Classical special functions of matrix arguments

This article focuses on a few of the most commonly used special functions and their key properties and defines an analytical approach to building their matrix-variate counterparts. To achieve this, we refrain from using any numerical approximation algorithms and instead rely on properties of matrice...

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Main Authors: Dmytro Shutiak, Gleb Podkolzin, Victor Bondarenko, Yury Chapovsky
Format: Article
Language:Ukrainian
Published: Igor Sikorsky Kyiv Polytechnic Institute 2024-12-01
Series:Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
Subjects:
Online Access:http://journal.iasa.kpi.ua/article/view/322530
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author Dmytro Shutiak
Gleb Podkolzin
Victor Bondarenko
Yury Chapovsky
author_facet Dmytro Shutiak
Gleb Podkolzin
Victor Bondarenko
Yury Chapovsky
author_sort Dmytro Shutiak
collection DOAJ
description This article focuses on a few of the most commonly used special functions and their key properties and defines an analytical approach to building their matrix-variate counterparts. To achieve this, we refrain from using any numerical approximation algorithms and instead rely on properties of matrices, the matrix exponential, and the Jordan normal form for matrix representation. We focus on the following functions: the Gamma function as an example of a univariate function with a large number of properties and applications; the Beta function to highlight the similarities and differences from adding a second variable to a matrix-variate function; and the Jacobi Theta function. We construct explicit function views and prove a few key properties for these functions. In the comparison section, we highlight and contrast other approaches that have been used in the past to tackle this problem.
format Article
id doaj-art-06c8b33ebf7e4bd7ba23e7618529f614
institution DOAJ
issn 1681-6048
2308-8893
language Ukrainian
publishDate 2024-12-01
publisher Igor Sikorsky Kyiv Polytechnic Institute
record_format Article
series Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
spelling doaj-art-06c8b33ebf7e4bd7ba23e7618529f6142025-08-20T02:56:59ZukrIgor Sikorsky Kyiv Polytechnic InstituteSistemnì Doslìdženâ ta Informacìjnì Tehnologìï1681-60482308-88932024-12-01411713210.20535/SRIT.2308-8893.2024.4.10361245Classical special functions of matrix argumentsDmytro Shutiak0https://orcid.org/0009-0008-6480-3706Gleb Podkolzin1https://orcid.org/0000-0002-7120-2772Victor Bondarenko2https://orcid.org/0000-0003-1663-4799Yury Chapovsky3https://orcid.org/0009-0001-8981-4742World Data Center for Geoinformatics and Sustainable Development of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", KyivEducational and Research Institute for Applied System Analysis of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", KyivEducational and Research Institute for Applied System Analysis of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", KyivEducational and Research Institute for Applied System Analysis of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", KyivThis article focuses on a few of the most commonly used special functions and their key properties and defines an analytical approach to building their matrix-variate counterparts. To achieve this, we refrain from using any numerical approximation algorithms and instead rely on properties of matrices, the matrix exponential, and the Jordan normal form for matrix representation. We focus on the following functions: the Gamma function as an example of a univariate function with a large number of properties and applications; the Beta function to highlight the similarities and differences from adding a second variable to a matrix-variate function; and the Jacobi Theta function. We construct explicit function views and prove a few key properties for these functions. In the comparison section, we highlight and contrast other approaches that have been used in the past to tackle this problem.http://journal.iasa.kpi.ua/article/view/322530matrixspecial functionmatrix functiongamma functionbeta functionjacobi theta functionjordan normal form
spellingShingle Dmytro Shutiak
Gleb Podkolzin
Victor Bondarenko
Yury Chapovsky
Classical special functions of matrix arguments
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
matrix
special function
matrix function
gamma function
beta function
jacobi theta function
jordan normal form
title Classical special functions of matrix arguments
title_full Classical special functions of matrix arguments
title_fullStr Classical special functions of matrix arguments
title_full_unstemmed Classical special functions of matrix arguments
title_short Classical special functions of matrix arguments
title_sort classical special functions of matrix arguments
topic matrix
special function
matrix function
gamma function
beta function
jacobi theta function
jordan normal form
url http://journal.iasa.kpi.ua/article/view/322530
work_keys_str_mv AT dmytroshutiak classicalspecialfunctionsofmatrixarguments
AT glebpodkolzin classicalspecialfunctionsofmatrixarguments
AT victorbondarenko classicalspecialfunctionsofmatrixarguments
AT yurychapovsky classicalspecialfunctionsofmatrixarguments