<a name="docA001">Index beginIndex this file
2009-06-08-19-10 start
This file http://freeman2.com/tute0008.htm
is Freeman's reading notes. Although Freeman
always keep correct view point. But Freeman's
capability is limited, plus no one proofread
this file. Then you can still find wrong view
point. When read, please put question mark as
often as possible. If you suspect any view
point wrong, please ask a math expert near by.
<a name="docA002">,<a name="textbook">
This file is a note for reading inequality
book written by ProfessorJ. MichaelSteeleThe Cauchy-Schwarz Master Class★★★★★
Below use 'textbook' as abbreviation.
Freeman also read web pages online, and will
indicate the source URL at discussion point.
<a name="docA003">
Freeman study mechanical engineering.
Engineering mathematics do not teach
inequality. Above book is first inequality
book. First time read, it was very hard.
Although high school time learned
a*a + b*b >= 2*a*b
But this little knowledge do not help.
<a name="docA004">
This file follow textbook chapter section
order, but not continuous, Freeman skip
those uncertain sections/problems.
This file first function is to learn
inequality. Second function is to learn
how to use html code to write math
equations.
<a name="docA005">Index beginIndex this file
On 2009-01-27-10-08 Freeman accessed
the next page
http://www.sftw.umac.mo/~fstitl/10mmo/inequality.html
save as sftw.umac.mo_text_math_eqn_good.htm
Above page is the main reference for html
math equation.
In order to let reader to build html math
equation, previous file tute0007.htm page
end has math symbol and internal code.
This file third function is to display how
to draw curves in web page. The main engine
is XYGraph v2.3 - Technical Figures
Thank you for read Freeman's inequality page.
2009-06-08-19-47 stop
<a name="docA006">
2009-08-23-15-00 start
□ Exercise 1.14 solution
Exercise 1.14 problem (a) is solved by hint
Exercise 1.14 problem (b) is out of LiuHH's
reach. What is "cardinality of a set B⊂Z3" ?
Without clear understand the definition,
LiuHH is unable to solve problem (b)
LiuHH major in mechanical engineering.
LiuHH is mathematics admirer and outsider.
<a name="docA007">
To solve problems in
The Cauchy-Schwarz Master Class
LiuHH's goal is to solve 50% of the exercise
problems. In reality, solve 40% is good enough.
Please do not be surprise that LiuHH skip some
text section, skip some problems.
2009-08-23-15-12 stop
<a name="ch13a001">Index beginIndex this file
2010-06-10-17-16 start
■■Chapter 13: Majorization and
Schur Convexity
Majorization is a new concept
to most reader. Its definition
is simple. But its application
and related inequalities need
more time to understand.
Majorization definitionA, B<a name="ch13a002">Textbook majorization definition
is recorded at tute0044.htm
The next is same thing but use
LiuHH's word write as a study
notes.
<a name="ch13a003">Index beginIndex this file
■ Definition of Majorization
If two sequences α and β have
the following properties
(1) α_seq. and β_seq. both have
non-negative elements. alert
(2) α_seq. and β_seq. both have
same number of elements.
(3) α_sequence total sum and
β_sequence total sum are
equal. Blue alert<a name="ch13a004">
(4) When arrange both α and β
to descending order,
β partial sum is always
greater than or equal to
α partial sum.
<a name="ch13a005">
Assume both α_seq. and β_seq.
have n elements.
Condition (3) say total sum
∑[k=1,n]αk=∑[k=1,n]βk ---eqn.BN001
are equal.
<a name="ch13a006"> //numerical
Condition (4) say partial sum
α1≦β1 ---eqn.BN002
α1+α2≦β1+β2 ---eqn.BN003
α1+α2+α3≦β1+β2+β3 ---eqn.BN004
.....
∑[k=1,n-1]αk≦∑[k=1,n-1]βk ---eqn.BN005
has β beat α inequalities.
<a name="ch13a007">
Above is in textbook page 191.
LiuHH dropped square bracket.
(Textbook use α[1]≦β[1])
<a name="ch13a008">Index beginIndex this fileIf α_seq. and β_seq satisfy
above four conditions, we
say
β_seq majorize α_seq
or
α_seq is majorized by β_seq
<a name="ch13a009">
Remember above relations as
greater partial sum sequence
majorize
smaller partial sum sequence
or
more diverse sequence //β_seq
majorize
more average sequence //α_seq
Example [3,0,0] majorize [1,1,1]
<a name="ch13a010">
'majorize' is similar to '≧'
or '>', but not be the same.
'≧' or '>' have one comparison
'majorize' has n successive
comparisons. (=) (n-1)
To differentiate this difference.
Mathematician use "≺ ≻ ≼ ≽ ≾ ≿ ⊀ ⊁"
for successive comparisons.
<a name="ch13a011">
Single comparison use '>' which
is made of two straight lines.
Successive comparison use '≻'
which is made of two arcs.
<a name="ch13a012">Liu,Hsinhan computer not instal
majorization fonts. In this page
use '(≦)' '(≧)' '(<)' '(>)'
for the relation of successive
comparison.<a name="ch13a013">Index beginIndex this file
Above notes has a requirement
which textbook NOT ask for.
[[
When arrange both α and β
to descending order
]]
<a name="ch13a014">
For example, if observed data
is
α=[3,6,2,8,7] ---eqn.BN006
Above definition need rearrange
α to
α*=[8,7,6,3,2] ---eqn.BN007
<a name="ch13a015">
Textbook solve this ordering
problem by assign
α1=3, α2=6, α3=2, α4=8, α5=7 ---eqn.BN008
as original non-sorted sequence
and use square bracket
α[1]=8,α[2]=7,α[3]=6,α[4]=3,α[5]=2 ---eqn.BN009
for sorted new order sequence.
<a name="ch13a016">LiuHH use the condition
[[
When arrange both α and β
to descending order
]]
to avoid use square bracket,
not let equation become too
long.<a name="ch13a017">
Descending order is important
to judge whether two sequences
have majorization relation.
2010-06-10-18-30 stop
<a name="ch13a018">Index beginIndex this file
■ Definition of Schur's convexity
2010-06-10-20-32 start // A, B
Base on majorization definition,
Schur's convexity can be defined
as following. // symmetry alert<a name="ch13a019">
If a d_dimensional real number
space is written as Rd.
If A is a sub-space of Rd,
if function f map from A to real
number (that is function f has
d input variables and one real
number output)
<a name="ch13a020">
If for all α, β ---eqn.13.2 begin
in A, for which //textbook print
they have α(<)β //in one line
if f(α)≦f(β) ---eqn.13.2 end
Then we aptly call this problem
as Schur monotone. //●●discuss
(Textbook page 192,line 14)
Popular term is Schur convex.
// exp(x) and log(x) are monotone
// but they bend differently. ●●
<a name="ch13a021">
On the other hand, if we have
α(<)β and f(α)≧f(β) then
it is called Schur concavity.
(concavity examplemath
convexity examplemath
)
<a name="ch13a022">
"α, β in A" mean that both α
and β have d elements (A is a
d_dimensional sub space)
Function f has d input variables.
(function f map from A to real)
Then f(α) and f(β) are defined.
<a name="ch13a023">Index beginIndex this file
α(<)β indicate n comparisons
f(α)≦f(β) indicate one comparison.
(for "(<)": =, n-1, more)
2010-06-10-21-05 here
<a name="ch13a024">
A simple example of Schur convex
function is the max(x) function
α1 is maximum value element in
α sequence,
β1 is maximum value element in
β sequence,
and given α(<)β, then
max(α)<max(β) ---eqn.BN010
is given.
<a name="ch13a025">
Another simple example of Schur
convex function is textbook page
192 and 193 example
f(t1,t2,t3) ---eqn.BN011
=1/t1 +1/t2 +1/t3
(convexitymath)
2010-06-10-21-27 stop
<a name="ch13a026">
2010-06-12-10-28 start
Textbook page 191 line -2 give
an example of sequences which
have majorization relation.
