Carleman matrix

In mathematics, a Carleman matrix is a matrix used to convert function composition into matrix multiplication. It is often used in iteration theory to find the continuous iteration of functions which cannot be iterated by pattern recognition alone. Other uses of Carleman matrices occur in the theory of probability generating functions, and Markov chains.

Definition

The Carleman matrix of a function f(x) is defined as:

M[f]_{jk} = \frac{1}{k!}\left[\frac{d^k}{dx^k} (f(x))^j \right]_{x=0} ~,

so as to satisfy the (Taylor series) equation:

(f(x))^j = \sum_{k=0}^{\infty} M[f]_{jk} x^k.

For instance, the computation of f(x) by

f(x) = \sum_{k=0}^{\infty} M[f]_{1,k} x^k. ~

simply amounts to the dot-product of row 1 of M[f] with a column vector \left[1,x,x^2,x^3,...\right]^\tau.

The entries of M[f] in the next row give the 2nd power of f(x):

f(x)^2 = \sum_{k=0}^{\infty} M[f]_{2,k} x^k ~,

and also, in order to have the zero'th power of f(x) in M[f], we aadopt the row 0 containing zeros everywhere except the first position, such that

f(x)^0 = 1 = \sum_{k=0}^{\infty} M[f]_{0,k} x^k = 1+ \sum_{k=1}^{\infty} 0* x^k ~.

Thus, the dot product of M[f] with the column vector \left[1,x,x^2,...\right]^\tau yields the column vector \left[1,f(x),f(x)^2,...\right]^\tau

M[f] * \left[ 1,x,x^2,x^3,...\right]^\tau = \left[ 1,f(x),(f(x))^2,(f(x))^3,...\right]^\tau.

Bell matrix

The Bell matrix of a function f(x) is defined as

B[f]_{jk} = \frac{1}{j!}\left[\frac{d^j}{dx^j} (f(x))^k \right]_{x=0} ~,

so as to satisfy the equation

(f(x))^k = \sum_{j=0}^{\infty} B[f]_{jk} x^j ~,

so it is the transpose of the above Carleman matrix.


Jabotinsky matrix

Eri Jabotinsky developed that concept of matrices 1947 for the purpose of representation of convolutions of polynomials. In an article "Analytic Iteration" (1963) he introduces the term "representation matrix", and generalized that concept to two-way-infinite matrices. In that article only functions of the type f(x)= a_1 x + \sum_k=2^\infty a_k x^k are discussed, but considered for positive *and* negative powers of the function. Several authors refer to the Bell matrices as "Jabotinsky matrix" since (D. Knuth 1992, W.D. Lang 2000), and possibly this shall grow to a more canonical name.

Analytic Iteration Author(s): Eri Jabotinsky Source: Transactions of the American Mathematical Society, Vol. 108, No. 3 (Sep., 1963), pp.457-477 Published by: American Mathematical Society Stable URL: http://www.jstor.org/stable/1993593 Accessed: 19/03/2009 15:57

Generalization

A generalization of the Carleman matrix of a function can be defined around any point, such as:

M[f]_{x_0} = M_x[x - x_0]M[f]M_x[x + x_0]

or M[f]_{x_0} = M[g] where g(x) = f(x + x_0) - x_0. This allows the matrix power to be related as:

(M[f]_{x_0})^n = M_x[x - x_0]M[f]^nM_x[x + x_0]

Matrix properties

These matrices satisfy the fundamental relationships:

which makes the Carleman matrix M a (direct) representation of f(x), and the Bell matrix B an anti-representation of f(x). Here the term f \circ g denotes the composition of functions f(g(x)).

Other properties include:

Examples

The Carleman matrix of a constant is:

M[a] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ a&0&0& \cdots \\ a^2&0&0& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of the identity function is:

M_x[x] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ 0&1&0& \cdots \\ 0&0&1& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of a constant addition is:

M_x[a + x] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ a&1&0& \cdots \\ a^2&2a&1& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of a constant multiple is:

M_x[cx] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ 0&c&0& \cdots \\ 0&0&c^2& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of a linear function is:

M_x[a + cx] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ a&c&0& \cdots \\ a^2&2ac&c^2& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of a function f(x) = \sum_{k=1}^{\infty}f_k x^k is:

M[f] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ 0&f_1&f_2& \cdots \\ 0&0&f_1^2& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

The Carleman matrix of a function f(x) = \sum_{k=0}^{\infty}f_k x^k is:

M[f] = \left(\begin{array}{cccc} 1&0&0& \cdots \\ f_0&f_1&f_2& \cdots \\ f_0^2&2f_0f_1&f_1^2& \cdots \\ \vdots&\vdots&\vdots&\ddots \end{array}\right)

See also

References