:50 pm Misha Kilmer: Preconditiottcrsfor structuredmatrices arisingin milw dctection 4:55-5:20pm JamesG. Nagy: Kroruckcr prodrct decompositionof block roeptitz matrices 3:25-3:50pm 3:55-4:20pm 4:254:50 pm MINISY-MPOSIUMon Matrix Equations,Inertia Stability & Srabitizarionty: OrganizedDyB. N. Datta ShaulGutrnur: Worstcasedesignfor robustcompensation GeorgHeinig: Inertia of n atrix poWmials and Block HafueI mrilrices SergioBittanti: Invariant reformulatioruof periodic systems 3:25-3:40pm 3:454:00 pm 4:O54:20pm 4:254:40 pm 4:45-5:00pm 5:05-5:20pm 5:25-5:40pm 5:454:00 pm CORE LINEAR ALGEBRA IU Michael Neumann:Partial norns and thc convetgenceof gmeral pro&rcts of flntrices RogerA. Hon: Themoncnt mrtrir and someapplicuions Vlaclimir A. Strauss:Theilratrix,momcnprcblcn: a dcfuitizabte version PedroFreitasi On an action of tlw symplecticgroup KennethR. Driessel: Ontlw geometryof someisospectratsurfaces S. P.Thn: Prbrcipal congruencesubgroupsof tlw Heckegrcup Natdlia Bebiano:Somematrix ircqualities in physics JohnMaroults: Ontlu numericalrangeof ruiorwl matrixfinctions 3:25-3:40pm 3:454:00 pm 4:054:20 pm 4:254:40 pm 4:45-5:00pm 5:05-5:20pm 5:25-5:40pm 5:45-6:00pm NUMERICAL AND COMPTIII{TIONAL LINEAR ALGEBRA IV David Saunders:Solvingparametic linear systens Bany Nelson: How solving linear equationscan bencfitfrom differewial equuion YoopyoHong: A group hotrwlogymcthodfor symmetriceigenproblems EugeneC. Boman: Computingpreconditionersvia subspaceprojeaion FrangoiseTtsseur:Strucured baclortarderrcr and cottditionnunber of quadraticeigenvalrcproblems Xiao-WenChang: Componentwise pertubationatwlysesfor thc eRfactorization ThomasSzirtes:A tnatrix nnthod to generatedimensionlessvariables FrankUhlig: Gewral polytomial rootsaildtlair multiplicitieson O(n) nennry and O(nz) time COMBINAXORIAL MAIRIX THEORY III 3:25-3:40pm Elena Shamis:On a duality betweentwtices andD-proximitics 3:454:00pm P.van denDriessche:Thepower methd in Max Algebra distarcefour 4:054:20pm Michael Tbatsomeros:Exnennl propertiesof ray-rcnshgular mttrices 4:254:40 pm Carolyn Eschenbach:Eigenvalw distribution of certain ray patterns 4:45-5:00pm A. Tbrres-Ch6zuo:Constructionof binary const(nt weightcodeswith minimumdistance4 5:05-5:20pm G. Sampatb:Orderedadjacencymatrices 5:25-5:40pm M. Antonia Duffner: Liwar transformdionsconvertingimwnants 5:45-6:00pm Ant6nio Leal Duarte: Eigenvaluesof principal subm.atrices of acyclic matrices pm 6:30-10:00 BANQIJET: GreatHall, Memorial Union Saturday,June 6, 1998 8:3O-8:55am 9:0O-9:25am 9:3G9:55 am 10:00-10:25am MINISYMPOSIUM on NumericalLinear Algebra ll OrganizedDyM. Overton Roy Mathias;Carefularwlysiscan increasespeedof eigenvaluealgorithms Julio Moro: Weyl-typerelalive pertubafionbottndsfor eigenvaluesof herrnitiannatrices NicholasJ. Higham:Thenearestdefnitepair ailtltc iuwr numericalradius Ilse C. F. Ipsen:If a natrix has only a singleeigenvalue,how sensitiveis this eigenvalue? poge 2l April 1998 Saturday,June 6' 1998(cont'd) 8:30-8:45am 8:50-9:05am 9:10-9:25am 9:30-9:45am 9:5O-10:05 am 10:1O-10:25 am CORELINEAR ALGEBRA ry Andr6 Klein: On tlw sol.utianof Stein'seEtUion theBezoutian,and stAiSical it{onnaion Tian-GangI*i: Positivesemi-defnitencssin a gercraliud group algebra RafaelBru: Gmup involunry fiatrices M. C. Gouveia:Ontlw SteinandLyapwnv equatioruover rings RalphDeMarr: Grcupsof matrices Ilya M. Spitkovsky:An updateon tlw facnrization problemfor block triangular matrixfwctions 8:30-8:45am 8:50-9:05am 9:10-9:25anr 9:30-9:45am 9:50-10:05 am l0:1f10:25 am MATRIX PROBLEMSFROM CONTROL AND SYSTEMSTHEORY III A. Compta: Obsemablepairs havingprescribcdobsemableandnilpotent suppkmennry blocks K.-H. F0rster: On tlw tnnncgative reati?ntionproblcmfor ratioml Irmctions nethod FernandoRincon: Tbwardsa designof a rcbrut eigenvahu assigttlrr,ent geonetric approach McD. Magrer Lhcar difrercntial-algebraicequations.A NdstorThome: Balancednndcl reductionof discrcte-timerystemsby stue-feedbacks SusanFurtado: Completionproblcns and someapplhaionsto linear systems 8:30-8:45am 8:50-9:05am 9:lO-9:25am 9:30-9:45am 9:5f10:05 am l0: lO-10:25arrt COMBINAf,ORIAL MAIRX THEORY IV Sang-Gul*e: On a sigt-panernmatrix and its relatedalgorithmsfor L-rutrices Frank Hall: Signpatternsof idenpotentmalrices ZhongshanLi: Potentially nilpotent signpattern natrices David P.Stanford:Pafiernstlw allow givenrow andcolwnnsums Jeffiey Stuarl Signk-poten signpattern matrices JuanTorregrosa:The sign symmetricP-nutrix completionproblpm 8:3O-8:45 am 8:50-9:05am 9:10-9:25 am 9:30-9:45am 9:50-10:05 am 10:lfl0:25 am MATRIX CANONICAL FORMS DennisI. Merino: A noteon quaternionmurices and complcxpartitiorrednatrices D. StevenMackey: Haniltonian squarcrootsof slcew-Hanikoniann atices Me I. Garcfa-Planas: A wrmal form for contragradientpercils dependingon paratneters Bit-ShunTam: On tlv Jordancatnnical forms of an eventuol$ nonneguivemt trix and relatedtopics DennisI. Merino: