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Basic Todaism Carlos Tomei, PUC-Rio Geometry, Dynamics and - - PowerPoint PPT Presentation

Basic Todaism Carlos Tomei, PUC-Rio Geometry, Dynamics and Mechanics Seminar Universit degli Studi di Padova, 8/2020 An amazing vector field Cartan might have discovered the Toda flow like this. 1/10 An amazing vector field Let M be n n


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Basic Todaism

Carlos Tomei, PUC-Rio

Geometry, Dynamics and Mechanics Seminar Università degli Studi di Padova, 8/2020

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An amazing vector field

Cartan might have discovered the Toda flow like this. 1/10

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An amazing vector field

Let M be n × n real, positive, with simple spectrum.

Cartan might have discovered the Toda flow like this. 1/10

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An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} .

Cartan might have discovered the Toda flow like this. 1/10

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An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1

Cartan might have discovered the Toda flow like this. 1/10

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An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1 ⇒ QRM = MQR

Cartan might have discovered the Toda flow like this. 1/10

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SLIDE 7

An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1 ⇒ QRM = MQR ⇒ g(M) = QR = [g(M)]Q[g(M)]R

Cartan might have discovered the Toda flow like this. 1/10

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SLIDE 8

An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1 ⇒ QRM = MQR ⇒ g(M) = QR = [g(M)]Q[g(M)]R Write g(M) = exp f(M) = [exp f(M)]Q [exp f(M)]R and then S = {[exp f(M)]∗

Q M [exp f(M)]Q , f ∼ g ⇔ f = g + const}. Cartan might have discovered the Toda flow like this. 1/10

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SLIDE 9

An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1 ⇒ QRM = MQR ⇒ g(M) = QR = [g(M)]Q[g(M)]R Write g(M) = exp f(M) = [exp f(M)]Q [exp f(M)]R and then S = {[exp f(M)]∗

Q M [exp f(M)]Q , f ∼ g ⇔ f = g + const}.

The flows M(t) = [exp(t f(M))]∗

Q M [exp(t f(M))]Q solve

M′ = [M, Πskewf(M)], where Πskew + Πupper = I,

Cartan might have discovered the Toda flow like this. 1/10

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An amazing vector field

Let M be n × n real, positive, with simple spectrum. Consider the intersection of two orbits, I = {Q∗MQ, Q ∈ SO(n)} ∩ {RMR−1, R ∈ Up+(n)} . Q∗MQ = RMR−1 ⇒ QRM = MQR ⇒ g(M) = QR = [g(M)]Q[g(M)]R Write g(M) = exp f(M) = [exp f(M)]Q [exp f(M)]R and then S = {[exp f(M)]∗

Q M [exp f(M)]Q , f ∼ g ⇔ f = g + const}.

The flows M(t) = [exp(t f(M))]∗

Q M [exp(t f(M))]Q solve

M′ = [M, Πskewf(M)], where Πskew + Πupper = I,

  • r, equivalently, M(t) = [exp(t f(M))]R M [exp(t f(M))]−1

R

solve M′ = [M, −Πupperf(M)].

Cartan might have discovered the Toda flow like this. 1/10

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Another missed opportunity: the QR method

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0.

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR,

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ.

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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SLIDE 15

Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T).

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate.

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate. Amazingly, φn(T) → D.

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate. Amazingly, φn(T) → D. Numerical analysts knew that Tk = φk(T) = [T k]∗

QT[T k]Q. The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate. Amazingly, φn(T) → D. Numerical analysts knew that Tk = φk(T) = [T k]∗

QT[T k]Q.

Take k ∈ R – an action of R. For T = T0, lim

k→0

1 k (Tk − T0) = [Πskew log T, T] ,

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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SLIDE 20

Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate. Amazingly, φn(T) → D. Numerical analysts knew that Tk = φk(T) = [T k]∗

QT[T k]Q.

Take k ∈ R – an action of R. For T = T0, lim

k→0

1 k (Tk − T0) = [Πskew log T, T] , a Toda flow is born.

