A parametrization for independent variables of a two-matrix hypergeometric function
Assume that \({_ 0F_ 0}^{(k)}({\mathfrak a},{\mathfrak b})\) is a hypergeometric function of two matrix arguments, which are denoted by \({\mathfrak a}=\hbox{diag}(a_ 1,\ldots,a_ k)\) and \({\mathfrak b}=\hbox{diag}(b_ 1,\dots,b_ k)\). It is shown in the paper that \[ {_ 0F_ 0}^{(k)}({\mathfrak a},{\mathfrak b})=\exp\{(1/k)[\hbox{tr}({\mathfrak a}) \hbox{tr}({\mathfrak b})- \hbox{tr}(\tilde{\mathfrak a}) \hbox{tr}(\tilde{\mathfrak b})]\} {_ 0F_ 0}^{k}(\tilde{\mathfrak a},\tilde{\mathfrak b}) \] where \(\tilde{\mathfrak a}\equiv\hbox{diag}(a_ 1-a_ k,\dots,a_{k-1}-a_ k,0)\) and \(\tilde{\mathfrak b}\equiv\hbox{diag}(b_ 1-b_ k,\dots,b_{k-1}-b_ k,0)\). This reduces the number of independent variables from \(2k\) to \(2k-2\). The author then claims that the new parametrization will improve the rate of convergence in the numerical evaluation of \({_ 0F_ 0}^{(k)}({\mathfrak a},{\mathfrak b})\) as a series of zonal polynomials.
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- An identity involving partitional generalized binomial coefficients
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- On a Fourier integral over SO(3)
- The Distribution of the Latent Roots of the Covariance Matrix
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