TheJordancanonicalformsof orthogotul and skew-symmetricmatrices Mark A. Mills: Layersof marices: Theconjunctivity-similarityequivalerrceclassof matrices 11:0f 11:45 am URIEL C. ROTHBLIJM: Marix Scalings:Existence,Clwracterization,and Computation NumericolAnolysls ond Computers:50Yeorsof progress University of Monchester, Monchester, Englond,Junel6-17, lgga This conferencgorganizedby Nick HighamandDavid Silvesterof theManchesterCentrefor Computational Mathematics, ties in with the celebrationsin Manchesterto mark the 50th Anniversaryof the birth of "the Baby", the first stored-program electronicdigital computer-born at theUniversity of Manchesteron June2L, 1948.The meetingruns from 9 amon T\resday, June16until 2 pm on Weclnesday, June17.Theaim is to describehow numericalanalysishasbeeninfluencedby thedevelopment of computersov€r the last 50 yean. The meetingcomprisesinvited talls coveringkey areasincluding numericallinear algebra,optimisation,ODEs, PDEs anclcomputationalfluid <tynamics,and will containhistorical remarks,perspectivesand anecdotes.The influenceof high-perfonnance computingon tbe funue of numericalanalysiswill alsobe assessed. A dinner will be held on the Thesdayevening.The speakersinclude:JackDongana(Knoxville), Brian Ford (NAG), Ian Gladwell (SMU,Dallas),GeneGolub (Stanford),CleveMoler (TheMathWorks),Bill Morton (BathandOxford),Mike Powell(Cambridge),Mark Sofroniou(WolftamResearch), AndrewStuart(Stanford),Nick Trefethen(Oxforcl),andJoanWalsh(Manchester).Forfurtherdetailsandregistrationformspleasevisithrrp:,/,/www.ma.man.ac.uk/NAC98. Thereisnoregistration fee for graduatestudents.The meetingis sponsoredby the LondonMathematicalSociety,NAG Ltd., andWolfram Research. page 22 lmoge: No. 20 WesternConodo LineorAlgebro Meeting .|, Victorio,British Columbio,July30-3 1998 The WesternCanadaLinear Algebra Meeting (W-CLAM) providesan opportunity for mathematiciansin westernCanada working in linearalgebraandrelatedfieldsto meet,presentaccountsof their recentresearch,andto haveinformal discussions. While themeetinghasaregionalbase,it alsoattractspeoplefrom outsidethegeographicalarea.Participationis opento anyone who is interested in attendingor speakingat Oe meeting.Previous}V-CLAMswereheldin Regina(193), Letrbridge(lD5) andKananaskis(1996). The fourthW-CLAM will be heldin Victoria,8.C.,July 3G31, 1998.Participants areinviled to contributea talk on linear algebraor its applications(3G45 minutes,dependingon the numberof participants).Abstractsshouldbe sentto SteveKirklandkirklandGmattr.uregina. ca orMichaelTbatsomeros tsat6math.uregina. ca byJune15,1998.Theparticipation fee for the meetingis $20 (Canadian),to be collect€dat the meeting.This feewill be waived for participatingstudents.Some supporttowardsexpenseswill be availableto a maximumof 6 studentsor post-doctoralfellows who wish to give a talk, on a first+omefirst-servedbasis.For up-todateinformationon W-CLAlvt'98 pleasevisiu http : / /www.rnath.uregina. cal -tsat/wclanr.html/. TheW-CLAMOrganizingCommitteecomfises: HadiKharaghani: hadigcs.uleth.ca; Stephen Kirkland: kirkland0math . uregina . ca; PeterLancaster:lancaste0acs . ucalgary. ca; DaleOlesky:doleskl€csr . csc . uvic . ca; MichaelTbatsomeros: tsatGmath. uregina . cai andPaulinevandenDriessche:pvdd0nrath. uvic . ca. '98, Following W-CLAM the Univosity of lrthbridge will be offoing a mini-courseentitled'Coding, Cryptographyan<l ComputerSecurity''on August 3-7, 1998.For further informationon the mini-coruse,pleasecontactHadi Kharaghanior for up-todateinformationvisit hetp . / /tttwtr.cs .u1eth. ca/workshop/. SeventhInternotionolWorkshopon Motricesond Stotistics, in Celebrotionof T. W. Anderson'sSOthBirthdoy FortLouderdole,Florido:December I I -l 4, 1998 The SeventhInternationalWorkshopon MatricesandStatistics,in celebrationof T. }V. Anderson's80thbirthclay,will be hel<l University, Fort Lauderdale,Florida, on the weekendftom Friday,December1l throughMorulay'De' at Nova Southeastern cember14, 1998.For their supporrof this Workshopwe arev€ry gratefulto the InternationalLinear Algebra Society(ILAS), University, urd the StatisticalSocietyof Canada(SSC).The InternationalOrganizingCommitteefor this Nova Southeast€rn WorkshopcomprisesR. William Farebrother(Victoria University of Manchester,England), Simo hrntanen (Universi$ of Tarrpere,Tampere,Finland), GeorgeP. H. Styan(McGitl University,Montrdal, Quebec,Canada;chair), and HansJoachim University Werner(University of Bonn, Bonn,Germany;vice+hair). TheLocal OrganizingCommitteeat Nova Southeastern is seventhin (chair). the This Workshop Zrang Fuzhen and comprisesNaomiD'Alessio,William D. Hammack,David Simon (2) New Zealand: Auckland, 1990, August (l) Finland: follows: T[mpere, u seri"s.Theprevioussix Worlshopswereheldas July (5) England: Shrewsbury, July 1995, (4) Canada: Decemberlgg2, (3) Tartu,Estonia:May 1994, Montr€al,Qu€bec, 1999. August 6-9' Finland, in Tbmpere, hetd will be