Inheritance properties and sum-of-squares decomposition of Hankel tensors: theory and algorithms

In this paper, we show that if a lower-order Hankel tensor is positive semi-definite (or positive definite, or negative semi-definite, or negative definite, or SOS), then its associated higher-order Hankel tensor with the same generating vector, where the higher order is a multiple of the lower order, is also positive semi-definite (or positive definite, or negative semi-definite, or negative definite, or SOS, respectively). Furthermore, in this case, the extremal H-eigenvalues of the higher order tensor are bounded by the extremal H-eigenvalues of the lower order tensor, multiplied with some constants. Based on this inheritance property, we give a concrete sum-of-squares decomposition for each strong Hankel tensor. Then we prove the second inheritance property of Hankel tensors, i.e., a Hankel tensor has no negative (or non-positive, or positive, or nonnegative) H-eigenvalues if the associated Hankel matrix of that Hankel tensor has no negative (or non-positive, or positive, or nonnegative, respectively) eigenvalues. In this case, the extremal H-eigenvalues of the Hankel tensor are also bounded by the extremal eigenvalues of the associated Hankel matrix, multiplied with some constants. The third inheritance property of Hankel tensors is raised as a conjecture.

[1]  Liqun Qi,et al.  Computing Eigenvalues of Large Scale Hankel Tensors , 2015 .

[2]  Amin Shokrollahi,et al.  A Superfast Algorithm for Confluent Rational Tangential Interpolation Problem via Matrix-vector Multiplication for Confluent Cauchy-like Matrices ∗ , 2000 .

[3]  Nicholas J. Highamy Estimating the matrix p-norm , 1992 .

[4]  Qun Wang,et al.  Computing Extreme Eigenvalues of Large Scale Hankel Tensors , 2016, J. Sci. Comput..

[5]  Lynn Burroughs,et al.  Interpolation Using Hankel Tensor Completion , 2013 .

[6]  Y. Ye,et al.  Linear operators and positive semidefiniteness of symmetric tensor spaces , 2015 .

[7]  Yimin Wei,et al.  A Lanczos bidiagonalization algorithm for Hankel matrices , 2009 .

[8]  Daniel Boley,et al.  Vandermonde Factorization of a Hankel Matrix ? , 2006 .

[9]  Sabine Van Huffel,et al.  Exponential data fitting using multilinear algebra: the single‐channel and multi‐channel case , 2005, Numer. Linear Algebra Appl..

[10]  N. Higham Estimating the matrixp-norm , 1992 .

[11]  Man-Duen Choi TRICKS OR TREATS WITH THE HILBERT MATRIX , 1983 .

[12]  Liqun Qi,et al.  Eigenvalues of a real supersymmetric tensor , 2005, J. Symb. Comput..

[13]  Lieven De Lathauwer,et al.  Higher Order Tensor-Based Method for Delayed Exponential Fitting , 2007, IEEE Transactions on Signal Processing.

[14]  L. Qi,et al.  SOS-Hankel Tensors: Theory and Application , 2014, 1410.6989.

[15]  Guoyin Li,et al.  Further results on Cauchy tensors and Hankel tensors , 2015, Appl. Math. Comput..

[16]  Jinyan Fan,et al.  Completely positive tensor decomposition , 2014, 1411.5149.

[17]  Liqun Qi,et al.  Doubly Nonnegative Tensors, Completely Positive Tensors and Applications ∗ , 2015, 1504.07806.

[18]  Liqun Qi,et al.  SOS Tensor Decomposition: Theory and Applications , 2015 .

[19]  Changqing Xu Hankel tensors, Vandermonde tensors and their positivities☆ , 2016 .

[20]  E. E. Tyrtyshnikov How bad are Hankel matrices? , 1994 .

[21]  D. Fasino Spectral properties of Hankel matrices and numerical solutions of finite moment problems , 1995 .

[22]  Liqun Qi,et al.  Are There Sixth Order Three Dimensional PNS Hankel Tensors , 2014 .

[23]  J. Shohat,et al.  The problem of moments , 1943 .

[24]  L. Qi,et al.  Infinite and finite dimensional Hilbert tensors , 2014, 1401.4966.

[25]  L. Qi Hankel Tensors: Associated Hankel Matrices and Vandermonde Decomposition , 2013, 1310.5470.

[26]  Yimin Wei,et al.  Fast Hankel tensor–vector product and its application to exponential data fitting , 2015, Numer. Linear Algebra Appl..

[27]  Wei Xu,et al.  A Divide-and-Conquer Method for the Takagi Factorization , 2008, SIAM J. Matrix Anal. Appl..

[28]  Qun Wang,et al.  Positive semi-definiteness and sum-of-squares property of fourth order four dimensional Hankel tensors , 2015, J. Comput. Appl. Math..

[29]  Wei Xu,et al.  A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix , 2009, Numer. Linear Algebra Appl..

[30]  L. De Lathauwer,et al.  Exponential data fitting using multilinear algebra: the decimative case , 2009 .

[31]  Roy S. Smith,et al.  Frequency Domain Subspace Identification Using Nuclear Norm Minimization and Hankel Matrix Realizations , 2014, IEEE Transactions on Automatic Control.