The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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Another missed opportunity: the QR method

Following Rutishauser, Francis had a great idea to compute σ(T), T > 0. Factor T = [T]Q[T]R = QR, and define the QR step T = QR → φ(T) = RQ. As φ(T) = RQ = Q∗QRQ = Q∗TQ, σ(φ(T)) = σ(T). Nothing seems to happen: iterate. Amazingly, φn(T) → D. Numerical analysts knew that Tk = φk(T) = [T k]∗

QT[T k]Q.

Take k ∈ R – an action of R. For T = T0, lim

k→0

1 k (Tk − T0) = [Πskew log T, T] , a Toda flow is born. For t → ∞, [T k]Q → Q∞, where T0 = Q∗

∞ΛQ∞ (the power method). The fifties and early sixties. The Toda flow is from the late sixties, seventies. 2/10

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The physical track – a completely integrable system

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) ,

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) .

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

)

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     ,

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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SLIDE 27

The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     , ΠskewJ =     −b1 b1 −b2 b2 −b3 b3    

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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SLIDE 28

The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     , ΠskewJ =     −b1 b1 −b2 b2 −b3 b3     J′ = [J, ΠskewJ], a Lax pair.

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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SLIDE 29

The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     , ΠskewJ =     −b1 b1 −b2 b2 −b3 b3     J′ = [J, ΠskewJ], a Lax pair. The two conjugations preserve spectrum, symmetry, profile.

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

slide-30
SLIDE 30

The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     , ΠskewJ =     −b1 b1 −b2 b2 −b3 b3     J′ = [J, ΠskewJ], a Lax pair. The two conjugations preserve spectrum, symmetry, profile. (Adler 79) Jacobis of zero trace form a coadjoint orbit.

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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SLIDE 31

The physical track – a completely integrable system

(Toda 67) For n particles in R, take H(x, y) = 1 2

n

  • k=1

y 2

k + n−1

  • k=1

exp(xk − xk+1) , x′

k = ∂H

∂yk = yk, y ′

k = − ∂H

∂xk = exp(xk−1 − xk) − exp(xk − xk+1) . (Flaschka 74) Change variables, ak = −yk/2 , bk = 1

2 exp( xk −xk+1 2

) and cleverly arrange them in matrices, J =     a1 b1 b1 a2 b2 b2 a3 b3 b3 a4     , ΠskewJ =     −b1 b1 −b2 b2 −b3 b3     J′ = [J, ΠskewJ], a Lax pair. The two conjugations preserve spectrum, symmetry, profile. (Adler 79) Jacobis of zero trace form a coadjoint orbit. The vector fields induced by Hi(x, y) = λi(a, b) commute.

(Lax 68) The celebrated KdV equation is a Lax pair. For S(t) = −D2

x + Mu(x, t), KdV is S′ = [Πf(S), S].

3/10

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SLIDE 32

Scattering and inverse variables (Moser 79)

GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 33

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1)

GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 34

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1,

GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 35

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1, parameterized by inverse variables (norming constants) JΛ ∼ = {c = (c1 > 0, . . . , cn > 0)}. The c′

ks are the first coordinates of the eigenvectors. GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 36

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1, parameterized by inverse variables (norming constants) JΛ ∼ = {c = (c1 > 0, . . . , cn > 0)}. The c′

ks are the first coordinates of the eigenvectors.

Under Toda, λ′

i = 0 and c(t) = exp(tΛ)c(0)/ exp(tΛ)c(0). GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 37

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1, parameterized by inverse variables (norming constants) JΛ ∼ = {c = (c1 > 0, . . . , cn > 0)}. The c′

ks are the first coordinates of the eigenvectors.

Under Toda, λ′

i = 0 and c(t) = exp(tΛ)c(0)/ exp(tΛ)c(0).

(Symes 82, Deift, Nanda, T. 83) For standard QR, Jn = J(n), where J′ = [J, Πskew log J], J(0) = J0 .

GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

slide-38
SLIDE 38

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1, parameterized by inverse variables (norming constants) JΛ ∼ = {c = (c1 > 0, . . . , cn > 0)}. The c′

ks are the first coordinates of the eigenvectors.