That is
(1,1,1,1) (<) (2,1,1,0)
(<) (3,1,0,0) (<) (4,0,0,0)
//above line ---eqn.13.1
<a name="ch13a027">
Majorization relation is transitive.
If α(<)β(<)γ, then α(<)γ.
eqn.13.1 represent SIX relations.
other two missing relations are
(2,1,1,0) (<) (4,0,0,0)
and
(1,1,1,1) (<) (3,1,0,0)
<a name="ch13a028">Index beginIndex this file
Please pay attention to their
total sum
1+1+1+1 = 4
2+1+1+0 = 4
3+1+0+0 = 4
4+0+0+0 = 4
Equal total sum is a necessary
condition.
<a name="ch13a029"> //symbolic
One element comparison give
1<2<3<4 //define sequence
Two elements comparison give
1+1<2+1<3+1≦4+0
Three elements comparison give
1+1+1<2+1+1≦3+1+0≦4+0+0
<a name="ch13a030">
Four (all) elements comparison
1+1+1+1=2+1+1+0=3+1+0+0=4+0+0+0
The easy check confirmed that
eqn.13.1 is true.
<a name="ch13a031">
If four sequences were
(1,1,1,1) ---eqn.BN012 (four lines)
(0,1,1,2)
(1,3,0,0)
(0,0,4,0)
we can not do comparison before
sort to descending order.
<a name="ch13a032">
Sort-first is a necessary
procedure. With Sort-first
requirement in hand, we can
say that random ordered eqn.BN012
has eqn.13.1 majorization relation.
(Textbook page 192 line 3 )
<a name="ch13a033">Index beginIndex this file
eqn.13.1 tell us one key point.
If first element has total sum
value [ (4,0,0,0) in eqn.13.1 ]
This sequence is greatest one
(most diverse sequence)
among same total sum sequences.
(4,0,0,0) majorize all other
4_sum and four_elements sequences.
<a name="ch13a034">
eqn.13.1 tell us second key point.
If all elements have average value
(total sum divide by total number
of elements)
[ (1,1,1,1) in eqn.13.1 ]
This sequence is smallest one
(most average sequence)
among same total sum sequences.
(1,1,1,1) is majorized by all
other 4_sum and four_elements
sequences.
<a name="ch13a035">
Define average value
α_bar=(α1+α2+...+αn)/n ---eqn.BN013
We have
(α_bar,α_bar,...,α_bar) //most average sequence
(<)(α1,α2,...,αn) ---eqn.BN014
(<)(α1+α2+...+αn,0,0...,0) //most diverse sequence
<a name="ch13a036">
eqn.BN014 is
all element average value sequence
majorized by
other same total sum sequences
majorized by
first element has total sum sequence
2010-06-12-11-07 stop
<a name="ch13a037">Index beginIndex this file
2010-06-12-11-55 start
■ Schur convex numerical example
Here present numerical example
for Schur convexity function.
<a name="ch13a038">
Let
α=[α1,α2,...,αn] ---eqn.BN015
β=[β1,β2,...,βn] ---eqn.BN016
be two sequences with the following
majorization relation
α(<)β ---eqn.BN017
One Schur convexity function
is next
width
<a name="ch13a040">
The majorization relation α(<)β ---eqn.BN017
and Schur convexity give us
1
α1
+
1
α2
+
1
α3
+
1
α4
+
1
α5
≦
1
β1
+
1
β2
+
1
β3
+
1
β4
+
1
β5
---page 192
similar to 13.3
---eqn.BN019
width of above equation
2010-06-12-12-22 here
<a name="ch13a041">
Please copy next code, paste to
[Box3, input JS command] of
calculator page, then click
[Test box3 command, output to box4]
Box 4 has output result.
//<a name="ch13a042">
//2010-06-12-11-36
//[3,2,2,5,3] (<) [5,4,3,2,1]
//[[ program start
//calculatorlocalhow to use
p1=5,p2=4,p3=3,p4=2,p5=1; //if change, be alert
q1=3,q2=2,q3=2,q4=5,q5=3; //p_sum must= q_sum
var sump=1/p1+1/p2+1/p3+1/p4+1/p5;
var sumq=1/q1+1/q2+1/q3+1/q4+1/q5;
1/p1+1/p2+1/p3+1/p4+1/p5 //greater value
1/q1+1/q2+1/q3+1/q4+1/q5 //smaller value
var alert0='p,q same sum, OK';
if(abs(p1+p2+p3+p4+p5-q1-q2-q3-q4-q5)>1.e-8)alert0='p_sum not equal to q_sum'
alert0 //Schur convexity function
//calculatorlocalhow to use
//]] program end
//2010-06-12-11-38
2010-06-12-13-07 stop
<a name="ch13a043">Index beginIndex this file
2010-06-12-17-00 start
■ What is in-hull coefficients?
was Unsolved problemnowcomputer program (local)
Textbook page 187, line 11 say
[[
<a name="ch13a044">
First, just to make the hypothesis
α∈H(β) //α is in hull of β.
concrete, we note that it is
equivalent to the assertion that
(α1,α2,...,αn) ---eqn.BL081
=∑[τ∈Sn]pτ(βτ(1),βτ(2),...,βτ(n))
(eqn.BL081 numerical examplegiven α,β find matrix pτlocal)
where pτ≧0 ---eqn.BL082 //α,β vs. pk
and ∑[τ∈Sn]pτ=1 ---eqn.BL083
]]
<a name="ch13a045">
Above is chapter 12, page 187
Below is chapter 13, page 195
Problem 13.2 re-state eqn.BL081.
[[
<a name="ch13a046">
From Murihead's condition to a
special representation
Here we should first recall that
the notation α∈H(β) simply means
that there are nonnegative weights
pτ which sum to 1
<a name="ch13a047">
for which we have
(α1,α2,...,αn) ---eqn.BL081
=∑[τ∈Sn]pτ(βτ(1),βτ(2),...,βτ(n))
or, in other words, α is a
weighted average of
(βτ(1),βτ(2),...,βτ(n))
as τ run over the set Sn of
permutation of {1,2,...,n}
]]
<a name="ch13a048">Index beginIndex this file
Textbook say that
if α∈H(β) in-hull relation is
true, then eqn.BL081 is true
Textbook did not say how to
find in-hull coefficients
p1, p2, ..., pn. (textbook
said in page 198 to 201)
<a name="ch13a049">
Study notes main work is to
fill in details to persuade
myself that I understand the
meaning of textbook.
Some fill in detail work is
OK. But some fill in detail
work is wrong. This is study
notes, not thesis. It is OK
to have few errors :)<a name="ch13a050">
Example of the OK study notes are
■ Physics dimension consistency
■ one to one
Example of the wrong study notes:
A simple example<a name="ch13a051">
The following is the question
What is in-hull coefficients?
Textbook did not say how to
find in-hull coefficients pj.
<a name="ch13a052">
LiuHH guessed that for α∈H(β)
in-hull relation, use permuted
β sequence as matrix entry.
use random-order α sequence as
given vector. (β is bottle, α
is parts) Solve a set of n linear
equation for in-hull coefficients
pj, j=1,2,...,n
<a name="ch13a053">Index beginIndex this filetute0044.htm set up a simple
example
If α power is
α1=[3,2,1] ---eqn.BL090
If β power is
β1=[4,1,1] ---eqn.BL091
First check α1(<)β1 is true.
