On differentiability and analyticity of positive definite functions

We derive a set of differential inequalities for positive definite functions based on previous results derived for positive definite kernels by purely algebraic methods. Our main results show that the global behavior of a smooth positive definite function is, to a large extent, determined solely by the sequence of even-order derivatives at the origin: if a single one of these vanishes then the function is constant; if they are all non-zero and satisfy a natural growth condition, the function is real-analytic and consequently extends holomorphically to a maximal horizontal strip of the complex plane.

Convolution roots and differentiability of isotropic positive definite functions on spheres

We prove that any isotropic positive definite function on the sphere can be written as the spherical self-convolution of an isotropic real-valued function. It is known that isotropic positive definite functions on d-dimensional Euclidean space admit a continuous derivative of order [(d − 1)/2]. We show that the same holds true for isotropic positive definite functions on spheres and prove that this result is optimal for all odd dimensions.

Representations and Positive Definite Functions on Hypergroups

Some relationships between representations of a hypergroup X, its algebras, and positive definite functions on X are studied. Also, various types of convergence of positive definite functions on X are discussed.

Differentiability of bizonal positive definite kernels on complex spheres

We prove that any continuous function with domain {z ∈ C: |z| ≤ 1} that generates a bizonal positive definite kernel on the unit sphere in 'C POT.Q' , q ⩾ 3, is continuously differentiable in {z ∈ C: |z| < 1} up to order q − 2, with respect to both z and 'Z BARRA'. In particular, the partial derivatives of the function with respect to x = Re z and y = Im z exist and are continuous in {z ∈ C: |z| < 1} up to the same order.

Complex variable positive definite functions

In this paper we develop an appropriate theory of positive definite functions on the complex plane from first principles and show some consequences of positive definiteness for meromorphic functions.

Pulse response based control for positive definite systems

Pulse Response Based Control (PRBC) is a recently developed minimum time control method for flexible structures. The flexible behavior of the structure is represented through a set of discrete time sequences, which are the responses of the structure due to rectangular force pulses. The rectangular force pulses are given by the actuators that control the structure. The set of pulse responses, desired outputs, and force bounds form a numerical optimization problem. The solution of the optimization problem is a minimum time piecewise constant control sequence for driving the system to a desired final state. The method was developed for driving positive semi-definite systems. In case the system is positive definite, some final states of the system may not be reachable. Necessary conditions for reachability of the final states are derived for systems with a finite number of degrees of freedom. Numerical results are presented that confirm the derived analytical conditions. Numerical simulations of maneuvers of distributed parameter systems have shown a relationship between the error in the estimated minimum control time and sampling interval

Low rank representation on Riemannian manifold of symmetric positive definite matrices

Sparse coding aims to find a more compact representation based on a set of dictionary atoms. A well-known technique looking at 2D sparsity is the low rank representation (LRR). However, in many computer vision applications, data often originate from a manifold, which is equipped with some Riemannian geometry. In this case, the existing LRR becomes inappropriate for modeling and incorporating the intrinsic geometry of the manifold that is potentially important and critical to applications. In this paper, we generalize the LRR over the Euclidean space to the LRR model over a specific Rimannian manifold—the manifold of symmetric positive matrices (SPD). Experiments on several computer vision datasets showcase its noise robustness and superior performance on classification and segmentation compared with state-of-the-art approaches.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

Bounds on integrals of the Wigner function: The hyperbolic case

Wigner functions play a central role in the phase space formulation of quantum mechanics. Although closely related to classical Liouville densities, Wigner functions are not positive definite and may take negative values on subregions of phase space. We investigate the accumulation of these negative values by studying bounds on the integral of an arbitrary Wigner function over noncompact subregions of the phase plane with hyperbolic boundaries. We show using symmetry techniques that this problem reduces to computing the bounds on the spectrum associated with an exactly solvable eigenvalue problem and that the bounds differ from those on classical Liouville distributions. In particular, we show that the total "quasiprobability" on such a region can be greater than 1 or less than zero. (C) 2005 American Institute of Physics.

Quantum mechanics as an approximation to classical mechanics in Hilbert space

Classical mechanics is formulated in complex Hilbert space with the introduction of a commutative product of operators, an antisymmetric bracket and a quasidensity operator that is not positive definite. These are analogues of the star product, the Moyal bracket, and the Wigner function in the phase space formulation of quantum mechanics. Quantum mechanics is then viewed as a limiting form of classical mechanics, as Planck's constant approaches zero, rather than the other way around. The forms of semiquantum approximations to classical mechanics, analogous to semiclassical approximations to quantum mechanics, are indicated.

Dormancy release in Lolium rigidum seeds is a function of thermal after-ripening time and seed water content

Dormancy release in seeds of Lolium rigidum Gaud. (annual ryegrass) was investigated in relation to temperature and seed water content. Freshly matured seeds were collected from cropping fields at Wongan Hills and Merredin, Western Australia. Seeds from Wongan Hills were equilibrated to water contents between 6 and 18% dry weight and after-ripened at constant temperatures between 9 and 50degreesC for up to 23 weeks. Wongan Hills and Merredin seeds at water contents between 7 and 17% were also after-ripened in full sun or shade conditions. Dormancy was tested at regular intervals during after-ripening by germinating seeds on agar at 12-h alternating 15degreesC (dark) and 25degreesC (light) periods. Rate of dormancy release for Wongan Hills seeds was a positive linear function of after-ripening temperature above a base temperature (T-b) of 5.4degreesC. A thermal after-ripening time model for dormancy loss accounting for seed moisture in the range 6-18% was developed using germination data for Wongan Hills seeds after-ripened at constant temperatures. The model accurately predicted dormancy release for Wongan Hills seeds after-ripened under naturally fluctuating temperatures. Seeds from Merredin responded similarly but had lower dormancy at collection and a faster rate of dormancy release in seeds below 9% water content.

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Sparse kernel density estimation technique based on zero-norm constraint

A sparse kernel density estimator is derived based on the zero-norm constraint, in which the zero-norm of the kernel weights is incorporated to enhance model sparsity. The classical Parzen window estimate is adopted as the desired response for density estimation, and an approximate function of the zero-norm is used for achieving mathemtical tractability and algorithmic efficiency. Under the mild condition of the positive definite design matrix, the kernel weights of the proposed density estimator based on the zero-norm approximation can be obtained using the multiplicative nonnegative quadratic programming algorithm. Using the -optimality based selection algorithm as the preprocessing to select a small significant subset design matrix, the proposed zero-norm based approach offers an effective means for constructing very sparse kernel density estimates with excellent generalisation performance.

Mitigation of symmetry condition in positive realness for adaptive control

Feasibility of nonlinear and adaptive control methodologies in multivariable linear time-invariant systems with state-space realization (A, B, C) is apparently limited by the standard strictly positive realness conditions that imply that the product CB must be positive definite symmetric. This paper expands the applicability of the strictly positive realness conditions used for the proofs of stability of adaptive control or control with uncertainty by showing that the not necessarily symmetric CB is only required to have a diagonal Jordan form and positive eigenvalues. The paper also shows that under the new condition any minimum-phase systems can be made strictly positive real via constant output feedback. The paper illustrates the usefulness of these extended properties with an adaptive control example. (C) 2006 Elsevier Ltd. All rights reserved.

Projeto de reguladores fuzzy Takagi-Sugeno utilizando as condições iniciais da planta

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)