Under Toda, λ′

i = 0 and c(t) = exp(tΛ)c(0)/ exp(tΛ)c(0).

(Symes 82, Deift, Nanda, T. 83) For standard QR, Jn = J(n), where J′ = [J, Πskew log J], J(0) = J0 . More generally, the solution of J′ = [J, Πskew f(J)], J(0) = J0 is J(t) = [exp(f(J0))]∗

Q J(0) [exp(f(J0))]Q . GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

slide-39
SLIDE 39

Scattering and inverse variables (Moser 79)

diag(λ1 < . . . < λn)

−∞

← − J(t)

− → diag(λn > . . . > λ1) For fixed spectra, the resulting sets are Liouville tori JΛ ≃ Rn−1, parameterized by inverse variables (norming constants) JΛ ∼ = {c = (c1 > 0, . . . , cn > 0)}. The c′

ks are the first coordinates of the eigenvectors.

Under Toda, λ′

i = 0 and c(t) = exp(tΛ)c(0)/ exp(tΛ)c(0).

(Symes 82, Deift, Nanda, T. 83) For standard QR, Jn = J(n), where J′ = [J, Πskew log J], J(0) = J0 . More generally, the solution of J′ = [J, Πskew f(J)], J(0) = J0 is J(t) = [exp(f(J0))]∗

Q J(0) [exp(f(J0))]Q .

A Hamiltonian flow with limit points...

GGKM, AKNS, Lax, Fadeev... Reyman, Semenov-Tian-Shansky, Adler, Kostant... 4/10

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SLIDE 40

Shifts

According to Parlett, there are shifts for all seasons. 5/10

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SLIDE 41

Shifts

Algorithms are usually performed on Jacobi matrices

According to Parlett, there are shifts for all seasons. 5/10

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SLIDE 42

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !).

According to Parlett, there are shifts for all seasons. 5/10

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SLIDE 43

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators:

According to Parlett, there are shifts for all seasons. 5/10

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SLIDE 44

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1.

According to Parlett, there are shifts for all seasons. 5/10

slide-45
SLIDE 45

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n.

According to Parlett, there are shifts for all seasons. 5/10

slide-46
SLIDE 46

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n.

According to Parlett, there are shifts for all seasons. 5/10

slide-47
SLIDE 47

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits.

According to Parlett, there are shifts for all seasons. 5/10

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SLIDE 48

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits. Wilkinson’s does not.

According to Parlett, there are shifts for all seasons. 5/10

slide-49
SLIDE 49

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits. Wilkinson’s does not. (Leite, Saldanha, T., 12) No continuous shift strategy yields an always convergent iteration.

According to Parlett, there are shifts for all seasons. 5/10

slide-50
SLIDE 50

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits. Wilkinson’s does not. (Leite, Saldanha, T., 12) No continuous shift strategy yields an always convergent iteration. (Leite, Saldanha, T., 10) If Λ has no three eigenvalues in arithmetic progression, Wilkinson iteration leads to cubic convergence of Jn,n−1. Otherwise, there may be a Cantor-like set in which iteration is quadratic.

According to Parlett, there are shifts for all seasons. 5/10

slide-51
SLIDE 51

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits. Wilkinson’s does not. (Leite, Saldanha, T., 12) No continuous shift strategy yields an always convergent iteration. (Leite, Saldanha, T., 10) If Λ has no three eigenvalues in arithmetic progression, Wilkinson iteration leads to cubic convergence of Jn,n−1. Otherwise, there may be a Cantor-like set in which iteration is quadratic. And remember: |λ − Jn,n| = O(J2

n,n−1) ! According to Parlett, there are shifts for all seasons. 5/10

slide-52
SLIDE 52

Shifts

Algorithms are usually performed on Jacobi matrices (drop the signs of the (k, k + 1)-entries of J and the spectrum does not change !). Shifts are remarkable accelerators: J(0) − sI = QR → J(1) = Q∗ J(0) Q = R J(0) R−1. Rayleigh would take s to be Jn,n. For Wilkinson, s is the eigenvalue of the bottom 2 × 2 block closer to Jn,n. Rayleigh’s shift strategy generates periodic orbits. Wilkinson’s does not. (Leite, Saldanha, T., 12) No continuous shift strategy yields an always convergent iteration. (Leite, Saldanha, T., 10) If Λ has no three eigenvalues in arithmetic progression, Wilkinson iteration leads to cubic convergence of Jn,n−1. Otherwise, there may be a Cantor-like set in which iteration is quadratic. And remember: |λ − Jn,n| = O(J2