Let us find interpolation
coefficients p1, p2, p3
<a name="ch13a054">
Permute β1=[4,1,1] to create
matrix, and use α1 as given
vector. (error vs. correct)
In matrix form it is next
[3] [4 1 1] [p1] ---this is error
[2]=[1 1 4]*[p2] ---eqn.BN108 OK
[1] [1 4 1] [p3] ---eqn.BL095
<a name="ch13a055">
where p1,p2 and p3 are in-hull
coefficients for
3 = 4*p1 + 1*p2 + 1*p3 ---eqn.BN020
2 = 1*p1 + 1*p2 + 4*p3 ---eqn.BN021
1 = 1*p1 + 4*p2 + 1*p3 ---eqn.BN022
<a name="ch13a056">
Solve eqn.BL095 get
p1=2/3 ---eqn.BL096
p2=0 ---eqn.BL097
p3=1/3 ---eqn.BL098
All three p's are in [0,1].
All three p's sum to one.
<a name="ch13a057">
Above is chapter 12 work.
LiuHH use above method get
reasonable answer.
When come to chapter 13,
Majorization and Schur Convexity
LiuHH did greater scale
calculation.
<a name="ch13a058">Index beginIndex this file
2010-06-09-14-17 found that
β sequence=[5,4,3,2,1]
α sequence=[3,2,2,5,3]
they have α∈H(β) in hull relation,
but interpolation coefficients are
p1=2/5; p2=1/5; p3=-2/5;
p4=3/5; p5=1/5;
Five p's sum to one. OK
however p3=-2/5 is out of [0,1]
<a name="ch13a059">
Program used is (local)
http://freeman2.com/jspico_e.htm#Arndt04
input is next
5 4 3 2 1 3
1 5 4 3 2 2
2 1 5 4 3 2
3 2 1 5 4 5
4 3 2 1 5 3
Output is next
1 0 0 0 0 2/5
0 1 0 0 0 1/5
0 0 1 0 0 -2/5 ←negative, trouble
0 0 0 1 0 3/5
0 0 0 0 1 1/5
<a name="ch13a060">
LiuHH concluded that the method
used above is wrong.
Above method can not find correct
interpolation coefficients.
<a name="ch13a061">
How to find coefficients ?
Textbook did not say.
Online papers did not say.
LiuHH wait for further reading.
LiuHH wait for more thinking.
2010-06-12-18-01 stop
nowcomputer program find
coefficients (matrix) (local)
<a name="ch13a062">Index beginIndex this file
2010-06-12-20-04 start
■ Problem 13.1
(Schur's Criterion)
Textbook page 193
Given that the function
f:(a,b)n→Real is continuously
differentiable and symmetric.
<a name="ch13a063">
Show that it is Schur convex
on (a,b)n if and only if for
all 1≦j<k≦n and all x∈(a,b)n
one has
2010-06-12-20-23 here
<a name="ch13a065">
Next is a simple example for
Schur's Criterion.
Walker's inequality state that
given positive a,b,c and define
x=b+c-a ---eqn.BN023
y=c+a-b ---eqn.BN024
z=a+b-c ---eqn.BN025
Require that x,y,z be strictly
positive.
(do not miss above two
requirements)
<a name="ch13a066">Index beginIndex this file
Two positivity requirements
give us following majorization
relation.
(a,b,c) (<) (x,y,z) ---eqn.BN026
Then one has the following
reciprocal bound
<a name="ch13a068">
2010-06-12-20-36 here
The requirement of a,b,c and
x,y,z all be positive in
eqn.13.3 let us pay attention
to triangle ABC with three
sides a,b,c. Since
<a name="ch13a069">
triangle has the condition
b+c-a≧0 ---eqn.BN027
c+a-b≧0 ---eqn.BN028
a+b-c≧0 ---eqn.BN029
<a name="ch13a070">eqn.13.3 suggest us consider
the following three variables
function
f(t1,t2,t3) ---eqn.BN030
= 1/t1 +1/t2 +1/t3<a name="ch13a071">
Assume Schur's Criterion eqn.13.4
is true. (prove later)
Substitute eqn.BN030 into eqn.13.4
Calculate as following
j can be 1 or 2 or 3, k can be 1 or 2 or 3; j≠k
<a name="ch13a073">
(tj-tk)*[-1/(tj*tj)+1/(tk*tk)]=
//make common denominator
(tj-tk)*[-tk*tk+tj*tj]/[(tj*tj)*(tk*tk)]=
(tj-tk)*[(tj-tk)(tj+tk)]/[(tj*tj)*(tk*tk)]=
[(tj-tk)*(tj-tk)]*(tj+tk)/[(tj*tj)*(tk*tk)]
---page 193
---line 12
---eqn.BN031
width of above equation
<a name="ch13a074">
2010-06-12-21-11 here
Last line has three squares
[(tj-tk)*(tj-tk)]
and
[(tj*tj)
*(tk*tk)]
and one sum of two positives
(tj+tk)
<a name="ch13a075">
eqn.BN031 has positive value.
eqn.BN030 satisfy Schur's
Criterion eqn.13.4. Then
Walker's inequality eqn.13.3
is true.
2010-06-12-21-17 here
<a name="ch13a076">
How to verify eqn.BN026?
First check if two sum are equal
x+y+z=(b+c-a)+(c+a-b)+(a+b-c)
x+y+z=a+b+c ---eqn.BN032
Confirmed two sum are equal. Next
<a name="ch13a077">Index beginIndex this filewe can assume that
a≦b≦c ---eqn.BN033
(a,b,c) sequence in descending
order become (c,b,a)
(x,y,z) sequence in descending
order become (x,y,z)
x=b+c-a ---eqn.BN023
x=a+b+c-2*a ---eqn.BN023 aux.
x = constant sum - smallest 'a'
then x is greatest in (x,y,z)
<a name="ch13a078">Now compare two sequences
(c,b,a) and (x,y,z)
[NOT compare (a,b,c) and (x,y,z)]
<a name="ch13a079">
One term comparison
x-c=b+c-a-c=b-a≧0 ---eqn.BN034
Since we assumed a≦b≦c
<a name="ch13a080">
Two term comparison
(x+y)-(c+b)
=(b+c-a+c+a-b)-(c+b)
=(+c+c)-(c+b)
= c-b≧0 ---eqn.BN035
Same reason, assumed a≦b≦c
<a name="ch13a081">
eqn.BN032,eqn.BN034 and eqn.BN035
confirmed that
(a,b,c) (<) (x,y,z) ---eqn.BN026
is true.
Sequence (x,y,z) majorize
sequence (a,b,c).
2010-06-12-21-56 stop
<a name="ch13a082">Index beginIndex this file
2010-06-13-08-11 start
■ Gradual sequence AM, GM, SUM
Given a sequence
w=(w1,w2,...,wn) ---eqn.BN036
we can build a new sequence
from the given sequence. For
example, we can build gradually
AMed sequence from w
---eqn.BN037 ,
similar equation eqn.BH048
width of above equation
<a name="ch13a084">
We can also build gradually GMed sequence from w
(require non-negative sequence. √negative=complex)
wgm=[w1, (w1*w2)1/2,
(w1*w2*w3)1/3, ... ,
(w1*w2*w3*...*wn)1/n]
---eqn.BN038 ,
similar equation eqn.2.15
<a name="ch13a085">Index beginIndex this file
For majorization consideration, we require that
w1≧w2≧w3≧...≧wn ---eqn.BN039
From w=eqn.BN036 with order relation eqn.BN039
build gradually SUMed tilde sequence as following
w~=[w1, (w1+w2),
(w1+w2+w3), ... ,
(w1+w2+w3+...+wn)]
---eqn.BN040 , no similar equation.
