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On the Transfer Matrices of Fractals
Zhi-Xiong Wen

Department of Physics
Wuhan University
430072 Wuhan, People's Republic of China
Submitted by Richard A. Brualdi

An algebra of matrices of order 2~ was introduced by Mandelbrot et al. Some
of these matrices are associated with iterative constructions of fractal objects
and for this reason are called TMFs (transfer matrices of fra£tals). It has been
proved that the eigenvalues of a TMF are nonnegative integers. In this article
TMFs are shown to be diagonalizable, and further properties of these matrices,
as well as some of their generalizations, are investigated.



In the article "Fractals, their transfer matrices and their eigen-dimensional sequence" [1], an algebra of dimension 3 n of square matrices of order
2 n was introduced. Some of its elements are associated with iterative constructions of fractal objects, and are, for this reason, called T M F s (transfer m a t r i x of fractals). It was proved t h a t the eigenvalues of a T M F are
nonnegative integers. In [1] it was also shown t h a t when two T M F s coming from related geometric constructions are diagonalizable, their left and
right eigenvectors have certain properties of biorthogonality. In this article we prove t h a t indeed T M F s are diagonalizable. Moreover, we show
t h a t these properties subsist in other cases: the r a n d o m case (following the
terminology of [1]) and when the matrix does not arise from a geometric
construction. Also in [1] it was shown that, when the geometric situation
has symmetries, it can be described by T M F s of lesser dimensionality. This
leads us to investigate this case also, in Section 3.
We stick to the definitions and notation in [1]. A vector is said to be is
positive if it is nonzero and if all its components are nonnegative. Similarly,
we define a positive matrix.

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is associated to a chessboard: M = (m/)~. If N is a subset of E.element of the index (J. NOTATION 1. A matrix M is indexed by 2 E × 2 E and a vector X is indexed by 2 E. We define [M]~ :-. A square matrix M . Let E be a finite set. by if It:Land Z L we or i f I C _ L a n d J = I t 2 K .je2e. otherwise. and T and ¢ are mappings from S to 2 E such that.4. We denote the cardinality of the E by IEI.2. I ) of the M. DEFINITION 1. r(s)u(In¢(s))=J}l. and the family of its subsets by 2 E.3. 0 otherwise. ¢) where S is a finite set. Let L and K be two subsets of E such t h a t L n K = 0. Let E be a finite set. Let L _C E. X L := PLKXL (in particular X ~ ----x L ) . : I{ses. NOTATION 1. We note t h a t every column of A L is a vector of the canonical basis of the R 2N . By A L we denote the 2 E × 2 E matrix whose (i. j ) entries are defined by ll [AL]~= 0 if L N I = J . And M is called a T M F . J=I. Let E be a finite set. Let K and L be two subsets of E.1.5. for every s in S. [X]j := Yth component of the vector X. An E-chessboard is a triplet (S.190 ZHI-XIONG WEN NOTATION 1. T. . indexed by 2 n x 2 n.6. otherwise. By p L we denote the matrix indexed by 2 E x 2 E whose the entries are {10 If L C_ E. denote the vector of R 2E whose components are [xL]¢ = NOTATION 1. NOTATION 1. we write N c = E \ N . (_l)lL\Ol if QCL. Define A L := p L A L (then A~ = AL). T(S)n¢(S) -= 0 [1].

DIAGONALIZATION OF THE TMF LEMMA 2. AJxN = ~ X N (0 if N C J. then E (--1)'N\PI = O. s o Q C _ H U ( N \ J ) . QC_N. (2) . JnQ-~H 0 otherwise. [AJXN]H = QCE QC_N E -~ (-1) IN\PI if H C_ N. It is clear that H C_ Q and H n ( N \ J ) c_ H n [N\(J N Q)] -.1.T R A N S F E R MATRICES OF FRACTALS 191 Let M be a TMF.H N ( N \ H ) -. We obtain easily M = E A¢(s) ~(s). t h e n x ~ J . otherwise. Consider Q which satisfies Q c N and JNQ=H. If H and K are two subsets of N such that H C_K and K \ H # 0. HC_QC_K We have PROPOSITION 2. It is easy to verify that the equation (1) holds if H ~ N. sES 2. IfxeQandx~H.H. HC_QC_K Proof. JAQ=H 2. K\H # 0 implies that IK\HI >_ 1. (1) Proof.0. so that (_l)lN\ l(1 _ = O.(--1)IN\HI ----[XN]H" QC_N. and E (-1)IN\Q1-. Let N be a finite set. then Q = J N Q -. If N C_ J. Now we consider the case H C_ N: 1. then N \ J # O.2. I f N ~ J.