Workshop 1996,and(6) istanbul,Tiskey: August 1997.The Sttr The purposeof this SeventhWorkshop,thefirst to be held in theUnited States,is to stimulateresearchand,in aninformal in theinterfacebetweenmarix theoryandstatistics.This Worlshop will provide setting,to fostertheinteractionof researchers in the areasof linear algebra/matrixtheoryand/orstatisticsmay be betterinformed working scientists which a forum through andmay exchangeideaswith researchersftom severaldifferent countries. newest techniques and of the latestdevelopments will be publishedin a SpecialIssueon Linear Algebra and Statisticsof papers Workshop from this Selectedfully-refereed will includeinvited andconributed talls. Thesetalks andthe informal The Workshop Applications. lts Linear Algebra and of ideas.We expectspecialcoverageof someof the topics that exchange guarantee an intensive wili workshopatmosphere havehighlighteAfeO Anderson'sresearch:muttivariatestatisticalanalysisand econometrics,aswell asmatrix inequalities. Accommodation,at very favorablerates,has beenarrurgedat the Rolling Hills Hotel & Golf Resort(Official Hotel & Resort of theMiami Dolphins,film locationfor the hit cornedy"caddyshacK');tbis hotetis aboutl0 minuteswalk from Nova University.Pleasevisit hrrp : / /www.polaris . nova . edu/MST/conf /FMl{/, whereall availableinformation Southeastern aboutthis Workshopwill be updateclfrequently. April 1998 poge 23 ImageProblemCorner We presentsolutionsto Problems1t-4, l9-1, l9-2 and19-5andwe introducesix new problems(page32). We invite readers to submitsolutions,aswell asnew problems,for publicationin Image.We look forwardparticululy to receivingsolutionsto hoblems l8- l , l9-3 and 194 ! Pleasesendall materialto GeorgeStyanBOTH in Ulg codeembeddedastext only by e-mail to sEvanoMath.McGill . ca AND by regularair mail (nicelyprintedcopy,pleasel)to Professor Creorge P.H. Styan,Frlitorin-Chief: Image,Dept. of Mathematics& Statistics,McGill University, 805 ouest,rue SherbrookeStreetWest,Montreal, Qu6bec,CanatlaH3A 2K6. Many thanksgo to lrurge SeniorAssociateEditor HansJoachimWernerfor his tremendoushelp with this Imagekoblem Corner.-Erl. Problem 1&1: 5 x 5 Complcx lladenard Metriccs Proposedby s. lv. DRURI McGilt (Iniversity,Montrcal, Qucbec,cailada. TheHitor has rct yet receiveda solution to thisproblcm-indeedeventlw proposerhas wt yetfound a solution! show that every5 x 5 matrix t/ witb complexentriesui,r of constantabsolutevalue one that satisfies(J*[J = 5r canbe '|,yA asthemaEix(rt r)i,* wherer.ris a complexprinriiivenftr root of unity by applyingsomesequerceof thefollowing: (l) A reanangement of therows, (2) A reanangement sf th6selrmns,(3) Multiplicationof a row by a complexnumbs of absolutevalue one,(4) Multiplication of a columnby a complexnumberof absolutevalue one. hobhn 1E4: Bounds for a Ratio of Metrix Tbaccs Proposeclby SuuaNczHE Lru, (Iniversitdt Basel,BaseLSwitzertand. L€tD > 0beann x nmatixwitheigenvaluesll )...) lr,xbeann that I t(x,Ex;2 i x ftmatrixsuchthat x,X = I andn) 2&.show Ef=r(Ar* .l'-i+r)z 4Ef=r)r ),,-, +1 solution 1t'f'1 by NarAln BEBIANoandJoAo on Pnovron Nr:,A,universityof coimbra, coimbra,ponugat & CHI-Kworirc Lt, Collegeof WtiamandMary, Williansburg,Vrginiq USA. We prove the inequalities for complex Hermitian ma'ices. L e t X b e n x /csuchthat X* X = I1r. Thenthereis a unitary matrix u with X in the first /c columns. Let M := [J*E{J = with A x*Ex. Thentheinequalities (!. C1) \^B) ,. become: tt (A2. *_pB*). Di=r(ti * ,\"_i*r)z trA' aDf=,litr,_j+r The first inequalityis clear' Tb provethe secondinequality, we focuson the optimal matrix M rhatyieldsthemaximumratio tr (A2+ BB.)/tr A2. Wefirstconsiderthecase_when n =2k. SupposeBhas singularvaluedecompositionByEz,wherey f x / c u n i t a r y m a t r i c e s , a n c 6 - d i a g ( D 1 , . ' . , D i ' w i o a t 2 ' . - . - i l - ) 0 . w e m a y a c r u a l l y=a s s u m e t h a t g = -andZ 6 , o rue herwise, / wtw t ot ( ;iY;. ::o]i'" matrix ;!ttt). Now,ror everyHerrnitan s, andr € R in a neighborhood or 0, wecanconsrrucr a ( e1l B(,) \ _ -_d,s114"its = e-"o ' ci'| ) \B(i)' whue/(t) is & x [. Moreover, thedifferentia!]1nrncti91/q)= t (A(t^)2+ B(t)B(t).)/h A(t)z atrains a maximum at r = 0' LetQ = Ix @0,,-r.Then,tr (A2+ BB') =t (Mleiurotr'1,iij =;i;o-dir,fj.ariropr"compurationshows wge 24 lmage,'No.20 that (slyI:{!t) +2f'!sY*ry) =Q u1U@ dl -f "fr=o = #r"tr(t)l atr ft(M2e) Since,Sis arbiEary,we have [Iur,,el ft (Az * BB*) (o _ .)lM,QIuIQl ft (A2) _B*o ; " " . ) BC + \/B b (Az+ BB*) -B*/\ -2 (:, o) -0. tr (.42) onecanthendeduce thatAB = rBC rorz =_lrli e\/tr(*-t > 0. Thus.4 isin blockformr{r o . ..@A^ according totbemultiplicities of thedistinctsingulaivaluesoi B. !