<a name="ch13a086">
Define tilde notation as following
w~=[w~1, w~2,w~3, ... , w~n]
---eqn.BN041
That is
w~1=w1
---eqn.BN042
w~2=w1+w2
---eqn.BN043
w~3=w1+w2+w3
---eqn.BN044
.....
w~n=w1+w2+ ... +wn
---eqn.BN045
<a name="ch13a087">
With above definition, it is easy to see
w3=w~3-w~2
---eqn.BN046
In general, we have next relation.
wk=w~k-w~k-1
---eqn.BN047
<a name="ch13a088">
With tilde notation eqn.BN041 to eqn.BN045. The
definition of majorization eqn.BN002 to eqn.BN005
simplify to (recall order relation eqn.BN039)
eqn.BN002 : α~1≦β~1 ---eqn.BN048
eqn.BN003 : α~2≦β~2 ---eqn.BN049
.....
eqn.BN005 : α~k≦β~k , k<n ---eqn.BN050
.....
eqn.BN001 : α~n= β~n ---eqn.BN051
2010-06-13-09-30 stop
<a name="ch13a089">Index beginIndex this file
2010-06-13-13-35 start
■ Proof of Schur's Criterion
Interpretation of a derivative
condition
eqn.13.4 is Schur's Criterion for
Schur convexity. The following
try to explain the meaning of
eqn.13.4.
<a name="ch13a090">
Assume we have a sequence
w=(w1,w2,...,wn) ---eqn.BN036
It could be random ordered,
not in descending order. But
for majorization purpose, let
w be in descending order.
<a name="ch13a091">
Apply gradually SUMed tilde
sequence eqn.BN040 to eqn.BN045
The definition of majorization
become eqn.BN048 to eqn.BN051.
This tilde transformation let
us write partial summed equation
like ordinary equation. The sign
of summation ∑ become hidden.
<a name="ch13a092">
Schur Criterion require function
f:(a,b)n→Real is continuously
differentiable and symmetric.
Please pay attention to the
condition symmetric. For a
non-symmetric function, do not
bother to test Schur Criterion.
<a name="ch13a093">
Schur Criterion require function
f(x) has n variables. If n=1,
single variable calculus? Do not
bother to test Schur Criterion.
In other words, it is not easy to
draw curves for Schur Criterion.
If do so, must set n-1 variables
to constants, allow only one vary.
<a name="ch13a094">Index beginIndex this file
Define a order condition for a
sequence (textbook p.193 line-6)
D={(x1,x2,...,xn):
x1≧x2≧...≧xn} ---eqn.BN052
Define a set with constraint
B=(a,b)n∩D ---eqn.BN053
which says that B is a set, its
element has n components.
<a name="ch13a095">
Each component range in (a,b).
These n components satisfy ('∩')
the condition ('D') of
x1≧x2≧...≧xn ---eqn.BN054
<a name="ch13a096">
Based on set B, define another
set B~ as following
B~={x~:x∈B} ---eqn.BN055
It says that set B~ contains
sequence x~. The original form
of x~ is x. x is in set B.
<a name="ch13a097">
Based on set B~, define new
function
f~:B~ to Real ---eqn.BN056
Set (textbook page 193 line -4)
f~(x~)=f(x) ---eqn.BN057
for all x~ in B~<a name="ch13a098">
If we work with f(x) for
majorization purpose, we
write a lot of summation
sign ∑[j=1,k<n].
Above tilde definition f~(x~)
allow us do same thing without
write summation sign. because
tilde '~' absorbed summation
sign.<a name="ch13a099">Index beginIndex this file
Majorization is a relation
between TWO arrays x and y.
Both x and y must have same
number of elements.
Both x and y must have same
total sum values.
Above two points are the base
of comparison. Without above
two points, comparison has
no meaning.
<a name="ch13a100">
If both no-tilde sequences x
and y are in set B eqn.BN053.
If x and y have majorization
relation
x(<)y ---eqn.BN058
then no-tilde relation
f(x) ≦ f(y) ---eqn.BN059
is true, if and only if the
following has-tilde relations
are true. They are
<a name="ch13a101">
For all x~ and y~ be in set B~
eqn.BN055. Such that eqn.BN048
to eqn.BN051 tilde relations
are true for x~ and y~. Follow
textbook page 194, line 2
<a name="ch13a102">
x~n= y~n ---eqn.BN060
and
x~j ≦ y~j ---eqn.BN061
for all 1≦j<n
then
f~(x~)≦f~(y~) ---eqn.BN062
Above is mathematics equation
for "if and only if" condition.
<a name="ch13a103">
Simpler verbal description is
Function f is Schur convex on B
if and only if
function f~ on B~ is a
non-decreasing function for its
first n-1 coordinates.
2010-06-13-15-10 stop
<a name="ch13a104">Index beginIndex this file
2010-06-13-17-16 start
The original problem is: for
TWO sequences x and y if their
gradual sum have majorization
relation
x(<)y ---eqn.BN058
<a name="ch13a105">
then no-tilde relation
f(x) ≦ f(y) ---eqn.BN059
is true.
eqn.BN058 is multiple comparison
with summation involved.
eqn.BN059 is single comparison.
Two equations are on different
base points.
<a name="ch13a106">
The modified problem is
For all x~ and y~ be in set B~
eqn.BN055. Such that
x~n= y~n ---eqn.BN060
and
x~j ≦ y~j ---eqn.BN061
for all 1≦j<n
then
f~(x~)≦f~(y~) ---eqn.BN062
<a name="ch13a107">
The modified problem equations
has multiple comparison without
summation involved.
2010-06-13-17-40 here
Textbook page 194 line 8 has
equation for ONE sequence.
<a name="ch13a109">Index beginIndex this file
Eventually we need link tilde
variable x~ with original
variable x<a name="ch13a110">
Re-write
f~(x~)=f(x) ---eqn.BN057
as
f~(x~)=f(x1,x2,x3,...,xn) ---eqn.BN064
Recall eqn.BN047 for next change
f~(x~) ---eqn.BN065
=f(x~1,x~2-x~1,x~3-x~2,..., x~n-x~n-1)
Next step, substitute eqn.BN065
into eqn.BN063 get
---page 194
---line 11
---eqn.13.5
width of above equation
<a name="ch13a115">
2010-06-13-19-33 here
Sequence 1, j, 3 is shorter
than j-1, j, j+1. Therefore
above derivation assumed j=2
for convenience.
<a name="ch13a116">
Compare eqn.13.5 with eqn.13.4
(eqn.13.4 is Schur's Criterion)
eqn.13.4 require xj and xk
eqn.13.5 give us xj and xj+1
What to do ?
We sum eqn.13.5 over the indices
j, j+1, ..., k-1. and
equire that 1≦j<k≦n
<a name="ch13a117">Index beginIndex this file
Assume j=2 and k=6. The sum
of eqn.13.5 is
+∂[f(x)]/∂[x2] - ∂[f(x)]/∂[x3]
+∂[f(x)]/∂[x3] - ∂[f(x)]/∂[x4]
+∂[f(x)]/∂[x4] - ∂[f(x)]/∂[x5]
+∂[f(x)]/∂[x5] - ∂[f(x)]/∂[x6] ---eqn.BN069
red cancel red, blue cancel blue
purple cancel purple. Just like
telescoping.
<a name="ch13a118">
The net result is
0 ≦ +∂[f(x)]/∂[x2]
-∂[f(x)]/∂[x6] ---eqn.BN070
or
0 ≦ +∂[f(x)]/∂[xj]
-∂[f(x)]/∂[xk] ---eqn.BN071
for all x in B.
<a name="ch13a119">
Majorization sort method is
x1≧x2≧x3≧...≧xn ---eqn.BN072
with 1≦j<k≦n requirement, we
know that for j<k we have
xj≧xk ---eqn.BN073
or
0 ≦ xj - xk ---eqn.BN074
<a name="ch13a120">
Put eqn.BN074 and eqn.BN071
together, we get
Schur's Criterion eqn.13.4
Problem 13.1 is done.
2010-06-13-20-10 stop
<a name="ch13a121">Index beginIndex this file
2010-06-14-12-32 start
Definition of Majorization
condition (1) is
(1) α_seq. and β_seq. both have
non-negative elements.