n,n−1) ! Deflate ! According to Parlett, there are shifts for all seasons. 5/10

slide-53
SLIDE 53

The isospectral manifold TΛ

The eye wants its part (Italian proverb). 6/10

slide-54
SLIDE 54

The isospectral manifold TΛ

The eye wants its part (Italian proverb). 6/10

slide-55
SLIDE 55

The isospectral manifold TΛ

The eye wants its part (Italian proverb). 6/10

slide-56
SLIDE 56

The isospectral manifold TΛ

(5,7,4) (5,4,7) (4,5,7) (4,7,5) (7,5,4) (4,5,7) (5,4,7) (7,5,4) (5,7,4) (5,4,7) (4,5,7) (4,7,5) (4,5,7) (5,4,7) (5,7,4)

g a c c a g h h

(7,4,5) (5,7,4)

−+ ++ −− +−

b b f f d e d e

The eye wants its part (Italian proverb). 6/10

slide-57
SLIDE 57

The isospectral manifold TΛ

(5,7,4) (5,4,7) (4,5,7) (4,7,5) (7,5,4) (4,5,7) (5,4,7) (7,5,4) (5,7,4) (5,4,7) (4,5,7) (4,7,5) (4,5,7) (5,4,7) (5,7,4)

g a c c a g h h

(7,4,5) (5,7,4)

−+ ++ −− +−

b b f f d e d e

(7,4,5) (4,7,5) (4,5,7) (5,4,7) (5,7,4) (7,5,4) The eye wants its part (Italian proverb). 6/10

slide-58
SLIDE 58

The isospectral manifold TΛ

(5,7,4) (5,4,7) (4,5,7) (4,7,5) (7,5,4) (4,5,7) (5,4,7) (7,5,4) (5,7,4) (5,4,7) (4,5,7) (4,7,5) (4,5,7) (5,4,7) (5,7,4)

g a c c a g h h

(7,4,5) (5,7,4)

−+ ++ −− +−

b b f f d e d e

(7,4,5) (4,7,5) (4,5,7) (5,4,7) (5,7,4) (7,5,4)

Four hexagons, three (black) deflation components.

The eye wants its part (Italian proverb). 6/10

slide-59
SLIDE 59

The isospectral manifold TΛ

(5,7,4) (5,4,7) (4,5,7) (4,7,5) (7,5,4) (4,5,7) (5,4,7) (7,5,4) (5,7,4) (5,4,7) (4,5,7) (4,7,5) (4,5,7) (5,4,7) (5,7,4)

g a c c a g h h

(7,4,5) (5,7,4)

−+ ++ −− +−

b b f f d e d e

(7,4,5) (4,7,5) (4,5,7) (5,4,7) (5,7,4) (7,5,4)

Four hexagons, three (black) deflation components. This is why continuous shift strategies are problematic.

The eye wants its part (Italian proverb). 6/10

slide-60
SLIDE 60

TΛ — an isospectral manifold

A conformal diffeomorphic projection of TΛ ⊂ R5. 7/10

slide-61
SLIDE 61

TΛ — an isospectral manifold

A conformal diffeomorphic projection of TΛ ⊂ R5. 7/10

slide-62
SLIDE 62

TΛ — an isospectral manifold

Real, tridiagonal symmetric matrices with eigenvalues 4, 5 e 7.

A conformal diffeomorphic projection of TΛ ⊂ R5. 7/10

slide-63
SLIDE 63

TΛ — an isospectral manifold

Real, tridiagonal symmetric matrices with eigenvalues 4, 5 e 7. For points in red, T2,1 = 0; black stands for T3,2 = 0.