and N ~ J. N be subsets orE. J N ( R U I ) = H 0 otherwise. RC_N. Thus it is sufficient to consider the case H C H U I. HC_RUI.1. Proof. Q : H O J ' and J' C N \ J . K N I = PROPOSITION 2. then A d P ~ X N = 0. L. Take H = H'UH" such that H ' _C N and H " C_ I.1 ) IN\RI if R C N.3. (_I)IN\QI = QCN. E = ( . In addition. Then H = Jn (nuI) -. I f N C K.~glJV = if R _C N (OK). We have Q c N and J N Q = JNH = H. HCQCHu(N\J) Let I. and H C J.lN\RI . From the fact K N I = 0. RCN 0- otherwise. RC_N.192 ZHI-XIONG WEN We obtain H _C Q _c H n ( N \ J ) and (H U ( N \ J ) ) \ H = N \ J # 0. we have = O. K. if J N L =N N (3) I = O. (4) We have [AJP~XN]H = E PP QaX R aH Q. from Lemma 2. J. . aRuI(--1)IN\RI if RCN(C_K). QC_E 0 Z otherwise. O.( J N R ) U ( J N I) if and only if H ' = J N R and H " = J N I. In particular. So in this case. we obtain R N I = 0 for all R C N. J N Q = H ~ (_I)IN\QI = 0.RCE oq R( --~/ .

Q. We obtain N JS ---. wehaveS=[JN(RUI)]UL=RU(JNI)UL. RCN ~a~"'(-~) '~\~L He_J. Jn(RUl)=H ={(O-1)IN\RI if otherwise.[X(JnI) uL] s" {XN}Kc2 Nc is a family of the linearly independent . L"~L[AJpKxN]I PROPOSITION 2. RC_N = E HCE. then A./t_Q ~R ( ~IN\RI PS ~ H P Q t. (6) In particular. Because A J = P~A J.RCE E : .QC_E. Proof. JAR=H' = ~ (-1) iN\RI = 0 . N be subsets of E.4. K. J.TRANSFER MATRICES OF FRACTALS 193 Therefore.2. L. vectors.5. H'CRCmU(N\J) PROPOSITION 2. we get (-i)'~\~I = RCN.~PFX ~ = X(jni)u L. (5) AarX~ --~ X(JNI)U N L.~1 H. such that L N J = I N K = O . we have AJpKxN1 ~L I JS = V" -H Q R Ps aHPQXR H. JA(RUI)=H Z (_i)l~\~l RC_N.S=[JN(RUI)]UL' SinceRCN. in the same way as for Proposition 2. Let I.-. I f N C _ K n J .

InJ=O Now for every L C N c.JCE. there exists a nonnegative sequence { ~ / K } K C N c such that the vector -~N= ~--~. XN = E KCN c # o.KC_Nc7K XN is an eigenvector of M with eigenvalue .JCE. THEOREM 2. INJ=O E N QgX(KnJ)u. NCJC_E. then MxN E = K X gY /~L (K C NO). The sum of the entries of every column of K )L. _ InJ=O ¢%IJ A JI " Then for all N C E.~N does not depend on K. Let M = ~-~I. (7) LCN c On the other hand.3 and 2. ICE. NCJCE. we have MxN = J J) {IAI XKN = E I. (10) admits a nonzero solution From Proposition 2.194 ZHI-XIONG WEN Proof. NC_JCE.~Y = E I C E . NCJ.Ks2N c equals AN . InJ=O t h e n . ICIJ=O~J" Proof. . write t3~ = ~IC_E. put E el= LC_Nc E (8) ICE.4. (KoL)uI=L ~/. From Propositions 2. So the linear equation the matrix B = (/3L Br = ~Nr (9) r = (~K)K~_No.. otherwise.5.6. Jol=0. The statement follows from XN {O 1 [ K ] L U N ~--- if K = L .