Please pay attention to the
following difference.
<a name="ch13a122">In Muirhead inequality, we allow
α_seq. and β_seq. both have
negative/zero/positive elements.
In Schur Convexity analysis,
we insist
α_seq. and β_seq. both have
non-negative elements<a name="ch13a123">
Muirhead case is recorded in
textbook page 186, line -2.
[[
there is no constraint on the
sign of the coordinates of α
and β in Muirhead's inequality.
]]
Top of textbook page 187 has an
example illustrate negative β
sequence element still work OK.
<a name="ch13a124">
Schur Convexity analysis case,
textbook page 191 line 11,
initially use "real α and β".
In errata page, change
from [for any pair of real]
to [for any pair of nonnegative
real]
<a name="ch13a125">Index beginIndex this fileWhy Muirhead different from Schur?
Muirhead inequality use α and
β as power of data sequence.Schur Convexity use α
and β as data sequence.
(NO "power of")<a name="ch13a126">A negative power bring positive
data from numerator to denominator.
A negative power do not generate
complex number. On the other hand,
<a name="ch13a127">
data can be raised to non-integer
power. If data is negative, then
(negative data)^(0.25) is complex.
We do not want to see complex
answer. Therefore limit data
α and β be non-negative.<a name="ch13a128">
Do not just read and believe
LiuHH's words !! Read and turn
around in your brain for a while,
judge whether LiuHH opinion is
correct or not.
If I find out other reason for
why α and β must be non-negative
I will record at later time.
2010-06-14-12-54 stop
<a name="ch13a129">Index beginIndex this file
2010-06-14-13-59 start
In Muirhead inequality, power
sequence α_seq. and β_seq. both
allow negative/zero/positive
elements.
In Muirhead inequality, data
sequence x_seq. all be POSITIVE.
See Problem 12.3<a name="ch13a130">
In Schur Convexity analysis,
both α_seq. and β_seq. are data
sequence.
both α_seq. and β_seq. are non-
negative sequence. (see errata)
<a name="ch13a131">
Can you guess
How Schur regulate his power
sequence?
2010-06-14-14-05 stop
2010-06-14-15-13 done first proofread
2010-06-14-18-16 done second proofread
2010-06-14-18-32 done spelling check
<a name="ch13a132">Index beginIndex this file
2010-06-15-10-02 start
■ From Schur concavity to AM-GM
(textbook page 194 lower half)
We can test Schur's Criterion
eqn.13.4 with the most basic
inequality, AM-GM inequality.
<a name="ch13a133">
Given a sequence
x=[x1,x2,...,xn] ---eqn.BN075
Different calculation method,
give us different answer, The
Arithmetic Mean (AM) method is
am=(x1+x2+...+xn)/n ---eqn.BN076
Geometric Mean (GM) method is
gm=(x1*x2*...*xn)1/n ---eqn.BN077
(both equation are equal weight,
non-equal weight is possible)
<a name="ch13a134">
If x is observed length data,
eqn.BN076 am give us averaged
length.
eqn.BN077 gm give us another
averaged length. Calculation
of GM case, raised to length
n-th dimension and use root
power (1/n) bring n-th dim.
back to length first power.
<a name="ch13a135">
Key point is that both AM and
GM are length, let us be able
to compare length with length.
<a name="ch13a136">
Second thing worth to note is
that both eqn.BN076, eqn.BN077
treat x elements symmetrically.
If it were non-symmetric
function, we do not need to
do Schur's Criterion problem.
<a name="ch13a137">Index beginIndex this file
We use eqn.BN077 raise to n-th
power as Schur's Criterion test
function. That is
f(x)=x1*x2*...*xn ---eqn.BN078
Here we require that all xj be
positive for 1≦j≦n.
<a name="ch13a138">
If any one xj be negative,
(negative number)^(1/n)=complex
We do not want to see complex
answer.
If any one xj be zero, GM value
is zero, a dull case. Exclude
both cases, what left is all
elements be positive.
<a name="ch13a139">
Now substitute eqn.BN078 into
Schur's Criterion eqn.13.4
BUT ignore the '0 ≦' sign.
Because eqn.13.4 is for Schur
convex, in that case '0 ≦' is
proper. The following will find
Schurconcave. With this change
in mind, proceed as following.
---eqn.BN080
width
<a name="ch13a142">
=(xj-xk)
*(+x1*...*1*...*xk*...*xn -x1*...*xj*...*1*...*xn)
---eqn.BN081
=(xj-xk)
*(+xk-xj)
---eqn.BN082
*(x1*...*xj-1*xj+1*...*xk-1*xk+1*...*xn)
<a name="ch13a143">Index beginIndex this file
Final result is
Schur's Criterion eqn.13.4 (with '0 ≦' ignored)
= -(xj-xk)2
---eqn.BN083
*(x1*...*xj-1*xj+1*...*xk-1*xk+1*...*xn)
<a name="ch13a144">
2010-06-15-11-23 here
eqn.BN083 tell us that
Schur's Criterion eqn.13.4 has
non-positive value. therefore
f(x)=x1*x2*...*xn ---eqn.BN078
is Schur concave.
<a name="ch13a145">
Above determined f(x)'s Schur
concavity.
Schur's Criterion work with two
majorize-related sequences only.
Next examine the majorization
property between AM sequence
and GM sequence.
Define x_bar as following
x_bar=(x1+x2+...+xn)/n ---eqn.BN084
<a name="ch13a146">
Now AM sequence is
x_bar=[x_bar,x_bar,...,x_bar] ---eqn.BN085
GM sequence is
x=[x1,x2,...,xn] ---eqn.BN086
<a name="ch13a147">Index beginIndex this file
Average [x_bar,x_bar,...,x_bar]
is majorized by every other
same element number, same total
sum sequence. Then
x_bar(<)x ---eqn.BN087
That is
AM_seq. majorized by GM_seq.
<a name="ch13a148">Schur convexity say that if
AA_seq. (<) BB_seq. ---eqn.BN387
then //proofread inserted eqn. use 300+
f(AA_seq) ≦ f(BB_seq) ---eqn.BN388Schur concavity say that if
AM_seq. (<) GM_seq. ---eqn.BN087
then
f(AM_seq) ≧ f(GM_seq) ---eqn.BN088
This function
f(x)=x1*x2*...*xn ---eqn.BN078
is Schur concave. So we have
x1*x2*...*xn ≦ ---eqn.BN089
x_bar*x_bar*...*x_bar
Is this AM-GM inequality ?!
<a name="ch13a149">
Take n-th power root, we get
(x1*x2*...*xn)1/n≦x_bar ---eqn.BN090
Recover x_bar from eqn.BN084
eqn.BN090 is GM≦AM exactly.
2010-06-15-11-57 stop
<a name="ch13a150">
2010-06-15-15-11 start
am=(x1+x2+...+xn)/n ---eqn.BN076
and
gm=(x1*x2*...*xn)1/n ---eqn.BN077
are two symmetric functions.
Above use gm eqn.BN077 to test
Schur's Criterion eqn.13.4
What if we choose eqn.BN076 as
start point? What we are going
to get?
<a name="ch13a151">
Above use all product eqn.BN077
am disguise as product of x_bar.
Now eqn.BN076 is a all sum
equation. How to disguise gm as
all sum? GM≦AM is
<a name="ch13a152">Index beginIndex this file
(x1*x2*...*xn)1/n
≦(x1+x2+...+xn)/n ---eqn.BN091
If whole equation take log(),
gm side change to sum of log()
am side is log of sum.
Not compatible.
<a name="ch13a153">
Second trouble point, substitute
am function eqn.BN076 into
Schur's Criterion eqn.13.4
we find
<a name="ch13a156">
Above calculation tell us that
from Schur concavity to AM-GM
The choice of
gm=(x1*x2*...*xn)1/n ---eqn.BN077
is a through path.