A conformal diffeomorphic projection of TΛ ⊂ R5. 7/10

slide-64
SLIDE 64

Some symplectic and topological properties of TΛ

An interesting object indeed. 8/10

slide-65
SLIDE 65

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}.

An interesting object indeed. 8/10

slide-66
SLIDE 66

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map.

An interesting object indeed. 8/10

slide-67
SLIDE 67

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n.

An interesting object indeed. 8/10

slide-68
SLIDE 68

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR. An interesting object indeed. 8/10

slide-69
SLIDE 69

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem.

An interesting object indeed. 8/10

slide-70
SLIDE 70

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators.

An interesting object indeed. 8/10

slide-71
SLIDE 71

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free.

An interesting object indeed. 8/10

slide-72
SLIDE 72

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1

An interesting object indeed. 8/10

slide-73
SLIDE 73

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1 (from results on Coxeter groups, Davis 83).

An interesting object indeed. 8/10

slide-74
SLIDE 74

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1 (from results on Coxeter groups, Davis 83). (Gaifullin, 14) Any homology class of a manifold has a multiple which is the image of a finite covering of TΛ.

An interesting object indeed. 8/10

slide-75
SLIDE 75

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1 (from results on Coxeter groups, Davis 83). (Gaifullin, 14) Any homology class of a manifold has a multiple which is the image of a finite covering of TΛ. (Casian, Kodama, 01) Twisted isospectral manifolds.

An interesting object indeed. 8/10

slide-76
SLIDE 76

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1 (from results on Coxeter groups, Davis 83). (Gaifullin, 14) Any homology class of a manifold has a multiple which is the image of a finite covering of TΛ. (Casian, Kodama, 01) Twisted isospectral manifolds. What about charts?

An interesting object indeed. 8/10

slide-77
SLIDE 77

Some symplectic and topological properties of TΛ

(T. 84) The closure of Jacobi matrices with fixed spectrum JΛ is a permutohedron P = conv {(λπ(1), . . . , λπ(n)), π ∈ Sn}. (Bloch, Flaschka, Ratiu 90) It is the image of a moment map. (Gibson, Saldanha, T) It is an ‘extreme projectivization’ of (0, ∞)n. In TΛ, h(T) = n

i=1 i Sii is a height function for Toda and QR.

The Wielandt-Hoffman theorem. (T. 84) The cohomology ring of TΛ has simple, explicit generators. (Fried 86) It is free. (T. 84) Its covering is Rn−1 (from results on Coxeter groups, Davis 83). (Gaifullin, 14) Any homology class of a manifold has a multiple which is the image of a finite covering of TΛ. (Casian, Kodama, 01) Twisted isospectral manifolds. What about charts? Larger isospectral manifolds?

An interesting object indeed. 8/10

slide-78
SLIDE 78

Charts – bidiagonal variables

Way beyond integrability. 9/10

slide-79
SLIDE 79

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ. Way beyond integrability. 9/10

slide-80
SLIDE 80

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Way beyond integrability. 9/10

slide-81
SLIDE 81

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg):

Way beyond integrability. 9/10

slide-82
SLIDE 82

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ !

Way beyond integrability. 9/10

slide-83
SLIDE 83

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1. Way beyond integrability. 9/10

slide-84
SLIDE 84

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)]

Way beyond integrability. 9/10

slide-85
SLIDE 85

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)] , i.e.,

  • new βπ

i

  • = exp(f(λπ

i+1)/f(λπ i ))

  • ld βπ

i

  • .

Way beyond integrability. 9/10

slide-86
SLIDE 86

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)] , i.e.,

  • new βπ

i

  • = exp(f(λπ

i+1)/f(λπ i ))

  • ld βπ

i

  • .

Dropping signs (going Jacobi) is as bad as inserting absolute values.

Way beyond integrability. 9/10

slide-87
SLIDE 87

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)] , i.e.,

  • new βπ

i

  • = exp(f(λπ

i+1)/f(λπ i ))

  • ld βπ

i

  • .

Dropping signs (going Jacobi) is as bad as inserting absolute values. Limits now belong to the charts: asymptotics is local theory.

