Calculation and properties of zonal polynomials

DOI10.1007/S11786-020-00458-0MaRDI QIDQ2209263zbMATH OpenOpenAlexFDO

Authors Lin Jiu, Christoph Koutschan

Publication date 30 October 2020

Published in Mathematics in Computer Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.11599

zbMATH Keywords

hypergeometric function of a matrix argumentinteger partitionLaplace-Beltrami operatorsymmetric functionWishart matrixzonal polynomial

Mathematics Subject Classification ID

Combinatorial aspects of partitions of integers (05A17) Symmetric functions and generalizations (05E05) Random matrices (algebraic aspects) (15B52) Generalized hypergeometric series, ({}_pF_q) (33C20) Other hypergeometric functions and integrals in several variables (33C70)

Abstract: We investigate the zonal polynomials, a family of symmetric polynomials that appear in many mathematical contexts, such as multivariate statistics, differential geometry, representation theory, and combinatorics. We present two computer algebra packages, in SageMath and in Mathematica, for their computation. With the help of these software packages, we carry out an experimental mathematics study of some properties of zonal polynomials. Moreover, we derive and prove closed forms for several infinite families of zonal polynomial coefficients.

Recommendations

• Formulas for zonal polynomials
• scientific article; zbMATH DE number 4003286
• Recurrence formulas for zonal polynomials
• Zonal polynomials
• Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator

Cites work

• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• A Maple package for symmetric functions
• Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator
• Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
• Formulas for zonal polynomials
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3198571 (Why is no real title available?)
• On the distribution of the largest eigenvalue in principal components analysis
• Special Functions of Matrix Argument. I: Algebraic Induction, Zonal Polynomials, and Hypergeometric Functions
• System of partial differential equations for the hypergeometric function _1F₁ of a matrix argument on diagonal regions
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
• The efficient evaluation of the hypergeometric function of a matrix argument
• The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
• Zonal polynomials

Cited in

(14)

• On the computation of zone and double zone diagrams
• Bilinear forms and zonal polynomials
• Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
• Algorithm for the product of Jack polynomials and its application to the sphericity test
• Dual combinatorics of zonal polynomials
• scientific article; zbMATH DE number 2094557 (Why is no real title available?)
• PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
• An Algebraic-Geometric Method for Computing Zolotarev Polynomials
• scientific article; zbMATH DE number 5238371 (Why is no real title available?)
• The expected value of zonal polynomials
• A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
• Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions
• Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions
• A note on hypergeometric functions of matrix arguments

Describes a project that uses

Uses Software

• SageMath
• SF
• hgm R
• Mathematica
• HolonomicFunctions
• DLMF

This page was built for publication: Calculation and properties of zonal polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2209263)