The choice of
am=(x1+x2+...+xn)/n ---eqn.BN076
achieve nothing.
2010-06-15-15-41 stop
<a name="ch13a157">Index beginIndex this file
2010-06-15-16-22 start
■ Problem 13.2 (Muirhead
Implies Majorization)
Numerical example for Problem 13.2
Show that Muirhead's condition
implies that α is majorized by
β; that is,
<a name="ch13a158">
show that one has
the implication
α∈H(β) → α(<)β ---eqn.13.6
//given α∈H(β) mathematics equation
//target α(<)β mathematics equation
Next six lines from textbook
is recorded here
2010-06-15-16-33 stop
<a name="ch13a159">
2010-06-16-11-04 start
Problem 13.2 (Muirhead
Implies Majorization) will be
delayed. or it is NOT DONE
at present time 2010-06-16.
2010-06-25 improved.<a name="ch13a160">
To understand a problem,
Liu,Hsinhan need numerical
example to help. Five days
intensive online search,
saved/read 52 pdf files,
not find
[[
<a name="ch13a161">Index beginIndex this filenumerical example of
given two sequences
α1,α2,...,αn
β1,β2,...,βn
find doubly stochastic matrix D
such that
α=Dβ ---eqn.13.10
]]
α=Dβ is textbook page 196,
equation (13.10)
<a name="ch13a162">
Textbook page 195 line -8 has
(α1,α2,...,αn)= ---eqn.BN094
∑[τ∈Sn]pτ(βτ(1),βτ(2),...,βτ(n))
LiuHH believe eqn.BN094 is true,
need numerical verification. But
on 2010-06-16 LiuHH is unable to
do so.
<a name="ch13a163">
Textbook page 195 line -2 has
djk=∑[τ:τ(j)=k]pτ ---eqn.BN095
without numerical check, it is
hard to see in a two dimensional
matrix, one element djk need
further third index τ summation.
There must be good reason, but
how?
<a name="ch13a164">
Spend too much time for one
problem. Liu,Hsinhan wait for
future reading. On 2010-06-16
Problem 13.2 is NOT DONE
2010-06-16-11-30 stop
<a name="ch13a165">Index beginIndex this file
2010-06-16-11-33 start
■ Final consideration of the
Walker exampleTextbook page 197.
given positive a,b,c and define
x=b+c-a ---eqn.BN023
y=c+a-b ---eqn.BN024
z=a+b-c ---eqn.BN025
Require that x,y,z be strictly
positive.<a name="ch13a166">
If we add y with z get
y+z=(c+a-b)+(a+b-c)=2*a ---eqn.BN096
similarly
z+x=(a+b-c)+(b+c-a)=2*b ---eqn.BN097
x+y=(b+c-a)+(c+a-b)=2*c ---eqn.BN098
<a name="ch13a167">
We can rewrite above three
equations as
a=(y+z)/2 ---eqn.BN099
b=(z+x)/2 ---eqn.BN100
c=(x+y)/2 ---eqn.BN101
<a name="ch13a168">
Put it in column vector form as
[a] 1 [y] 1 [z]
[b] = -*[z] + -*[x] ---eqn.BN102
[c] 2 [x] 2 [y]
left side vector is [a,b,c]
right side vector are [y,z,x]
and [z,x,y].
<a name="ch13a169">
We like to see an equation in
same order,
use [a,b,c] and [x,y,z]. This
can be done by using
permutation matrix.
<a name="ch13a170">Index beginIndex this file
Rewrite eqn.BN102 as
[a] 1 [0 1 0] [x]
[b] = -*[0 0 1]*[y]
[c] 2 [1 0 0] [z]
1 [0 0 1] [x]
+ -*[1 0 0]*[y] ---eqn.BN103
2 [0 1 0] [z]<a name="ch13a171">
Please verify
red BN103 equal red BN102 and
blue BN103 equal blue BN102 .
Please see
Matrix multiply with vectoreqn.AB52, eqn.AB53 for help.
<a name="ch13a172">
In eqn.BN103, add two permutation
matrix with coefficient 1/2 get
[a] 1 [0 1 1] [x]
[b] = -*[1 0 1]*[y] ---eqn.BN104
[c] 2 [1 1 0] [z]
eqn.BN104 is in textbook
page 197, line -9.
textbook put 1/2 inside matrix.
eqn.BN104 put 1/2 outside matrix.
<a name="ch13a173">
All of above calculation, what
do we get?
We get the D matrix in
α=Dβ ---eqn.13.10
Here
α sequence is [a,b,c]
β sequence is [x,y,z]
<a name="ch13a174">
If put 1/2 into matrix,
3x3 D matrix in eqn.BN104 has
the property that
each column sum to one
each row sum to one
<a name="ch13a175">Index beginIndex this file
But eqn.BN104 is trivial
It start from given relation
eqn.BN023 to eqn.BN025
In general, α sequence and
β sequence element-by-element
relation is not given.
<a name="ch13a176">
Another point worth attention
is that for
α (<) β ---eqn.BN105
majorization relation,
write in
α=Dβ ---eqn.13.10
is correct.
<a name="ch13a177">
write in
β=Eα ---eqn.BN106
is wrong.
We can build wrong one from
eqn.BN023 to eqn.BN025. It is
[x] 1 [-1 1 1] [a]
[y] = -*[ 1 -1 1]*[b] ---eqn.BN107
[z] 1 [ 1 1 -1] [c]
<a name="ch13a178">
eqn.BN107 matrix is wrong,
because
Matrix has negative element -1.
<a name="ch13a179">
Relation
between matrix D in eqn.13.10
and matrix E in eqn.BN106
is that D*E=Identity or
D = inverse of E
E = inverse of D
<a name="ch13a180">
If write
α (<) β ---eqn.BN105
in verbal words as
more average seq. < more diverse seq.
then the correct one between
α=Dβ ---eqn.13.10
β=Eα ---eqn.BN106
is
<a name="ch13a181">Index beginIndex this file
average seq. = D * diverse seq.
the other way is wrong.
Matrix D has
all elements be non-negative
and
all column sum to one
all row sum to one
Doubly stochastic matrix satisfy
above three properties.
<a name="ch13a182">
Majorization requirement
is two sorted α,β sequences
α sequence successive sum
is always less or equal to
β sequence successive sum.
Compare α with β ?
<a name="ch13a183">eqn.13.10 help us convert
from
Compare α with β
to
Compare coef.*β with β
Textbook page 196 bottom
half page and page 197
first few lines use above
conversion method and from
the order of β sequence
draw conclusion.
2010-06-16-12-48 here
2010-06-16-12-52 start
<a name="ch13a184">
After read
Problem 13.2
Muirhead Implies Majorization
and
Final consideration of the
Walker example.
<a name="ch13a185">
Now know why
A simple example is wrong
LiuHH should write
[α1] [p11 p12 p13] [β1]
[α2] = [p21 p22 p23]*[β2] ---eqn.BN108
[α3] [p31 p32 p33] [β3]
should NOT write
[α1] [β1 β2 β3] [p1]
[α2] = [β3 β1 β2]*[p2] ---eqn.BN109
[α3] [β2 β3 β1] [p3]
<a name="ch13a186">
here α and β are given and
p's are unknown.
How to build pjk matrix?
still wait for further reading
and thinking. //solved
2010-06-16-13-06 stop
<a name="ch13a186a">
2010-06-26-17-54 proofread note start
From 2010-06-16-19-07 create matMVecf.htm
(matMVecf=Matrix Multiply Vector Function)
2010-06-17-21-43 save matMVecf.htm as jsmajor2.htm
to 2010-06-23-23-24 get all non-negative
matrix. (correct output) Now still write
jsmajor2.htm document. There are nine days
no work record in tute0046.htm. Next few
days will continue jsmajor2.htm document.
