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I asked this question on math.stackexchange and haven't received an answer in two weeks, so I'm repeating it here.


$$ H=\left(\begin{array}{cccc} 0 & 1/2 & 0 & 1/2 \cr 1/2 & 0 & 1/2 & 0 \cr 1/2 & 0 & 0 & 1/2\cr 0 & 1/2 & 1/2 & 0 \end{array}\right), $$

$K_1(\alpha)=\left(\begin{array}{c}1 \\\\ \alpha\end{array}\right)$ and consider the sequence of matrices defined by $$ K_L(\alpha) = \left[H\otimes I_{2^{L-2}}\right]\left[I_2 \otimes K_{L-1}(\alpha)\right], $$ where $\otimes$ denotes the Kronecker product, and $I_n$ is the $n\times n$ identity matrix.

I am interested in the limiting behaviour of the singular values of $K_L(\alpha)$ -- in particular, $K_L(0)$ -- as $L$ tends to infinity. Some calculation indicate that the $2^L\times 2^{L-1}$-matrix $K_L$ has $L$ non-zero singular values and that, for any positive integer $k$, the $k$ largest singular values converges to some limit.

Question: Can this limit be described in terms of the matrix $H$?

I did some experiments and it seems that the limiting behaviour of the singular values of $K_L$ does not only depend on the matrix $H$, but also on the initial value $K_1(\alpha)$. This makes it unlikely for fixed-point arguments to work in this setting.

I also tried to obtain combinatorial expressions for the coefficients in the characteristic polynomial $\chi_L^\alpha(\lambda)$ of $K_L(\alpha)K_L(\alpha)^T$ but was successful only for the three highest non-trivial powers of $\lambda$.


The analysis of $\Sigma(\alpha):=\lim_{L\to\infty}\sigma_1(K_L(\alpha))$ as a function of $\alpha$, as suggested by Suvrit, seems to be a good idea. Numerical calculations indicate that, asymptotically, $$ \Sigma(\alpha)\sim \Sigma(0)\left(.3540+\alpha\right),\quad \alpha\to\infty,\quad \Sigma(0)\approx .8254, $$ and that $\Sigma(\alpha)$ has a minimum at $\approx(-.2936,.7696)$.

I do not see yet, however, if this can be used to compute $\Sigma(0)$ more precisely.


Using the improved bound $\sigma_1(K_L)\leq \frac{1}{2}\sqrt{3+2\alpha +3 \alpha ^2}$, which is sharp for $\alpha=\pm 1$, we can deduce that $d/d\alpha \Sigma(-1)=-1/2$, and $d/d\alpha \Sigma(1)=1/\sqrt{2}$.


After staring at the problem a little longer I've come up with a conjecture for the characteristic polynomial $\chi_L^{\alpha}(\lambda)$ of $K_L(\alpha)K_L(\alpha)^T$. More precisely, I believe that $$ \lambda^{-2^L+L}\chi_L^{\alpha}(\lambda) =\lambda ^L-\left(1+\alpha ^2\right)\lambda ^{L-1}+\\\\ +\frac{1}{2^L-1}\sum _{k=2}^L \left(-2\right)^{-k}\left[(1-\alpha)^{2(k-1)}\right]\left[(1-\alpha )^2+k (1+\alpha )^2 \right]\frac{(2^{-L};2)_k}{[k]_2!}\left(2^k-2+2^L\right)\lambda^{L-k}, $$ where $(a;q)_k$ denotes a q-Pochhammer symbol and $[k]_q!$ denotes a q-factorial.

It appears that this formula implies that $\lim_{L\to\infty}\sigma_1(K_L(0))$ can be characterized as $\kappa^{-1/2}$, where $\kappa$ is the smallest positive zero of $x\mapsto f(-x/2)$ and $$ f:x\mapsto\sum_{k=0}^\infty{\frac{(k+1)x^k}{[k]_2!}}. $$ Interestingly, this function is related to the q-exponential.

More generally, $\lim_{L\to\infty}\sigma_1(K_L(\alpha))$ can apparently be characterized as $\kappa_\alpha^{-1/2}$, where $\kappa_\alpha$ is the smallest positive solution of $x\mapsto f_\alpha(-x/2)=0$ and $$ f_\alpha:x\mapsto\sum_{k=0}^\infty{\frac{(1-\alpha )^{2 (k-1)} \left[(1-\alpha )^2+k (1+\alpha )^2\right]x^k}{[k_2]!}}. $$ The other singular values are similarly obtained from the remaining zeros of $x\mapsto f_\alpha(-x/2)$.

