Calculation and properties of zonal polynomials

DOI10.1007/S11786-020-00458-0zbMATH Open1462.05350arXiv2001.11599OpenAlexW3103297828MaRDI QIDQ2209263FDOQ2209263

Authors: Lin Jiu, Christoph Koutschan 

Publication date: 30 October 2020

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

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.

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

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zbMATH Keywords

Laplace-Beltrami operatorsymmetric functionWishart matrixinteger partitionzonal polynomialhypergeometric function of a matrix argument

Mathematics Subject Classification ID

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

Cites Work

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• The efficient evaluation of the hypergeometric function of a matrix argument
• On the distribution of the largest eigenvalue in principal components analysis
• Special Functions of Matrix Argument. I: Algebraic Induction, Zonal Polynomials, and Hypergeometric Functions
• A Maple package for symmetric functions
• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
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• Zonal polynomials
• Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator
• Holonomic gradient descent and its application to the Fisher-Bingham integral
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• Formulas for zonal polynomials
• System of partial differential equations for the hypergeometric function \(_1F_1\) of a matrix argument on diagonal regions

Cited In (13)

• Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
• The expected value of zonal polynomials
• Algorithm for the product of Jack polynomials and its application to the sphericity test
• Title not available (Why is that?)
• PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
• 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
• Dual combinatorics of zonal polynomials
• On the computation of zone and double zone diagrams
• Bilinear forms and zonal polynomials
• Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions
• An Algebraic-Geometric Method for Computing Zolotarev Polynomials
• Title not available (Why is that?)

Uses Software

• Digital Library of Mathematical Functions
• Mathematica
• SageMath
• HolonomicFunctions
• SF
• hgm R

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