2010-06-26-18-00 proofread note stop
<a name="ch13a187">Index beginIndex this file
2010-06-25-09-52 start
■ Numerical example for
Problem 13.2
key, Case k=1,k=2,k=3,k=4, go k=3
Build c, choke, add zero
Majorization definition has two
version. Prepare an example first.
(following use 'alfa' which is
equal length with 'beta')
Assume
α_sequence = 18 14 12 6 ---eqn.BN110
β_sequence = 20 15 10 5 ---eqn.BN111
<a name="ch13a188">
Define
alfa_1=18, alfa_2=14, ---eqn.BN112
alfa_3=12, alfa_4= 6. ---eqn.BN113
and
beta_1=20, beta_2=15, ---eqn.BN114
beta_3=10, beta_4= 5. ---eqn.BN115
<a name="ch13a189">
Define partial sum as following
alfa1S=alfa_1 ---eqn.BN116
alfa2S=alfa_1+alfa_2 four lines
alfa3S=alfa_1+alfa_2+alfa_3
alfa4S=alfa_1+alfa_2+alfa_3+alfa_4
<a name="ch13a190">
and
beta1S=beta_1 ---eqn.BN117
beta2S=beta_1+beta_2 four lines
beta3S=beta_1+beta_2+beta_3
beta4S=beta_1+beta_2+beta_3+beta_4
<a name="ch13a191">
So we have
alfa1S=18 ---eqn.BN118
alfa2S=32=18+14 four lines
alfa3S=44=18+14+12
alfa4S=50=18+14+12+6
<a name="ch13a192">Index beginIndex this file
and
beta1S=20 ---eqn.BN119
beta2S=35=20+15 four lines
beta3S=45=20+15+10
beta4S=50=20+15+10+5
<a name="ch13a193">
Majorization definition first
version is called //2nd version
"Muirhead's condition"
which is
α∈H(β) ---eqn.BN120
or
α=D*β ---eqn.BN121
Numerical example: AB<a name="ch13a194">
For this specific example
α_sequence = 18 14 12 6 ---eqn.BN110
β_sequence = 20 15 10 5 ---eqn.BN111
Muirhead's condition is a matrix
equation // next equation ---eqn.BN122
[18] [52/63 13/630 52/630 45/630 ] [20]
[14]=[ 0 4/5 1/5 0 ]*[15]
[12] [ 1/9 16/90 64/90 0 ] [10]
[ 6] [ 4/63 1/630 4/630 585/630] [ 5]
<a name="ch13a195">Please verify that above matrix
(1) all elements are nonnegative
(2) each row sum to one
(3) each column sum to one
It is doubly stochastic matrix D.
<a name="ch13a196">
Majorization definition second
version is called //1st version
"partial sum inequality" //BN002
which is
alfa1S≦beta1S ---eqn.BN123
alfa2S≦beta2S ---eqn.BN124
alfa3S≦beta3S ---eqn.BN125
alfa4S=beta4S ---eqn.BN126
<a name="ch13a197">Index beginIndex this file
in numerical value, it is
18 ≦ 20 ---eqn.BN127
32 ≦ 35 ---eqn.BN128
44 ≦ 45 ---eqn.BN129
50 = 50 ---eqn.BN130
Total sum must be equal.
<a name="ch13a198">Problem 13.2 say :
given matrix equation eqn.BN122
prove that partial sum inequality
eqn.BN123 to eqn.BN126 are a
necessary result.<a name="ch13a199">Textbook page 196 and 197 has
proof. Following is a numerical
illustration, aid to textbook
proof. It is a copy of LiuHH's
draft record.
<a name="ch13a200">
On 2010-06-17-21-43 LiuHH created
a file jsmajor2.htm, page title
"Given two sequences, find
doubly stochastic matrix"
On 2010-06-23-23-24 get all
non-negative matrix. (correct
output) Today (2010-06-25)
still write document.
LiuHH will upload to (local)
http://freeman2.com/jsmajor2.htm
few days later.
<a name="ch13a201">
The matrix at eqn.BN122 is from
jsmajor2.htm output.
2010-06-25-10-55 here
This numerical example use four
elements in each sequence. Then
we have n=4. Index k vary from
k=1 to k=4.
<a name="ch13a202">Index beginIndex this file
Box 1 α_seq.= 18 14 12 6 ---eqn.BN110
Box 2 β_seq.= 20 15 10 5 ---eqn.BN111
<a name="ch13a203">
Above is jsmajor2.htm output.
Because α_seq. and β_seq. are
integers. Stochastic matrix
calculation use only +-*/ .
It is easy to find out the
shorter quotient matrix below.
Box 1 α_seq.= 18 14 12 6
Box 2 β_seq.= 20 15 10 5
<a name="ch13a204">
doubly stochastic matrix=
[[ // next quotient matrix ---eqn.BN132
52/63 13/630 52/630 45/630
0 4/5 1/5 0
1/9 16/90 64/90 0
4/63 1/630 4/630 585/630
]] //above is same as eqn.BN131<a name="ch13a205">
α=D*β ---eqn.BN121
eqn.BN121 expanded form is next
We are going to calculate partial sum. For this simple
numerical example, let us see each partial sum.
It is marked "k=1 case" to "k=4 case". For example,
"k=3 case" mean we do partial sum for first three terms.
k=3 is selected for detail analysis. Columns are colored.
<a name="ch13a206">
k=1 case // next ten lines ---eqn.BN134
alfa1S=SUM[j=1,1]=18
= 20*(52/63 )
+15*(13/630 )
+10*(52/630 )
+ 5*(45/630 )
//α sum from 1 to 1, β sum from 1 to 4<a name="ch13a207">Index beginIndex this file
//define c's for k=1
= 20*c1 // c1=(52/63 )
+15*c2 // c2=(13/630 )
+10*c3 // c3=(52/630 )
+ 5*c4 // c4=(45/630 )
<a name="ch13a208">
alfa1S=(beta_1*c1+beta_2*c2
+beta_3*c3+beta_4*c4) ---eqn.BN135
where
c1+c2+c3+c4=k=1 ---eqn.BN136
<a name="ch13a209">
k=2 case // next ten lines ---eqn.BN137
alfa2S=SUM[j=1,2]=18+14
= 20*(52/63 + 0 )
+15*(13/630+4/5 )
+10*(52/630+1/5 )
+ 5*(45/630+ 0 )
//α sum from 1 to 2, β sum from 1 to 4<a name="ch13a210">
//define c's for k=2
= 20*c1 // c1=(52/63 + 0 )
+15*c2 // c2=(13/630+4/5 )
+10*c3 // c3=(52/630+1/5 )
+ 5*c4 // c4=(45/630+ 0 )
<a name="ch13a211">
alfa2S=(beta_1*c1+beta_2*c2
+beta_3*c3+beta_4*c4) ---eqn.BN138
where
c1+c2+c3+c4=k=2 ---eqn.BN139
<a name="ch13a212">Index beginIndex this file
k=3 case // next ten lines ---eqn.BN140
alfa3S=SUM[j=1,3]=18+14+12
= 20*(52/63 + 0 + 1/9 )
+15*(13/630+4/5 +16/90)
+10*(52/630+1/5 +64/90)
+ 5*(45/630+ 0 + 0 )
//α sum from 1 to 3, β sum from 1 to 4<a name="ch13a213">
//define c's for k=3
= 20*c1 // c1=(52/63 + 0 + 1/9 )
+15*c2 // c2=(13/630+4/5 +16/90)
+10*c3 // c3=(52/630+1/5 +64/90)
+ 5*c4 // c4=(45/630+ 0 + 0 )
<a name="ch13a213a">Attention: c1 to c4 each sum part
of one column. Column sum is one.
c1 to c4 all be ≦1 so, 1-c1≧0,
1-c2≧0, 1-c3≧0, 1-c4≧0 ---eqn.BN340<a name="ch13a214">
alfa3S=(beta_1*c1+beta_2*c2
+beta_3*c3+beta_4*c4) ---eqn.BN141
where
c1+c2+c3+c4=k=3 ---eqn.BN142
<a name="ch13a215">
k=4 case // next five lines ---eqn.BN143
alfa4S=SUM[j=1,4]=18+14+12+6
= 20*(1)
+15*(1)
+10*(1)
+ 5*(1)
<a name="ch13a216">
Textbook page 196 line -5, -3
and page 197 line 2, 3, 4.
fix k value. The following
choose k=3 (among k=1,2,3)
and parallel to textbook.
