Conditions for singular incidence matrices
نویسندگان
چکیده
Suppose one looks for a square integral matrix N , for which NN has a prescribed form. Then the Hasse-Minkowski invariants and the determinant of NN lead to necessary conditions for existence. The Bruck-Ryser-Chowla theorem gives a famous example of such conditions in case N is the incidence matrix of a square block design. This approach fails when N is singular. In this paper it is shown that in some cases conditions can still be obtained if the kernels of N and N are known, or known to be rationally equivalent. This leads for example to non-existence conditions for selfdual generalised polygons, semi-regular square divisible designs and distance-regular
منابع مشابه
New Solutions for Singular Lane-Emden Equations Arising in Astrophysics Based on Shifted Ultraspherical Operational Matrices of Derivatives
In this paper, the ultraspherical operational matrices of derivatives are constructed. Based on these operational matrices, two numerical algorithms are presented and analyzed for obtaining new approximate spectral solutions of a class of linear and nonlinear Lane-Emden type singular initial value problems. The basic idea behind the suggested algorithms is basically built on transforming the eq...
متن کاملSingular value inequalities for positive semidefinite matrices
In this note, we obtain some singular values inequalities for positive semidefinite matrices by using block matrix technique. Our results are similar to some inequalities shown by Bhatia and Kittaneh in [Linear Algebra Appl. 308 (2000) 203-211] and [Linear Algebra Appl. 428 (2008) 2177-2191].
متن کاملRobust H_∞ Controller design based on Generalized Dynamic Observer for Uncertain Singular system with Disturbance
This paper presents a robust ∞_H controller design, based on a generalized dynamic observer for uncertain singular systems in the presence of disturbance. The controller guarantees that the closed loop system be admissible. The main advantage of this method is that the uncertainty can be found in the system, the input and the output matrices. Also the generalized dynamic observer is used to est...
متن کاملNumerical Solution of Optimal Control of Time-varying Singular Systems via Operational Matrices
In this paper, a numerical method for solving the constrained optimal control of time-varying singular systems with quadratic performance index is presented. Presented method is based on Bernste in polynomials. Operational matrices of integration, differentiation and product are introduced and utilized to reduce the optimal control of time-varying singular problems to the solution of algebraic ...
متن کاملMore about measures and Jacobians of singular random matrices
In this work are studied the Jacobians of certain singular transformations and the corresponding measures which support the jacobian computations.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2003