_BB') Now,wecanuseaunitarymatrixlz of the fotmw = Wt "'@W^ @ conformedwith tbatof .t{ so that-W'!W-: $.g(or, ....,or). Clearly,al"n." W*BW = g. Replace Mby(W* aw.)M(wPw),wernayassunethata =diag(ai...,o1) andB=diag(61,...,br)arebothin<tiagonal form' andwe still have-r{B - TBC - Hencec = diag(cr . . . J-l ir e rf <i nrs - posrtiue'liigulr, ,,rt*.. Iu prticular, M , , isadirectsumofdiag(a',^+lrt...,cr)ge ula2 x 2principalsubmatrices = (?i 6i rcesM; U, f i - 1, " ., rn. Moreover, (. u, ir ) ^t ) kk b (A2 + BB*)/tr A2 =I@?+b?)/Do?. f=1 For j - 1,"',tu,usingthe tactnat (!. i=l 1:) isunitarilysimilartodtag(p5,v)forrwoeigenvaluespi andvi af M, w€mav-v/rite oi\ti *"SYir,riilorrnor, ,, *o,*st),oneshouldclearlychooseci robetbesmallest :j+b? eigenvaluesofMavailableafterremovin8pr,...,pm,andzl,...,um.Consequently,todeterminetbemaximum ft(A2* B B') f tr A2, onemayconsiderthemaxiumof \rm - - ur!r(o;(p; + !) p;v;)* Df=-+r 4; "amongallpossiblechoices of rn+&eigenvaluesFr,...tpmtt/Lt...tumt1m*Lt...,qxofl,where0 1m, 1&,subjectto the constraintsthat Now,maximixng s undertheabove.ooro*1,:ll't|il; ,;i;";- upperbo'ncrfor oe optimar the s byrela:ring conditionson ai for i = ], . . . ,rn, namely,we only assunethatal + b? = ai(pi * v) - pivi for someeigenvalues a; €fv;,ttiJto, j 3-m,inaa; tobeaneigenvAire-forl Itt,-..,Ph,ut,-..,t/k of Dwithoutrequiring > -. thus,we maximize D!=r@;(p;*r) - t';r;) D!=r"? For a fixed choiceof p; and vi, we choose(or, . . . , a1) to ma:rimizethe expressionandobtaintbe equations 0t; + v;1 -zFp a; J, Li=L ai -t) Df= L(ai6i + ri - tttri) i -1,...,k, at a critical point. This leadsto srlc Li=Lai , zilo(rc,i1ti +r)- ttiui) r. e t . a = a ; / ( n + zr).T h e n zc=;$ fu w h er eSr = Df=r ftr r .+ vi\2and,gz=Df=, Fivi.T\usr r = 2s2f S1.Inother words,the maximumoccursat If-t = Jpi + r)2 ^1 _ e _ _ 1+ 2a a*=L piui Df=tfui-'il' rs& + Li_t ltjvj ' April 1998 poge 25 Next, onecanprovethat this is no largerthan Dt=r(),- ),,-i+)' 4Dl=, lr)n-j*l In fact, if we arrange p; d ui in descending order c1 Dr'lt("i -rrr-i+r)' > Diir("i -x;;)2 foranypermutation(ir,...,i4)ot(1,...,2/c). Hence,wernayassumetbat qwhenmaximumoccurs. Fr 2 "') jwittrl S j S ksuchthat Itx )- vp ) "'2 Moreover,if thereexists 1ti,r) * (\i,ln-i+r), onecanimprovethemaxmumby replacing(pi,r) by (li, f"-t*r) at thefust occuenceof this inequality. For thecasewhen n > 2&,we can apply the argumentsto the leading2k x 2k matrix of the optimal ma6ix M andget the conclusion. tr solution lt-42 by snurc,xczge Ll.:u,(JniversitdtBasel,Basel,switzertand. It's easyto seethefirst relationship.Define 1I 1 , _ 4= t1X'X _ t) ilosg ,toSh ,tr whereg = tr X'82X, h = tr (X'EX)2 andLt = .t. Clearly, dg= !6 y'82dx - |r, x,xx x,Edx ft LX,dx. By lettingdd = 0 andsolving.L we get ! y ' 2 2 - ? x , D X X , E= l r , E z X X , ? )rX, g h g h '( X , E X (1) !x' sx -ix,Exx,Ezx- Lx,Dzxx,EX -i(x,EX), (2) Lx,x"x-|x,>rxx,Ex - Lx,>xx,zrx-l{x,>x)". (3) Postmuldplying ir by EX gives Takingtransposeresultsin From(2)and(3)weseethat(i-fl(uN-NM) = 0,andhence MN - NM,whereM= x,D2X > 0,ir =X,EX ) 0, =T(JT:,N=TVT,, :a_-i-i:0?s2t->_Ztr>ir>0.Withoutlossofgenerality,assumeE=diag(lr,...,,\,).WriteM T ' X ' = W , w h e r c U= d i a g ( u r , . . . , u>&0) ,y = d i a g ( u r , . . . , u r ) ) 0 , T t T= T T t = 1 .T h e n ( l ) l e a d s t o i*r'-|vwz=Luw-1n,* (4) Examine(rdt , ...,rrdn),thei-th row of W (i = I ...,&) andreunite(4) , as uiiF(j) = 0, (5) w.lTrfi)=ili-,Tr,\i,i":j.*r?,i=1,...,n.It'snorpossiblerhdtw;1-...=ttin=0,asww,-1.D,ueto( w e m u s t h a v e e i t h e r ( a ) w ; , 1 0 , F=(0r;)o r ( b ) 0 # w ; r * u i s l 0 , F ( r ) = F ( s ) =.0,r-fs.In(a)wehave poge 26 lmage: No.2O i'e" h2u; - (2ch - c2)a?'theng = A (as ui > v?),whichleadsto thelower bound(first relationship),not anupperbound. In (b) we have )"+ )" ='frr,)"),= Solving u; and u; w€ obtain -g=- If=r'i h Ef=r ui ft - u;. - @Ef=r()" * ).,)2- Ef=r)"), (*)'Ef=r()" + \r and hence (6) Notethatrands(1s.r *s3.n)relaretof (f =1,...,&).Maximizing(6)weobtaintheresult. tr coraMexr' Note that theresulthasapplicationson efficiency comparisonsin statistics(partly presentedat TinbergenInstitute, Amsterdamin 1993andAdam Mickiewiczuniversity,poznan in 1995). hoblem 19.1: Eigcnvalues Proposedby JtincrN GR.B & Gorz T*BNKLER,(Jniversittfi Dortnund,Dortmun| Gemuny. Let a andb be two nonzeron x 1 rearvectorsandconsiderthe mahix A = oaa, + F whereo,F,.1,6 arerealscalarssuchthat F=-tand72 * 7ba, + dbbr, "b' =_o6.Findthe(nonzero)eigenvaluesof A. solution 19'1'1 by DAVID A. Hanvu-tE, IBM ThonusJ. watsonResearch ceneq,yorfuownHeigttts, Newyork, usA. L&t c, y, ra,andz representrealnumberssuchthatEu)= e, oz = _1, UU = .1,yz = 6,so that A = oaa' - 7ab, + fba/ + 6bb, = (ca* yb)(ura* zb),. Thatsuchnumbersexistis evidentuponobserving(in light of theconditioo.l" - -o6, which implieseirherthato and6 are opposit€insignorthatonflbottrof themequal0)that(l)ifo > 0(inwhichcase6< 0),wecanrakeu- a {d, z = -y, andeitherv = r/-6 ory = -t/=6 (gependingonwhetherl20orr < 0); (l)tr'" = 0(inwhichcase.r =0), wecantakeu = I = 0andeitherz = u = t/6 or z = -y andu = ) 0or6 < O);and(3) rlt'(Cependingon-ry-nenerd - -a,x = if o ( 0(inwhichcased) 0),wecantakero lfr,urdeithei ; _V: -J6or, = y =.f tO"#"Orog"" whether7 ) 0 or r < 0). Then,it follows ftom a well-knownresult,which is givenby Theorem 2l.l0.l ornarvitte (1997) f'Murix Algebra From a Statisti.cian's Perspective",Springa-Verlag,New yorkl, thai a - 1 of the eigenvaluesof A are 0, andtheremainingeigenvalueis (ura* zb),(aa+ yb) - oa,a*7"7b- 7b,a+ 6b,b = aa,a+ 6brl. tr Solution l9-12by CHt-Kwot'tc Ll andRoY MATHTAs,TheCollegeof William& Mary,wiltiamsburg,virginia, USA. NotethatA = (a b) B (o D)', where n=(" \r P'\=(" bl \r '?