The next task will be to say something about the singular vectors.

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Hi Eckhard: please see my comment to my answer below... –  Suvrit Jan 8 '13 at 17:33
Hi Eckhard: Please feel free to "unaccept" my answer as it is only partial--- –  Suvrit Jan 9 '13 at 20:36

1 Answer 1

up vote 3 down vote accepted

Revised to include details of general $\alpha$

While not a complete answer, here are some ideas that may be of interest.

Define $\theta = (1+\alpha)^2$.

To ease notation, I'll write $K_L$ to mean $K_L(\alpha)$. Some experimentation reveals a nice pattern satisfied by $M_L := K_L^TK_L$. In particular, we see that $M_L$ is comprised of two numbers, $\frac{\theta}{2^L}$ and $\frac{2\theta}{2^L}$, which occur in a well-structured pattern. We seek to bound the Perron-Frobenius root, say $\rho$ of the nonnegative matrix $M_L$. Looking at the pattern of $M_L$ we see that the smallest possible column sum of $M_L$ happens when $\theta$ arises $2^{L-1}-1$ times and $2\theta$ arises once. Thus, we see that \begin{equation*} \rho \ge (2^{L-1}-1)\frac{\theta}{2^L} + \frac{2\theta}{2^L} = \theta\left(\frac{1}{2}+\frac{1}{2^L}\right). \end{equation*}

Similarly, by looking at the pattern, we see that the largest row-sum happens when $\theta$ appears $2^{L-2}$ times and $2\theta$ appears $2^{L-1}-2^{L-2}$ times (noting that $M_L$ is of size $2^{L-1} \times 2^{L-1}$). Thus, we see that \begin{equation*} \rho \le 2^{L-2}\frac{\theta}{2^L} + (2^{L-1}-2^{L-2}) \frac{2\theta}{2^L} = \frac{3}{4}\theta. \end{equation*}

Example, when $\alpha=0$, then $\theta=1$, and the upper bound on $\sigma_1(K_L) = \sqrt{\rho} \le \sqrt{3/4}$, otherwise, we get \begin{equation*} \sigma_1(K_L) \le (1+\alpha)\sqrt{\frac{3}{4} }. \end{equation*}

As I noted previously, a more careful analysis is needed to refine these bounds and to characterize how the limiting value is achieved (perhaps we can leverage $K_L$ being a column stochastic matrix?), but this bound is numerically not too bad. For example, a quick numerical experiment shows that $\sigma_1(K_L(0)) \to 0.8254....$ very rapidly (already for $K_7$, the first 4 digits match).

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@Suvrit: Thank you for your answer. Indeed, $\sigma_1(K_2(0))=\sqrt{3/4}$, and after that the sequence $(\sigma_1(K_L(0)))_L$ seems to be decreasing. Do you see a way to characterize the limit more precisely, as alluded to in your last sentence? –  Eckhard Dec 29 '12 at 22:32
Certainly a closer characterization should be possible because the $K_L$ are column stochastic matrices that evolve with $L$ in a fairly regular way; if I get some time, I'll think a bit about this problem; otherwise, numerical experiments will offer a good "guess" that approximates the limit as a function of $\alpha$. –  Suvrit Dec 30 '12 at 9:38
@Suvrit: Is it possible that you meant to write in your analysis that $2^LM_L$ is comprised of the two numbers $\theta=(1+\alpha)^2$ and $2(1+\alpha^2)$, as opposed to $\theta$ and $2\theta$? This would lead to the bound $\sigma_1(K_L)\leq \frac{1}{2}\sqrt{3+2\alpha +3 \alpha ^2}$, which is tighter and indeed sharp for $\alpha=\pm 1$. –  Eckhard Jan 7 '13 at 22:04
@Eckhard: Sorry for the confusion; indeed, I meant $(1+a)^2$ and $2(1+a^2)$, not $\theta$ and $2\theta$ (stupid carry-over typo on my part!). thanks for catching this error! as soon as i get a chance, i'll edit my answer to reflect this correction. –  Suvrit Jan 8 '13 at 17:32

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