if {~/} are positive. ~g > 0 for all I and J). If ~/g are positive (that is. REMARK 2. where (£K)KCN c are positive. . N C ¢(s)].~N "[LXLN . . L e t . Mr}.. ~g are also positive.6 is valid also for the random case.T R A N S F E R MATRICES OF FRACTALS 195 so we get finally MxN= E yKMXN KCN ~ = ~L 7 K X L KC_Nc5C_N~ = E = E ~L ")/K X L LC_Nc \ KCN c / . . Choose an E-chessboard with the matrices M 1 . From Propositions 2. In particular. . .7.6 we have = Z (11) In particular. let ~1. COROLLARY 2. but it has been obtained by a different method in [1]. Let M be a TMF associated with the E-chessboard ( S . .3 and 2. then B is a positive matrix. then the sum of the components of { ~ N } is null. Then {--XN}Ne2E is linearly in-dependent. M r for this distribution. Suppose t h a t ENCE ~NXN : O. Proof. Theorem 2.7t be a probability distribution.6. ¢ . In fact.bAN = . .k/O (1 < i < t) is a nonnegative integer. then from Theorem 2. where Mi E { M 1 . then (i) the family {XN}Nc_2E defined as in Theorem 2. A0 = ~[] . r ) .-.8. .6 are linearly independent. PROPOSITION 2. This corollary is a direct consequence of Theorem 2. (ii) the components of {~-a} are positive.. .~ )~N'-xN" [] LCN ~ REMARK 2. If M = ~TiM~. Then the eigenvalue )~N of M equals ]{s • S.4. so by the Perron-FrSbenius theorem [2].9.X = E K C N c £KXNK. (iii) /f N ~ 0.10.

1.12. and (iii). the TMF of an E-chessboard is diagonalizable. 0 thus 50 = 0.JC_E.9. Since E is a finite set.6 are linearly independent). If I E 2E\{I~} and I ¢ K .J > 0 of Theorem 2.5.6 cannot be removed. then I ~ K . We have thus \ L C K -- c LCK ~ c which yields that ~K = 0.0). . J. from the fact that (eK)KC_Nc is positive (in particular. Prom Remark 2.11. Then M is diagonalizable. for N C_ E. we obtain (i). He gives the following example [3]: Let IEI = 1. REMARK 2. • Let M = ~-]~I. from Remark 2. the Perron-PrSbenius theorem.A~ is not diagonalizable.196 ZHI-XIONG WEN Prom Proposition 2. and Lemma 2. Take a subset K of E with IKI = 1. If we take then M = A~ . Proof. (ii). Peyri~re has noted that the condition ~. In particular.6. ¢nJ=O 7IJ AI2 ('~] >. THEOREM 2. {-RN}Ne2~ defined as in Theorem 2. It is a simple corollary of Proposition 2.7. we can repeat this method and we have finally 5N = 0 for all N C E.10 and of Theorem 2. INI = n.

197 INVARIANT E-CHESSBOARD UNDER THE ACTION OF A GROUP For some constructions of fractals which possess certain symmetries. using the bijective m a p d we have 7r~ : S . LKI = n}. We say (S. Given an E-chessboard (S. whereg E G. To give an answer to this question. I E Zn. In this case. S (a E G) such t h a t ' . T) is G-invariant if it is g-invariant for all gcG. ¢. For 0 < n < 2 IE] .{K ~ E. there exists a perm u t a t i o n ~rg on S such t h a t for every a E S there exists b c S satisfying ~g(a) = b. s}. So the order of their T M F is less t h a n 2 IEI . Consider the Sierpifiski gasket. and we obtain the G-orbits F~n).s} 3 {g. Put gK = {gk. P u t E = {g. then we say t h a t (S. g¢(a) = ¢(b). k c K}. and if I ~ J E Zn. K c_ E. ¢. then they are not in the same orbit. gT(a) = ~'(b). d. we can ask if these T M F s still possess the properties described in Section 2. Instead of F[n) we will write simply FI if no confusion results. Then G acts on F(n).s} r 0 s For G equal to the s y m m e t r y group on E -~ $3.T R A N S F E R MATRICES OF FRACTALS 3. If for all g E G.d} 2 {g.¢. we define a class of subsets of E: F (n) . Let G be a p e r m u t a t i o n group on E.~-) is g-invariant. EXAMPLE 1. T). where Zn is a class of the representatives of the orbits of F(n). we shall introduce the notion of the invariant chessboard under the action of a group. it is not necessary to distinguish the different orientations of the "tremas" [1]. s ¢ 1 {g.