<a name="ch13a217">Index beginIndex this file
for k=3 //define delta_k
delta_k = delta_3 ---eqn.BN144
= alfa3S - beta3S
= //expand alfa3S, beta3S
(alfa_1 + alfa_2 + alfa_3) ---eqn.BN145
-(beta_1 + beta_2 + beta_3)
Above is textbook page 196
line -3 equation for k=3 case.
<a name="ch13a218">
We are asked to prove that partial sum
inequality is true. For k=3 we need show
α[1]+α[2]+α[3]≦β[1]+β[2]+β[3] ---eqn.BN115
Definition of delta_3 is simply
delta_3 = α[1]+α[2]+α[3]-β[1]-β[2]-β[3] ---eqn.BN145
If we can show that delta_3 ≦ 0, then done.
<a name="ch13a219">
From above numerical example, we see
delta_3 = 18+14+12-20-15-10= -1 ---eqn.BN145 aux.
We can not use eqn.BN145 aux., because
eqn.BN145 aux. is not given,
eqn.BN145 aux. is our goal. (to be proved)
<a name="ch13a220">
for k=3
Next equation is most important
step. alfa_j change to beta_j*cj
delta_k = delta_3 //used eqn.BN141
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
- beta3S ---eqn.BN146
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
-(beta_1 +beta_2 +beta_3) ---eqn.BN147
Above is still textbook page 196
line -3 equation for k=3 case.
---eqn.BN148
width
<a name="ch13a224">
For k=3 case we need only first three lines in eqn.BN148.
Column 1, three red numbers sum to c1 (c1≦1)
c1=52/63 +0 +1/9 ---eqn.BN149
Column 2, three blue numbers sum to c2 (c2≦1)
c2=13/630 +4/5 +16/90 ---eqn.BN150
Column 3, three purple numbers sum to c3 (c3≦1)
c3=52/630 +1/5 +64/90 ---eqn.BN151
Column 4, three pink numbers sum to c4 (c4≦1)
c4=45/630 +0 +0 ---eqn.BN152
<a name="ch13a225">
Different k, c1/c2/c3/c4 have different value.
If k=2, we sum only line 1 (α1) and line 2 (α2).
Now for k=3 case,
c1+c2+c3+c4=3 ---eqn.BN153
eqn.BN153 is textbook page 196 equation (13.12)
c1+c2+c3+c4=k ---eqn.13.12
<a name="ch13a226">
LiuHH several times reading, choked at eqn.13.12
not knowing why. Now with numerical example and
above analysis, LiuHH believed that eqn.13.12 is
true. eqn.BN153 is true, because the matrix is
doubly stochastic matrix. Each row sum to one.
eqn.13.12 sum three rows for k=3 case, then
c1+c2+c3+c4=3 is true !! The key point here is
<a name="ch13a227">Index beginIndex this file
From compare alfa sequence with beta sequence
change to compare beta sequence with beta sequence
<a name="ch13a228">
for k=3 //continue from eqn.BN147
delta_k = delta_3 //add zero is key point at this step
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
-(beta_1 +beta_2 +beta_3)
+ ZERO ---eqn.BN154
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
-(beta_1 +beta_2 +beta_3)
+ beta_3*(3-(c1+c2+c3+c4)) ---eqn.BN155
here add one zero.
eqn.BN153 tell us that (3-(c1+c2+c3+c4)) is zero.
This adding zero is in textbook page 197 line 2.
<a name="ch13a229">
delta_k = delta_3 //continue from eqn.BN155
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
-(beta_1 +beta_2 +beta_3)
+ beta_3*3 ---eqn.BN156
- beta_3*c1-beta_3*c2
- beta_3*c3-beta_3*c4 <a name="ch13a230">
red term is expanded zero.
Re-distribute zero terms to two groups,
sum from 1 to n=4 is first group
sum from 1 to k=3 is second group.
<a name="ch13a231">
continue from eqn.BN156
delta_k = delta_3 //red terms are added zero
= (beta_1*c1+beta_2*c2+beta_3*c3+beta_4*c4)
- beta_3*c1-beta_3*c2-beta_3*c3-beta_3*c4
- beta_1 -beta_2 -beta_3
+ beta_3 +beta_3 +beta_3 ---eqn.BN157
<a name="ch13a232">Index beginIndex this file
First group (sum from 1 to n=4) is line 1&2
Second group (sum from 1 to k=3) is line 3&4
Divide first group to sum from 1 to k=3 (black)
and sum from k+1 to n (blue below).
<a name="ch13a233">
continue from eqn.BN157
delta_k = delta_3
= +beta_4*c4-beta_3*c4 ---eqn.BN158
-(beta_3-beta_1)*c1 -(beta_3-beta_2)*c2 -(beta_3-beta_3)*c3
+ beta_3-beta_1 + beta_3-beta_2 +beta_3-beta_3
Above and below are textbook page 197 line 3.
<a name="ch13a234">
Following is re-group.
delta_k = delta_3
=+(beta_3-beta_1)*(1-c1)
+(beta_3-beta_2)*(1-c2)
+(beta_3-beta_3)*(1-c3)
+(beta_4-beta_3)*c4 ---eqn.BN159
eqn.BN340: 1-c1≧0, 1-c2≧0, 1-c3≧0
Matrix be nonnegative, c4≧0<a name="ch13a235">
recall, n=4, k=3
β_seq.= 20 15 10 5 ---eqn.BN111
beta_1=20, beta_2=15, ---eqn.BN114
beta_3=10, beta_4= 5. ---eqn.BN115
beta_3 is pivoting point<a name="ch13a236">
for 1≦j≦k=3 beta_j > beta_k
that is (beta_3-beta_1)≦0 ---eqn.BN160
(beta_3-beta_2)≦0 ---eqn.BN161
(beta_3-beta_3) =0 ---eqn.BN162
for 3=k<j≦n=4 beta_j ≦ beta_k
that is (beta_4-beta_3)≦0 ---eqn.BN163
then eqn.BN159 tell us
delta_3 ≦ 0 ---eqn.BN164
is true.
2010-06-25-13-25 document here
<a name="ch13a237">Index beginIndex this file
Similarly
delta_1 ≦ 0
delta_2 ≦ 0
Above showed that
given Muirhead's condition
then partial sum inequality
is true.
<a name="ch13a238">
For a proof of general case,
(not special case n=4,k=3)
Please read textbook page 196, 197.
Above special case analysis may
help you to understand textbook
proof.
Problem 13.2 is done.
2010-06-25-13-58 document stop
2010-06-25-21-55 done first proofread
2010-06-26-18-58 done second proofread
2010-06-26-19-18 done spelling check
<a name="Copyright">Index beginIndex this file
2009-06-19-10-48
If you are interested in inequality,
suggest you buy the book
The Cauchy-Schwarz Master Class
written by Prof. J. Michael Steele
The Cauchy-Schwarz Master Class is
this web page's textbook.
To buy textbook, that is to show thanks
to Prof. J.M. Steele's great work.
and it is also respect copyright law.
Thank you. Freeman 2009-06-19
The Cauchy-Schwarz Master Class
J. MichaelSteele★★★★★
ISBN 978-0-521-54677-5
2009-06-19-10-56