\ 6) hasdeterminant zeroby thegivencondition.Thus.4 hasat mostrankoneandthenonzeroeigenvalue(if exiss) equalstr A = \r'v'r'uw"ErgsJUr tr((a b)B(a A)')=tr(B(a b)'(a b))=a(ata)+6(D,r). tr solution 19-1.3by HnNs JolcHrM WERNER,universitdtBonn,Boru, Gernany. It sufficesto considerthe following two exhaustivecases. caseI' f,etc = 0' Then7 =0andB = 0sothatr{becomes A= 6bb'whichisamatrixwithrank<l. Thismatrixhas rank I if andonly if 60 I 0. If it hasrank l, thenits only nonzeroeigenvalueis givenby tr(/) = 6b,b. April 1998 poge 27 - Bb)(" * Case2. t-eta + 0. Then ir is easyto seethat.Acanbe rewrittenas.A = (aa *r) which againis obviouslya is given matrixof rank S I . This matrixhasrank I if andonly if ac + +Bb. If it hasrank I , thentheonly nonzeroeigenvalue / ^ \, az o by tr(/) = (o + (o) {"" - Fb)= aa'o - ffb'b. USA;KnzvszroF KRAMadisort,Wisconsin, SolutionswerealsoreceivedfromDAVIDCILLAN, Universityof Wisconsin, Poland;SreveN J. LEoN, UniversityofMassachusettssusxl & Mensr BrALKowsK\ WarsawUniversityofTbchrwlogy,Warsaw, (ISAi Louisiatw Universiry,Harnmond, MERINo, Southeastem DENNIsI. Dartnouth, North Dartmouth,Massachusetts, ComellUniversity,Ithaca, StanfordUniversity,SturfordCA,USA;Sttlvt-ER.SEARLE, lnuisiatw,USA;INGRAMOLKTN, YoNccETrtN, ConcordiaUniversity, NewYorlc, USA;DerNa SHasHl, Tel-HaiRodmanCollege,UpperGalilce,Israeli Montr1al,Qudbec,Canafu;WLLTAM F. TRENcH,Divide,Colorado,USA;HsNnv WoLxowIcz, Universityof Waterloo, JiincBN GRoB& Gorz TnexrLak, UniversitdtDortnund,Dortmund,Germany. Ontario,Canada;andfrom theproposers Problem 19-2: Non-negadveDefinite Metriccs Proposedby HlNs Joecxtrr WERNER,UniversitdtBorut,Bonn,Germuy. ) 0forallvectorss eCn. Provethat/isnon-negative Amatrix AeAnxn issaidtobenon-negativedefiniteifRe(o*.,{c) inverseAt is non-negative definite. definiteif andonly if its Moore-Penrose Solution l9-2.1by R. B . BAPAT,Itdian Statisthal Instiute,NewDelhi, htdia. (i.e., Since.Re(c*At) - lx'(A * A')s, A e C"xn is non-negative definiteif andonly if A +,4* is positivesemidefinite ,'(A+A')t20forallxeC"'".)Suppose.4isnon-negativedefiniteandletxeN(A),thenullspaceof.4.Then ,*(A+ A')x = 0 andsince A+ A* ispositivesemidefinite, (A+ A.)t = 0.ThusA*o = 0andc e N(A.). Similairlywe canshowthatc € N(A') impliest e N(A) andhenceN(A) = N(A.).II followsthatC(,4)- C(A.), whereC(.) deDores -AtXfot columnspace.This,togetherwiththewell-knownfactthatC(,4t)=C(r{.)leadstoC(11.1=C(At).Thus.r{t* somematrix X. Then AtAAt'- AtAAtX - AIX = Al, andhenceAt = At A' At*. Using theseequationswe get Al + At* = At (A + A*)A1' , which is positivesemidefinite. Therefone.Alis non-negative dennirc.This provesthe "only if'part. The "if'part follows at oncesince.Att = .,{. n Solution l9A2 by CHt-KwoNc Lt andRoY MATHIAs, TheCollegeof William&.Mary, Williansburg,Virginia,USA. Let S be invertible,andlet ft be a positiveinteger.Thena given.4 is non-negative definiteif andonly if oneof thefollowing holds:(a) S*.4S is non-negative definite,(b),A- +.4 is non-negative dennie, (c) .4 O 0p is non-negative definile.Also, (d) if ,4 is invertibleandnon-negative definitethenAt = A-r - n-t a*(A-t;* is alsonon-negative definite.Finally,since A = (At)t it is sufficientto showthatA is non-negative definiteimpliesthat /t is non-negative definite. SolutionI (via the Schur Decomposition):I.et A = UTU* whereU is unitaryancl? uppertriurgularwith theeigenvaluesof,4onthediagonal. Letusassumethat,4has /cnon-zeroeigenvaluesandthatt;; f 0,fori ( /curdt;i = 0 fori > e+1. By(a) above?isnon-negativedennite, andsoby(b)sois?*?.. Since(?* T');; = 0 fori > & itfollowsthatthewhole of theithrow andtheithcolumn of (?+?') is0fori > i. SinceTisuppertriangularitfollows that? = ?r O0,r_r where definiteby (d) and(c), andso is .At = UTI U' . fi is invertible.HenceTt = Tlt O 0,-r is non-negative Solution tr (via SVD): Suppose.,4,is non-negative definiteandhassingularvaluedecomposition U DV. "I\en DVU = U*AU andDVU +U*V'D isnon-negativedefinite.If ,4hasrank&,thenthelast(n-&)rows otDVU arer&ro,andthus tbelower(n - e) x (n - &) blockof DVU + U'V'D is zero.SinceDVII + U'V'D is hermitiannon-negative definire, its(1,2)and(2,1)blockmustbezaroaswell. ItfollowstbatDVU = B@0,-p,whef,eBis&x Iinvertiblenon-negative definite.Hence(J'V' Dl = B-r @0n-* is non-negative tr definiteby (d) and(c), andsois ,4t = V'Dl (J*. Solution 19-2.3byHats JoacgrM