Way beyond integrability. 9/10

slide-88
SLIDE 88

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)] , i.e.,

  • new βπ

i

  • = exp(f(λπ

i+1)/f(λπ i ))

  • ld βπ

i

  • .

Dropping signs (going Jacobi) is as bad as inserting absolute values. Limits now belong to the charts: asymptotics is local theory. Bidiagonal variables are stabler than norming constants.

Way beyond integrability. 9/10

slide-89
SLIDE 89

Charts – bidiagonal variables

(Leite, Saldanha, T. 08) For π ∈ Sn and T ∈ TΛ , write T = Q∗

π Λπ Qπ.

A matrix T ∈ U π

Λ ⊂ TΛ admits an LU factorization of Qπ,

Qπ = LπUπ: Lπ uni-lower and Uπ pos-upper, so that T = U−1

π

  • L−1

π

Λπ Lπ

  • Uπ.

Set Bπ = L−1

π ΛπLπ (lower) = UπTU−1 π

(upper Hessenberg): Bπ is lower bidiagonal with diagonal Λπ ! The entries βπ

j = (Bπ)j+1, j define a chart ψπ : U π Λ → Rn−1.

Simple evolutions: B′ = [B, f(Λ)] , i.e.,

  • new βπ

i

  • = exp(f(λπ

i+1)/f(λπ i ))

  • ld βπ

i

  • .

Dropping signs (going Jacobi) is as bad as inserting absolute values. Limits now belong to the charts: asymptotics is local theory. Bidiagonal variables are stabler than norming constants. This begs for a new inverse algorithm: Gragg and Harrod, ’84.

Way beyond integrability. 9/10

slide-90
SLIDE 90

Larger matrices

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-91
SLIDE 91

Larger matrices

(Deift, Li, Nanda, T., 86, 89) Toda flows are completely integrable on symmetric and non-symmetric generic orbits.

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-92
SLIDE 92

Larger matrices

(Deift, Li, Nanda, T., 86, 89) Toda flows are completely integrable on symmetric and non-symmetric generic orbits. The Toda flow is Morse-Smale on isospectral matrices of full matrices (for sl(n), Shub-Vasquez 87; for other special cases, Chernyakov,Sharigin, Sorin 14, 17, 19; for non-compact semisimple lie algebras, Torres-T. 20)

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-93
SLIDE 93

Larger matrices

(Deift, Li, Nanda, T., 86, 89) Toda flows are completely integrable on symmetric and non-symmetric generic orbits. The Toda flow is Morse-Smale on isospectral matrices of full matrices (for sl(n), Shub-Vasquez 87; for other special cases, Chernyakov,Sharigin, Sorin 14, 17, 19; for non-compact semisimple lie algebras, Torres-T. 20) A staircase induces a matrix profile p.

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-94
SLIDE 94

Larger matrices

(Deift, Li, Nanda, T., 86, 89) Toda flows are completely integrable on symmetric and non-symmetric generic orbits. The Toda flow is Morse-Smale on isospectral matrices of full matrices (for sl(n), Shub-Vasquez 87; for other special cases, Chernyakov,Sharigin, Sorin 14, 17, 19; for non-compact semisimple lie algebras, Torres-T. 20) A staircase induces a matrix profile p.

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

(Torres-T. 20) Charts extend to isospectral manifolds of given profile.

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-95
SLIDE 95

Larger matrices

(Deift, Li, Nanda, T., 86, 89) Toda flows are completely integrable on symmetric and non-symmetric generic orbits. The Toda flow is Morse-Smale on isospectral matrices of full matrices (for sl(n), Shub-Vasquez 87; for other special cases, Chernyakov,Sharigin, Sorin 14, 17, 19; for non-compact semisimple lie algebras, Torres-T. 20) A staircase induces a matrix profile p.

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

(Torres-T. 20) Charts extend to isospectral manifolds of given profile.

Thank you !

