statistical applications fo equivariant matrices
Journal Article
S.H.Alkarni, . 2001
نوع عمل المنشور:
بحث علمي
رابط المنشور على الويب:
المجلة \ الصحيفة:
International Journal of Mathematics and Mathematical Sciences
رقم العدد:
25
رقم الإصدار السنوي:
1
الصفحات:
53-61
مستخلص المنشور:
Solving linear system of equations Ax=b enters into many scientific applications. In this paper, we consider a special kind of linear systems, the matrix A is an equivariant matrix with respect to a finite group of permutations. Examples of this kind are special Toeplitz matrices, circulant matrices, and others. The equivariance property of A may be used to reduce the cost of computation for solving linear systems. We will show that the quadratic form is invariant with respect to a permutation matrix. This helps to know the multiplicity of eigenvalues of a matrix and yields corresponding eigenvectors at a low computational cost. Applications for such systems from the area of statistics will be presented. These include Fourier transforms on a symmetric group as part of statistical analysis of rankings in an election, spectral analysis in stationary processes, prediction of stationary processes and Yule-Walker equations and parameter estimation for autoregressive processes.