WERNER,UniversitdtBonn,Bonn,Germany. poge 28 lmoge: No. 20 SinceRe(r* A c) = x* (A + A')x 12,it is evidentthat.r{is non-negative definiteif urd only if theHermitianmatrixA + A* is non-negative definite. Clearly,if B is Hermitiannon-negative definite,thenx* Bo = 0 +=+ Bx = g. We recall that a marix C is an EP-matrixif and only it N(C) = N(C*) or, equivalen0y,R(C) = R(C*); here,A/(.)denotesthe null spaceand R,(.) the range(column space).We proceedas follows. First, we show that eachnon-negativedefinite matrix .A is necessarilyan EP-matrix. With this in minG we then prove that .Al is non-negativedefinite whenever.,{ is so. For that pupose, let z4be non-negativedefinite. Moreover,let c be an arbitrary vector from N(A). Then Ao = 0 and it follows Invirtueof from0=Re(r*, a)=x*(A*A')xl2that(.2{*A*)c=0andsoz{*c=0.ThusN(A)gN(A.). AAt - At A; for noticethatA.At rank(rA) - rank(.A*), therefore.A/(A) = N(A'), i. e. A is ER asclaimed.Consequently t}e orthogonalprojectoronto?(.,{'). The defining represents the ortbogonalprojectorontoR.(r4)whereasr{f .,{ represents equationsof .At-tre so-calledPenroseequations-furthertell us thatAt = At AAt andAAt = (AAl ). . Therefore.4t = AIAAi - AAIAi - (AAlyAt = Al*A*At. Foreacha € C',hence0 ) Re(o',,{tc) = Re(o'r4f'l*Ala),thus definitewheneverA is so. That the reverseimplicationis alsotme follows completingthe proof of At being non-negative tr from the fact that (At;t - ,. Pmblen 19-3: Characterizations Associatd with a Sum and h,oduct hoposedby RonEnr E. HARTwrc, NorthCarolina State(Jniversity,Raleigh,NorthCarolinq IJSA,PETERSeIt{nL, versityof MaribonMaribof Slovenit & HeNs JoecHtv WERNER,UniversittltBonn,Bonn,Gerrnny. TheMitor hassofar receivedonlyone solution(in oddition to a solutianby thc Proposers)to thisproblzm-we lookforward to receivingmoresolutions! squarematricesA md B satisfyingAB = pA * gB, wherep andCaregivenscalars. l. Characterize linearoperatorsA andB actingon a vectorspace/ satisfyingABt e Span(.Ac,Bo) for 2. More generally,characterize everya e N. Pnoblem19{: Eigenvaluesof Positive SemidefrniteMatrices University,Fort lattdcrdale,Florida, USAhoposedby FuzniN ZHANG,NovaSoutheastern TheEditor hassofar receivedonlyone solution(from thePmposer)to thisproblem-welookforward to receivingmoresolutions! x r matf,icesof € (0,1]-Oe € (0,1).u"nthat,if /s, ...,An arenon-negativedefiniter ShowthatthereareconstantsT rankonesatisfying l . A r + . . ' * A " - . I "a n d 2. trace(A;)( 7 for eachi = 1,. . ., r, of Ao = Dieo Ai allliein theintefval(e,1 - e)' o of {1, 2,...,n} suchthattheeigenvalues thenthereisa subset Pmblem l9-5: Symmetrized h'oduct Definiteness? proposedby txcuu OLKIN, stanford(Iniversity,stanford,califumio usA. Let.4 andB be real synmeEicmatrices.Thenproveor disprove: definite). definite)then.48 * BA is positivedefinite(non-negative L If A andB arebothpositivedefinite(non-negative definite)' definite)thenB is positivedefinite(non-negative Z. lt A andAB* BA arebothposirivedefinite(non-negative g9MMENT This problemis discussed by peterLax on pp. l2o-121 of his new bookLircar Atgebra fwiley' 1997'ISBN recentlyreviewedin Image,18,pp. 4-5. -Ed' 0471-11111-21 poge 29 April 1998 solution19-5.1by Davro GALLAN,universityof wisconsin, Madison,wisconsin, LJSA. l. Thefirstassertionisfalse, (l l) -o n = (i evenforposiriveentrymauices. Forexampte,r^tnr+,= L/ l)./ 6 \r Then \r det(AB + BA) = -l andAB + BA fails to be non-negarive definite. 2. The secondassertionis trueif / is positivedefinite.Sincex'(,,{,B + BA)x = 2x'ABx, the otberhypothesisimplies x'ABx>0(>0)forallx#0.Iftheconclusionfails,thenBhasaneigenvalue.ls0(<0)witheigenvectorx,say.But thenx'/Bx = .\x'.r{x < 0 (< 0), a contradiction. O solution 19-52 by sHuenczur Lrv, universitdtBasel,Basel,switzerland. l. For positivedefinite(non-negative definite)mahicesA andB , AB + B A is not positivedefinite(non_negative defrnite) in general.Herex'(AB + BA)x = 2a'ABs, for anyreal vectorc. An example: n=( l, \-z -2 \ -_( "-\0 2 ), n o t / .) , -10 \ ea+a,q=( 24 A B = ( , r , ;o, , /) , \_E 4 ) \_ro - pyand;1(AB+BA)y 2 E,ybeitsassociatedeigenvector, thenBy =2{ABy - 2p{Ay. ,ry!*eaneigenvalueof ( I ) IF ,4 is positivedefinite,thenB is positivedefinite(ron-negative Hence definite) whenever ,qA + A i ispositive OJnnite (non-negative definite).(2)WhenA and, AB * BA ue bothnon-negative definite,B neednotbenon-negative definite.An example: A- ( 3 00 B=(; ), j, ) AB*BA_(t 3) Solution 19'5.3 by Davto LoNnoN, Tbchnion,Haifa, Israel. l. Both parts of assertionI are false. Let A \ 100 10 and B 300\ i- -", :^: .:,", AB * BA t7'-= ( ?0? ls not non-negativedefinite. IOO 404 \ \ 0 2 ). A and B uepositive definite while ) 2 . Thepositivedefiniteversionof assertion 2 is tme. Withoutlossof generality, wemayassume thatB = d i a g ( D r , b z , , b n ) is diagonal.Let A = (o;i) ancl^/-B* BA = (ori$, + D1))be pisitive definite.It followsthara;; > 0 and 2a;;b; > 0 f o ri = I , . . . , f l . H e n c e , 0) ; 0 ,i - 1 , . . . , n , i , i . ,B i s p o s i t i v e O e n n i t e . 