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Key–Words: Max-plus algebra, eigenproblem, eigenvector, circulant matrices, steady states, artificial reverberation
3 Max-plus algebra a matrix A we have [Aλ ]ij = −λ(A) + aij for any
(i, j) ∈ N × N ). It is shown in [3] that matrix ∆(Aλ )
By a max-plus algebra we understand a triple contains at least one column, the diagonal element of
(R, ⊕, ⊗), where R is the set of all real numbers and which is 0. Every such a column is an eigenvector
⊕, ⊗ are binary operations on R defined as (so called: fundamental eigenvector) of the matrix A.
Moreover, every eigenvector of A can be expressed as
a ⊕ b = max(a, b), a⊗b=a+b (4) a linear combination of fundamental eigenvectors.
Let us denote by g1 , g2 , . . . , gn all columns of
for all a, b ∈ R. The operations ⊕, ⊗ are extended ∆(Aλ ). We shall say that vectors gj , gk are equiva-
to matrices and vectors in the same way as in conven- lent, if there is α ∈ G such that gj = α ⊗ gk . It
tional linear algebra. Hence, in both types of extremal has been shown in [3] that vectors gj , gk are equiv-
algebras, the matrix product A ⊗ B is defined for ma- alent if and only if the vertices j, k are contained
trices A ∈ Rm×p , B ∈ Rp×n as a matrix C ∈ Rm×n in a common cycle c with w(c) = λ(A) in DA .
by formula The eigenspace dimension of matrix A is defined as
p
the maximal number of non-equivalent fundamental
M
cij = (aik ⊗ bkj ) (5)
k=1 eigenvectors. In general case, the eigenspace dimen-
sion can be found by computing matrix ∆(Aλ ) in
for i = 1, . . . m, j = 1, . . . n. The kth power of a
O(n3 ) time. In this section we show that for circulant
square matrix A ∈ Rn×n is denoted by A(k) and de-
matrices the eigenspace dimension can be computed
fined by recursion on k = 2, 3, . . .
in O(n) time.
The eigenproblem for circulant max-plus matri-
A(k) = A ⊗ A(k−1) . (6)
ces was studied in [8] and following lemmas were pre-
sented.
3.1 Eigenproblem in max-plus algebra
Lemma 2 [8] If A and B are circulant max-plus ma-
The eigenproblem in max-plus algebra is formulated trices of the same type n × n, then A ⊗ B is also a
as follows. For given A ∈ Rn×n , find λ ∈ R and circulant matrix of type n × n.
x ∈ Rn satisfying
Lemma 3 [8] For a circulant matrix A the eigenvalue
A⊗x=λ⊗x . (7) λ(A) is equal to the maximal value of the elements in
the first row of A.
The value λ and the vector x fulfilling the above equa-
tion are called the eigenvalue and the eigenvector of Theorem 4 The eigenspace dimension of a given cir-
matrix A. The set of all eigenvectors is called the culant matrix A is equal to the greatest common divi-
eigenspace of A. It has been shown in [3] that the sor of all positions of the maximal value λ(A) in the
eigenvalue of a given max-plus matrix can be effi- first row of matrix A and the size n of A.
ciently described by considering cycles in specific di-
graphs. 3.2 Proof of Theorem 4
The associated digraph DA of a matrix A ∈
Rn×n is defined as a complete arc-weighted digraph Let A ∈ Rn×n be a fixed circulant matrix. Without
with the node set V = N = {1, 2, . . . , n}, and any loss of generality we can assume that the maxi-
with the arc weights w(i, j) = aij for every (i, j) ∈ mal value in the first row of A is equal to zero. Then
N × N . If p is a path or a cycle in DA , of length λ(A) = 0, Aλ = A, and any two fundamental eigen-
r = |p|, then the weight w(p) is defined as the sum of vectors gj , gk are equivalent if and only if vertices j, k
all weights of the arcs in p. If r > 0, then the mean are contained in a common cycle c with w(c) = 0
weight of p is defined as w(p)/r. The maximal mean in DA . Such a cycle will be called zero-cycle. For
weight of a cycle in DA is denoted by λ(A). reader’s convenience, the proof is divided into three
cases.
Lemma 1 [3] If A ∈ Rn×n , then λ(A) is the unique
eigenvalue of A. 3.2.1 Case 1.
Eigenvectors of a given max-plus matrix can be In the first case we assume that the maximal value 0 in
found using the following procedure: for any B ∈ the first row of matrix A is contained on the position 0
Rn×n we denote by ∆(B) the matrix B ⊕ B (2) ⊕ and nowhere else. In other words, a0 = 0 and ai < 0
. . . ⊕ B (n) . Further, we denote Aλ = −λ(A) ⊗ A for i = 1, 2, . . . , n − 1. Then matrix A contains ze-
(in the formal product of a scalar value −λ(A) and ros on the main diagonal and negative values on other
positions. Hence, the only zero-arcs in the associated equation x(r+1) = xr ⊗ λ hold true, then x(r+1) is
digraph DA are the loops on all vertices, which are steady state (eigenvector)of given circulant matrix.
also the only zero-cycles. Hence, and all fundamental In the table below is the systhem states progres shown.
eigenvectors are pairwise non-equivalent. As a conse-
quence, the eigenspace dimension is n = gcd(0, n),
and the assertion of Theorem 4 in Case 1 is true.
