Statistical applications for equivariant matrices

S. H. Alkarni

International Journal of Mathematics and Mathematical Sciences, 2001, vol. 25, 1-9

Abstract:

Solving linear system of equations A x = b enters into many scientific applications. In this paper, we consider a special kind of linear systems, the matrix A is an equivariant matrix with respect to a finite group of permutations. Examples of this kind are special Toeplitz matrices, circulant matrices, and others. The equivariance property of A may be used to reduce the cost of computation for solving linear systems. We will show that the quadratic form is invariant with respect to a permutation matrix. This helps to know the multiplicity of eigenvalues of a matrix and yields corresponding eigenvectors at a low computational cost. Applications for such systems from the area of statistics will be presented. These include Fourier transforms on a symmetric group as part of statistical analysis of rankings in an election, spectral analysis in stationary processes, prediction of stationary processes and Yule-Walker equations and parameter estimation for autoregressive processes.

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:303787

DOI: 10.1155/S016117120100446X

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