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Hugo J. Woerdeman

Publications and source records attributed to Hugo J. Woerdeman.

At least 19 recordsLinked to original sources
arXiv2026

The classes of bivariate Schur and Herglotz matrix-valued rational functions: realizations, symmetrizations, and related determinantal representations

We present a finite-dimensional realization theory for bivariate rational functions that are contractive or have nonnegative real part on the bidisc or on the bihalfplane. We show that the realization formula depends only on the underlying domain, while the distinction between the four resulting function classes is captured entirely by explicit matrix inequalities imposed on the realization matrices. These results provide finite-dimensional realizations for rational Schur--Agler and Herglotz--Agler functions, extending the previous infinite-dimensional results. We further characterize symmetric realizations by means of a Hermitian unitary symmetry of the realization data, yielding realization theorems on the symmetrized bihalfplane. Finally, we obtain determinantal representations for symmetric stable polynomials and, consequently, for stable polynomials on the symmetrized bihalfplane. For rational functions over the real field the respective representations can use matrices with real entries.

math.FA↗
arXiv2026

Symmetric Schur-class functions on the bidisk and Schur-class functions on the symmetrized bidisk

We present some thoughts on the relation between symmetric Schur-class functions on the bidisk and Schur-class functions on the symmetrized bidisk. Among other things, use of this relation leads to a finite dimensional realization result for rational matrix functions in the Schur-class on the symmetrized bidisk and also to a determinantal representation result for polynomials without zeros on the symmetrized bidisk.

math.FA↗
arXiv2025

Finding Maximum Determinant Principal Submatrices via Hadamard Bounds and Projection Methods

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and machine learning. We study several exact and approximate approaches to this problem. We first derive an upper bound based on Hadamard's inequality, along with a projection scheme based on the Gram--Schmidt process without normalization. This combination yields a highly effective upper bound and leads to an exact branch-and-bound algorithm for moderate-sized instances. For larger scale problems we propose a continuous relaxation that facilitates reliable performance evaluation when the exact method returns only near-optimal solutions. We further prove that the projection scheme strengthens the upper bound derived from this relaxation. Numerical experiments demonstrate the effectiveness of the proposed methods across a broad range of datasets.

math.OC↗
arXiv2025

A Fourier analysis approach to disprove the weak Shanks conjecture

We derive formulas for the Fourier coefficients of $|f|^2$, where $f(z_1,z_2)=(1-\frac{z_1+z_2}{r})^{-\alpha}$, in terms of hypergeometric functions. Using these formulas we provide additional counterexamples to the weak Shanks conjecture, which was recently disproven by B\'en\'eteau, Khavinson and Seco. The obtained formulas allow for (numerical) optimization over the parameters $\alpha$ and $r$.

math.CV↗
arXiv2024

Optimal interpolation in Hardy and Bergman spaces: a reproducing kernel Banach space approach

After a review of the reproducing kernel Banach space framework and semi-inner products, we apply the techniques to the setting of Hardy spaces $H^p$ and Bergman spaces $A^p$, $1<p<\infty$, on the unit ball in $\mathbb{C}^n$, as well as the Hardy space on the polydisk and half-space. In particular, we show how the framework leads to a procedure to find a minimal norm element $f$ satisfying interpolation conditions $f(z_j)=w_j$, $j=1,\ldots , n$. We also explain the techniques in the setting of $\ell^p$ spaces where the norm is defined via a change of variables and provide numerical examples.

math.FA↗
arXiv2024

Strictly Stable Hurwitz Polynomials and their Determinantal Representations

We establish various certifying determinantal representation results for a polynomial that contains as a factor a prescribed multivariable polynomials that is strictly stable on a tube domain. The proofs use a Cayley transform in combination with the Matrix-valued Hermitian Positivstellensatz developed in ArXiv:1501.05527.

math.FA↗
arXiv2024

Indefinite determinantal representations versus nonsingularities on the noncommutative d-torus

We show that for a multivariable polynomial $p(z)=p(z_1, \ldots , z_d)$ with a determinantal representation $$ p(z) = p(0) \det (I_n- K (\oplus_{j=1}^d z_j I_{n_j}))$$ the matrix $K$ is structurally similar to a strictly $J$-contractive matrix for some diagonal signature matrix $J$ if and only if the extension of $p(z)$ to a polynomial in $d$-tuples of matrices of arbitrary size given by \[ p(U_1, \ldots , U_d) = p(0,\ldots,0) \det (I_n\otimes I_m- (K\otimes I_m) (\oplus_{j=1}^d I_{n_j}\otimes U_j)), \] where $U_1,\ldots , U_d \in {\mathbb C}^{m \times m}$, $m\in {\mathbb N}$, does not have roots on the noncommutative $d$-torus consisting of $d$-tuples $(U_1, \ldots , U_d)$ of unitary matrices of arbitrary size.