F((1) g} = {{g}. EXAMPLE 2.~} 8 {e..~} = {In.w} {w. F{(1) . {~}. we have the Serpifiski carpet (nw)(es). ~}. {w. {d}. s}. F+<°)= {0}. ~4 = (18)(25)(47). {g. (~}}. F(2) {.. {~.e} 7 (s} {~. {d.s} (n. {s}. s}}. F~°)= {o}. s}.s} {n.:} = {{n. and s ¢ ~- 1 {n.e} {e. group on E. (ne)(ws)} ~_ Klein 4- n 1 4 6 W 2 3 5 8 7 e s We have 71"1 ~ ls. ~3 = (24)(36)(57). .w} {e. ~}. {s}}.s} 4 {w} {. In.s} 5 6 {~} {w. For G = {1E..~} {n. d}. w}.198 ZHI-XIONG WEN The orbits of G over 2E are F~3)= rE}. F (2) {9. e}}. ~}}.~ = {{~}.w} The orbits of G over 2 E are F(~4> = {E}. 7r2 = (18)(27)(36)(45).4} = {{g.s} 2 3 {n} {n. F (2) {. (ns)(ew). {~.

we define the matrix Pg -= (Pj)j. ~ IEF m~ = ~m~ IEF for all K. ¢. g~-(s) = r(t). As g induces a bijection on S.l ~ ( t ) u [g-l¢(t) n z] = ]. For s E SJ. I Ie2E by P~ = otherwise. J E 2E). . J are in the same G-orbit. (i) for ally E G. m~j = mgj (ii) if F is a G-orbit. gI runs over F if and only if I runs over F. J E F. E m._.. there exists t such that g¢(s) = ¢(t). Then d (I. where 1 P~ = 0 if I = g J . T). Let M = (mI)i. we have Is51 < IsE/I < . T(s) U ( ¢ ( s ) M I ) = J } . where g E G. (i): Put SJ = { s E S. r(t) U [¢(t) A 9I] = gZ. there exists g E G such that J = gK. i. otherwise. so Y.e. i. then m~= ~m IEF 5. Besides. jE2m be a TMF of a G-invariant E-chessboard ( S. Pg is obtained by permuting the lines of the unit matrix under the action of g on 2 E. t h e n m / = I S j l . Notice that Pg-1 = (p/). IEF Proof.- - - (ii): Since K.T R A N S F E R MATRICES OF FRACTALS 199 PROPOSITION 3. IEF gLEF gL6F LEF Similarly.¢*-"(~') ~ g-l(gj) : IsSI. From this g .1. So MPg-1 is obtained by permuting the columns of the unit matrix under .e.E IEF IEF For g E G..

I C N IC_N = (--1) IgN\glO if H = g I U g L . we have g K U gL = g ( K O L). (ii): Notice the following facts: (1) I _ N if only if g I c gN. Then for all g E G. (ii) There exists an eigenvector of M such that its components in the same orbit are always equal. we have (i) PgMPg-I = M. where g E G. (i): It is a direct consequence of Proposition 3. Let M be a T M F of a G-invariant E-chessboard (S.200 ZHI-XIONG W E N the action of g on 2 E. Proof. if g. PgPh = Pgh PROPOSITION 3. IC_E KCE. (ii) P g X g = X~ N. (2) IN\I[ = Igg\gI[. From Propositions 2. 0 otherwise. and let -X g = }-']~gcg~ 7K X N be an eigenvector with the eigenvalueA N of M. Then (i) Pg"X N is also an eigenvector of M with the eigenvalue ~N and )~N = A9N.6. where N E 2E. we have MPg'K N = P g M X N = AN pg-~ N.2.6. r). (i): From Proposition 3.2(ii). ¢. We have also Pg-l = P g 1.3.{7K}Ke2N ~ is chosen as in Theorem2. and X I be defined as in Notation 1. L of E. Let M be a T M F of a G-invariant E-chessboard. (3) for all subsets K. .10 and 3.1(i). • PROPOSITION 3.2. h E G. Thus = pHPKXI K. p g ~ N is an eigenvector with AgN. Proof.

