We study the problem of permuting each column of a given matrix to achieve minimum maximal row sum or maximum minimal row sum, a problem of interest in probability theory and quantitative finance where quantiles of a random variable expressed as the sum of several random variables with unknown dependence structure are estimated. If the minimum maximal row sum is equal to the maximum minimal row...

An alternating sign matrix is a square matrix such that (i) all entries are 1,-1, or 0, (ii) every row and column has sum 1, and (iii) in every row and column the nonzero entries alternate in sign. Striking numerical evidence of a connection between these matrices and the descending plane partitions introduced by Andrews (Invent. Math. 53 (1979), 193-225) have been discovered, but attempts to p...

We define a higher spin alternating sign matrix to be an integer-entry square matrix in which, for a nonnegative integer r, all complete row and column sums are r, and all partial row and column sums extending from each end of the row or column are nonnegative. Such matrices correspond to configurations of spin r/2 statistical mechanical vertex models with domain-wall boundary conditions. The c...

In this paper, the eigenvalues of row-inverted 2 × 2 Sylvester Hadamard matrices are derived. Especially when the sign of a single row or two rows of a 2×2 Sylvester Hadamard matrix are inverted, its eigenvalues are completely evaluated. As an example, we completely list all the eigenvalues of 256 different row-inverted Sylvester Hadamard matrices of size 8. Mathematics Subject Classification (...

In this paper, based on the numerical relationship between row and column sums, an equivalent representation for double α1-matrices is given by partition of the row and column index sets. As its application, we obtain a subclass of H-matrices and the corresponding (Cassini-type) spectral distribution theorem. And then, we provide a numerical example to illustrates the effectiveness of the new r...

Heyman gives an interesting factorization of I ? P , where P is the transition probability matrix for an ergodic Markov Chain. We show that this factoriza-tion is valid if and only if the Markov chain is recurrent. Moreover, we provide a decomposition result which includes all ergodic, null recurrent as well as the transient Markov chains as special cases. Such a decomposition has been shown to...

We derive expressions for the average distance distributions in several ensembles of regular low-density parity-check codes (LDPC). Among these ensembles are the standard one defined by matrices having given column and row sums, ensembles defined by matrices with given column sums or given row sums, and an ensemble defined by bipartite graphs.

We consider the problem of structure prediction for sparse LU factorization with partial pivoting. In this context, it is well known that the column elimination tree plays an important role for matrices satisfying an irreducibility condition, called the strong Hall property. Our primary goal in this paper is to address the structure prediction problem for matrices satisfying a weaker assumption...

Motivated both by the work of Anstee, Griggs, and Sali on forbidden submatrices and also by the extremal sat-function for graphs, we introduce sat-type problems for matrices. Let F be a family of k-row matrices. A matrix M is called F-admissible if M contains no submatrix F ∈ F (as a row and column permutation of F ). A matrix M without repeated columns is F-saturated if M is F-admissible but t...

Matrices of dimensions m × 1 and 1 × n are called column and row vectors, respectively. We will typically denote column and row vectors by lower case Latin letters, e.g. a, b, x, y and other matrices by upper case Latin letters, e.g. A, B, X, Y . The scalars (or 1 × 1 matrices) will be frequently denoted by Greek letters α, β, λ, μ, etc. Unless stated otherwise, all scalars will be real numbers...