3. The non-negarivedefiniteversionorassertion2isfalse.t*,r= (3 (t 3) l) -.r= is non-negative definite. (;t l) ** AB+BA= o solution 19'5.4 by HANS JOACHIM WERNER, Universitdt Bonn, Bonn, Germany. The following four observationsgive the complete solution to this problem. A andB areboth(reatsymmetric) ( I I andB - (; S) Ahhoush ) non-negative definite,thematrix AB + B A - l ' z 1 \ nus n benon-negative definite. observation 1: considerthe matric€sA = \ i O) observation 2: considerthe matricesA = (l l) andB- (; ,f;) .AhhoushAardBareboth(reatsymmetric) positivedefinite,the mdilrixAB + I 7 A - / a positivedefinite. il ) faitsto be [,, poge 30 lmoge; No. 20 izConsiderthcnwtricesr= observation (l 3)"*"= /,) n\ f , O) (l !r).o,*oushthenwtricesAandAB+BA- *, both (real symmetric)twn-negativedefinite,the nwtrix B is not so. Obscrvation 4z Izt A and B be real symmetrbmatrices.If A is positivedcfnite and AB * BA is rwn-negativedefnite (positivedcfnite), then B is non-negativedefinite (positivedefnite). pnoof of ObservatiDn 4: Recall that for any square(possiblycomplex) n x n matrix C its field of values(often also - 1}. Sinceby assumptionAB + 8,4 is non-negative calledits numericalrurge) is .F(C) '.- {a'Aa : o € An, o*t definite(positivedefinite),the Properties1.2.5and L.2.6in RogerHorn & CharlesR. JohnsonlTopicsin Murix Analysis, E RHP9 := {z € A : Re(z) 2 0} (respectively CambridgeUniversiryPress,199U tell us that o(AB) g f@4 of AB, thatis'thepoint o(AB) denotesthespectrum o(AB) g f(AB) q RHP := {z € C : Re(z) > 0});here 9'12 in R. B. Bapat Exercise (see, for example, of the matrix .AB. From matrix theoryit is well known sei or eigenvalues fLircarAlgebraandLircarModels,HindustanBookAgency,Delhilgg3])thatifCandDuenxnmatricesthenCDand DC havethesameeigenvalues.Hence,in particular,o(AB) = a(Ai BAi) whgre.Ai is tne uniquesquareroot of A. The arereal. In view of o@\ ne*1 - o(AB) g REPo (respectively matrix d,*n.l,* is symmeric andso all its eigenvalues SinceAt ispositive oeli Afi1= a(AB) g RHp)itnowfollowsttrat/i8,4* isnon-negativedefinite(positivedefinite)' definite(positivedefinite).This definite(rositivedefinite)if andonly if B is non-negative oennite,,e,{Bl,*' isnon-negative D 4. completestheproof of Observation solution 1g-55 by HENny WoLKowrcz, universityof waterlao,waterloo,Onnrio, catt^daLet A andB be real symmetricmatrices. dennite),thenit is nottruethatAB * B-,{is positivedefinite(non-negative L. lf AandB ue positivedefinite(non-negative definite). pmof. The proof follows (quickly) from using the following MAILAB pro$am (courtesyof Mike Overton,Courant Instihrte,NY). for trY = 1:10, X = diag(rand(10,1) ); Z = rand(lQ,10); Z = Z'*Zi XZZX=y*g+Z*X; t e i g ( x ) e i s ( z ) e i s ( x z Z X )l Pause end; (1997) ['A note on the existenceof the AlizadehA specific example given by R. D. C. Monteiro urd Y. Zanjacomo Programming'18:393401; trttp : / /www' Haeberly-Overton direction for semidef,niteprogramming", Muhematical is isye, gatectr. edu/ l- nonteiro/tectr-reports/note'ps] A-[ i o1s]andB=[; ,%] D of AB * BA are:-l and33' of A ue: 8.1310and0.3690.Theeigenvalues Theeigenvalues thenit is not tme thatB is positivesemidennite:considerthediagonal 2. lt A andAB + B Aarebothpositivesemidefinite, matrices A=[l Sl,"dB=[3-0,] B is positivedefinite' But for A utdP - AB +B/ bottrpositivedefinite,thenit is tme that of B. ThenA andut PU = (ut AU)D + !(vt!r/\re proof. LetB = U DIlt be rheorthogonaldiagonalization - AD + DA' But' = D wasdiagonalandso w! Ir.tte P both positivedeflnfte,i.e. we couldhave.rrut.o that B tr D to get D;; = P;;f (2Aii) ) 0, Vi' thenwe cansolvethe consistentlinearequationin thediagonalmafix April 1998 poge 3l We addsomeobservations. An immediatecorollaryto theproof of part 2 is Corollery lz If A and AB + BA are nonaegativedefiniteandtlw diagorul of A is positive,thcn B is nonnegativedefuite. In fact, thesetypesof questionsariseindirectly in certainalgmithmsfor solving semidefiniteprogramming(SDP)problems suchas min{tracecx : A,x- b, x > o}, whereX | 0 denotespositive semidefiniteness,C is a given symmetricmatrix urd is a given linear operator. These ",4 algorithms stattwithtwogivenn x n symmetricpositivedefinitemaEices Z,X > 0 andthescalarp= traceZ*1n.tney thentakea Newton stepfor solving the nonlinearsystemof equations: -0 ('{34' #) )=:( (1) The first two equationsarelinearwhile the nonlinearityarisesfrom the third equation.This equationalsoresultsin the system being overdetermined,since it mapssymmenicmatricesto possibly tronsymmetricmatrices. One approachis to symmetrizethis equation,resultingin ZX + X Z - 2pI = 0. (Moregenaal symmetrizations arediscussed in R-D.C.Monteiro andY. Zhang(1996)['A unifiedanalysisfor a classof path-followingprimal-dualinterior-pointalgoritlrmsfor semidefinite programming",Tbchnicalreport"GeorgiaTbch,Atlanta,GA, 1996,ftp: / /pc5 .math. umbc. edu/pub/mz-sdp. ps . gz or fEpt / /pc5.math.r.rnbc.edu/pub/mz-sdp.dvi.gzl.) Thelinearization of theresultingsquaresystemhasa uniquesolution (calledtbe AHO direction;seeF. Atizadeh,J.