We obtain still t h a t XN = PgXN is an eigenvector with AN.TRANSFER MATRICES OF FRACTALS 201 (ii): For the eigenvector ~ N .10.gN .l N are distinct each other. Consider the vector xN = XN + p. ---~. We get from Proposition 3. and two different columns come from two different G-orbits. then from Proposition 2. K 2. we have gmN = N and gmK = K. XN + . • Now we shall reduce the matrices of the G-invariant E-chessboard. ~ K C N c I. .t K j=0 j=0 KCN c x~JN and 7~: is the sum of some 7K ( K C NO). Suppose t h a t t is the least positive integer such that g t N = N.. we have obtained Pg-Rg = X N. Hence the I t h component and J t h component are distinct. . . .--~g. and the J t h line of C with J E F1 is the I t h vector of the canonical basis of R ". then j=0 KCN ~ where -X'g'N "~ x-~ A . let t be the least positive integer such that: F r o m Proposition (1) gK = K for all K E 2 No. (2) The columns of A M are just the representatives of the G-orbits. . and PgXN = XN.. We define a v x 2 IEI matrix A and a-2 [~l x g matrix C such that the J t h column of A with J E FI is either the I t h vector of the canonical basis of R" if J = I or zero.10. then N. . and (2) there exists L C_ N c such that gt-l L # L ( i f g K = K for a l l K E 2 No.l N are linearly independent. we can assume that g # 1E). + G. --~tg ' . XN ~ O. KE2N c If m is the order of the element 9. If N = gN (since g = 1E is trivial. + KCN ~ From Remark 2. Now the definition of the G-orbit permits the conclusion. g t . . ..7 and Proposition 2. So XN ( # 0) is also an eigenvector of M. . . m--1 Let XN = ~ j = 0 pgj. . so we can suppose that t > 2). N= + +--..~ t N .1(ii) the following facts: (1) The columns of M C which come from the same G-orbit are always equM. if N ¢ gN.2(ii) we have pg N gN = "[KXg K . g N . Denote by v = [U0<j<n J j l the numbers of the G-orbits.

Furthermore. AMC = F (3) F (2) F(1) F (0) 3 0 0 1 2 0 0 2 1 0 0 3 F (2) F 0) F (°) where /~ f(2) ~ /k . M has at most v different eigenvalues. independent.3. In Example 1. hence there exist just u different such vectors y I . For an eigenvalue Ai. From Proposition 3. M and A M C have the same eigenvalues. we choose an eigenvector satisfying the conditions of Proposition 3. the eigenvectors of A M C possess the properties in Proposition 2.X i . so ( A M C ) Y I = A M C A X I = A M X I = Az A X I = A I y / .202 ZHI-XIONG WEN EXAMPLE 1'.10. EXAMPLE 3. we have oooooo 1 A= 0 0 0 0 /I 0 0 0 0 1 0 0 0 0 0 0 0 0 C __ ' 0 0 0 0 1 0 0 0 1 0 0 0 I 0 0 0 0 1 0 0 0 1 0 0 0 1 0 0 0 0 1 THEOREM 3. { y I } is also linearly independent.3(ii).3(ii). We have therefore C A X I -. Take a vector y I _= A X I c R ~. Since { X I} is linearly • In Example 1. Notice t h a t y I is obtained by putting only a representative of every G-orbit corresponding to the components of X I in Proposition 3. Proof. and A M C is diagonalizable.4.

Y. i. Aharony. Wiley.~} F(4) {E} ----+ --+ ' I F (2) F{O) n} {n. its T M F is denoted by MN. M N is just the matrix B defined as in the proof of Theorem 2. Peyri~re. Non-negative Matrices. A. Phys. where F = ("}'K)Ke2N~. J. REFERENCES 1 B.¢N. From Proposition 2. we have M N F = xNF. TN : S N ) N c with CN(S) = ¢ ( s ) \ N . and define CN.¢.5. Private communication. TN(S) ---.s} I I.. Mandelbrot.6. Thus we obtain an NO-chessboard (sN. I I [----1 F(O) {¢} _1 ~I t_ I. _ _ ~I L_ _ F(2) {n.6 as follows: Take S n = {s e S. 2 E.TN). Let M be a T M F associated with an E-chessboard (S.4. Peyri~re.T(S).T). M0 = M. N C ¢(s)}. *I l. In particular. _ _J REMARK 3. Seneta. We give a explicit construction of the sequence {TK}Ke2N c of Theorem 2. and J. Gefen. Received 3 January 1994.e} k_. F (4) F(3) 4 2 0 1 0 0~ 4 5 6 4 3 0 0 1 2 2 3 4 0 0 0 1 2 4 F (2) {~. their transfer matrices and their eigen-dimensional sequence. 3 J. final manuscript accepted 27 May 1994 . Fractals.e.e. A 18:335-354 (1985).T R A N S F E R MATRICES OF FRACTALS 203 In Example 2. 1973.e} 0 0 0 0 0 0 0 0 0 0 0 0 F(1) F(O) A M C -- where F(3) {n.