Duistermaat, Kolk, Varadarajan, Shub, Vasquez... 10/10

slide-96
SLIDE 96

QR steps commute

Giant steps. 11/10

slide-97
SLIDE 97

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R,

Giant steps. 11/10

slide-98
SLIDE 98

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q. Giant steps. 11/10

slide-99
SLIDE 99

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q Giant steps. 11/10

slide-100
SLIDE 100

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

Giant steps. 11/10

slide-101
SLIDE 101

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

Giant steps. 11/10

slide-102
SLIDE 102

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

Giant steps. 11/10

slide-103
SLIDE 103

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q Giant steps. 11/10

slide-104
SLIDE 104

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q = [g(S) f(S)]∗ Q S [g(S) f(S)]]Q Giant steps. 11/10

slide-105
SLIDE 105

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q = [g(S) f(S)]∗ Q S [g(S) f(S)]]Q

= [gf(S)]∗

Q S [ gf(S)]]Q Giant steps. 11/10

slide-106
SLIDE 106

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q = [g(S) f(S)]∗ Q S [g(S) f(S)]]Q

= [gf(S)]∗

Q S [ gf(S)]]Q = [fg(S)]∗ Q S [ fg(S)]]Q Giant steps. 11/10

slide-107
SLIDE 107

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q = [g(S) f(S)]∗ Q S [g(S) f(S)]]Q

= [gf(S)]∗

Q S [ gf(S)]]Q = [fg(S)]∗ Q S [ fg(S)]]Q

The steps commute.

Giant steps. 11/10

slide-108
SLIDE 108

QR steps commute

A general QR step: for f(S) = QR = [f(S)]Q [f(S)]R, ˜ S = [f(S)]∗

Q S [f(S)]Q.

Take two steps, S → [f(S)]∗

Q S [f(S)]Q

→ [g

  • [f(S)]∗

Q S [f(S)]Q

  • ]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [g
  • [f(S)]∗

Q S [f(S)]Q

  • ]Q

= [[f(S)]∗

Q g

  • S
  • [f(S)]Q)]∗

Q

  • [f(S)]∗

Q S [f(S)]Q

  • [[f(S)]∗

Q g

  • S
  • [f(S)]Q]Q

= [g

  • S
  • [f(S)]Q)]∗

Q [f(S)]Q[f(S)]∗ Q S [f(S)]Q[f(S)]∗ Q [g

  • S
  • [f(S)]Q]Q

= [g(S) [f(S)]Q)]∗

Q S [g(S) [f(S)]Q]Q = [g(S) f(S)]∗ Q S [g(S) f(S)]]Q

= [gf(S)]∗

Q S [ gf(S)]]Q = [fg(S)]∗ Q S [ fg(S)]]Q

The steps commute. An action of Rn.

Giant steps. 11/10

slide-109
SLIDE 109

A few papers

Bloch, A. M., Flaschka, H. and Ratiu, T., A convexity theorem for isospectral manifolds of Jacobi matrices in a compact Lie algebra, Duke

  • Math. J., 61, 41-65, 1990.

Deift, P ., Nanda, T., Tomei, C., Differential equations for the symmetric eigenvalue problem, SIAM J. Num. Anal. 20, 1-22, 1983. Flaschka, H., The Toda lattice, Phys. Rev. B 9, 1924-1925, 1974.

  • W. Gragg e W. Harrod, The numerically stable reconstruction of Jacobi

matrices from spectral data, Numer. Math. 44, 317-335, 1984. Leite, R. S., Saldanha, N.C. and Tomei, C., An atlas for tridiagonal isospectral manifolds, Lin. Alg. Appl. 429, 387-402, 2008; The Asymptotics of Wilkinson’s Shift: Loss of Cubic Convergence, FoCM, 10, 15-36, 2010; Dynamics of the Symmetric Eigenvalue Problem with Shift Strategies, IMRN 2013, 4382-4412. Moser, J., Finitely many mass points on the line under the influence of an exponential potential, Lecture Notes in Phys. 38, 467-497, 1975. Parlett, B. N., The Symmetric Eigenvalue Problem, SIAM. Symes, W., The QR algorithm and scattering for the finite nonperiodic Toda lattice, Physica 4D, 275-280, 1982; Hamiltonian group actions and integrable systems, Physica 1D, 339-374, 1980.

Very few. */10