-P.A. Haeberly,andM. L. Overton(1996) [,.primal-dualinterior-point methodsfor semidefiniteprogramming: convergencerates,stability and numericalresul6", NyU ComputerScienceDept TbchnicalReport721,CourantInstituteof MathematicalSciences, to appearin SIOpTI) it Z X + X Z ispositivesemidefinite. (This is shownin M. Todd,K. C. Toh, anclR. H. Thtuncu(1996) directionin semidef,nite ["On the Nesterov-Todd programming",TbchnicalReportTRll54, Schoolof oR andIE, CornellUniversity,Ithaca, Nyl andM. Shida,S. Shindoh andM. Kojima ( 1996)["Existenceof searchdirectionsin interior-pointalgorithmsfor the SDpandmonotoneSDLCF,,Tbchnicalreport"Dept. of InformationSciences, Tbkyo Instituteof rechnology,Tokyo,Japanl.)However,astheaboveexample shows,this may not hold. However,thefollowingisclear:it ZX - pI = 0(i.e. Z,X lieonthe so-calledcenralpath), tbenZX + XZ > 0, since commuhtivitymeansconunonorthogonaldiagonalization. Therefone, a naturalquestionto askis: Pmblen lz GivenZ,X > 0, p) 0,defineaneighbourhoodof thecentralpath llzx - plll < eor llZiXz* - p41< e whichguaranteesttnt ZX + XZ > 0. Sucha resultis discussed by Monteiro& zanjacomo(1997)op. cit.,who showthat llz*xz* - prll< p/2 impliesthatthelinearizationhasauniquesolution.Infact,thisdoesnotimplyXZ+ZX >0asOeaboveexampleillustrates with v - 8' However,thetriangleinequality(observation dueto Mike To<lct) <toesshowthat: llzX - plll <p impliesZX + XZ > 0, thusprovidinga neighbourhood ofthe centralpath. o solutionswereako receivedfrom Rocpn A. HoRN, llniversityof (Itah, saltIalrc city, utalr, usA; cnr-KwoNc Lr & RoY MATHIAs' Thecollegeof williamandMary, witliamsburg,vrgini; usA; Jonue KAARLgMERrKosKr& ARr vrRTANEN,universiryof ranpere, Tampere, Finland;FERNANDoc. irlve, IJniversityof Lisbon,Lisbon,portugat;DAFNA Sttesue, Tbl'HaiRodmancoltege,IlpperGatitee,IsraeliYoNccE TtaN, concordiaIlniversity,Moftreat, eucbec,canada; andfrom theproposerIN.RAM OLKTN,StanfordUniversiry, StunfordCA, USA. I lmoge; No. 20 poge 32 New Problems Problen 20-1: E[envalues hoposedby BeNrToHnnxANnrz-BERMEro, UniversidadNacioml de Hucacifin a Disftncia Madrid, Spain. l-etR,pandKbenxnrealmatrices,wherePisdiagonalandinvertible,Kisskew-syrnmetricandft=PK.Provethat: l. The eigenvaluesof R appearin pairsof oppositesign of the form *lf, where{ is areal numberwhich maybepositive' zero or negative. 2. If the diagonalentriesof P areall positive or all negative,thenthe eigenvaluesof .Rappeu in pairs of oppositesign of the form *rf€, wnere{ is nonpositive,i.e., all eigenvaluesarezero or imaginary. Problcm 20-2: Eigenvaluesand eigenvectorsof a patterned matrix Proposedby EuIl-to SPEDIcATo,Universityof Bergmw,Berganw,Italy' = 1,2,"',n)'{Forthe A= {o;il = {li-il]-.(i'i x npatternedmatrix Findtheeigenvaluesandeigenvectorsofthen ( i , i = ! , 2 , . . . , n ) , s e e P r o b l e m l S 5 i n I mage,19'28-30.1 e i g e n v a l u e s a n c t e i g e n v eAc = t o{ ios;oi }f= { ; - i 1 ' Problem20-3: When is {XlX' ( ,'{} Convex? USA. hoposedby G. E. tnepp & BoHE WANG,WestVirginia(Iniversity,Morgantown,WestVirginiL matrices: dennitematrixA andpositiveintegqn,let C(n, A) be oe followingsetof Hermitian For aHermitiannon-negarive C(n,A) -- {XlX = X*, X" S A}' Forwhatvaluesofn=l,2,...isthesetC(n,A)convex?HereSdenotestheL0wnermarixpartialordering' Problen 20{: Continuity of T[ansposition? proposedby Gorz TRexxLeR, universittltD\rtmwtd, Dortmund,Germany. thet)'peof A suchthat '4" = DLt Di=' B'.iAB;i ' l,et A be a real rn x n matrix. Find mauicesB;i dependingonly on multiplicationof matrices'it would of .4. [If suchmatricesexisted,by thecontinuityof additionand where,4" is thetranspose provealsothecontinuityof transposing'l Problem 20'5: Matrix SimilaritY University,Fort laudcrdole' Florida' USA' proposedby FUZHENZuanc, N:ovaSoutheastern thentheyaresimilar overthereal numbers'Show numb€trs, As is well known,if two real matricesaresimilar overthecomplex ue unitaritysimilu overthe complexnumbers' hordsfor unitarysimiluity. *ecisery, if two real matrices that this assertion realnumbers' thenshowthattheyareorthogonallysimilu overthe SquareRoots Problem 20'6: Non'negative Definitcnessand iuriurrsity, FortI'auderdale,Florida, usA' southeort Nova proposedby FuzHENf"^*o, I.,etA>0, B > C Z 0. Proveor disProve BLln z g t l z > C r l zA c r l z ; here> is theLownermatrixpartialordering. ffiaswellasnewpfoblems,toGeorgeStyanFoTHinIf-I$codeembeddedastextonlybye-mailto air.mJr i:y:Iintf-'3,Y3,|;Til"i""::-Tyff:'K:,1*fil#A; bvregur-ar .caAND sryanoMattr.McGilr west'Montrear' street ooot,rueShsbrooke universitn'dos T ff.""li"l11Tsiltisiicr,'r,r"cli to Problems18-1,19.3and 194! We look fonr,ardparticululy to receivingsolutions 2K6. Qu6bec,CanadaH3A i":t#rr}#:Hnl.