x0 ∆1 x1 ∆2 x2 ∆3 x3 ∆4 x4 ∆5 x5
3.2.2 Case 2. 0 9 9 8 17 9 26 8 34 8 42
2 8 10 9 19 8 27 8 35 8 43
In this case we assume that the maximal value 0 in 2 10 12 8 20 8 28 8 36 8 44
the first row is situated on a single position p > 0. 5 8 13 8 21 8 29 8 37 8 45
Then the zero-arcs in the associated digraph DA are 4 8 12 8 20 8 28 8 36 8 44
exactly the arcs of span p, i.e. the arcs connecting
every vertex i with vertex i + p. Hence, every zero- The state x4 and the following states are steady
cycle is composed of arcs of span p and, therefore, the states.
length of every zero-cycle is a multiple of p. At the For the eigenspace we need a reduced form of
same time, the length of any cycle is a multiple of n, given circulant matrix.
and a multiple of the greatest common divisor d =
gcd(p, n), as well. By a well-known theorem from
number theory, every sufficiently large multiple of d 0 −1 −4 −6 −5
can be expressed as a linear combination of numbers
−5 0 −1 −4 −6
p, n with positive coefficients. As a consequence, any B=
−6 −5 0 −1 −4
two vertices i, j ∈ DA are contained in a common
−4 −6 −5 0 −1
zero-cycle if and only if i−j ≡ d (mod n). By this, −1 −4 −6 −5 0
there are exactly d classes of eigenvector equivalence.
In other words, the eigenspace dimension is equal to by a multiplication of matrix powers we can find
d = gcd(p, n). a steady state base - stace of fundamental vectors
(eigenspace) ∆(B) .
3.2.3 Case 3.
In fact, the last case is the most general and cov- f1 f2 f3 f4 f5
ers also the cases 1 and 2. We assume that the 0 -1 -2 -3 -4
maximal value 0 in the first row of A is situated -4 0 -1 -2 -3
on k positions p1 , p2 , . . . , pk . Let us denote d = ∆(B)=
-3 -4 0 -1 -2
gcd(p1 , p2 , . . . , pk , n). By similar arguments as in -2 -3 -4 0 -1
the previous two cases, we get that any two vertices
-1 -2 -3 -4 0
i, j ∈ DA are contained in a common zero-cycle if
and only if i − j ≡ d (mod n), i.e. the number of Eigenvalue is on position 0 then by 4 we know,
equivalence classes in the eigenspace of A is exactly that dimension of given circulant matices is 5.
d. By this, the proof of Theorem 4 is complete.
∆(B) ⊗ x0 = y
3.3 Example of cirkulant matices in max-
y ⊗ 4λ = x4
plus algebra
0 −1 −2 −3 −4 0 2
We have circulant matrix A and initial state x0 −4 0 −1 −2 −3 2 3
−3 −4 0 −1 −2 ⊗ 2 = 4
8 7 4 2 3 0
−2 −3 −4 −1
3 8 7 4 2 2 0 5 5
−1 −2 −3 −4
A= 2 3 8
7 4
x0 = 2
0 4 4
4 2 3 8 7 5
2
34
7 4 2 3 8 4
3
35
4 ⊗ 4λ = 36
From definition 3 we know,that λ = 8. For steady
states (eigenvectors)the equation A ⊗ x = λ ⊗ x
5 37
holds true. A ⊗ x(k) = x(k+1) if for eny r the 4 36
4 Application to compose sounds that get in the ear 0.1 second to-
gether and therefore there is no echo. Therefore we
Max-plus algebra is used in some special problems are looking for the maximum average weight of the
of the Operational Research. For example, we give a largest cycle in the matrix, because it ensures us that
dynamic programming, finding ways traffic problems, other sounds are reflected back to the source location
special problems of planning, etc. Among the known for less than 0.1 seconds, thus will consist of reverber-
applications Max-plus algebra can be classified as ation.
”JobShop Scheduling”, determination of steady state
behavior of a set of machines. This problem is often
reduced to only finding eigenvectors. With suitability
of max-plus algebra to solve various problems that oc- ACKNOWLEDGEMENT
cur or are expressed in discrete time such as synchro-
The support of Czech Science Foundation # 402/09/0405 is
nization, scheduling, or scheduling, it is sometimes
kindly acknowledged.
referred to as ”schedule algebra.” Other use of max-
plus algebra is offered to describe the communication
network synchronization problems of production and References:
transport, the shortest travel, etc.
[1] K. Cechlárová: Solutions of Interval Linear Systems in
(max, +)-algebra. In: Proceedings of the 6th Interna-
4.1 Spreading of information tional Symposium on Operational Research Preddvor,
Sound propagation and artificial reverberation sys- Slovenia 2001, pp. 321–326.
tems in linear algebra are very complex systems. In [2] K. Cechlárová, R.A. Cuninghame-Green: Interval Sys-
this application we use extremal algebra, namely max- tems of Max-separable Linear Equations. Lin. Algebra
plus for performance modeling of sound propagation Appl. 340 (2002), 215–224.
in an artificial environment. The system is solved for a
[3] R. A. Cuninghame-Green, Minimax algebra, Lecture
special model presented circulant matrix whose inputs
Notes in Econ. and Math. Systems 166, Springer-
for determining sound propagation between sources
Verlag, Berlin, 1979.
can be enter, thanks to its special properties, only the
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4.2 Artificial reverberation
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liver audio signals to listeners ear to 0.1 seconds after
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In our model, for 8 different sound sources in the room
[11] Tomášková, H.: Circulant matrices in extremal alge-
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