math.FA↗
arXiv2023

Real Factorization of Positive Semidefinite Matrix Polynomials

Suppose $Q(x)$ is a real $n\times n$ regular symmetric positive semidefinite matrix polynomial. Then it can be factored as $$Q(x) = G(x)^TG(x),$$ where $G(x)$ is a real $n\times n$ matrix polynomial with degree half that of $Q(x)$ if and only if $\det(Q(x))$ is the square of a nonzero real polynomial. We provide a constructive proof of this fact, rooted in finding a skew-symmetric solution to a modified algebraic Riccati equation $$XSX - XR + R^TX + P = 0,$$ where $P,R,S$ are real $n\times n$ matrices with $P$ and $S$ real symmetric. In addition, we provide a detailed algorithm for computing the factorization.

math.OC↗
arXiv2022

Isospectrality and matrices with concentric circular higher rank numerical ranges

We characterize under what conditions $n\times n$ Hermitian matrices $A_1$ and $A_2$ have the property that the spectrum of $\cos t A_1 + \sin t A_2$ is independent of $t$ (thus, the trigonometric pencil $\cos t A_1 + \sin t A_2$ is isospectral). One of the characterizations requires the first $\lceil \frac{n}{2} \rceil$ higher rank numerical ranges of the matrix $A_1+iA_2$ to be circular disks with center 0. Finding the unitary similarity between $\cos t A_1 + \sin t A_2$ and, say, $A_1$ involves finding a solution to Lax's equation.

math.FA↗
arXiv2021

The autoregressive filter problem for multivariable degree one symmetric polynomials

The multivariable autoregressive filter problem asks for a polynomial $p(z)=p(z_1, \ldots , z_d)$ without roots in the closed $d$-disk based on prescribed Fourier coefficients of its spectral density function $1/|p(z)|^2$. The conditions derived in this paper for the construction of a degree one symmetric polynomial reveal a major divide between the case of at most two variables vs. the the case of three or more variables. The latter involves multivariable elliptic functions, while the former (due to [J. S. Geronimo and H. J. Woerdeman, Ann. of Math. (2), 160(3):839--906, 2004]) only involve polynomials. The three variable case is treated with more detail, and entails hypergeometric functions. Along the way, we identify a seemingly new relation between $_2F_1(\frac13,\frac23;1;z)$ and $_2F_1(\frac12,\frac12;1;\widetilde{z})$.

math.CA↗
arXiv2020

Spectral density functions of bivariable stable polynomials

The relationship between a stable multivariable polynomial $p(z)$ and the Fourier coefficients of its spectral density function $1/|p(z)|^2$, is further investigated. In this paper we focus on the radial asymptotics of the Fourier coefficients for a specific choice of a two variable polynomial. Hypergeometric functions appear in the analysis, and new results are derived for these as well.

math.CA↗
arXiv2020

Location of Ritz values in the numerical range of normal matrices

Let $μ_1$ be a complex number in the numerical range $W(A)$ of a normal matrix $A$. In the case when no eigenvalues of $A$ lie in the interior of $W(A)$, we identify the smallest convex region containing all possible complex numbers $μ_2$ for which $\begin{bmatrix}μ_1& *\\0& μ_2\end{bmatrix}$ is a $2$-by-$2$ compression of $A$.

math.FA↗
arXiv2019

Error Bounds and Singularity Degree in Semidefinite Programming

In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small residual in the optimality conditions. This issue may be framed in terms of the discrepancy between forward error (the unmeasurable `true error') and backward error (the measurable violation of optimality conditions). In his seminal work, Sturm provided an upper bound on forward error in terms of backward error and singularity degree. In this paper we provide a method to bound the maximum rank over all solutions and use this result to obtain a lower bound on forward error for a class of convergent sequences. This lower bound complements the upper bound of Sturm. The results of Sturm imply that semidefinite programs with slow convergence necessarily have large singularity degree. Here we show that large singularity degree is, in some sense, also a sufficient condition for slow convergence for a family of external-type `central' paths. Our results are supported by numerical observations.

math.OC↗
arXiv2019

On the augmented Biot-JKD equations with Pole-Residue representation of the dynamic tortuosity

In this paper, we derive the augmented Biot-JKD equations, where the memory terms in the original Biot-JKD equations are dealt with by introducing auxiliary dependent variables. The evolution in time of these new variables are governed by ordinary differential equations whose coefficients can be rigorously computed from the JKD dynamic tortuosity function $T^D(ω)$ by utilizing its Stieltjes function representation derived in \cite{ou2014on-reconstructi}, where an algorithm for computing the pole-residue representation of the JKD tortuosity is also proposed. The two numerical schemes presented in the current work for computing the poles and residues representation of $T^D(ω)$ improve the previous scheme in the sense that they interpolate the function at infinite frequency and have much higher accuracy than the one proposed in \cite{ou2014on-reconstructi}.

math.NA↗
arXiv2019

A Linear-algebraic Proof of Hilbert's Ternary Quartic Theorem

Hilbert's ternary quartic theorem states that every nonnegative degree 4 homogeneous polynomial in three variables can be written as a sum of three squares of homogeneous quadratic polynomials. We give a linear-algebraic approach to Hilbert's theorem by showing that a structured cone of positive semidefinite matrices is generated by rank 1 elements.

math.AG↗
arXiv2018

Maximum determinant positive definite Toeplitz completions

We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite replaced by positive semidefinite, and maximum determinant replaced by maximum rank. These results are used to determine the singularity degree of a family of semidefinite optimization problems.

math.OC↗